ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders - Futures Only, October 12, 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 : 83,291: 1,130 2,913 300 76,826 74,985 78,256 78,198: 5,035 5,093 Old : 83,291: 1,130 2,913 300 76,826 74,985 78,256 78,198: 5,035 5,093 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2021 : : -3,349: -185 -676 0 -2,884 -2,441 -3,069 -3,117: -280 -232 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 3.5 0.4 92.2 90.0 94.0 93.9: 6.0 6.1 Old : 100.0: 1.4 3.5 0.4 92.2 90.0 94.0 93.9: 6.0 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 : 77.6 67.4 86.9 86.5 74.0 66.8 81.5 82.9 Old : 77.6 67.4 86.9 86.5 74.0 66.8 81.5 82.9 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 - Futures Only, October 12, 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 : 67,028: 855 2,338 60 60,389 58,888 61,304 61,286: 5,724 5,742 Old : 67,028: 855 2,338 60 60,389 58,888 61,304 61,286: 5,724 5,742 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2021 : : -3,277: -165 -541 0 -2,653 -2,250 -2,818 -2,791: -459 -486 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 3.5 0.1 90.1 87.9 91.5 91.4: 8.5 8.6 Old : 100.0: 1.3 3.5 0.1 90.1 87.9 91.5 91.4: 8.5 8.6 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 : 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 : 75.8 63.1 84.9 83.7 71.9 59.5 78.9 79.4 Old : 75.8 63.1 84.9 83.7 71.9 59.5 78.9 79.4 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 - Futures Only, October 12, 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 : 23,518: 550 330 120 18,822 18,793 19,492 19,243: 4,026 4,275 Old : 23,518: 550 330 120 18,822 18,793 19,492 19,243: 4,026 4,275 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2021 : : -1,791: -200 -50 0 -1,148 -1,283 -1,348 -1,333: -443 -458 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 1.4 0.5 80.0 79.9 82.9 81.8: 17.1 18.2 Old : 100.0: 2.3 1.4 0.5 80.0 79.9 82.9 81.8: 17.1 18.2 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 : 22: 2 1 1 15 17 18 18: Old : 22: 2 1 1 15 17 18 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 : 64.1 48.7 76.3 71.3 54.2 43.8 63.0 60.4 Old : 64.1 48.7 76.3 71.3 54.2 43.8 63.0 60.4 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 - Futures Only, October 12, 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 : 22,273: 500 330 120 18,357 18,332 18,977 18,782: 3,296 3,491 Old : 22,273: 500 330 120 18,357 18,332 18,977 18,782: 3,296 3,491 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2021 : : -1,101: -175 -50 0 -655 -775 -830 -825: -271 -276 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 1.5 0.5 82.4 82.3 85.2 84.3: 14.8 15.7 Old : 100.0: 2.2 1.5 0.5 82.4 82.3 85.2 84.3: 14.8 15.7 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 : 20: 2 1 1 14 14 17 15: Old : 20: 2 1 1 14 14 17 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 : 67.9 51.8 80.4 74.5 58.7 47.9 67.7 64.3 Old : 67.9 51.8 80.4 74.5 58.7 47.9 67.7 64.3 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 - Futures Only, October 12, 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 : 32,296: 3,555 2,786 1,224 25,511 26,392 30,290 30,402: 2,006 1,894 Old : 32,296: 3,555 2,786 1,224 25,511 26,392 30,290 30,402: 2,006 1,894 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2021 : : -3,320: -235 -440 -295 -2,401 -2,204 -2,931 -2,939: -389 -381 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.0 8.6 3.8 79.0 81.7 93.8 94.1: 6.2 5.9 Old : 100.0: 11.0 8.6 3.8 79.0 81.7 93.8 94.1: 6.2 5.9 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 : 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 : 43.3 58.7 68.2 73.7 34.6 54.8 53.4 65.1 Old : 43.3 58.7 68.2 73.7 34.6 54.8 53.4 65.1 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 - Futures Only, October 12, 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 : 22,872: 271 5,183 889 20,095 15,133 21,255 21,205: 1,617 1,667 Old : 22,872: 271 5,183 889 20,095 15,133 21,255 21,205: 1,617 1,667 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2021 : : -3,313: 5 -735 -55 -3,223 -2,470 -3,273 -3,260: -40 -53 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 22.7 3.9 87.9 66.2 92.9 92.7: 7.1 7.3 Old : 100.0: 1.2 22.7 3.9 87.9 66.2 92.9 92.7: 7.1 7.3 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 : 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 : 51.4 59.7 71.2 78.7 46.3 56.5 60.0 68.0 Old : 51.4 59.7 71.2 78.7 46.3 56.5 60.0 68.0 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 - Futures Only, October 12, 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 : 19,580: 0 5,481 0 16,700 11,513 16,700 16,994: 2,880 2,586 Old : 19,580: 0 5,481 0 16,700 11,513 16,700 16,994: 2,880 2,586 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2021 : : -1,365: 0 -165 0 -1,356 -1,203 -1,356 -1,368: -9 3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 28.0 0.0 85.3 58.8 85.3 86.8: 14.7 13.2 Old : 100.0: 0.0 28.0 0.0 85.3 58.8 85.3 86.8: 14.7 13.2 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 : 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 : 59.2 69.1 75.4 82.8 54.2 63.8 65.2 70.9 Old : 59.2 69.1 75.4 82.8 54.2 63.8 65.2 70.9 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 - Futures Only, October 12, 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 : 20,336: 0 8,505 175 18,615 10,296 18,790 18,976: 1,546 1,360 Old : 20,336: 0 8,505 175 18,615 10,296 18,790 18,976: 1,546 1,360 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2021 : : -750: 0 40 -200 -670 -675 -870 -835: 120 85 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 41.8 0.9 91.5 50.6 92.4 93.3: 7.6 6.7 Old : 100.0: 0.0 41.8 0.9 91.5 50.6 92.4 93.3: 7.6 6.7 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 : 22: 0 4 2 14 14 16 18: Old : 22: 0 4 2 14 14 16 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 : 64.3 70.8 87.0 86.6 58.1 69.7 75.4 77.2 Old : 64.3 70.8 87.0 86.6 58.1 69.7 75.4 77.2 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 - Futures Only, October 12, 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 : 97,849: 14,925 1,417 548 67,185 80,464 82,658 82,429: 15,191 15,420 Old : 97,849: 14,925 1,417 548 67,185 80,464 82,658 82,429: 15,191 15,420 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2021 : : -3,561: -770 -20 -180 -2,684 -3,568 -3,634 -3,768: 73 207 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.3 1.4 0.6 68.7 82.2 84.5 84.2: 15.5 15.8 Old : 100.0: 15.3 1.4 0.6 68.7 82.2 84.5 84.2: 15.5 15.8 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 : 28: 1 4 2 19 22 22 26: Old : 28: 1 4 2 19 22 22 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 : 58.0 50.9 72.0 71.4 54.6 48.4 64.7 65.9 Old : 58.0 50.9 72.0 71.4 54.6 48.4 64.7 65.9 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 - Futures Only, October 12, 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 : 97,877: 20,850 1,411 528 59,336 78,737 80,714 80,676: 17,163 17,201 Old : 97,877: 20,850 1,411 528 59,336 78,737 80,714 80,676: 17,163 17,201 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2021 : : -3,497: -825 -184 54 -2,564 -3,183 -3,335 -3,313: -162 -184 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.3 1.4 0.5 60.6 80.4 82.5 82.4: 17.5 17.6 Old : 100.0: 21.3 1.4 0.5 60.6 80.4 82.5 82.4: 17.5 17.6 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 : 30: 3 3 2 19 22 23 26: Old : 30: 3 3 2 19 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 : 49.7 49.7 66.5 69.4 47.9 46.7 60.1 64.2 Old : 49.7 49.7 66.5 69.4 47.9 46.7 60.1 64.2 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 - Futures Only, October 12, 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 : 24,923: 820 10,815 450 20,537 10,772 21,807 22,037: 3,116 2,886 Old : 24,923: 820 10,815 450 20,537 10,772 21,807 22,037: 3,116 2,886 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2021 : : -1,291: -100 -735 0 -1,005 -375 -1,105 -1,110: -186 -181 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 43.4 1.8 82.4 43.2 87.5 88.4: 12.5 11.6 Old : 100.0: 3.3 43.4 1.8 82.4 43.2 87.5 88.4: 12.5 11.6 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 : 26: 1 4 2 18 10 21 15: Old : 26: 1 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 61.2 66.2 80.6 40.1 58.7 54.2 65.1 Old : 49.4 61.2 66.2 80.6 40.1 58.7 54.2 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 - Futures Only, October 12, 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 : 24,848: 820 10,740 450 20,512 10,822 21,782 22,012: 3,066 2,836 Old : 24,848: 820 10,740 450 20,512 10,822 21,782 22,012: 3,066 2,836 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2021 : : -1,266: -100 -710 0 -1,005 -400 -1,105 -1,110: -161 -156 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 43.2 1.8 82.5 43.6 87.7 88.6: 12.3 11.4 Old : 100.0: 3.3 43.2 1.8 82.5 43.6 87.7 88.6: 12.3 11.4 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 : 26: 1 4 2 18 10 21 15: Old : 26: 1 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 61.4 66.3 80.8 40.2 58.6 54.2 65.1 Old : 49.5 61.4 66.3 80.8 40.2 58.6 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 - Futures Only, October 12, 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 : 50,508: 9,665 35 90 38,344 47,929 48,099 48,054: 2,409 2,454 Old : 50,508: 9,665 35 90 38,344 47,929 48,099 48,054: 2,409 2,454 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2021 : : -3,138: -1,435 30 -30 -1,608 -3,058 -3,073 -3,058: -65 -80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.1 0.1 0.2 75.9 94.9 95.2 95.1: 4.8 4.9 Old : 100.0: 19.1 0.1 0.2 75.9 94.9 95.2 95.1: 4.8 4.9 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 1 1 13 15 16 16: Old : 22: 2 1 1 13 15 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 : 71.9 84.1 93.1 91.2 71.6 84.1 92.2 90.5 Old : 71.9 84.1 93.1 91.2 71.6 84.1 92.2 90.5 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 - Futures Only, October 12, 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 : 54,603: 9,140 6,035 90 43,268 46,343 52,498 52,468: 2,105 2,135 Old : 54,603: 9,140 6,035 90 43,268 46,343 52,498 52,468: 2,105 2,135 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2021 : : -3,542: -1,670 30 -30 -1,817 -3,507 -3,517 -3,507: -25 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.7 11.1 0.2 79.2 84.9 96.1 96.1: 3.9 3.9 Old : 100.0: 16.7 11.1 0.2 79.2 84.9 96.1 96.1: 3.9 3.9 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 : 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 : 74.6 81.2 93.8 92.0 74.2 81.2 92.9 91.5 Old : 74.6 81.2 93.8 92.0 74.2 81.2 92.9 91.5 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 - Futures Only, October 12, 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 : 54,085: 10,175 2,350 40 41,470 50,140 51,685 52,530: 2,400 1,555 Old : 54,085: 10,175 2,350 40 41,470 50,140 51,685 52,530: 2,400 1,555 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2021 : : -2,645: -780 25 -100 -2,170 -2,845 -3,050 -2,920: 405 275 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.8 4.3 0.1 76.7 92.7 95.6 97.1: 4.4 2.9 Old : 100.0: 18.8 4.3 0.1 76.7 92.7 95.6 97.1: 4.4 2.9 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 : 32: 6 2 2 20 15 26 19: Old : 32: 6 2 2 20 15 26 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 : 58.6 82.9 74.8 91.2 56.4 80.6 72.0 87.1 Old : 58.6 82.9 74.8 91.2 56.4 80.6 72.0 87.1 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 - Futures Only, October 12, 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 : 50,225: 8,265 2,350 395 39,360 46,035 48,020 48,780: 2,205 1,445 Old : 50,225: 8,265 2,350 395 39,360 46,035 48,020 48,780: 2,205 1,445 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2021 : : -2,430: -615 -75 0 -2,180 -2,595 -2,795 -2,670: 365 240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.5 4.7 0.8 78.4 91.7 95.6 97.1: 4.4 2.9 Old : 100.0: 16.5 4.7 0.8 78.4 91.7 95.6 97.1: 4.4 2.9 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 : 31: 5 2 2 20 14 25 18: Old : 31: 5 2 2 20 14 25 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 : 58.1 81.1 75.3 90.0 55.0 79.1 71.4 85.0 Old : 58.1 81.1 75.3 90.0 55.0 79.1 71.4 85.0 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 - Futures Only, October 12, 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 : 71,165: 20,230 475 1,340 46,375 66,460 67,945 68,275: 3,220 2,890 Old : 71,165: 20,230 475 1,340 46,375 66,460 67,945 68,275: 3,220 2,890 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2021 : : -3,945: -1,170 -160 -70 -2,535 -3,625 -3,775 -3,855: -170 -90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.4 0.7 1.9 65.2 93.4 95.5 95.9: 4.5 4.1 Old : 100.0: 28.4 0.7 1.9 65.2 93.4 95.5 95.9: 4.5 4.1 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 : 35: 4 2 2 20 19 24 23: Old : 35: 4 2 2 20 19 24 23: 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 : 60.9 74.4 82.3 87.9 55.6 74.1 75.1 81.6 Old : 60.9 74.4 82.3 87.9 55.6 74.1 75.1 81.6 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 - Futures Only, October 12, 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 : 68,235: 19,125 675 1,315 45,415 64,010 65,855 66,000: 2,380 2,235 Old : 68,235: 19,125 675 1,315 45,415 64,010 65,855 66,000: 2,380 2,235 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2021 : : -3,735: -985 -185 -70 -2,435 -3,335 -3,490 -3,590: -245 -145 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.0 1.0 1.9 66.6 93.8 96.5 96.7: 3.5 3.3 Old : 100.0: 28.0 1.0 1.9 66.6 93.8 96.5 96.7: 3.5 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 : 35: 4 2 2 20 20 24 24: Old : 35: 4 2 2 20 20 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 : 63.4 74.2 83.6 87.9 56.8 73.9 76.3 80.4 Old : 63.4 74.2 83.6 87.9 56.8 73.9 76.3 80.4 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 - Futures Only, October 12, 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 : 54,762: 12,305 2,520 2,080 35,178 45,082 49,563 49,682: 5,199 5,080 Old : 54,762: 12,305 2,520 2,080 35,178 45,082 49,563 49,682: 5,199 5,080 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2021 : : -3,526: -790 90 -365 -2,004 -2,884 -3,159 -3,159: -367 -367 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.5 4.6 3.8 64.2 82.3 90.5 90.7: 9.5 9.3 Old : 100.0: 22.5 4.6 3.8 64.2 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: 5 2 2 24 9 31 11: Old : 32: 5 2 2 24 9 31 11: 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 : 49.0 76.7 64.9 89.4 49.0 69.7 61.8 79.1 Old : 49.0 76.7 64.9 89.4 49.0 69.7 61.8 79.1 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 - Futures Only, October 12, 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 : 48,041: 8,896 1,855 2,230 32,548 39,831 43,674 43,916: 4,367 4,125 Old : 48,041: 8,896 1,855 2,230 32,548 39,831 43,674 43,916: 4,367 4,125 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2021 : : -2,595: -635 155 -365 -1,448 -2,268 -2,448 -2,478: -147 -117 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.5 3.9 4.6 67.8 82.9 90.9 91.4: 9.1 8.6 Old : 100.0: 18.5 3.9 4.6 67.8 82.9 90.9 91.4: 9.1 8.6 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 : 31: 5 2 2 23 10 30 12: Old : 31: 5 2 2 23 10 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 : 49.0 76.1 64.5 89.4 46.9 67.5 60.8 75.7 Old : 49.0 76.1 64.5 89.4 46.9 67.5 60.8 75.7 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 - Futures Only, October 12, 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 : 211,148: 0 52,566 551 159,198 106,682 159,749 159,799: 51,399 51,349 Old : 211,148: 0 52,566 551 159,198 106,682 159,749 159,799: 51,399 51,349 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2021 : : -8,814: 0 -3,093 -175 -7,127 -4,029 -7,302 -7,297: -1,512 -1,517 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 24.9 0.3 75.4 50.5 75.7 75.7: 24.3 24.3 Old : 100.0: 0.0 24.9 0.3 75.4 50.5 75.7 75.7: 24.3 24.3 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 : 44: 0 8 4 29 31 33 39: Old : 44: 0 8 4 29 31 33 39: 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 : 46.5 33.7 65.6 49.6 35.4 27.1 51.5 40.6 Old : 46.5 33.7 65.6 49.6 35.4 27.1 51.5 40.6 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 - Futures Only, October 12, 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 : 195,013: 25 46,618 1,263 149,718 103,185 151,006 151,066: 44,007 43,947 Old : 195,013: 25 46,618 1,263 149,718 103,185 151,006 151,066: 44,007 43,947 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2021 : : -8,504: -175 -3,048 -110 -6,051 -3,188 -6,336 -6,346: -2,168 -2,158 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 23.9 0.6 76.8 52.9 77.4 77.5: 22.6 22.5 Old : 100.0: 0.0 23.9 0.6 76.8 52.9 77.4 77.5: 22.6 22.5 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 : 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 : 47.3 33.9 64.4 50.7 36.4 27.5 48.1 41.6 Old : 47.3 33.9 64.4 50.7 36.4 27.5 48.1 41.6 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 - Futures Only, October 12, 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 : 48,552: 3,715 685 292 38,560 41,735 42,567 42,712: 5,985 5,840 Old : 48,552: 3,715 685 292 38,560 41,735 42,567 42,712: 5,985 5,840 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2021 : : -1,301: 225 -135 -276 -1,005 -645 -1,056 -1,056: -245 -245 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.7 1.4 0.6 79.4 86.0 87.7 88.0: 12.3 12.0 Old : 100.0: 7.7 1.4 0.6 79.4 86.0 87.7 88.0: 12.3 12.0 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: 3 2 3 20 20 24 24: Old : 29: 3 2 3 20 20 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 : 51.4 43.9 68.7 66.3 37.6 31.6 47.1 46.0 Old : 51.4 43.9 68.7 66.3 37.6 31.6 47.1 46.0 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 - Futures Only, October 12, 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 : 46,384: 3,875 590 705 35,079 38,984 39,659 40,279: 6,725 6,105 Old : 46,384: 3,875 590 705 35,079 38,984 39,659 40,279: 6,725 6,105 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2021 : : -310: 140 -75 -115 -615 160 -590 -30: 280 -280 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.4 1.3 1.5 75.6 84.0 85.5 86.8: 14.5 13.2 Old : 100.0: 8.4 1.3 1.5 75.6 84.0 85.5 86.8: 14.5 13.2 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 : 28: 2 2 3 17 20 20 24: Old : 28: 2 2 3 17 20 20 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 : 56.5 47.7 72.6 65.2 48.0 37.1 52.3 47.1 Old : 56.5 47.7 72.6 65.2 48.0 37.1 52.3 47.1 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 - Futures Only, October 12, 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 : 45,891: 4,345 5,165 0 35,932 35,536 40,277 40,701: 5,614 5,190 Old : 45,891: 4,345 5,165 0 35,932 35,536 40,277 40,701: 5,614 5,190 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2021 : : -1,488: -115 -105 0 -1,418 -1,418 -1,533 -1,523: 45 35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.5 11.3 0.0 78.3 77.4 87.8 88.7: 12.2 11.3 Old : 100.0: 9.5 11.3 0.0 78.3 77.4 87.8 88.7: 12.2 11.3 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 : 25: 3 1 0 17 18 20 19: Old : 25: 3 1 0 17 18 20 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 : 45.8 50.4 68.5 74.1 30.5 31.1 40.9 43.4 Old : 45.8 50.4 68.5 74.1 30.5 31.1 40.9 43.4 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 - Futures Only, October 12, 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 : 50,029: 16,740 5,995 0 28,355 39,124 45,095 45,119: 4,934 4,910 Old : 50,029: 16,740 5,995 0 28,355 39,124 45,095 45,119: 4,934 4,910 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2021 : : -484: -440 -90 0 41 -314 -399 -404: -85 -80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.5 12.0 0.0 56.7 78.2 90.1 90.2: 9.9 9.8 Old : 100.0: 33.5 12.0 0.0 56.7 78.2 90.1 90.2: 9.9 9.8 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 : 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 : 60.9 60.5 77.1 79.0 43.3 44.6 48.9 50.5 Old : 60.9 60.5 77.1 79.0 43.3 44.6 48.9 50.5 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 - Futures Only, October 12, 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 : 216,453: 12,892 397 7,111 141,961 154,436 161,964 161,944: 54,489 54,509 Old : 216,453: 12,892 397 7,111 141,961 154,436 161,964 161,944: 54,489 54,509 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2021 : : 593: -1,575 25 120 -3,571 -5,171 -5,026 -5,026: 5,619 5,619 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.0 0.2 3.3 65.6 71.3 74.8 74.8: 25.2 25.2 Old : 100.0: 6.0 0.2 3.3 65.6 71.3 74.8 74.8: 25.2 25.2 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 : 44: 7 2 6 33 30 42 36: Old : 44: 7 2 6 33 30 42 36: 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 : 33.9 37.5 50.3 58.6 29.5 35.4 38.2 42.5 Old : 33.9 37.5 50.3 58.6 29.5 35.4 38.2 42.5 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 - Futures Only, October 12, 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 : 185,802: 8,330 567 11,573 131,882 139,420 151,785 151,560: 34,017 34,242 Old : 185,802: 8,330 567 11,573 131,882 139,420 151,785 151,560: 34,017 34,242 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 5, 2021 : : -3,942: -1,885 -10 478 -1,111 -2,966 -2,518 -2,498: -1,424 -1,444 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.5 0.3 6.2 71.0 75.0 81.7 81.6: 18.3 18.4 Old : 100.0: 4.5 0.3 6.2 71.0 75.0 81.7 81.6: 18.3 18.4 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 : 41: 7 1 4 31 29 39 33: Old : 41: 7 1 4 31 29 39 33: 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 : 38.4 36.9 57.9 62.7 27.2 28.7 35.5 41.5 Old : 38.4 36.9 57.9 62.7 27.2 28.7 35.5 41.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 15, 2021