Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV (Contracts of 400 MWh) : CFTC Code #064391 Open Interest is 25,319 : : Positions : : 19,219 22,508 3,875 1,242 1,071 549 120 60 238 136 77 : : : : Changes from: August 29, 2023 : : -1,752 -1,946 -328 130 -154 71 72 -66 -4 -91 26 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.9 88.9 15.3 4.9 4.2 2.2 0.5 0.2 0.9 0.5 0.3 : : : : Number of Traders in Each Category Total Traders: 38 : : 21 21 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MID-C DAY-AHEAD OFF-PEAK - ICE FUTURES ENERGY DIV (1 MWh for about 368 Hours) : CFTC Code #064392 Open Interest is 18,923 : : Positions : : 13,100 14,036 378 1,773 2,864 1,473 0 0 880 80 165 : : : : Changes from: August 29, 2023 : : -1,023 -2,271 -475 -47 -55 -472 0 0 -304 33 75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 74.2 2.0 9.4 15.1 7.8 0.0 0.0 4.7 0.4 0.9 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 18 . . . 4 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT OFF - ICE FUTURES ENERGY DIV (Contracts of 1Megawatt for 368 Hours) : CFTC Code #064394 Open Interest is 211,912 : : Positions : : 125,528 140,788 16,202 6,560 17,977 12,070 14,678 15,181 11,990 6,955 9,237 : : : : Changes from: August 29, 2023 : : -1,364 391 -309 -435 263 -749 571 213 87 207 -109 : : : : Percent of Open Interest Represented by Each Category of Trader : : 59.2 66.4 7.6 3.1 8.5 5.7 6.9 7.2 5.7 3.3 4.4 : : : : Number of Traders in Each Category Total Traders: 81 : : 32 33 4 5 8 6 12 9 10 9 10 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- SP15 FIN DA PEAK FIXED - ICE FUTURES ENERGY DIV (Contracts of 400 Megawatt Hours) : CFTC Code #064395 Open Interest is 84,267 : : Positions : : 66,800 60,586 6,869 9,976 3,231 1,915 5,329 3,189 1,640 1,581 181 : : : : Changes from: August 29, 2023 : : 550 868 1,399 -155 -79 61 1,240 -61 175 208 -160 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 71.9 8.2 11.8 3.8 2.3 6.3 3.8 1.9 1.9 0.2 : : : : Number of Traders in Each Category Total Traders: 54 : : 25 19 . . 4 4 7 6 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO SP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #064396 Open Interest is 63,597 : : Positions : : 50,412 47,688 9,761 4,984 1,544 78 8,102 295 400 394 528 : : : : Changes from: August 29, 2023 : : -614 641 1,250 -85 15 -27 285 10 250 6 -250 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.3 75.0 15.3 7.8 2.4 0.1 12.7 0.5 0.6 0.6 0.8 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 15 . . 4 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #06439A Open Interest is 51,472 : : Positions : : 35,034 28,591 6,122 3,951 7,587 0 6,920 650 780 2,695 384 : : : : Changes from: August 29, 2023 : : -428 -244 101 -20 20 0 0 0 0 -2 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 55.5 11.9 7.7 14.7 0.0 13.4 1.3 1.5 5.2 0.7 : : : : Number of Traders in Each Category Total Traders: 33 : : 20 18 5 . 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON RT PEAK FIXED - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #06439B Open Interest is 61,118 : : Positions : : 41,241 31,867 7,921 4,887 8,759 500 11,942 0 1,201 2,531 667 : : : : Changes from: August 29, 2023 : : 115 523 54 -88 -67 0 -90 0 -26 23 22 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.5 52.1 13.0 8.0 14.3 0.8 19.5 0.0 2.0 4.1 1.1 : : : : Number of Traders in Each Category Total Traders: 46 : : 21 21 4 5 6 . 7 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439C Open Interest is 61,817 : : Positions : : 44,707 28,646 12,705 21,107 1,694 0 0 0 2,150 9,541 15 : : : : Changes from: August 29, 2023 : : 8 -384 -35 30 35 0 0 0 0 -378 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.3 46.3 20.6 34.1 2.7 0.0 0.0 0.0 3.5 15.4 0.0 : : : : Number of Traders in Each Category Total Traders: 41 : : 21 17 5 4 7 0 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- AEP DAYTON HUB DA PEAK DAILY - ICE FUTURES ENERGY DIV 16 mwh : CFTC Code #06439E Open Interest is 8,152 : : Positions : : 6,476 5,602 1,526 2,250 0 0 100 0 0 200 0 : : : : Changes from: August 29, 2023 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 68.7 18.7 27.6 0.0 0.0 1.2 0.0 0.0 2.5 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 12 6 . . 0 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM AEP DAYTON DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439F Open Interest is 77,422 : : Positions : : 57,195 32,135 13,718 31,028 3,183 50 0 0 2,671 10,008 90 : : : : Changes from: August 29, 2023 : : 87 -461 0 235 0 0 0 0 -1 -398 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.9 41.5 17.7 40.1 4.1 0.1 0.0 0.0 3.4 12.9 0.1 : : : : Number of Traders in Each Category Total Traders: 45 : : 23 16 5 4 7 . 0 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA OFF-PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439K Open Interest is 35,867 : : Positions : : 24,822 32,808 9,794 205 957 0 300 0 260 1,422 0 : : : : Changes from: August 29, 2023 : : 729 599 0 0 0 0 0 0 0 120 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.2 91.5 27.3 0.6 2.7 0.0 0.8 0.0 0.7 4.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 17 10 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. REAL-TIME OFF-PEAK - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #06439L Open Interest is 36,208 : : Positions : : 28,167 29,397 4,789 3,428 2,924 0 0 0 0 405 0 : : : : Changes from: August 29, 2023 : : -745 -645 0 0 0 0 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.8 81.2 13.2 9.5 8.1 0.0 0.0 0.0 0.0 1.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 14 14 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT HOUSTON 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439N Open Interest is 33,194 : : Positions : : 24,467 21,148 7,339 3,514 1,092 0 5,575 0 100 1,865 0 : : : : Changes from: August 29, 2023 : : 0 50 0 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 63.7 22.1 10.6 3.3 0.0 16.8 0.0 0.3 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 12 4 . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT Houston 345KV RT OFF FIX - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439Q Open Interest is 31,165 : : Positions : : 23,608 19,001 4,270 4,024 2,565 0 5,575 0 350 0 0 : : : : Changes from: August 29, 2023 : : 0 50 0 -50 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 61.0 13.7 12.9 8.2 0.0 17.9 0.0 1.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 11 . . . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT NORTH 345KV RT PK FIX - ICE FUTURES ENERGY DIV 1 Mw per Peak Hour : CFTC Code #06439R Open Interest is 175,483 : : Positions : : 92,885 90,514 32,544 44,264 20,619 15,250 339 6,354 1,601 7,870 5,233 : : : : Changes from: August 29, 2023 : : 260 -325 -327 419 283 312 10 80 -64 88 113 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.9 51.6 18.5 25.2 11.7 8.7 0.2 3.6 0.9 4.5 3.0 : : : : Number of Traders in Each Category Total Traders: 79 : : 34 37 . 4 7 12 . 8 5 11 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT SOUTH 345 KV RT PEAK FIX - ICE FUTURES ENERGY DIV 1 Mwh per Peak Hour : CFTC Code #06439S Open Interest is 32,650 : : Positions : : 17,977 17,667 10,198 9,178 3,605 420 0 0 0 1,995 0 : : : : Changes from: August 29, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 54.1 31.2 28.1 11.0 1.3 0.0 0.0 0.0 6.1 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . 5 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT-SOUTH MONTHLY OFFPEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #06439U Open Interest is 30,998 : : Positions : : 15,750 18,174 11,243 7,479 3,145 420 0 0 0 1,995 0 : : : : Changes from: August 29, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.8 58.6 36.3 24.1 10.1 1.4 0.0 0.0 0.0 6.4 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 12 . . 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345KV RT PEAK - ICE FUTURES ENERGY DIV 1 Mwh per peak hour : CFTC Code #06439V Open Interest is 37,824 : : Positions : : 13,963 23,756 22,260 4,837 1,576 0 5,747 0 0 1,800 0 : : : : Changes from: August 29, 2023 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.9 62.8 58.9 12.8 4.2 0.0 15.2 0.0 0.0 4.8 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 12 5 . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT WEST 345K RT OFF-PEAK - ICE FUTURES ENERGY DIV 1 MWh per Off-Peak Hour : CFTC Code #06439W Open Interest is 33,600 : : Positions : : 15,690 19,766 16,138 4,372 1,745 0 5,747 0 0 1,850 0 : : : : Changes from: August 29, 2023 : : 600 600 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.7 58.8 48.0 13.0 5.2 0.0 17.1 0.0 0.0 5.5 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 13 5 . 5 0 . 0 0 4 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT - NORTH MONTHLY OFF-PEAK - ICE FUTURES ENERGY DIV 1 Mwh per Off-Peak Hour : CFTC Code #0643A8 Open Interest is 120,762 : : Positions : : 62,586 80,778 29,746 26,831 10,158 10,610 676 1,032 5,580 150 175 : : : : Changes from: August 29, 2023 : : -5 -25 -50 -30 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 66.9 24.6 22.2 8.4 8.8 0.6 0.9 4.6 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 23 . 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO IN. DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643AZ Open Interest is 43,225 : : Positions : : 29,362 40,221 12,059 175 954 0 347 28 385 1,291 70 : : : : Changes from: August 29, 2023 : : 1,047 948 -4 0 0 0 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.9 93.1 27.9 0.4 2.2 0.0 0.8 0.1 0.9 3.0 0.2 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 17 . . . 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO INDIANA HUB RT PEAK - ICE FUTURES ENERGY DIV 800 Mwh : CFTC Code #0643B3 Open Interest is 41,809 : : Positions : : 31,818 36,589 5,533 1,446 2,480 993 300 25 635 725 0 : : : : Changes from: August 29, 2023 : : 234 398 5 0 0 35 0 0 0 -100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.1 87.5 13.2 3.5 5.9 2.4 0.7 0.1 1.5 1.7 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 17 15 . . . . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BC Open Interest is 34,880 : : Positions : : 23,313 32,431 7,468 235 1,763 0 0 0 2,044 0 0 : : : : Changes from: August 29, 2023 : : 46 -152 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.8 93.0 21.4 0.7 5.1 0.0 0.0 0.0 5.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 15 6 . 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643BE Open Interest is 37,363 : : Positions : : 21,720 34,612 11,665 1,197 812 0 13 57 2,470 0 0 : : : : Changes from: August 29, 2023 : : 210 -223 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 92.6 31.2 3.2 2.2 0.0 0.0 0.2 6.6 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 17 17 4 . 4 0 . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA OFF-PK FIXD - ICE FUTURES ENERGY DIV (1 MW per Hour for about 368 Hours) : CFTC Code #0643BF Open Interest is 74,859 : : Positions : : 58,976 60,412 12,770 8,688 1,077 0 2,181 360 1,174 1,647 25 : : : : Changes from: August 29, 2023 : : 347 231 31 120 -5 0 14 0 41 34 -10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 80.7 17.1 11.6 1.4 0.0 2.9 0.5 1.6 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 45 : : 22 23 5 . . 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISO NE MASS HUB DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BG Open Interest is 99,740 : : Positions : : 77,706 81,311 13,943 8,648 1,670 229 2,584 951 3,410 2,684 1,105 : : : : Changes from: August 29, 2023 : : 1,019 1,329 -22 76 9 49 18 49 454 17 93 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.9 81.5 14.0 8.7 1.7 0.2 2.6 1.0 3.4 2.7 1.1 : : : : Number of Traders in Each Category Total Traders: 57 : : 25 25 4 . 4 . 8 5 4 7 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643BM Open Interest is 47,776 : : Positions : : 32,655 32,603 13,946 10,381 739 0 3,117 205 0 513 96 : : : : Changes from: August 29, 2023 : : 182 193 -11 -123 112 0 11 25 0 85 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 68.2 29.2 21.7 1.5 0.0 6.5 0.4 0.0 1.1 0.2 : : : : Number of Traders in Each Category Total Traders: 36 : : 18 13 . 4 . 0 4 . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- CAISO NP-15 DA OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BR Open Interest is 45,398 : : Positions : : 33,632 31,676 11,576 8,989 80 0 3,678 0 0 890 75 : : : : Changes from: August 29, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.1 69.8 25.5 19.8 0.2 0.0 8.1 0.0 0.0 2.0 0.2 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 7 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM NI HUB RT OFF-PK FIXED - ICE FUTURES ENERGY DIV (1 MW per Hour for about 386 Hours) : CFTC Code #0643BS Open Interest is 49,548 : : Positions : : 41,204 31,104 3,153 14,336 1,894 793 0 1,442 25 0 0 : : : : Changes from: August 29, 2023 : : -169 275 120 -25 20 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.2 62.8 6.4 28.9 3.8 1.6 0.0 2.9 0.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 19 . . 4 . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM N. IL HUB RT PEAK - ICE FUTURES ENERGY DIV 800 MWh : CFTC Code #0643BT Open Interest is 51,330 : : Positions : : 41,509 29,792 3,285 13,931 3,304 13 2,173 1,299 25 50 0 : : : : Changes from: August 29, 2023 : : -174 263 60 279 -51 0 0 0 0 -75 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.9 58.0 6.4 27.1 6.4 0.0 4.2 2.5 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 15 20 . 4 7 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE J DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BW Open Interest is 13,094 : : Positions : : 8,563 11,804 2,683 0 883 0 0 0 0 80 0 : : : : Changes from: August 29, 2023 : : -537 -124 15 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.4 90.1 20.5 0.0 6.7 0.0 0.0 0.0 0.0 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 14 4 0 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643BY Open Interest is 38,552 : : Positions : : 34,509 35,837 2,322 616 270 75 653 10 544 0 15 : : : : Changes from: August 29, 2023 : : 362 -971 -6 40 0 30 5 0 -615 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.5 93.0 6.0 1.6 0.7 0.2 1.7 0.0 1.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 15 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE A DA OFF-PK FIX PR - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643BZ Open Interest is 32,937 : : Positions : : 29,418 31,416 1,510 0 627 0 223 0 870 49 43 : : : : Changes from: August 29, 2023 : : 490 440 -50 0 50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 89.3 95.4 4.6 0.0 1.9 0.0 0.7 0.0 2.6 0.1 0.1 : : : : Number of Traders in Each Category Total Traders: 27 : : 19 15 . 0 . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA PEAK - ICE FUTURES ENERGY DIV 800MWh : CFTC Code #0643C3 Open Interest is 29,145 : : Positions : : 22,637 20,141 3,509 3,724 1,187 0 1,924 151 0 1,646 0 : : : : Changes from: August 29, 2023 : : 98 337 -257 366 2 0 12 30 0 14 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 77.7 69.1 12.0 12.8 4.1 0.0 6.6 0.5 0.0 5.6 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 22 17 4 . 5 0 4 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO ZONE G DA OFF-PK - ICE FUTURES ENERGY DIV (1MW for about 368 Hours) : CFTC Code #0643C4 Open Interest is 20,311 : : Positions : : 14,776 14,443 3,071 2,846 726 83 346 313 0 679 129 : : : : Changes from: August 29, 2023 : : 222 -241 -257 347 0 -10 0 10 0 3 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 71.1 15.1 14.0 3.6 0.4 1.7 1.5 0.0 3.3 0.6 : : : : Number of Traders in Each Category Total Traders: 28 : : 18 14 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA PEAK - ICE FUTURES ENERGY DIV 400MWh : CFTC Code #0643CB Open Interest is 11,636 : : Positions : : 4,795 10,831 5,850 0 713 55 0 0 143 56 16 : : : : Changes from: August 29, 2023 : : -567 -568 -199 0 -41 55 -134 0 -31 -19 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.2 93.1 50.3 0.0 6.1 0.5 0.0 0.0 1.2 0.5 0.1 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 17 4 0 . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PALO VERDE DA OFF-PK FiXED PR - ICE FUTURES ENERGY DIV (1 MW for about 368 Hours) : CFTC Code #0643CC Open Interest is 8,516 : : Positions : : 3,534 8,153 4,758 0 0 0 313 0 175 25 25 : : : : Changes from: August 29, 2023 : : -85 -494 -408 0 0 0 25 0 25 25 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 95.7 55.9 0.0 0.0 0.0 3.7 0.0 2.1 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 10 . 0 0 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PECO ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CZ Open Interest is 16,190 : : Positions : : 6,775 11,085 2,610 1,897 2,638 2,772 0 0 125 130 25 : : : : Changes from: August 29, 2023 : : -830 -415 0 0 0 -220 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.8 68.5 16.1 11.7 16.3 17.1 0.0 0.0 0.8 0.8 0.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 7 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA OFF-PEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D7 Open Interest is 36,541 : : Positions : : 18,245 12,930 13,908 21,973 1,588 0 0 0 675 0 0 : : : : Changes from: August 29, 2023 : : -993 0 0 0 0 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.9 35.4 38.1 60.1 4.3 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 7 5 . 5 6 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PPL ZONE DA PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D8 Open Interest is 38,793 : : Positions : : 19,415 12,665 15,140 24,690 1,438 0 0 0 650 0 0 : : : : Changes from: August 29, 2023 : : -1,058 0 0 0 0 -100 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 32.6 39.0 63.6 3.7 0.0 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 8 6 4 4 5 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA OFF-PK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DB Open Interest is 90,506 : : Positions : : 64,774 59,019 8,670 8,903 5,080 226 6,504 290 9,965 9,168 311 : : : : Changes from: August 29, 2023 : : -1,864 -1,535 -170 -181 50 76 -170 0 -11 5 -5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.6 65.2 9.6 9.8 5.6 0.2 7.2 0.3 11.0 10.1 0.3 : : : : Number of Traders in Each Category Total Traders: 66 : : 30 28 . 7 8 . 5 . 4 10 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB DA PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #0643DC Open Interest is 106,876 : : Positions : : 75,644 61,204 12,497 9,415 5,002 171 8,974 989 10,899 19,237 438 : : : : Changes from: August 29, 2023 : : -1,350 -1,595 -100 1 38 21 -164 -10 38 -41 1 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 57.3 11.7 8.8 4.7 0.2 8.4 0.9 10.2 18.0 0.4 : : : : Number of Traders in Each Category Total Traders: 79 : : 33 31 . 6 7 . 12 7 4 10 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WESTERN HUB RT PEAK MINI - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DF Open Interest is 363,109 : : Positions : : 173,390 195,247 36,355 10,243 48,457 31,768 18,413 37,628 5,041 23,286 28,002 : : : : Changes from: August 29, 2023 : : -697 665 22 -215 -733 913 -380 -3,178 -390 309 -512 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.8 53.8 10.0 2.8 13.3 8.7 5.1 10.4 1.4 6.4 7.7 : : : : Number of Traders in Each Category Total Traders: 109 : : 43 37 7 4 10 10 19 15 11 13 18 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DAY-AHEAD PEAK - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DL Open Interest is 20,735 : : Positions : : 15,724 9,484 30 7,392 1,408 650 1,546 85 1,597 735 0 : : : : Changes from: August 29, 2023 : : -923 0 0 -50 19 -50 -85 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.8 45.7 0.1 35.6 6.8 3.1 7.5 0.4 7.7 3.5 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 13 9 . 4 6 . . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM PSEG DA OFF-PK FIXED PRICE - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643DM Open Interest is 18,117 : : Positions : : 13,838 9,682 947 6,051 1,622 120 140 70 1,152 0 0 : : : : Changes from: August 29, 2023 : : -95 -452 0 -50 50 0 -40 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.4 53.4 5.2 33.4 9.0 0.7 0.8 0.4 6.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 13 11 . . 6 . . . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM WEST HUB REAL TIME PK MINI - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IA Open Interest is 2,410 : : Positions : : 530 545 235 0 20 780 395 10 560 950 30 : : : : Changes from: August 29, 2023 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 22.0 22.6 9.8 0.0 0.8 32.4 16.4 0.4 23.2 39.4 1.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 6 4 . 0 . . . . 4 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK DALY M - ICE FUTURES ENERGY DIV 16 MWh : CFTC Code #0643IB Open Interest is 29,348 : : Positions : : 19,845 15,795 680 3,200 1,310 2,187 670 1,229 2,140 5,000 1,083 : : : : Changes from: August 29, 2023 : : 970 750 -100 -440 -860 -338 -754 318 -75 520 -52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.6 53.8 2.3 10.9 4.5 7.5 2.3 4.2 7.3 17.0 3.7 : : : : Number of Traders in Each Category Total Traders: 69 : : 30 29 . . . 6 . 7 9 9 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT N 345KV REAL T PK 2x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643ID Open Interest is 60,518 : : Positions : : 45,027 34,205 3,143 4,386 6,884 1,007 3,657 740 165 7,237 3,171 : : : : Changes from: August 29, 2023 : : 324 -175 -100 56 94 0 150 0 5 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 56.5 5.2 7.2 11.4 1.7 6.0 1.2 0.3 12.0 5.2 : : : : Number of Traders in Each Category Total Traders: 51 : : 29 23 . . 4 . . 4 . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT North 345KV Hub RT 7x8 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643IK Open Interest is 49,949 : : Positions : : 24,743 34,730 13,907 3,723 2,797 1,718 6,785 74 5,929 1,240 600 : : : : Changes from: August 29, 2023 : : 260 -40 0 300 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.5 69.5 27.8 7.5 5.6 3.4 13.6 0.1 11.9 2.5 1.2 : : : : Number of Traders in Each Category Total Traders: 40 : : 20 17 . . 4 . . . 4 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAA Open Interest is 75,625 : : Positions : : 49,141 47,041 11,544 16,040 2,336 110 0 0 2,464 348 482 : : : : Changes from: August 29, 2023 : : 220 -10 270 370 0 0 0 0 -130 0 150 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.0 62.2 15.3 21.2 3.1 0.1 0.0 0.0 3.3 0.5 0.6 : : : : Number of Traders in Each Category Total Traders: 23 : : 15 14 . . 4 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064AAB Open Interest is 68,035 : : Positions : : 44,379 37,800 8,416 17,395 2,062 0 0 0 2,334 0 363 : : : : Changes from: August 29, 2023 : : 113 3 390 370 0 0 0 0 -130 0 140 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 55.6 12.4 25.6 3.0 0.0 0.0 0.0 3.4 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 15 12 . . 4 0 0 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFI Open Interest is 32,281 : : Positions : : 20,802 18,961 1,130 3,375 2,062 160 375 0 515 25 625 : : : : Changes from: August 29, 2023 : : -125 -130 0 -30 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.4 58.7 3.5 10.5 6.4 0.5 1.2 0.0 1.6 0.1 1.9 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 14 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064BFJ Open Interest is 29,736 : : Positions : : 20,953 17,737 425 3,025 2,456 160 375 0 0 210 590 : : : : Changes from: August 29, 2023 : : -95 -100 0 -30 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.5 59.6 1.4 10.2 8.3 0.5 1.3 0.0 0.0 0.7 2.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 13 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.CENTRL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CTQ Open Interest is 21,336 : : Positions : : 14,585 12,970 1,025 7,806 0 2,070 45 100 2,741 0 25 : : : : Changes from: August 29, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.4 60.8 4.8 36.6 0.0 9.7 0.2 0.5 12.8 0.0 0.1 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 7 . 4 0 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.CENTRL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CTR Open Interest is 17,865 : : Positions : : 11,235 13,625 1,025 3,800 265 2,145 0 25 2,670 0 0 : : : : Changes from: August 29, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.9 76.3 5.7 21.3 1.5 12.0 0.0 0.1 14.9 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 8 7 . 4 . . 0 . . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXO Open Interest is 43,473 : : Positions : : 23,154 22,298 13,828 3,775 1,102 405 4,975 261 0 6,024 1,572 : : : : Changes from: August 29, 2023 : : -327 -322 -120 0 0 0 0 0 0 -125 70 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.3 51.3 31.8 8.7 2.5 0.9 11.4 0.6 0.0 13.9 3.6 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 17 . . 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CXP Open Interest is 38,948 : : Positions : : 21,706 17,814 11,696 3,155 1,571 0 4,945 120 0 7,294 1,320 : : : : Changes from: August 29, 2023 : : 15 20 -120 0 0 0 0 0 0 -125 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.7 45.7 30.0 8.1 4.0 0.0 12.7 0.3 0.0 18.7 3.4 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 15 . . 4 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZS Open Interest is 20,714 : : Positions : : 16,455 13,854 555 3,132 2,392 0 540 0 0 67 56 : : : : Changes from: August 29, 2023 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.4 66.9 2.7 15.1 11.5 0.0 2.6 0.0 0.0 0.3 0.3 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 11 . . . 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.N.Y.C._month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064CZT Open Interest is 20,309 : : Positions : : 16,006 14,272 245 2,711 2,851 0 0 0 75 0 0 : : : : Changes from: August 29, 2023 : : 60 60 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.8 70.3 1.2 13.3 14.0 0.0 0.0 0.0 0.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 14 . . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEU Open Interest is 32,669 : : Positions : : 15,177 28,127 2,461 1,252 2,533 2,805 255 60 8,699 0 80 : : : : Changes from: August 29, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.5 86.1 7.5 3.8 7.8 8.6 0.8 0.2 26.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 12 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- NYISO.WEST_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DEV Open Interest is 30,632 : : Positions : : 13,331 27,916 5,028 1,550 135 2,305 305 15 8,694 0 80 : : : : Changes from: August 29, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.5 91.1 16.4 5.1 0.4 7.5 1.0 0.0 28.4 0.0 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 10 14 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLW Open Interest is 101,264 : : Positions : : 40,789 53,641 27,883 22,199 3,084 0 75 600 13,870 6,557 45 : : : : Changes from: August 29, 2023 : : 565 480 400 460 0 0 0 0 -25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 40.3 53.0 27.5 21.9 3.0 0.0 0.1 0.6 13.7 6.5 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 17 4 4 5 0 . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DLX Open Interest is 100,092 : : Positions : : 37,503 55,074 26,378 18,881 4,015 0 75 600 16,550 6,171 45 : : : : Changes from: August 29, 2023 : : 650 790 0 60 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 37.5 55.0 26.4 18.9 4.0 0.0 0.1 0.6 16.5 6.2 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 16 4 4 5 0 . . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPQ Open Interest is 22,342 : : Positions : : 9,991 14,252 3,664 1,059 1,401 450 1,000 90 3,055 1,275 118 : : : : Changes from: August 29, 2023 : : 0 150 -25 0 0 0 0 0 75 -100 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.7 63.8 16.4 4.7 6.3 2.0 4.5 0.4 13.7 5.7 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 8 5 . 4 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.BGE_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DPR Open Interest is 22,125 : : Positions : : 9,453 13,968 3,565 1,095 1,295 450 1,000 90 3,055 1,250 120 : : : : Changes from: August 29, 2023 : : 0 150 -25 0 0 0 0 0 75 -100 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.7 63.1 16.1 4.9 5.9 2.0 4.5 0.4 13.8 5.6 0.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 8 5 . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.COMED_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DVO Open Interest is 20,936 : : Positions : : 19,672 2,919 645 11,655 225 0 0 0 0 6,052 0 : : : : Changes from: August 29, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 13.9 3.1 55.7 1.1 0.0 0.0 0.0 0.0 28.9 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 6 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.COMED_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DVP Open Interest is 20,385 : : Positions : : 18,605 2,628 670 11,625 265 0 0 0 0 5,722 0 : : : : Changes from: August 29, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.3 12.9 3.3 57.0 1.3 0.0 0.0 0.0 0.0 28.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 5 . . . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.DOM_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DZT Open Interest is 27,737 : : Positions : : 18,445 7,230 2,725 16,550 933 695 0 990 1,575 0 295 : : : : Changes from: August 29, 2023 : : 0 -5 200 100 -39 -100 0 100 -5 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 26.1 9.8 59.7 3.4 2.5 0.0 3.6 5.7 0.0 1.1 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 6 . 4 5 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJI Open Interest is 30,058 : : Positions : : 23,580 17,260 1,376 7,759 1,055 0 150 0 2,833 2,675 75 : : : : Changes from: August 29, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 57.4 4.6 25.8 3.5 0.0 0.5 0.0 9.4 8.9 0.2 : : : : Number of Traders in Each Category Total Traders: 26 : : 13 8 . 5 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.JCPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EJJ Open Interest is 25,878 : : Positions : : 20,660 12,695 1,189 9,720 425 0 100 0 2,271 2,335 0 : : : : Changes from: August 29, 2023 : : 25 -225 0 250 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 79.8 49.1 4.6 37.6 1.6 0.0 0.4 0.0 8.8 9.0 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 7 . 6 5 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.METED_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EOW Open Interest is 10,201 : : Positions : : 8,243 4,505 100 3,213 500 65 130 0 0 1,290 0 : : : : Changes from: August 29, 2023 : : 0 0 0 0 0 50 0 -10 0 50 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.8 44.2 1.0 31.5 4.9 0.6 1.3 0.0 0.0 12.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 9 5 . . . . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERM Open Interest is 44,042 : : Positions : : 12,828 29,144 18,032 9,595 330 0 450 0 8,832 0 0 : : : : Changes from: August 29, 2023 : : 125 125 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.1 66.2 40.9 21.8 0.7 0.0 1.0 0.0 20.1 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 13 18 4 4 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064ERN Open Interest is 42,898 : : Positions : : 12,730 29,631 18,747 6,600 325 0 450 0 8,537 3,000 0 : : : : Changes from: August 29, 2023 : : 39 39 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 29.7 69.1 43.7 15.4 0.8 0.0 1.0 0.0 19.9 7.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 16 . 5 4 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUY Open Interest is 125,916 : : Positions : : 83,770 104,487 34,073 1,565 2,140 0 4,585 5 0 6,830 1,165 : : : : Changes from: August 29, 2023 : : 225 135 240 0 -85 0 240 0 0 90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 83.0 27.1 1.2 1.7 0.0 3.6 0.0 0.0 5.4 0.9 : : : : Number of Traders in Each Category Total Traders: 30 : : 15 10 5 . 4 0 . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PECO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EUZ Open Interest is 111,936 : : Positions : : 73,047 90,307 31,964 2,435 1,385 25 4,585 5 0 7,655 485 : : : : Changes from: August 29, 2023 : : 150 60 240 0 -85 0 240 0 0 90 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.3 80.7 28.6 2.2 1.2 0.0 4.1 0.0 0.0 6.8 0.4 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 11 4 . 4 . . . 0 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PENELEC_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVA Open Interest is 14,930 : : Positions : : 10,365 6,619 2,573 5,211 748 0 0 0 0 1,850 0 : : : : Changes from: August 29, 2023 : : 0 0 30 30 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.4 44.3 17.2 34.9 5.0 0.0 0.0 0.0 0.0 12.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 5 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PENELEC_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVB Open Interest is 14,071 : : Positions : : 9,410 5,825 2,513 4,990 877 0 0 0 0 1,850 0 : : : : Changes from: August 29, 2023 : : 0 0 0 0 30 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 41.4 17.9 35.5 6.2 0.0 0.0 0.0 0.0 13.1 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 5 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVG Open Interest is 25,557 : : Positions : : 21,615 5,570 970 15,459 327 0 275 0 0 1,906 45 : : : : Changes from: August 29, 2023 : : 35 -290 270 -165 0 0 275 0 0 290 45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.6 21.8 3.8 60.5 1.3 0.0 1.1 0.0 0.0 7.5 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 13 5 . 4 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PEPCO_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EVH Open Interest is 25,227 : : Positions : : 21,534 5,765 825 15,618 215 0 275 0 0 1,616 10 : : : : Changes from: August 29, 2023 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 22.9 3.3 61.9 0.9 0.0 1.1 0.0 0.0 6.4 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 6 . 4 4 0 . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWU Open Interest is 48,967 : : Positions : : 32,800 21,748 8,418 16,644 2,779 1,075 0 0 1,085 4,801 708 : : : : Changes from: August 29, 2023 : : -999 -20 0 31 0 0 0 0 1,060 35 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 44.4 17.2 34.0 5.7 2.2 0.0 0.0 2.2 9.8 1.4 : : : : Number of Traders in Each Category Total Traders: 33 : : 18 10 . 4 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PPL_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EWV Open Interest is 47,536 : : Positions : : 31,002 20,880 7,933 15,336 4,039 1,000 0 0 1,170 4,417 836 : : : : Changes from: August 29, 2023 : : -1,134 -20 50 31 0 0 0 0 1,145 35 20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 65.2 43.9 16.7 32.3 8.5 2.1 0.0 0.0 2.5 9.3 1.8 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 8 . 4 7 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXE Open Interest is 59,488 : : Positions : : 38,130 36,501 3,054 4,639 5,446 1,465 1,950 0 5,560 5,300 171 : : : : Changes from: August 29, 2023 : : 444 475 81 0 -5 50 0 0 0 100 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.1 61.4 5.1 7.8 9.2 2.5 3.3 0.0 9.3 8.9 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 10 . . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.PSEG_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EXF Open Interest is 55,296 : : Positions : : 38,092 31,616 1,366 5,955 4,870 675 2,425 0 5,033 5,265 171 : : : : Changes from: August 29, 2023 : : 574 355 31 -50 -9 -25 0 0 0 275 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.9 57.2 2.5 10.8 8.8 1.2 4.4 0.0 9.1 9.5 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 10 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHK Open Interest is 225,912 : : Positions : : 119,118 114,592 20,672 29,253 6,619 1,280 1,605 1,590 22,315 17,890 533 : : : : Changes from: August 29, 2023 : : 185 -1,070 -75 805 29 240 -290 240 130 1,035 135 : : : : Percent of Open Interest Represented by Each Category of Trader : : 52.7 50.7 9.2 12.9 2.9 0.6 0.7 0.7 9.9 7.9 0.2 : : : : Number of Traders in Each Category Total Traders: 50 : : 26 25 . 7 7 . . . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FHL Open Interest is 207,271 : : Positions : : 102,397 110,191 17,061 14,784 12,561 1,395 2,710 1,470 22,103 15,226 475 : : : : Changes from: August 29, 2023 : : 224 -581 -55 355 105 580 -25 -100 290 1,290 51 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.4 53.2 8.2 7.1 6.1 0.7 1.3 0.7 10.7 7.3 0.2 : : : : Number of Traders in Each Category Total Traders: 49 : : 26 25 . 6 7 . . . . 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKA Open Interest is 58,683 : : Positions : : 36,101 32,166 6,535 11,120 5,605 0 200 0 1,280 0 0 : : : : Changes from: August 29, 2023 : : 440 -695 -265 970 -150 0 0 0 100 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 54.8 11.1 18.9 9.6 0.0 0.3 0.0 2.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 18 . 6 7 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.AEP-DAYTON HUB_mo_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKB Open Interest is 61,018 : : Positions : : 38,883 35,873 3,755 7,795 7,414 225 0 150 1,005 0 100 : : : : Changes from: August 29, 2023 : : 2,271 1,431 -925 -235 145 0 0 0 50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.7 58.8 6.2 12.8 12.2 0.4 0.0 0.2 1.6 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 30 : : 16 19 . 6 7 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKC Open Interest is 40,904 : : Positions : : 23,687 31,090 9,414 1,756 3,379 0 0 50 0 25 0 : : : : Changes from: August 29, 2023 : : 510 1,230 720 0 -470 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.9 76.0 23.0 4.3 8.3 0.0 0.0 0.1 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 15 15 4 . 6 0 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.N ILLINOIS HUB_mo_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKD Open Interest is 39,152 : : Positions : : 22,106 29,164 8,848 925 2,912 0 425 0 0 25 0 : : : : Changes from: August 29, 2023 : : -11 924 720 0 -470 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.5 74.5 22.6 2.4 7.4 0.0 1.1 0.0 0.0 0.1 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 11 5 . 5 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKE Open Interest is 213,485 : : Positions : : 116,683 98,376 17,379 33,149 22,035 1,035 35 910 569 4,281 6,169 : : : : Changes from: August 29, 2023 : : -1,624 -1,795 514 720 625 0 0 0 -50 -85 43 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.7 46.1 8.1 15.5 10.3 0.5 0.0 0.4 0.3 2.0 2.9 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 26 4 4 7 . . . . 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FKF Open Interest is 174,869 : : Positions : : 90,645 96,406 11,090 16,958 14,847 6,033 0 140 7,785 2,304 5,213 : : : : Changes from: August 29, 2023 : : -1,122 -1,557 405 765 -226 0 0 0 -108 -33 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.8 55.1 6.3 9.7 8.5 3.5 0.0 0.1 4.5 1.3 3.0 : : : : Number of Traders in Each Category Total Traders: 46 : : 25 27 4 4 8 . 0 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT.HB_NORTH_month_on_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FOK Open Interest is 85,083 : : Positions : : 52,649 42,675 6,440 15,589 9,924 1,055 0 100 2,525 4,410 50 : : : : Changes from: August 29, 2023 : : 100 100 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.9 50.2 7.6 18.3 11.7 1.2 0.0 0.1 3.0 5.2 0.1 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 10 . . 4 . 0 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT.HB_NORTH_month_off_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FOL Open Interest is 78,809 : : Positions : : 49,914 39,060 4,055 11,614 9,765 855 0 0 0 4,150 0 : : : : Changes from: August 29, 2023 : : 75 75 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 63.3 49.6 5.1 14.7 12.4 1.1 0.0 0.0 0.0 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 8 . . 4 . 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of September 5, 2023 : Reportable Positions : :------------------------------------------------------------------------------------------------------------- : : Producer/Merchant : : : : : Processor/User : Swap Dealers : Managed Money : Other Reportables : : Long : Short : Long : Short :Spreading: Long : Short :Spreading: Long : Short :Spreading : ---------------------------------------------------------------------------------------------------------------- ERCOT North 345KV Hub RT 7x16 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #064IBM Open Interest is 14,691 : : Positions : : 9,216 8,496 1,985 1,325 1,550 1,900 75 0 0 3,235 0 : : : : Changes from: August 29, 2023 : : 50 100 0 -50 -50 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.7 57.8 13.5 9.0 10.6 12.9 0.5 0.0 0.0 22.0 0.0 : : : : Number of Traders in Each Category Total Traders: 30 : : 19 13 . . . . . 0 0 . 0 : ----------------------------------------------------------------------------------------------------------------
Updated September 8, 2023