ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 29, 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 : 88,093: 2,750 5,157 300 78,083 75,635 81,133 81,092: 6,960 7,001
Old : 88,093: 2,750 5,157 300 78,083 75,635 81,133 81,092: 6,960 7,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: 2,380: 0 -120 60 2,415 2,535 2,475 2,475: -95 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 5.9 0.3 88.6 85.9 92.1 92.1: 7.9 7.9
Old : 100.0: 3.1 5.9 0.3 88.6 85.9 92.1 92.1: 7.9 7.9
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 : 26: 1 2 1 18 17 20 19:
Old : 26: 1 2 1 18 17 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 : 72.9 66.0 83.8 84.2 70.7 65.5 80.1 78.4
Old : 72.9 66.0 83.8 84.2 70.7 65.5 80.1 78.4
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, June 29, 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 : 67,806: 2,450 4,162 60 57,914 56,176 60,424 60,398: 7,382 7,408
Old : 67,806: 2,450 4,162 60 57,914 56,176 60,424 60,398: 7,382 7,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: 360: 0 0 0 375 375 375 375: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 6.1 0.1 85.4 82.8 89.1 89.1: 10.9 10.9
Old : 100.0: 3.6 6.1 0.1 85.4 82.8 89.1 89.1: 10.9 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 : 24: 1 1 1 18 17 20 18:
Old : 24: 1 1 1 18 17 20 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 : 73.2 64.0 82.6 81.0 71.4 63.3 78.5 78.2
Old : 73.2 64.0 82.6 81.0 71.4 63.3 78.5 78.2
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, June 29, 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 : 40,997: 4,232 4,903 2,060 31,295 30,504 37,587 37,467: 3,410 3,530
Old : 40,997: 4,232 4,903 2,060 31,295 30,504 37,587 37,467: 3,410 3,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: -50: 0 0 0 0 0 0 0: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 12.0 5.0 76.3 74.4 91.7 91.4: 8.3 8.6
Old : 100.0: 10.3 12.0 5.0 76.3 74.4 91.7 91.4: 8.3 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 : 30: 3 2 2 19 20 22 24:
Old : 30: 3 2 2 19 20 22 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 : 45.8 54.6 66.4 72.7 28.3 49.0 42.4 59.9
Old : 45.8 54.6 66.4 72.7 28.3 49.0 42.4 59.9
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, June 29, 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 : 29,153: 300 7,537 1,056 25,318 18,011 26,674 26,604: 2,479 2,549
Old : 29,153: 300 7,537 1,056 25,318 18,011 26,674 26,604: 2,479 2,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: 355: 0 0 0 350 350 350 350: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 25.9 3.6 86.8 61.8 91.5 91.3: 8.5 8.7
Old : 100.0: 1.0 25.9 3.6 86.8 61.8 91.5 91.3: 8.5 8.7
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: 1 4 2 17 13 20 17:
Old : 26: 1 4 2 17 13 20 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 : 53.9 56.2 75.6 80.5 46.4 53.1 59.8 65.9
Old : 53.9 56.2 75.6 80.5 46.4 53.1 59.8 65.9
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, June 29, 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 : 23,527: 114 5,991 0 20,311 14,612 20,425 20,603: 3,102 2,924
Old : 23,527: 114 5,991 0 20,311 14,612 20,425 20,603: 3,102 2,924
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: 600: 0 0 0 600 600 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 25.5 0.0 86.3 62.1 86.8 87.6: 13.2 12.4
Old : 100.0: 0.5 25.5 0.0 86.3 62.1 86.8 87.6: 13.2 12.4
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 : 20: 1 1 0 15 10 16 11:
Old : 20: 1 1 0 15 10 16 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 : 57.2 74.6 76.8 85.5 53.5 71.5 68.8 75.0
Old : 57.2 74.6 76.8 85.5 53.5 71.5 68.8 75.0
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, June 29, 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 : 20,411: 0 10,055 475 18,095 8,246 18,570 18,776: 1,841 1,635
Old : 20,411: 0 10,055 475 18,095 8,246 18,570 18,776: 1,841 1,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: -50: 0 0 0 -50 -50 -50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 49.3 2.3 88.7 40.4 91.0 92.0: 9.0 8.0
Old : 100.0: 0.0 49.3 2.3 88.7 40.4 91.0 92.0: 9.0 8.0
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 14 13 16 17:
Old : 22: 0 4 2 14 13 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 : 57.5 71.0 80.9 85.4 45.6 65.2 66.7 72.2
Old : 57.5 71.0 80.9 85.4 45.6 65.2 66.7 72.2
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 with Delta-adjusted Options and Futures Combined, June 29, 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 : 98,925: 17,610 1,250 620 67,513 83,651 85,743 85,521: 13,182 13,404
Old : 98,925: 17,610 1,250 620 67,513 83,651 85,743 85,521: 13,182 13,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: 2,435: 0 50 0 2,504 2,454 2,504 2,504: -69 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 1.3 0.6 68.2 84.6 86.7 86.5: 13.3 13.5
Old : 100.0: 17.8 1.3 0.6 68.2 84.6 86.7 86.5: 13.3 13.5
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 : 27: 3 2 2 20 19 23 23:
Old : 27: 3 2 2 20 19 23 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 : 64.2 60.0 77.7 74.8 59.9 59.9 68.7 69.7
Old : 64.2 60.0 77.7 74.8 59.9 59.9 68.7 69.7
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, June 29, 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 : 94,007: 17,473 1,555 396 63,606 79,396 81,475 81,347: 12,532 12,660
Old : 94,007: 17,473 1,555 396 63,606 79,396 81,475 81,347: 12,532 12,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: 2,535: 100 50 0 2,504 2,554 2,604 2,604: -69 -69
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 1.7 0.4 67.7 84.5 86.7 86.5: 13.3 13.5
Old : 100.0: 18.6 1.7 0.4 67.7 84.5 86.7 86.5: 13.3 13.5
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 : 27: 2 3 2 18 18 21 22:
Old : 27: 2 3 2 18 18 21 22:
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 : 63.9 59.2 77.0 75.4 59.9 59.2 67.5 69.4
Old : 63.9 59.2 77.0 75.4 59.9 59.2 67.5 69.4
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, June 29, 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 : 29,752: 1,020 14,585 50 24,662 10,812 25,732 25,447: 4,020 4,305
Old : 29,752: 1,020 14,585 50 24,662 10,812 25,732 25,447: 4,020 4,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: 955: 0 580 0 953 -137 953 443: 2 512
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 49.0 0.2 82.9 36.3 86.5 85.5: 13.5 14.5
Old : 100.0: 3.4 49.0 0.2 82.9 36.3 86.5 85.5: 13.5 14.5
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 : 25: 1 4 1 18 10 20 14:
Old : 25: 1 4 1 18 10 20 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 : 45.6 57.4 65.3 76.1 42.8 51.4 56.7 59.9
Old : 45.6 57.4 65.3 76.1 42.8 51.4 56.7 59.9
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, June 29, 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 : 29,427: 1,020 14,360 50 24,487 10,862 25,557 25,272: 3,870 4,155
Old : 29,427: 1,020 14,360 50 24,487 10,862 25,557 25,272: 3,870 4,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: 955: 0 580 0 943 -147 943 433: 12 522
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 48.8 0.2 83.2 36.9 86.8 85.9: 13.2 14.1
Old : 100.0: 3.5 48.8 0.2 83.2 36.9 86.8 85.9: 13.2 14.1
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 : 25: 1 4 1 18 10 20 14:
Old : 25: 1 4 1 18 10 20 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 : 46.0 57.6 65.4 76.7 43.3 51.3 57.4 60.9
Old : 46.0 57.6 65.4 76.7 43.3 51.3 57.4 60.9
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, June 29, 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 : 57,040: 15,935 0 0 38,532 54,557 54,467 54,557: 2,573 2,483
Old : 57,040: 15,935 0 0 38,532 54,557 54,467 54,557: 2,573 2,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 0.0 0.0 67.6 95.6 95.5 95.6: 4.5 4.4
Old : 100.0: 27.9 0.0 0.0 67.6 95.6 95.5 95.6: 4.5 4.4
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 : 24: 4 0 0 13 17 17 17:
Old : 24: 4 0 0 13 17 17 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 : 72.2 84.5 92.3 91.3 70.8 84.1 90.4 90.2
Old : 72.2 84.5 92.3 91.3 70.8 84.1 90.4 90.2
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, June 29, 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 : 56,249: 15,270 0 0 38,664 53,994 53,934 53,994: 2,315 2,255
Old : 56,249: 15,270 0 0 38,664 53,994 53,934 53,994: 2,315 2,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 0.0 0.0 68.7 96.0 95.9 96.0: 4.1 4.0
Old : 100.0: 27.1 0.0 0.0 68.7 96.0 95.9 96.0: 4.1 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 : 21: 3 0 0 13 14 16 14:
Old : 21: 3 0 0 13 14 16 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 : 73.1 88.0 93.4 93.5 72.0 87.6 91.7 91.9
Old : 73.1 88.0 93.4 93.5 72.0 87.6 91.7 91.9
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, June 29, 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 : 54,300: 11,820 600 220 39,775 51,830 51,815 52,650: 2,485 1,650
Old : 54,300: 11,820 600 220 39,775 51,830 51,815 52,650: 2,485 1,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: -225: 0 0 0 -265 -265 -265 -265: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 1.1 0.4 73.3 95.5 95.4 97.0: 4.6 3.0
Old : 100.0: 21.8 1.1 0.4 73.3 95.5 95.4 97.0: 4.6 3.0
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 : 27: 4 1 3 16 13 20 17:
Old : 27: 4 1 3 16 13 20 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 : 62.0 85.7 77.8 93.3 58.3 84.7 73.0 89.0
Old : 62.0 85.7 77.8 93.3 58.3 84.7 73.0 89.0
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, June 29, 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 : 48,625: 8,820 600 595 36,825 45,785 46,240 46,980: 2,385 1,645
Old : 48,625: 8,820 600 595 36,825 45,785 46,240 46,980: 2,385 1,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: -200: 0 0 0 -240 -240 -240 -240: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 1.2 1.2 75.7 94.2 95.1 96.6: 4.9 3.4
Old : 100.0: 18.1 1.2 1.2 75.7 94.2 95.1 96.6: 4.9 3.4
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 : 27: 4 1 3 16 13 20 17:
Old : 27: 4 1 3 16 13 20 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 : 61.1 82.5 78.5 91.8 57.3 82.3 73.5 88.7
Old : 61.1 82.5 78.5 91.8 57.3 82.3 73.5 88.7
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, June 29, 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 : 88,760: 25,295 575 2,365 57,490 82,530 85,150 85,470: 3,610 3,290
Old : 88,760: 25,295 575 2,365 57,490 82,530 85,150 85,470: 3,610 3,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: 1,155: 600 0 0 135 785 735 785: 420 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 0.6 2.7 64.8 93.0 95.9 96.3: 4.1 3.7
Old : 100.0: 28.5 0.6 2.7 64.8 93.0 95.9 96.3: 4.1 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 : 31: 4 2 4 18 13 23 19:
Old : 31: 4 2 4 18 13 23 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 : 62.9 76.4 83.4 88.4 58.7 76.1 77.8 84.9
Old : 62.9 76.4 83.4 88.4 58.7 76.1 77.8 84.9
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, June 29, 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 : 85,585: 23,625 875 2,365 56,670 79,535 82,660 82,775: 2,925 2,810
Old : 85,585: 23,625 875 2,365 56,670 79,535 82,660 82,775: 2,925 2,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: 735: 600 0 0 135 785 735 785: 0 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 1.0 2.8 66.2 92.9 96.6 96.7: 3.4 3.3
Old : 100.0: 27.6 1.0 2.8 66.2 92.9 96.6 96.7: 3.4 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 : 31: 4 2 4 18 15 23 21:
Old : 31: 4 2 4 18 15 23 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 : 64.7 75.8 84.0 88.6 60.3 75.5 77.4 84.7
Old : 64.7 75.8 84.0 88.6 60.3 75.5 77.4 84.7
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, June 29, 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 : 63,070: 15,165 3,535 2,770 38,486 50,195 56,421 56,500: 6,649 6,570
Old : 63,070: 15,165 3,535 2,770 38,486 50,195 56,421 56,500: 6,649 6,570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: 315: 40 0 0 250 290 290 290: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 5.6 4.4 61.0 79.6 89.5 89.6: 10.5 10.4
Old : 100.0: 24.0 5.6 4.4 61.0 79.6 89.5 89.6: 10.5 10.4
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 : 27: 3 2 2 19 12 24 14:
Old : 27: 3 2 2 19 12 24 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 : 54.3 74.4 68.9 86.1 53.3 66.1 64.5 74.5
Old : 54.3 74.4 68.9 86.1 53.3 66.1 64.5 74.5
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, June 29, 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 : 54,643: 11,105 1,590 3,000 33,807 43,644 47,912 48,234: 6,731 6,409
Old : 54,643: 11,105 1,590 3,000 33,807 43,644 47,912 48,234: 6,731 6,409
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: 290: 40 0 0 250 290 290 290: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 2.9 5.5 61.9 79.9 87.7 88.3: 12.3 11.7
Old : 100.0: 20.3 2.9 5.5 61.9 79.9 87.7 88.3: 12.3 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 : 27: 3 2 2 17 11 22 13:
Old : 27: 3 2 2 17 11 22 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 : 55.3 72.0 68.6 84.6 51.0 63.9 63.0 70.9
Old : 55.3 72.0 68.6 84.6 51.0 63.9 63.0 70.9
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, June 29, 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 : 234,653: 370 62,112 726 175,784 114,009 176,880 176,847: 57,773 57,806
Old : 234,653: 370 62,112 726 175,784 114,009 176,880 176,847: 57,773 57,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: 890: 50 30 0 605 575 655 605: 235 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 26.5 0.3 74.9 48.6 75.4 75.4: 24.6 24.6
Old : 100.0: 0.2 26.5 0.3 74.9 48.6 75.4 75.4: 24.6 24.6
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 : 43: 2 7 4 25 31 31 38:
Old : 43: 2 7 4 25 31 31 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 : 45.2 35.1 62.0 51.9 35.5 31.5 47.1 44.0
Old : 45.2 35.1 62.0 51.9 35.5 31.5 47.1 44.0
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, June 29, 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 : 212,348: 345 55,042 1,823 158,232 103,565 160,400 160,430: 51,948 51,918
Old : 212,348: 345 55,042 1,823 158,232 103,565 160,400 160,430: 51,948 51,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: 1,335: 50 170 -30 1,195 1,025 1,215 1,165: 120 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 25.9 0.9 74.5 48.8 75.5 75.6: 24.5 24.4
Old : 100.0: 0.2 25.9 0.9 74.5 48.8 75.5 75.6: 24.5 24.4
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 : 42: 2 7 4 25 30 31 37:
Old : 42: 2 7 4 25 30 31 37:
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 36.9 61.3 54.0 36.6 32.8 47.9 46.8
Old : 46.3 36.9 61.3 54.0 36.6 32.8 47.9 46.8
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, June 29, 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 : 52,917: 4,650 1,155 1,203 40,929 44,604 46,782 46,962: 6,135 5,955
Old : 52,917: 4,650 1,155 1,203 40,929 44,604 46,782 46,962: 6,135 5,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: 485: 0 0 0 600 600 600 600: -115 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 2.2 2.3 77.3 84.3 88.4 88.7: 11.6 11.3
Old : 100.0: 8.8 2.2 2.3 77.3 84.3 88.4 88.7: 11.6 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 : 27: 3 2 3 17 19 21 23:
Old : 27: 3 2 3 17 19 21 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 : 58.1 45.4 73.0 67.9 41.6 34.7 51.1 47.9
Old : 58.1 45.4 73.0 67.9 41.6 34.7 51.1 47.9
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, June 29, 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 : 45,065: 4,215 890 1,340 32,285 35,850 37,840 38,080: 7,225 6,985
Old : 45,065: 4,215 890 1,340 32,285 35,850 37,840 38,080: 7,225 6,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: 30: 0 0 0 150 150 150 150: -120 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 2.0 3.0 71.6 79.6 84.0 84.5: 16.0 15.5
Old : 100.0: 9.4 2.0 3.0 71.6 79.6 84.0 84.5: 16.0 15.5
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 2 3 18 20 21 24:
Old : 26: 2 2 3 18 20 21 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 : 54.7 46.6 69.1 64.7 43.6 38.3 50.6 47.3
Old : 54.7 46.6 69.1 64.7 43.6 38.3 50.6 47.3
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, June 29, 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 : 50,083: 4,555 3,910 648 39,270 40,245 44,473 44,803: 5,610 5,280
Old : 50,083: 4,555 3,910 648 39,270 40,245 44,473 44,803: 5,610 5,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: 750: 600 0 0 150 750 750 750: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 7.8 1.3 78.4 80.4 88.8 89.5: 11.2 10.5
Old : 100.0: 9.1 7.8 1.3 78.4 80.4 88.8 89.5: 11.2 10.5
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 : 25: 3 1 1 18 20 21 22:
Old : 25: 3 1 1 18 20 21 22:
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 47.9 72.8 73.0 26.3 27.1 36.6 38.6
Old : 50.0 47.9 72.8 73.0 26.3 27.1 36.6 38.6
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, June 29, 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 : 50,797: 17,500 4,005 48 26,614 40,124 44,162 44,177: 6,635 6,620
Old : 50,797: 17,500 4,005 48 26,614 40,124 44,162 44,177: 6,635 6,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: 280: 0 0 0 280 280 280 280: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 7.9 0.1 52.4 79.0 86.9 87.0: 13.1 13.0
Old : 100.0: 34.5 7.9 0.1 52.4 79.0 86.9 87.0: 13.1 13.0
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 : 24: 2 2 1 17 18 19 21:
Old : 24: 2 2 1 17 18 19 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 : 59.6 51.9 75.7 72.7 43.2 35.8 47.0 45.4
Old : 59.6 51.9 75.7 72.7 43.2 35.8 47.0 45.4
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, June 29, 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 : 246,028: 24,244 1,411 3,973 172,919 195,945 201,136 201,329: 44,892 44,699
Old : 246,028: 24,244 1,411 3,973 172,919 195,945 201,136 201,329: 44,892 44,699
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: 6,651: -650 -55 555 5,256 4,861 5,161 5,361: 1,490 1,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 0.6 1.6 70.3 79.6 81.8 81.8: 18.2 18.2
Old : 100.0: 9.9 0.6 1.6 70.3 79.6 81.8 81.8: 18.2 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 : 43: 4 4 6 32 32 39 39:
Old : 43: 4 4 6 32 32 39 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 : 33.0 44.8 55.9 65.4 26.5 31.7 33.4 36.6
Old : 33.0 44.8 55.9 65.4 26.5 31.7 33.4 36.6
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, June 29, 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 : 182,479: 13,660 902 10,075 124,812 137,290 148,547 148,267: 33,932 34,212
Old : 182,479: 13,660 902 10,075 124,812 137,290 148,547 148,267: 33,932 34,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 22, 2021 :
: 4,950: 810 0 -50 3,998 4,783 4,758 4,733: 192 217
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.5 5.5 68.4 75.2 81.4 81.3: 18.6 18.7
Old : 100.0: 7.5 0.5 5.5 68.4 75.2 81.4 81.3: 18.6 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 : 41: 6 3 4 30 26 38 31:
Old : 41: 6 3 4 30 26 38 31:
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 : 40.7 40.6 60.9 63.4 27.5 30.5 38.1 41.3
Old : 40.7 40.6 60.9 63.4 27.5 30.5 38.1 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 02, 2021