Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 26,961 : : Positions : : 18,131 23,897 5,701 1,529 973 1,388 75 88 298 233 125 : : : : Changes from: December 5, 2023 : : 36 456 199 0 -29 205 -50 -25 -34 0 38 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.2 88.6 21.1 5.7 3.6 5.1 0.3 0.3 1.1 0.9 0.5 : : : : Number of Traders in Each Category Total Traders: 41 : : 19 23 . . . 6 . 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 19,473 : : Positions : : 13,020 14,251 2,088 2,605 2,033 1,012 55 0 889 171 358 : : : : Changes from: December 5, 2023 : : -6 343 150 85 -50 285 55 -1 127 10 106 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 73.2 10.7 13.4 10.4 5.2 0.3 0.0 4.6 0.9 1.8 : : : : Number of Traders in Each Category Total Traders: 37 : : 19 19 . . 4 5 . 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 181,512 : : Positions : : 108,849 131,195 11,875 10,019 15,279 13,937 4,897 8,240 15,599 4,189 7,592 : : : : Changes from: December 5, 2023 : : 5,037 -1,896 -1,716 1,842 -593 -3,454 -506 2,322 76 506 127 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.0 72.3 6.5 5.5 8.4 7.7 2.7 4.5 8.6 2.3 4.2 : : : : Number of Traders in Each Category Total Traders: 86 : : 30 33 5 6 8 8 13 10 10 10 11 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 84,762 : : Positions : : 70,269 55,984 6,081 11,635 3,617 1,630 9,192 1,502 327 1,491 1,219 : : : : Changes from: December 5, 2023 : : -2,341 -1,089 -357 -1,629 9 -60 -322 -295 -46 -77 227 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.9 66.0 7.2 13.7 4.3 1.9 10.8 1.8 0.4 1.8 1.4 : : : : Number of Traders in Each Category Total Traders: 57 : : 22 23 . . 5 . 9 4 . 6 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 72,102 : : Positions : : 54,053 51,742 11,238 6,834 1,483 153 7,825 1,998 1,682 781 1,376 : : : : Changes from: December 5, 2023 : : 40 -417 -354 -171 150 -27 1,305 -104 985 -71 -225 : : : : Percent of Open Interest Represented by Each Category of Trader : : 75.0 71.8 15.6 9.5 2.1 0.2 10.9 2.8 2.3 1.1 1.9 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 17 . . . . 4 4 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 48,212 : : Positions : : 34,291 25,124 3,406 4,271 7,647 50 7,309 541 1,121 2,707 547 : : : : Changes from: December 5, 2023 : : -188 789 216 -798 -14 0 95 0 22 -42 8 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.1 52.1 7.1 8.9 15.9 0.1 15.2 1.1 2.3 5.6 1.1 : : : : Number of Traders in Each Category Total Traders: 39 : : 19 20 6 . 7 . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 60,061 : : Positions : : 40,487 27,400 7,214 6,379 9,522 86 13,623 0 1,297 1,867 959 : : : : Changes from: December 5, 2023 : : -47 -147 381 175 151 10 891 0 218 -412 471 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.4 45.6 12.0 10.6 15.9 0.1 22.7 0.0 2.2 3.1 1.6 : : : : Number of Traders in Each Category Total Traders: 46 : : 20 21 5 4 8 . 7 0 . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 57,236 : : Positions : : 41,883 24,291 9,981 20,385 2,209 0 651 0 2,008 9,208 471 : : : : Changes from: December 5, 2023 : : 947 40 25 -28 0 0 0 0 -50 1,330 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 42.4 17.4 35.6 3.9 0.0 1.1 0.0 3.5 16.1 0.8 : : : : Number of Traders in Each Category Total Traders: 42 : : 21 17 5 5 7 0 . 0 . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 67,873 : : Positions : : 50,405 26,703 10,802 28,282 2,786 50 136 0 2,623 9,480 461 : : : : Changes from: December 5, 2023 : : 1,009 51 0 -28 0 0 10 0 -66 1,330 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.3 39.3 15.9 41.7 4.1 0.1 0.2 0.0 3.9 14.0 0.7 : : : : Number of Traders in Each Category Total Traders: 44 : : 21 14 6 4 8 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 32,715 : : Positions : : 21,758 29,081 9,592 420 1,085 35 0 75 35 1,945 0 : : : : Changes from: December 5, 2023 : : -618 -1,192 -218 57 -47 35 -290 75 -75 550 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.5 88.9 29.3 1.3 3.3 0.1 0.0 0.2 0.1 5.9 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 17 10 . . . . 0 . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 32,109 : : Positions : : 25,821 24,606 2,873 3,444 3,046 0 87 0 0 696 0 : : : : Changes from: December 5, 2023 : : -1,013 -1,320 -291 -2 -52 0 -30 0 0 -64 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.4 76.6 8.9 10.7 9.5 0.0 0.3 0.0 0.0 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 13 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 27,872 : : Positions : : 19,741 19,309 2,136 3,288 3,585 2,200 0 200 0 1,490 0 : : : : Changes from: December 5, 2023 : : -534 278 -180 -313 -9 440 0 -200 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.8 69.3 7.7 11.8 12.9 7.9 0.0 0.7 0.0 5.3 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 10 . . . . 0 . 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 27,458 : : Positions : : 19,338 18,385 2,616 6,138 2,565 2,200 0 200 300 0 50 : : : : Changes from: December 5, 2023 : : -387 525 -180 -463 -9 440 0 -200 -50 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.4 67.0 9.5 22.4 9.3 8.0 0.0 0.7 1.1 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 22 : : 13 10 . . . . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 175,865 : : Positions : : 88,789 95,263 31,187 43,135 20,396 23,379 1,233 3,138 2,711 7,471 4,937 : : : : Changes from: December 5, 2023 : : 456 -1,890 1,579 -428 -1,391 -3,179 320 534 337 1,295 -157 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 54.2 17.7 24.5 11.6 13.3 0.7 1.8 1.5 4.2 2.8 : : : : Number of Traders in Each Category Total Traders: 72 : : 32 33 . . 6 11 4 6 4 10 12 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 35,740 : : Positions : : 21,564 14,979 10,880 9,334 2,768 0 6,805 0 0 1,659 0 : : : : Changes from: December 5, 2023 : : 69 253 -57 -130 -68 0 -25 0 0 -159 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.3 41.9 30.4 26.1 7.7 0.0 19.0 0.0 0.0 4.6 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 34,063 : : Positions : : 18,760 16,070 12,330 7,539 2,405 0 6,205 0 0 1,659 0 : : : : Changes from: December 5, 2023 : : -183 196 -217 -135 -5 0 -325 0 0 -159 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 55.1 47.2 36.2 22.1 7.1 0.0 18.2 0.0 0.0 4.9 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 11 . . . 0 . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 32,737 : : Positions : : 11,967 21,001 19,140 5,355 838 0 4,243 48 516 1,120 0 : : : : Changes from: December 5, 2023 : : 588 -779 -1,157 129 -58 0 277 0 216 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 36.6 64.2 58.5 16.4 2.6 0.0 13.0 0.1 1.6 3.4 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 13 5 . 5 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 29,308 : : Positions : : 13,873 17,792 13,711 4,990 920 0 4,243 48 516 1,120 0 : : : : Changes from: December 5, 2023 : : 588 -518 -886 154 -44 0 277 0 216 20 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 47.3 60.7 46.8 17.0 3.1 0.0 14.5 0.2 1.8 3.8 0.0 : : : : Number of Traders in Each Category Total Traders: 28 : : 15 14 5 . 5 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 121,510 : : Positions : : 61,315 86,867 29,810 18,308 8,762 15,564 1,970 668 4,172 3,516 102 : : : : Changes from: December 5, 2023 : : 593 -508 670 -1,511 -213 -1,064 1,128 -8 -82 1,051 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.5 71.5 24.5 15.1 7.2 12.8 1.6 0.5 3.4 2.9 0.1 : : : : Number of Traders in Each Category Total Traders: 38 : : 15 19 . 4 6 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 37,039 : : Positions : : 23,817 33,492 11,630 725 900 0 75 0 185 1,680 70 : : : : Changes from: December 5, 2023 : : -938 -1,835 -396 10 -10 0 -75 0 -75 500 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.3 90.4 31.4 2.0 2.4 0.0 0.2 0.0 0.5 4.5 0.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 18 11 . . . 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 37,247 : : Positions : : 29,073 30,623 3,842 928 3,008 0 1,326 50 848 1,078 30 : : : : Changes from: December 5, 2023 : : -1,560 -1,624 -427 -83 -39 0 -426 0 40 178 30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.1 82.2 10.3 2.5 8.1 0.0 3.6 0.1 2.3 2.9 0.1 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 15 . . . 0 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 31,818 : : Positions : : 22,721 25,073 5,906 3,298 769 0 2,301 0 2,305 0 0 : : : : Changes from: December 5, 2023 : : 311 149 190 0 0 0 520 0 168 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.4 78.8 18.6 10.4 2.4 0.0 7.2 0.0 7.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 33 : : 16 15 5 . 4 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 31,478 : : Positions : : 20,345 29,104 7,582 1,250 715 50 30 0 2,573 0 0 : : : : Changes from: December 5, 2023 : : 99 399 40 0 0 50 0 0 184 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.6 92.5 24.1 4.0 2.3 0.2 0.1 0.0 8.2 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 34 : : 18 14 6 . 4 . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 78,077 : : Positions : : 64,290 61,803 9,323 6,788 1,256 0 3,917 360 322 1,364 2,051 : : : : Changes from: December 5, 2023 : : -267 -195 -1,701 -319 225 0 -560 0 322 -903 528 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 79.2 11.9 8.7 1.6 0.0 5.0 0.5 0.4 1.7 2.6 : : : : Number of Traders in Each Category Total Traders: 47 : : 19 24 4 5 5 0 4 . . 4 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 103,039 : : Positions : : 82,623 83,525 9,594 6,634 2,249 149 7,277 1,237 5,585 551 1,015 : : : : Changes from: December 5, 2023 : : -119 -421 -2,038 -272 304 52 -664 185 822 -190 -334 : : : : Percent of Open Interest Represented by Each Category of Trader : : 80.2 81.1 9.3 6.4 2.2 0.1 7.1 1.2 5.4 0.5 1.0 : : : : Number of Traders in Each Category Total Traders: 67 : : 22 26 4 5 7 . 12 4 6 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 42,423 : : Positions : : 28,278 30,198 12,304 6,322 369 543 4,634 407 125 159 105 : : : : Changes from: December 5, 2023 : : -1,061 -861 -597 -322 -65 -60 -96 0 -30 -50 5 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.7 71.2 29.0 14.9 0.9 1.3 10.9 1.0 0.3 0.4 0.2 : : : : Number of Traders in Each Category Total Traders: 32 : : 16 12 . . . . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 42,188 : : Positions : : 28,891 27,297 12,772 9,046 270 75 4,357 0 0 1,185 30 : : : : Changes from: December 5, 2023 : : -995 -1,310 117 133 -40 -24 60 0 0 325 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.5 64.7 30.3 21.4 0.6 0.2 10.3 0.0 0.0 2.8 0.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 12 7 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 55,917 : : Positions : : 48,210 36,697 4,454 13,745 1,658 0 1,908 985 0 320 60 : : : : Changes from: December 5, 2023 : : 6,048 3,727 282 1,183 69 -685 710 460 0 22 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 86.2 65.6 8.0 24.6 3.0 0.0 3.4 1.8 0.0 0.6 0.1 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 19 . 4 5 0 4 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 58,893 : : Positions : : 49,300 35,953 4,017 11,824 3,841 30 4,537 900 0 1,593 75 : : : : Changes from: December 5, 2023 : : 4,050 2,980 105 344 61 0 222 0 0 579 -41 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.7 61.0 6.8 20.1 6.5 0.1 7.7 1.5 0.0 2.7 0.1 : : : : Number of Traders in Each Category Total Traders: 35 : : 16 21 . . 5 . 5 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 39,871 : : Positions : : 36,900 36,315 2,105 571 192 10 674 30 0 1,629 254 : : : : Changes from: December 5, 2023 : : 1,021 -660 -250 0 29 10 192 -5 0 1,224 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 92.5 91.1 5.3 1.4 0.5 0.0 1.7 0.1 0.0 4.1 0.6 : : : : Number of Traders in Each Category Total Traders: 35 : : 20 19 4 . . . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 31,654 : : Positions : : 29,049 30,587 1,787 212 238 25 143 0 90 0 374 : : : : Changes from: December 5, 2023 : : 1,441 238 -200 195 70 0 0 0 -875 0 364 : : : : Percent of Open Interest Represented by Each Category of Trader : : 91.8 96.6 5.6 0.7 0.8 0.1 0.5 0.0 0.3 0.0 1.2 : : : : Number of Traders in Each Category Total Traders: 31 : : 19 16 . . 4 . . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 30,887 : : Positions : : 23,010 19,820 4,797 6,852 631 1,212 1,701 481 90 1,094 227 : : : : Changes from: December 5, 2023 : : 474 -13 125 202 12 297 469 -58 -58 200 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 64.2 15.5 22.2 2.0 3.9 5.5 1.6 0.3 3.5 0.7 : : : : Number of Traders in Each Category Total Traders: 42 : : 18 20 5 . 4 . 4 . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 20,720 : : Positions : : 15,242 12,726 3,815 5,258 471 0 915 180 0 235 300 : : : : Changes from: December 5, 2023 : : 11 -150 30 100 -35 0 305 0 0 -230 260 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.6 61.4 18.4 25.4 2.3 0.0 4.4 0.9 0.0 1.1 1.4 : : : : Number of Traders in Each Category Total Traders: 31 : : 16 17 . . . 0 4 . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 11,472 : : Positions : : 4,760 10,203 5,233 114 1,079 0 0 0 340 0 0 : : : : Changes from: December 5, 2023 : : 423 208 -126 114 -114 0 0 0 25 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.5 88.9 45.6 1.0 9.4 0.0 0.0 0.0 3.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 31 : : 18 13 4 . . 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 8,967 : : Positions : : 3,736 8,828 5,065 0 0 0 139 0 156 0 0 : : : : Changes from: December 5, 2023 : : 145 155 0 0 0 0 0 0 10 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.7 98.4 56.5 0.0 0.0 0.0 1.6 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 10 4 0 0 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 ZONE DA OFFPEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CJ Open Interest is 8,001 : : Positions : : 3,678 6,015 2,126 195 996 0 150 595 276 50 0 : : : : Changes from: December 5, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.0 75.2 26.6 2.4 12.4 0.0 1.9 7.4 3.4 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 8 5 . 4 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 ZONE DA, PEAK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643CK Open Interest is 8,101 : : Positions : : 3,757 6,094 2,115 195 1,012 0 160 590 292 50 0 : : : : Changes from: December 5, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.4 75.2 26.1 2.4 12.5 0.0 2.0 7.3 3.6 0.6 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 8 5 . 4 0 . . . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 15,415 : : Positions : : 5,965 12,010 3,503 805 2,380 2,992 100 0 411 0 0 : : : : Changes from: December 5, 2023 : : 0 1,700 1,453 -247 -358 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.7 77.9 22.7 5.2 15.4 19.4 0.6 0.0 2.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 7 6 5 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 DA OFFPK FIXED - ICE FUTURES ENERGY DIV 1 MW : CFTC Code #0643D1 Open Interest is 14,815 : : Positions : : 6,570 11,610 5,715 805 1,730 220 550 0 411 0 0 : : : : Changes from: December 5, 2023 : : 100 1,700 1,700 0 -300 0 100 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.3 78.4 38.6 5.4 11.7 1.5 3.7 0.0 2.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 7 6 5 . . . . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 32,019 : : Positions : : 16,336 11,000 13,682 20,016 993 0 0 0 570 0 0 : : : : Changes from: December 5, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 51.0 34.4 42.7 62.5 3.1 0.0 0.0 0.0 1.8 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 7 4 4 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 33,396 : : Positions : : 16,686 10,585 14,405 21,781 1,020 0 0 0 565 0 0 : : : : Changes from: December 5, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.0 31.7 43.1 65.2 3.1 0.0 0.0 0.0 1.7 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 7 7 4 4 4 0 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 82,469 : : Positions : : 53,392 58,626 8,928 10,270 4,460 1,622 3,056 1,042 11,769 3,781 915 : : : : Changes from: December 5, 2023 : : -294 1,319 10 227 0 368 106 23 609 -1,120 -21 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 71.1 10.8 12.5 5.4 2.0 3.7 1.3 14.3 4.6 1.1 : : : : Number of Traders in Each Category Total Traders: 71 : : 31 27 . 8 9 5 4 . 8 7 7 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 90,153 : : Positions : : 58,348 61,306 10,833 11,251 3,970 2,552 5,987 534 12,825 6,169 613 : : : : Changes from: December 5, 2023 : : -208 1,780 455 97 16 154 96 1 170 -1,391 152 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.7 68.0 12.0 12.5 4.4 2.8 6.6 0.6 14.2 6.8 0.7 : : : : Number of Traders in Each Category Total Traders: 78 : : 32 31 . 8 9 4 7 5 7 11 6 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 410,234 : : Positions : : 205,409 226,730 33,702 13,644 47,781 43,024 27,700 36,032 11,687 25,467 32,226 : : : : Changes from: December 5, 2023 : : 10,441 10,073 -3,205 2,014 -458 8,809 -1,038 6,198 -1,636 3,182 5,081 : : : : Percent of Open Interest Represented by Each Category of Trader : : 50.1 55.3 8.2 3.3 11.6 10.5 6.8 8.8 2.8 6.2 7.9 : : : : Number of Traders in Each Category Total Traders: 117 : : 41 37 7 5 9 14 18 14 18 11 19 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 18,192 : : Positions : : 15,293 5,732 195 6,041 891 130 3,434 0 1,234 1,861 52 : : : : Changes from: December 5, 2023 : : 130 -50 0 0 0 0 154 0 0 26 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.1 31.5 1.1 33.2 4.9 0.7 18.9 0.0 6.8 10.2 0.3 : : : : Number of Traders in Each Category Total Traders: 28 : : 14 8 . 4 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 16,643 : : Positions : : 13,697 5,738 582 5,695 1,039 130 2,686 0 925 1,409 52 : : : : Changes from: December 5, 2023 : : 130 -50 0 0 0 0 180 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 82.3 34.5 3.5 34.2 6.2 0.8 16.1 0.0 5.6 8.5 0.3 : : : : Number of Traders in Each Category Total Traders: 30 : : 14 9 . 4 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 5,460 : : Positions : : 1,895 2,950 1,240 0 75 150 95 5 1,195 1,175 235 : : : : Changes from: December 5, 2023 : : 55 480 215 0 -65 0 -320 5 485 80 25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 34.7 54.0 22.7 0.0 1.4 2.7 1.7 0.1 21.9 21.5 4.3 : : : : Number of Traders in Each Category Total Traders: 39 : : 14 19 . 0 . . . . 6 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 56,147 : : Positions : : 41,367 33,960 2,424 5,754 5,912 1,856 1,987 2,168 25 3,975 2,055 : : : : Changes from: December 5, 2023 : : -2,480 -2,657 379 235 -339 -370 479 -565 -25 -513 -75 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.7 60.5 4.3 10.2 10.5 3.3 3.5 3.9 0.0 7.1 3.7 : : : : Number of Traders in Each Category Total Traders: 46 : : 28 20 . . 4 4 . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 59,039 : : Positions : : 31,348 39,605 13,512 5,454 4,369 2,658 4,001 275 5,119 3,909 1,131 : : : : Changes from: December 5, 2023 : : -1,857 -553 10 197 -307 98 -322 100 -865 -1,790 525 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.1 67.1 22.9 9.2 7.4 4.5 6.8 0.5 8.7 6.6 1.9 : : : : Number of Traders in Each Category Total Traders: 40 : : 19 16 . 4 . . . . . . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 Hub RT 7x8 - ICE FUTURES ENERGY DIV (1MW for about 352 Hours) : CFTC Code #0643IL Open Interest is 24,040 : : Positions : : 14,470 18,070 2,755 4,705 1,140 1,975 0 0 3,700 0 0 : : : : Changes from: December 5, 2023 : : -2,170 -1,720 -55 -175 0 -175 0 0 500 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 60.2 75.2 11.5 19.6 4.7 8.2 0.0 0.0 15.4 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 8 8 . . . . 0 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 73,302 : : Positions : : 43,050 46,746 12,088 11,800 2,553 25 0 0 3,905 704 1,454 : : : : Changes from: December 5, 2023 : : 708 638 210 60 0 0 0 0 -220 0 180 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.7 63.8 16.5 16.1 3.5 0.0 0.0 0.0 5.3 1.0 2.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 16 . . . . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 66,813 : : Positions : : 40,872 39,995 8,945 13,117 1,820 0 0 0 3,605 400 1,280 : : : : Changes from: December 5, 2023 : : 763 913 210 60 0 0 0 0 -150 0 125 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 59.9 13.4 19.6 2.7 0.0 0.0 0.0 5.4 0.6 1.9 : : : : Number of Traders in Each Category Total Traders: 26 : : 17 16 . . . 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 28,550 : : Positions : : 17,568 17,473 714 1,255 2,392 55 225 0 565 110 591 : : : : Changes from: December 5, 2023 : : 203 448 370 50 0 0 0 0 0 75 76 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.5 61.2 2.5 4.4 8.4 0.2 0.8 0.0 2.0 0.4 2.1 : : : : Number of Traders in Each Category Total Traders: 25 : : 15 14 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 26,034 : : Positions : : 17,448 15,868 65 901 2,429 55 225 0 0 425 641 : : : : Changes from: December 5, 2023 : : 65 -90 -50 30 20 0 0 0 0 75 61 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.0 61.0 0.2 3.5 9.3 0.2 0.9 0.0 0.0 1.6 2.5 : : : : Number of Traders in Each Category Total Traders: 23 : : 14 12 . . . . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 26,346 : : Positions : : 19,005 16,805 605 8,036 180 220 275 95 4,941 0 42 : : : : Changes from: December 5, 2023 : : 570 1,570 0 1,080 0 0 0 0 2,080 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.1 63.8 2.3 30.5 0.7 0.8 1.0 0.4 18.8 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 23 : : 11 9 . 4 . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 23,053 : : Positions : : 15,460 18,065 945 4,065 0 245 0 70 4,845 0 42 : : : : Changes from: December 5, 2023 : : -35 1,270 0 1,200 0 0 0 0 2,080 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.1 78.4 4.1 17.6 0.0 1.1 0.0 0.3 21.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . . 0 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 48,317 : : Positions : : 29,565 27,929 13,495 2,911 728 338 2,063 62 0 10,329 1,080 : : : : Changes from: December 5, 2023 : : 52 347 130 -160 -50 0 -380 0 0 225 65 : : : : Percent of Open Interest Represented by Each Category of Trader : : 61.2 57.8 27.9 6.0 1.5 0.7 4.3 0.1 0.0 21.4 2.2 : : : : Number of Traders in Each Category Total Traders: 29 : : 17 18 . 4 6 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 42,208 : : Positions : : 27,237 21,201 10,750 3,590 1,225 0 1,703 42 0 11,459 756 : : : : Changes from: December 5, 2023 : : 5 5 130 60 0 0 -380 0 0 260 52 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.5 50.2 25.5 8.5 2.9 0.0 4.0 0.1 0.0 27.1 1.8 : : : : Number of Traders in Each Category Total Traders: 27 : : 16 15 . . 6 0 . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 21,585 : : Positions : : 16,441 15,238 907 1,485 3,574 0 108 0 2 0 50 : : : : Changes from: December 5, 2023 : : 271 146 105 420 -120 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 76.2 70.6 4.2 6.9 16.6 0.0 0.5 0.0 0.0 0.0 0.2 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 11 . . . 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 36,874 : : Positions : : 18,059 32,446 3,251 901 1,419 1,843 135 25 9,944 0 240 : : : : Changes from: December 5, 2023 : : -15 -1,426 980 40 -860 -380 0 0 -2,055 0 240 : : : : Percent of Open Interest Represented by Each Category of Trader : : 49.0 88.0 8.8 2.4 3.8 5.0 0.4 0.1 27.0 0.0 0.7 : : : : Number of Traders in Each Category Total Traders: 24 : : 14 16 . . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 34,528 : : Positions : : 14,515 30,192 6,226 964 351 1,343 115 25 8,749 0 610 : : : : Changes from: December 5, 2023 : : 831 -1,405 1,100 164 196 -380 0 0 -3,020 0 610 : : : : Percent of Open Interest Represented by Each Category of Trader : : 42.0 87.4 18.0 2.8 1.0 3.9 0.3 0.1 25.3 0.0 1.8 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 16 . . . . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 98,759 : : Positions : : 42,735 47,908 29,033 28,178 2,426 725 0 475 11,380 7,565 0 : : : : Changes from: December 5, 2023 : : 70 -200 60 100 0 0 0 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 43.3 48.5 29.4 28.5 2.5 0.7 0.0 0.5 11.5 7.7 0.0 : : : : Number of Traders in Each Category Total Traders: 35 : : 17 18 4 4 . . 0 . . 5 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 97,052 : : Positions : : 37,771 46,362 29,414 26,872 2,496 725 391 475 12,960 6,943 214 : : : : Changes from: December 5, 2023 : : 295 0 35 100 0 0 0 0 -30 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 47.8 30.3 27.7 2.6 0.7 0.4 0.5 13.4 7.2 0.2 : : : : Number of Traders in Each Category Total Traders: 37 : : 17 17 5 . . . . . . 5 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 19,668 : : Positions : : 9,063 14,015 1,980 753 1,438 445 600 75 3,120 5 899 : : : : Changes from: December 5, 2023 : : 15 15 -50 0 0 0 0 0 0 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 46.1 71.3 10.1 3.8 7.3 2.3 3.1 0.4 15.9 0.0 4.6 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 7 4 . 5 . . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 19,335 : : Positions : : 8,538 13,645 2,145 838 1,305 445 600 75 3,120 0 901 : : : : Changes from: December 5, 2023 : : -20 -20 -50 0 0 0 0 0 0 -50 50 : : : : Percent of Open Interest Represented by Each Category of Trader : : 44.2 70.6 11.1 4.3 6.7 2.3 3.1 0.4 16.1 0.0 4.7 : : : : Number of Traders in Each Category Total Traders: 27 : : 15 8 . . 4 . . . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 19,223 : : Positions : : 18,077 2,576 465 11,965 185 0 0 0 0 4,412 0 : : : : Changes from: December 5, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.0 13.4 2.4 62.2 1.0 0.0 0.0 0.0 0.0 23.0 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 4 . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 18,917 : : Positions : : 17,792 2,455 465 11,935 200 0 0 0 0 4,182 0 : : : : Changes from: December 5, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 94.1 13.0 2.5 63.1 1.1 0.0 0.0 0.0 0.0 22.1 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 . . 4 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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_on_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064DZS Open Interest is 29,385 : : Positions : : 19,479 9,440 1,940 16,099 1,333 2,125 0 295 1,800 0 149 : : : : Changes from: December 5, 2023 : : 0 100 -300 0 90 0 0 0 400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.3 32.1 6.6 54.8 4.5 7.2 0.0 1.0 6.1 0.0 0.5 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . 4 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 29,270 : : Positions : : 19,899 10,050 1,940 14,879 1,528 1,180 0 560 1,715 0 164 : : : : Changes from: December 5, 2023 : : 0 100 -300 0 90 0 0 0 400 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.0 34.3 6.6 50.8 5.2 4.0 0.0 1.9 5.9 0.0 0.6 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 6 . 4 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 26,301 : : Positions : : 20,614 15,078 299 7,040 1,620 0 0 0 2,329 1,900 75 : : : : Changes from: December 5, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 78.4 57.3 1.1 26.8 6.2 0.0 0.0 0.0 8.9 7.2 0.3 : : : : Number of Traders in Each Category Total Traders: 21 : : 11 7 . 5 4 0 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 23,357 : : Positions : : 19,394 10,779 10 9,516 1,072 0 0 0 1,730 1,615 0 : : : : Changes from: December 5, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 83.0 46.1 0.0 40.7 4.6 0.0 0.0 0.0 7.4 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 10 7 . 6 . 0 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 15,886 : : Positions : : 13,400 9,600 385 3,206 289 25 950 0 50 1,020 290 : : : : Changes from: December 5, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 84.4 60.4 2.4 20.2 1.8 0.2 6.0 0.0 0.3 6.4 1.8 : : : : Number of Traders in Each Category Total Traders: 23 : : 9 5 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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_off_dap - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064EOX Open Interest is 15,801 : : Positions : : 13,490 9,510 320 3,321 210 25 950 0 50 1,020 290 : : : : Changes from: December 5, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 85.4 60.2 2.0 21.0 1.3 0.2 6.0 0.0 0.3 6.5 1.8 : : : : Number of Traders in Each Category Total Traders: 22 : : 9 5 . . . . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 43,723 : : Positions : : 18,202 31,044 15,883 8,070 490 0 290 0 6,142 0 0 : : : : Changes from: December 5, 2023 : : 100 150 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 41.6 71.0 36.3 18.5 1.1 0.0 0.7 0.0 14.0 0.0 0.0 : : : : Number of Traders in Each Category Total Traders: 26 : : 11 16 . 4 . 0 . 0 . 0 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 39,970 : : Positions : : 15,542 29,224 16,138 5,675 700 0 340 0 5,972 1,800 0 : : : : Changes from: December 5, 2023 : : 100 150 50 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 38.9 73.1 40.4 14.2 1.8 0.0 0.9 0.0 14.9 4.5 0.0 : : : : Number of Traders in Each Category Total Traders: 27 : : 11 16 . 5 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 128,788 : : Positions : : 90,222 106,261 31,438 3,928 2,325 180 5,480 0 370 6,492 751 : : : : Changes from: December 5, 2023 : : 1,015 240 0 590 -60 -100 0 0 0 85 -13 : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 82.5 24.4 3.0 1.8 0.1 4.3 0.0 0.3 5.0 0.6 : : : : Number of Traders in Each Category Total Traders: 31 : : 15 11 4 . 5 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 116,593 : : Positions : : 81,109 93,321 29,806 5,487 1,274 180 5,780 0 0 6,942 305 : : : : Changes from: December 5, 2023 : : 1,015 240 20 610 -50 -100 0 0 0 85 -32 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.6 80.0 25.6 4.7 1.1 0.2 5.0 0.0 0.0 6.0 0.3 : : : : Number of Traders in Each Category Total Traders: 29 : : 14 11 . . 5 . . 0 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 13,083 : : Positions : : 8,867 6,818 2,303 4,070 775 0 0 0 0 1,090 0 : : : : Changes from: December 5, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 67.8 52.1 17.6 31.1 5.9 0.0 0.0 0.0 0.0 8.3 0.0 : : : : Number of Traders in Each Category Total Traders: 23 : : 12 5 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 12,482 : : Positions : : 8,350 6,210 2,117 4,230 647 0 0 0 0 1,090 0 : : : : Changes from: December 5, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 49.8 17.0 33.9 5.2 0.0 0.0 0.0 0.0 8.7 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 12 5 . 5 . 0 0 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 27,859 : : Positions : : 24,239 8,237 1,390 15,848 165 0 75 0 35 1,936 0 : : : : Changes from: December 5, 2023 : : 750 550 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 87.0 29.6 5.0 56.9 0.6 0.0 0.3 0.0 0.1 6.9 0.0 : : : : Number of Traders in Each Category Total Traders: 25 : : 14 6 . 5 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 27,649 : : Positions : : 24,376 8,137 1,270 16,015 60 0 75 0 40 1,996 0 : : : : Changes from: December 5, 2023 : : 750 550 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 88.2 29.4 4.6 57.9 0.2 0.0 0.3 0.0 0.1 7.2 0.0 : : : : Number of Traders in Each Category Total Traders: 24 : : 13 6 . 5 . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 43,946 : : Positions : : 32,707 19,426 5,230 17,152 1,567 600 0 0 860 2,671 566 : : : : Changes from: December 5, 2023 : : 445 -175 -300 20 105 0 0 0 0 300 -36 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.4 44.2 11.9 39.0 3.6 1.4 0.0 0.0 2.0 6.1 1.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 18 11 . 5 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 44,953 : : Positions : : 32,886 20,900 5,539 16,630 1,786 600 0 0 860 2,553 685 : : : : Changes from: December 5, 2023 : : 1,215 595 -180 140 84 0 0 0 0 300 -30 : : : : Percent of Open Interest Represented by Each Category of Trader : : 73.2 46.5 12.3 37.0 4.0 1.3 0.0 0.0 1.9 5.7 1.5 : : : : Number of Traders in Each Category Total Traders: 31 : : 17 11 . 4 6 . 0 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 57,183 : : Positions : : 36,583 36,348 7,233 8,610 2,616 920 50 0 4,435 4,269 161 : : : : Changes from: December 5, 2023 : : 1,265 -715 -34 1,526 4 0 50 0 0 370 -92 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 63.6 12.6 15.1 4.6 1.6 0.1 0.0 7.8 7.5 0.3 : : : : Number of Traders in Each Category Total Traders: 36 : : 19 12 . 6 6 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 54,275 : : Positions : : 35,817 33,341 4,870 7,848 2,594 600 50 0 3,912 4,049 161 : : : : Changes from: December 5, 2023 : : 1,355 -605 -80 1,480 -50 0 50 0 0 350 -20 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.0 61.4 9.0 14.5 4.8 1.1 0.1 0.0 7.2 7.5 0.3 : : : : Number of Traders in Each Category Total Traders: 35 : : 18 13 . 4 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 214,236 : : Positions : : 120,122 118,813 20,342 19,101 9,780 1,425 1,390 920 11,125 13,737 2,157 : : : : Changes from: December 5, 2023 : : 376 4,211 78 -4,290 1,446 100 -50 -50 -695 0 -25 : : : : Percent of Open Interest Represented by Each Category of Trader : : 56.1 55.5 9.5 8.9 4.6 0.7 0.6 0.4 5.2 6.4 1.0 : : : : Number of Traders in Each Category Total Traders: 54 : : 27 29 4 6 8 . . . 5 4 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 205,386 : : Positions : : 110,891 118,706 17,451 9,100 15,045 2,770 1,070 830 10,513 12,726 2,334 : : : : Changes from: December 5, 2023 : : 525 4,190 131 -4,237 2,401 0 -50 50 -715 0 10 : : : : Percent of Open Interest Represented by Each Category of Trader : : 54.0 57.8 8.5 4.4 7.3 1.3 0.5 0.4 5.1 6.2 1.1 : : : : Number of Traders in Each Category Total Traders: 56 : : 26 30 5 5 8 . . . 4 6 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FJY Open Interest is 19,607 : : Positions : : 14,010 11,362 1,345 3,593 692 0 60 0 100 430 0 : : : : Changes from: December 5, 2023 : : 875 385 -640 -20 350 0 -50 0 0 -80 -304 : : : : Percent of Open Interest Represented by Each Category of Trader : : 71.5 57.9 6.9 18.3 3.5 0.0 0.3 0.0 0.5 2.2 0.0 : : : : Number of Traders in Each Category Total Traders: 21 : : 12 12 . . . 0 . 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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_rtp - NODAL EXCHANGE Megawatt Hours (MWh) : CFTC Code #064FJZ Open Interest is 20,180 : : Positions : : 14,145 10,432 2,065 5,258 480 25 0 0 100 580 0 : : : : Changes from: December 5, 2023 : : . . . . . . . . . . . : : : : Percent of Open Interest Represented by Each Category of Trader : : 70.1 51.7 10.2 26.1 2.4 0.1 0.0 0.0 0.5 2.9 0.0 : : : : Number of Traders in Each Category Total Traders: 20 : : 11 12 . . . . 0 0 . . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 61,054 : : Positions : : 37,927 35,818 6,638 10,431 6,450 0 200 0 2,340 100 155 : : : : Changes from: December 5, 2023 : : -99 61 -70 -130 0 0 100 0 200 0 -45 : : : : Percent of Open Interest Represented by Each Category of Trader : : 62.1 58.7 10.9 17.1 10.6 0.0 0.3 0.0 3.8 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 32 : : 17 18 . 6 7 0 . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 58,431 : : Positions : : 37,420 35,641 3,449 6,194 8,230 0 196 175 1,332 100 203 : : : : Changes from: December 5, 2023 : : 589 -81 -95 520 -425 0 100 0 45 0 -350 : : : : Percent of Open Interest Represented by Each Category of Trader : : 64.0 61.0 5.9 10.6 14.1 0.0 0.3 0.3 2.3 0.2 0.3 : : : : Number of Traders in Each Category Total Traders: 34 : : 17 19 . 6 7 0 . . . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 43,710 : : Positions : : 29,779 35,745 8,636 2,230 2,074 0 400 0 230 0 155 : : : : Changes from: December 5, 2023 : : -100 320 370 -100 -305 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.1 81.8 19.8 5.1 4.7 0.0 0.9 0.0 0.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 27 : : 14 16 . 4 5 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 44,158 : : Positions : : 30,133 36,027 7,661 365 2,202 0 1,225 0 230 0 155 : : : : Changes from: December 5, 2023 : : 72 612 570 -20 -480 0 50 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 68.2 81.6 17.3 0.8 5.0 0.0 2.8 0.0 0.5 0.0 0.4 : : : : Number of Traders in Each Category Total Traders: 26 : : 14 15 4 . 5 0 . 0 . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 214,739 : : Positions : : 124,810 98,481 18,489 32,117 23,182 525 0 90 150 13,659 5,031 : : : : Changes from: December 5, 2023 : : 2,736 -449 -140 1,420 185 100 0 0 0 1,775 -745 : : : : Percent of Open Interest Represented by Each Category of Trader : : 58.1 45.9 8.6 15.0 10.8 0.2 0.0 0.0 0.1 6.4 2.3 : : : : Number of Traders in Each Category Total Traders: 46 : : 28 26 5 . 7 . 0 . . 6 5 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 163,607 : : Positions : : 86,641 93,141 13,033 13,357 19,471 957 0 75 10,769 5,192 1,661 : : : : Changes from: December 5, 2023 : : 2,029 -300 -385 1,675 200 175 0 25 -964 -440 477 : : : : Percent of Open Interest Represented by Each Category of Trader : : 53.0 56.9 8.0 8.2 11.9 0.6 0.0 0.0 6.6 3.2 1.0 : : : : Number of Traders in Each Category Total Traders: 47 : : 28 26 5 . 8 . 0 . 5 . 4 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 86,193 : : Positions : : 60,259 46,739 1,935 18,014 8,885 1,215 250 0 2,425 831 89 : : : : Changes from: December 5, 2023 : : 2,960 3,040 0 240 -30 0 0 0 0 -320 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 69.9 54.2 2.2 20.9 10.3 1.4 0.3 0.0 2.8 1.0 0.1 : : : : Number of Traders in Each Category Total Traders: 24 : : 11 10 . 5 4 . . 0 . . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 78,499 : : Positions : : 57,044 43,265 2,455 15,889 6,730 915 250 0 0 650 0 : : : : Changes from: December 5, 2023 : : 2,440 2,500 0 240 0 0 0 0 0 -300 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 72.7 55.1 3.1 20.2 8.6 1.2 0.3 0.0 0.0 0.8 0.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 11 8 . 4 4 . . 0 0 . 0 : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 ZONE DAY AHEAD PEAK - ICE FUTURES ENERGY DIV 352 MWh : CFTC Code #064IAZ Open Interest is 12,688 : : Positions : : 8,491 5,624 85 5,152 1,412 2,250 90 132 0 102 132 : : : : Changes from: December 5, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 66.9 44.3 0.7 40.6 11.1 17.7 0.7 1.0 0.0 0.8 1.0 : : : : Number of Traders in Each Category Total Traders: 22 : : 10 5 . 5 4 . . . 0 . . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 ZONE DAY AHEAD OFFPEAK - ICE FUTURES ENERGY DIV 368 MWh : CFTC Code #064IBA Open Interest is 15,955 : : Positions : : 11,886 6,364 85 8,492 799 2,490 0 132 192 0 144 : : : : Changes from: December 5, 2023 : : 0 0 0 0 0 0 0 0 0 0 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 74.5 39.9 0.5 53.2 5.0 15.6 0.0 0.8 1.2 0.0 0.9 : : : : Number of Traders in Each Category Total Traders: 21 : : 9 5 . 5 4 . 0 . . 0 . : ---------------------------------------------------------------------------------------------------------------- Disaggregated Commitments of Traders- Options and Futures Combined Positions as of December 12, 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 16,170 : : Positions : : 9,345 9,570 2,495 1,830 2,140 1,680 25 240 0 2,085 240 : : : : Changes from: December 5, 2023 : : -1,056 -240 -95 -321 0 -50 -25 0 0 -625 0 : : : : Percent of Open Interest Represented by Each Category of Trader : : 57.8 59.2 15.4 11.3 13.2 10.4 0.2 1.5 0.0 12.9 1.5 : : : : Number of Traders in Each Category Total Traders: 29 : : 15 15 . . . . . . 0 . . : ----------------------------------------------------------------------------------------------------------------
Updated December 15, 2023