ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                                                     Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    86,640:     1,315      3,589        300     79,710     77,426     81,325     81,315:     5,315      5,325
Old  :    86,640:     1,315      3,589        300     79,710     77,426     81,325     81,315:     5,315      5,325
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 28, 2021                   :
     :       980:         0        450          0      1,370        945      1,370      1,395:      -390       -415
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        4.1        0.3       92.0       89.4       93.9       93.9:       6.1        6.1
Old  :     100.0:       1.5        4.1        0.3       92.0       89.4       93.9       93.9:       6.1        6.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         1          2          1         20         16         22         18:
Old  :        29:         1          2          1         20         16         22         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 76.9       67.1       86.8       86.0       73.7       66.4       81.2       82.1
Old  :                 76.9       67.1       86.8       86.0       73.7       66.4       81.2       82.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                                                    Code-064AAB
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    70,305:     1,020      2,879         60     63,042     61,138     64,122     64,077:     6,183      6,228
Old  :    70,305:     1,020      2,879         60     63,042     61,138     64,122     64,077:     6,183      6,228
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 28, 2021                   :
     :     1,526:         0        450          0      2,024      1,476      2,024      1,926:      -498       -400
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.5        4.1        0.1       89.7       87.0       91.2       91.1:       8.8        8.9
Old  :     100.0:       1.5        4.1        0.1       89.7       87.0       91.2       91.1:       8.8        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         1          1          1         19         17         21         18:
Old  :        27:         1          1          1         19         17         21         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 75.2       62.3       84.2       83.4       71.2       58.9       78.7       79.5
Old  :                 75.2       62.3       84.2       83.4       71.2       58.9       78.7       79.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                                                          Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    25,309:       750        380        120     19,970     20,076     20,840     20,576:     4,469      4,733
Old  :    25,309:       750        380        120     19,970     20,076     20,840     20,576:     4,469      4,733
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 28, 2021                   :
     :       400:         0          0          0       -950       -950       -950       -950:     1,350      1,350
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.0        1.5        0.5       78.9       79.3       82.3       81.3:      17.7       18.7
Old  :     100.0:       3.0        1.5        0.5       78.9       79.3       82.3       81.3:      17.7       18.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         2          1          1         14         17         17         18:
Old  :        21:         2          1          1         14         17         17         18:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.6       47.3       76.3       68.2       50.5       42.9       58.7       54.2
Old  :                 62.6       47.3       76.3       68.2       50.5       42.9       58.7       54.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                                                         Code-064BFJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    23,374:       675        380        120     19,012     19,107     19,807     19,607:     3,567      3,767
Old  :    23,374:       675        380        120     19,012     19,107     19,807     19,607:     3,567      3,767
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 28, 2021                   :
     :       500:         0          0          0       -848       -788       -848       -788:     1,348      1,288
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.9        1.6        0.5       81.3       81.7       84.7       83.9:      15.3       16.1
Old  :     100.0:       2.9        1.6        0.5       81.3       81.7       84.7       83.9:      15.3       16.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          1          1         13         14         16         15:
Old  :        20:         2          1          1         13         14         16         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 68.3       51.7       81.6       73.6       56.4       47.3       64.3       59.2
Old  :                 68.3       51.7       81.6       73.6       56.4       47.3       64.3       59.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                                                              Code-064CXO
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    35,616:     3,790      3,226      1,519     27,912     28,596     33,221     33,341:     2,395      2,275
Old  :    35,616:     3,790      3,226      1,519     27,912     28,596     33,221     33,341:     2,395      2,275
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 28, 2021                   :
     :    -1,169:      -475          0       -168        219       -256       -424       -424:      -745       -745
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.6        9.1        4.3       78.4       80.3       93.3       93.6:       6.7        6.4
Old  :     100.0:      10.6        9.1        4.3       78.4       80.3       93.3       93.6:       6.7        6.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         2          3          2         17         24         20         28:
Old  :        31:         2          3          2         17         24         20         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 42.0       58.0       66.7       72.6       34.5       52.5       52.0       63.5
Old  :                 42.0       58.0       66.7       72.6       34.5       52.5       52.0       63.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                                                             Code-064CXP
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    26,185:       266      5,918        944     23,318     17,603     24,528     24,465:     1,657      1,720
Old  :    26,185:       266      5,918        944     23,318     17,603     24,528     24,465:     1,657      1,720
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 28, 2021                   :
     :        40:         0       -180          4         32        242         36         66:         4        -26
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.0       22.6        3.6       89.1       67.2       93.7       93.4:       6.3        6.6
Old  :     100.0:       1.0       22.6        3.6       89.1       67.2       93.7       93.4:       6.3        6.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         2          3          2         19         17         22         21:
Old  :        29:         2          3          2         19         17         22         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.2       56.5       72.4       77.3       47.4       53.0       60.0       65.1
Old  :                 53.2       56.5       72.4       77.3       47.4       53.0       60.0       65.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE                                                              Code-064CZS
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    20,945:         0      5,646          0     18,056     12,716     18,056     18,362:     2,889      2,583
Old  :    20,945:         0      5,646          0     18,056     12,716     18,056     18,362:     2,889      2,583
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 28, 2021                   :
     :        26:         0          0          0         26         26         26         26:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       27.0        0.0       86.2       60.7       86.2       87.7:      13.8       12.3
Old  :     100.0:       0.0       27.0        0.0       86.2       60.7       86.2       87.7:      13.8       12.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          1          0         17         13         17         14:
Old  :        21:         0          1          0         17         13         17         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.7       71.8       76.0       83.9       53.0       67.0       65.9       72.3
Old  :                 57.7       71.8       76.0       83.9       53.0       67.0       65.9       72.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                                                                Code-064DEU
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    21,086:         0      8,465        375     19,285     10,971     19,660     19,811:     1,426      1,275
Old  :    21,086:         0      8,465        375     19,285     10,971     19,660     19,811:     1,426      1,275
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 28, 2021                   :
     :      -225:         0          0          0        -75        -75        -75        -75:      -150       -150
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       40.1        1.8       91.5       52.0       93.2       94.0:       6.8        6.0
Old  :     100.0:       0.0       40.1        1.8       91.5       52.0       93.2       94.0:       6.8        6.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         0          4          2         13         15         15         19:
Old  :        22:         0          4          2         13         15         15         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.7       70.2       86.3       85.5       57.5       69.2       75.1       76.4
Old  :                 63.7       70.2       86.3       85.5       57.5       69.2       75.1       76.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                                                        Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :   101,410:    15,695      1,437        728     69,869     84,032     86,292     86,197:    15,118     15,213
Old  :   101,410:    15,695      1,437        728     69,869     84,032     86,292     86,197:    15,118     15,213
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 28, 2021                   :
     :     1,938:      -175          0          0      1,913      1,738      1,738      1,738:       200        200
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.5        1.4        0.7       68.9       82.9       85.1       85.0:      14.9       15.0
Old  :     100.0:      15.5        1.4        0.7       68.9       82.9       85.1       85.0:      14.9       15.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         1          4          2         20         22         23         26:
Old  :        29:         1          4          2         20         22         23         26:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 58.7       50.8       72.6       71.4       55.2       48.3       65.3       66.1
Old  :                 58.7       50.8       72.6       71.4       55.2       48.3       65.3       66.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                                                       Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :   101,374:    21,675      1,595        474     61,900     81,920     84,049     83,989:    17,325     17,385
Old  :   101,374:    21,675      1,595        474     61,900     81,920     84,049     83,989:    17,325     17,385
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 28, 2021                   :
     :     2,178:      -175          0          0      1,673      1,498      1,498      1,498:       680        680
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.4        1.6        0.5       61.1       80.8       82.9       82.9:      17.1       17.1
Old  :     100.0:      21.4        1.6        0.5       61.1       80.8       82.9       82.9:      17.1       17.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         2          4          2         19         21         23         25:
Old  :        30:         2          4          2         19         21         23         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.3       49.7       67.1       69.8       48.6       46.8       60.5       64.5
Old  :                 50.3       49.7       67.1       69.8       48.6       46.8       60.5       64.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                                                   Code-064DPQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    26,214:       920     11,550        450     21,542     11,147     22,912     23,147:     3,302      3,067
Old  :    26,214:       920     11,550        450     21,542     11,147     22,912     23,147:     3,302      3,067
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 28, 2021                   :
     :       129:        50        600       -296        345       -175         99        129:        30          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5       44.1        1.7       82.2       42.5       87.4       88.3:      12.6       11.7
Old  :     100.0:       3.5       44.1        1.7       82.2       42.5       87.4       88.3:      12.6       11.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          4          2         18         10         21         15:
Old  :        26:         2          4          2         18         10         21         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.4       60.4       66.2       79.9       40.5       58.1       54.3       65.1
Old  :                 49.4       60.4       66.2       79.9       40.5       58.1       54.3       65.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                                                                  Code-064DPR
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    26,114:       920     11,450        450     21,517     11,222     22,887     23,122:     3,227      2,992
Old  :    26,114:       920     11,450        450     21,517     11,222     22,887     23,122:     3,227      2,992
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 28, 2021                   :
     :       129:        50        600       -296        345       -175         99        129:        30          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       3.5       43.8        1.7       82.4       43.0       87.6       88.5:      12.4       11.5
Old  :     100.0:       3.5       43.8        1.7       82.4       43.0       87.6       88.5:      12.4       11.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         2          4          2         18         10         21         15:
Old  :        26:         2          4          2         18         10         21         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 49.5       60.6       66.3       80.1       40.6       57.9       54.2       65.1
Old  :                 49.5       60.6       66.3       80.1       40.6       57.9       54.2       65.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                                                        Code-064ERM
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    53,646:    11,100          5        120     39,952     50,987     51,172     51,112:     2,474      2,534
Old  :    53,646:    11,100          5        120     39,952     50,987     51,172     51,112:     2,474      2,534
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 28, 2021                   :
     :     1,280:       175          0       -120      1,225      1,400      1,280      1,280:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.7        0.0        0.2       74.5       95.0       95.4       95.3:       4.6        4.7
Old  :     100.0:      20.7        0.0        0.2       74.5       95.0       95.4       95.3:       4.6        4.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          1          1         13         16         16         17:
Old  :        23:         2          1          1         13         16         16         17:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 71.6       84.2       92.8       90.9       71.2       84.1       91.8       90.3
Old  :                 71.6       84.2       92.8       90.9       71.2       84.1       91.8       90.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                                                       Code-064ERN
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    58,145:    10,810      6,005        120     45,085     49,850     56,015     55,975:     2,130      2,170
Old  :    58,145:    10,810      6,005        120     45,085     49,850     56,015     55,975:     2,130      2,170
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 28, 2021                   :
     :       980:       175          0       -120        925      1,100        980        980:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.6       10.3        0.2       77.5       85.7       96.3       96.3:       3.7        3.7
Old  :     100.0:      18.6       10.3        0.2       77.5       85.7       96.3       96.3:       3.7        3.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         2          2          1         13         14         16         16:
Old  :        23:         2          2          1         13         14         16         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 74.8       82.0       93.7       92.4       74.3       81.9       92.7       92.0
Old  :                 74.8       82.0       93.7       92.4       74.3       81.9       92.7       92.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                                                                  Code-064EUY
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    56,730:    10,955      2,325        140     43,640     52,985     54,735     55,450:     1,995      1,280
Old  :    56,730:    10,955      2,325        140     43,640     52,985     54,735     55,450:     1,995      1,280
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 28, 2021                   :
     :     2,105:       200       -100         74      1,985      2,285      2,259      2,259:      -154       -154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.3        4.1        0.2       76.9       93.4       96.5       97.7:       3.5        2.3
Old  :     100.0:      19.3        4.1        0.2       76.9       93.4       96.5       97.7:       3.5        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         6          2          3         20         15         26         20:
Old  :        32:         6          2          3         20         15         26         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.9       83.6       74.2       91.4       54.8       81.5       71.6       87.7
Old  :                 56.9       83.6       74.2       91.4       54.8       81.5       71.6       87.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                                                                 Code-064EUZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    52,655:     8,880      2,425        395     41,540     48,630     50,815     51,450:     1,840      1,205
Old  :    52,655:     8,880      2,425        395     41,540     48,630     50,815     51,450:     1,840      1,205
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 28, 2021                   :
     :     1,605:         0          0        -26      1,785      1,785      1,759      1,759:      -154       -154
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9        4.6        0.8       78.9       92.4       96.5       97.7:       3.5        2.3
Old  :     100.0:      16.9        4.6        0.8       78.9       92.4       96.5       97.7:       3.5        2.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         5          3          2         20         14         25         19:
Old  :        32:         5          3          2         20         14         25         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 57.2       81.6       75.2       90.2       54.2       79.7       71.4       85.7
Old  :                 57.2       81.6       75.2       90.2       54.2       79.7       71.4       85.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                                                   Code-064EWU
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    75,110:    21,400        635      1,410     48,910     70,085     71,720     72,130:     3,390      2,980
Old  :    75,110:    21,400        635      1,410     48,910     70,085     71,720     72,130:     3,390      2,980
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 28, 2021                   :
     :    -1,435:       -30          0       -475       -930       -960     -1,435     -1,435:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      28.5        0.8        1.9       65.1       93.3       95.5       96.0:       4.5        4.0
Old  :     100.0:      28.5        0.8        1.9       65.1       93.3       95.5       96.0:       4.5        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         4          3          2         20         19         24         24:
Old  :        36:         4          3          2         20         19         24         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.3       75.0       83.1       87.6       57.0       74.7       77.0       82.5
Old  :                 61.3       75.0       83.1       87.6       57.0       74.7       77.0       82.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                                                                  Code-064EWV
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    71,970:    20,110        860      1,385     47,850     67,345     69,345     69,590:     2,625      2,380
Old  :    71,970:    20,110        860      1,385     47,850     67,345     69,345     69,590:     2,625      2,380
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 28, 2021                   :
     :    -1,365:       -30          0       -475       -885       -890     -1,390     -1,365:        25          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      27.9        1.2        1.9       66.5       93.6       96.4       96.7:       3.6        3.3
Old  :     100.0:      27.9        1.2        1.9       66.5       93.6       96.4       96.7:       3.6        3.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         4          3          2         20         20         24         25:
Old  :        36:         4          3          2         20         20         24         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.6       74.8       84.3       87.5       58.9       74.6       78.1       81.4
Old  :                 63.6       74.8       84.3       87.5       58.9       74.6       78.1       81.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                                                                  Code-064EXE
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    58,288:    13,095      2,430      2,445     37,182     47,966     52,722     52,841:     5,566      5,447
Old  :    58,288:    13,095      2,430      2,445     37,182     47,966     52,722     52,841:     5,566      5,447
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 28, 2021                   :
     :       -20:       -10          0          0         25         15         15         15:       -35        -35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      22.5        4.2        4.2       63.8       82.3       90.5       90.7:       9.5        9.3
Old  :     100.0:      22.5        4.2        4.2       63.8       82.3       90.5       90.7:       9.5        9.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        32:         4          2          3         23          9         30         12:
Old  :        32:         4          2          3         23          9         30         12:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.0       76.8       66.0       89.1       49.1       68.8       61.8       77.6
Old  :                 50.0       76.8       66.0       89.1       49.1       68.8       61.8       77.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                                                                 Code-064EXF
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    50,636:     9,531      1,700      2,595     33,996     42,099     46,122     46,394:     4,514      4,242
Old  :    50,636:     9,531      1,700      2,595     33,996     42,099     46,122     46,394:     4,514      4,242
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 28, 2021                   :
     :         5:        71          0          0        -10         61         61         61:       -56        -56
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.8        3.4        5.1       67.1       83.1       91.1       91.6:       8.9        8.4
Old  :     100.0:      18.8        3.4        5.1       67.1       83.1       91.1       91.6:       8.9        8.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         4          2          3         22         10         29         13:
Old  :        31:         4          2          3         22         10         29         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 50.8       76.7       66.1       89.5       47.7       67.4       61.5       74.6
Old  :                 50.8       76.7       66.1       89.5       47.7       67.4       61.5       74.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                                                           Code-064FHK
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :   219,962:         0     55,659        726    166,325    110,711    167,051    167,096:    52,911     52,866
Old  :   219,962:         0     55,659        726    166,325    110,711    167,051    167,096:    52,911     52,866
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 28, 2021                   :
     :     3,995:      -200       -190       -325        710        685        185        170:     3,810      3,825
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       25.3        0.3       75.6       50.3       75.9       76.0:      24.1       24.0
Old  :     100.0:       0.0       25.3        0.3       75.6       50.3       75.9       76.0:      24.1       24.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         0          8          4         29         32         33         40:
Old  :        44:         0          8          4         29         32         33         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 47.6       34.0       65.2       49.8       36.3       28.2       51.3       41.3
Old  :                 47.6       34.0       65.2       49.8       36.3       28.2       51.3       41.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                                                          Code-064FHL
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :   203,517:       200     49,666      1,373    155,769    106,373    157,342    157,412:    46,175     46,105
Old  :   203,517:       200     49,666      1,373    155,769    106,373    157,342    157,412:    46,175     46,105
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 28, 2021                   :
     :     2,019:         0       -209       -500        237        446       -263       -263:     2,282      2,282
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.1       24.4        0.7       76.5       52.3       77.3       77.3:      22.7       22.7
Old  :     100.0:       0.1       24.4        0.7       76.5       52.3       77.3       77.3:      22.7       22.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        44:         1          7          5         30         32         35         40:
Old  :        44:         1          7          5         30         32         35         40:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 46.3       34.4       63.4       51.1       36.0       28.7       48.3       42.7
Old  :                 46.3       34.4       63.4       51.1       36.0       28.7       48.3       42.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                                                        Code-064FKA
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    49,853:     3,490        820        568     39,565     42,380     43,623     43,768:     6,230      6,085
Old  :    49,853:     3,490        820        568     39,565     42,380     43,623     43,768:     6,230      6,085
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 28, 2021                   :
     :       807:      -650          0       -272      1,729      1,079        807        807:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.0        1.6        1.1       79.4       85.0       87.5       87.8:      12.5       12.2
Old  :     100.0:       7.0        1.6        1.1       79.4       85.0       87.5       87.8:      12.5       12.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         2          3          4         19         20         23         25:
Old  :        29:         2          3          4         19         20         23         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.1       43.0       69.7       67.6       39.6       34.2       50.0       48.8
Old  :                 52.1       43.0       69.7       67.6       39.6       34.2       50.0       48.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                                                       Code-064FKB
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    46,694:     3,735        665        820     35,694     38,824     40,249     40,309:     6,445      6,385
Old  :    46,694:     3,735        665        820     35,694     38,824     40,249     40,309:     6,445      6,385
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 28, 2021                   :
     :     1,564:      -350          0         25      1,859      1,509      1,534      1,534:        30         30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.0        1.4        1.8       76.4       83.1       86.2       86.3:      13.8       13.7
Old  :     100.0:       8.0        1.4        1.8       76.4       83.1       86.2       86.3:      13.8       13.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         2          2          3         19         21         22         25:
Old  :        29:         2          2          3         19         21         22         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.7       47.0       72.6       66.0       48.7       37.1       54.4       48.2
Old  :                 56.7       47.0       72.6       66.0       48.7       37.1       54.4       48.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                                                        Code-064FKC
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    47,379:     4,460      5,270          0     37,350     36,954     41,810     42,224:     5,569      5,155
Old  :    47,379:     4,460      5,270          0     37,350     36,954     41,810     42,224:     5,569      5,155
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 28, 2021                   :
     :      -787:       500          0       -162     -1,100       -600       -762       -762:       -25        -25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.4       11.1        0.0       78.8       78.0       88.2       89.1:      11.8       10.9
Old  :     100.0:       9.4       11.1        0.0       78.8       78.0       88.2       89.1:      11.8       10.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3          1          0         17         19         20         20:
Old  :        25:         3          1          0         17         19         20         20:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 45.7       50.5       69.1       74.7       29.5       30.7       39.4       42.7
Old  :                 45.7       50.5       69.1       74.7       29.5       30.7       39.4       42.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                                                       Code-064FKD
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    50,513:    17,180      6,085          0     28,314     39,438     45,494     45,523:     5,019      4,990
Old  :    50,513:    17,180      6,085          0     28,314     39,438     45,494     45,523:     5,019      4,990
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 28, 2021                   :
     :       423:       800        600        -12       -605       -405        183        183:       240        240
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0       12.0        0.0       56.1       78.1       90.1       90.1:       9.9        9.9
Old  :     100.0:      34.0       12.0        0.0       56.1       78.1       90.1       90.1:       9.9        9.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        22:         2          2          0         16         17         18         19:
Old  :        22:         2          2          0         16         17         18         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 61.6       58.8       78.0       78.2       43.6       43.3       49.9       49.4
Old  :                 61.6       58.8       78.0       78.2       43.6       43.3       49.9       49.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                                                           Code-064FKE
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :   230,910:    14,467        372      6,991    160,582    174,657    182,040    182,020:    48,870     48,890
Old  :   230,910:    14,467        372      6,991    160,582    174,657    182,040    182,020:    48,870     48,890
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 28, 2021                   :
     :     1,527:    -1,710        115       -390       -751     -2,576     -2,851     -2,851:     4,378      4,378
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.3        0.2        3.0       69.5       75.6       78.8       78.8:      21.2       21.2
Old  :     100.0:       6.3        0.2        3.0       69.5       75.6       78.8       78.8:      21.2       21.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        46:         7          2          6         35         32         44         38:
Old  :        46:         7          2          6         35         32         44         38:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 33.2       39.0       50.7       59.5       24.8       30.9       33.4       37.6
Old  :                 33.2       39.0       50.7       59.5       24.8       30.9       33.4       37.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                                                          Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :   189,744:    10,215        577     11,095    132,993    142,386    154,303    154,058:    35,441     35,686
Old  :   189,744:    10,215        577     11,095    132,993    142,386    154,303    154,058:    35,441     35,686
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: September 28, 2021                   :
     :    -1,089:    -1,090         10       -952     -1,330     -2,395     -3,372     -3,337:     2,283      2,248
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.4        0.3        5.8       70.1       75.0       81.3       81.2:      18.7       18.8
Old  :     100.0:       5.4        0.3        5.8       70.1       75.0       81.3       81.2:      18.7       18.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        42:         6          2          4         32         30         40         34:
Old  :        42:         6          2          4         32         30         40         34:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 37.4       38.9       56.2       64.5       26.0       31.0       34.0       42.2
Old  :                 37.4       38.9       56.2       64.5       26.0       31.0       34.0       42.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated October 08, 2021