ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 84,456: 1,365 3,139 300 77,056 75,667 78,721 79,106: 5,735 5,350 Old : 84,456: 1,365 3,139 300 77,056 75,667 78,721 79,106: 5,735 5,350 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 7, 2021 : : 2,036: 0 0 0 2,056 2,056 2,056 2,056: -20 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 3.7 0.4 91.2 89.6 93.2 93.7: 6.8 6.3 Old : 100.0: 1.6 3.7 0.4 91.2 89.6 93.2 93.7: 6.8 6.3 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: 1 2 1 18 16 20 18: Old : 27: 1 2 1 18 16 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 : 76.5 67.1 87.0 85.9 74.2 66.7 81.7 81.8 Old : 76.5 67.1 87.0 85.9 74.2 66.7 81.7 81.8 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, September 14, 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 : 67,082: 1,070 2,429 60 59,966 59,080 61,096 61,569: 5,986 5,513 Old : 67,082: 1,070 2,429 60 59,966 59,080 61,096 61,569: 5,986 5,513 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 7, 2021 : : 1,173: 0 0 0 1,063 1,063 1,063 1,063: 110 110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 3.6 0.1 89.4 88.1 91.1 91.8: 8.9 8.2 Old : 100.0: 1.6 3.6 0.1 89.4 88.1 91.1 91.8: 8.9 8.2 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 : 24: 1 1 1 15 16 17 17: Old : 24: 1 1 1 15 16 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 : 77.0 62.6 85.9 84.0 74.0 60.3 80.8 81.2 Old : 77.0 62.6 85.9 84.0 74.0 60.3 80.8 81.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 24,770: 750 500 0 20,900 20,826 21,650 21,326: 3,120 3,444 Old : 24,770: 750 500 0 20,900 20,826 21,650 21,326: 3,120 3,444 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 7, 2021 : : 220: 0 0 0 228 272 228 272: -8 -52 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 2.0 0.0 84.4 84.1 87.4 86.1: 12.6 13.9 Old : 100.0: 3.0 2.0 0.0 84.4 84.1 87.4 86.1: 12.6 13.9 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 : 21: 2 1 0 14 17 16 18: Old : 21: 2 1 0 14 17 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 : 68.4 50.1 82.4 72.9 54.7 46.5 63.2 57.6 Old : 68.4 50.1 82.4 72.9 54.7 46.5 63.2 57.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 22,560: 675 500 0 19,665 19,580 20,340 20,080: 2,220 2,480 Old : 22,560: 675 500 0 19,665 19,580 20,340 20,080: 2,220 2,480 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 7, 2021 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 2.2 0.0 87.2 86.8 90.2 89.0: 9.8 11.0 Old : 100.0: 3.0 2.2 0.0 87.2 86.8 90.2 89.0: 9.8 11.0 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 : 20: 2 1 0 13 14 15 15: Old : 20: 2 1 0 13 14 15 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 : 74.5 54.2 88.0 77.0 59.7 49.9 67.7 62.2 Old : 74.5 54.2 88.0 77.0 59.7 49.9 67.7 62.2 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, September 14, 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 : 37,065: 4,265 3,626 1,687 27,666 28,535 33,618 33,848: 3,447 3,217 Old : 37,065: 4,265 3,626 1,687 27,666 28,535 33,618 33,848: 3,447 3,217 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 7, 2021 : : 435: 15 150 -15 460 290 460 425: -25 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.5 9.8 4.6 74.6 77.0 90.7 91.3: 9.3 8.7 Old : 100.0: 11.5 9.8 4.6 74.6 77.0 90.7 91.3: 9.3 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 : 28: 2 3 2 16 20 19 24: Old : 28: 2 3 2 16 20 19 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 : 42.2 60.9 65.1 74.6 35.3 55.8 52.4 65.9 Old : 42.2 60.9 65.1 74.6 35.3 55.8 52.4 65.9 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, September 14, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 26,425: 266 6,198 940 23,631 17,596 24,837 24,734: 1,588 1,691 Old : 26,425: 266 6,198 940 23,631 17,596 24,837 24,734: 1,588 1,691 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 7, 2021 : : 230: 0 0 0 230 220 230 220: 0 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 23.5 3.6 89.4 66.6 94.0 93.6: 6.0 6.4 Old : 100.0: 1.0 23.5 3.6 89.4 66.6 94.0 93.6: 6.0 6.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 2 3 2 17 15 20 19: Old : 27: 2 3 2 17 15 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 : 54.7 58.7 75.1 77.9 50.0 56.0 63.3 68.8 Old : 54.7 58.7 75.1 77.9 50.0 56.0 63.3 68.8 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, September 14, 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 : 20,486: 0 8,165 375 18,395 10,381 18,770 18,921: 1,716 1,565 Old : 20,486: 0 8,165 375 18,395 10,381 18,770 18,921: 1,716 1,565 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 7, 2021 : : 695: 0 0 0 645 665 645 665: 50 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 39.9 1.8 89.8 50.7 91.6 92.4: 8.4 7.6 Old : 100.0: 0.0 39.9 1.8 89.8 50.7 91.6 92.4: 8.4 7.6 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 : 22: 0 4 2 13 15 15 19: Old : 22: 0 4 2 13 15 15 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.4 66.9 84.4 82.8 57.7 65.8 72.8 73.3 Old : 64.4 66.9 84.4 82.8 57.7 65.8 72.8 73.3 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, September 14, 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 : 97,922: 16,011 1,130 615 67,211 81,997 83,837 83,742: 14,085 14,180 Old : 97,922: 16,011 1,130 615 67,211 81,997 83,837 83,742: 14,085 14,180 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 7, 2021 : : 3,120: 320 0 0 3,095 3,415 3,415 3,415: -295 -295 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.4 1.2 0.6 68.6 83.7 85.6 85.5: 14.4 14.5 Old : 100.0: 16.4 1.2 0.6 68.6 83.7 85.6 85.5: 14.4 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 : 28: 2 3 2 20 21 23 25: Old : 28: 2 3 2 20 21 23 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.1 55.3 74.8 72.0 58.1 54.9 67.8 68.2 Old : 61.1 55.3 74.8 72.0 58.1 54.9 67.8 68.2 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, September 14, 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 : 97,623: 21,935 1,260 396 59,622 80,237 81,953 81,893: 15,670 15,730 Old : 97,623: 21,935 1,260 396 59,622 80,237 81,953 81,893: 15,670 15,730 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 7, 2021 : : 2,515: 0 0 0 2,820 2,820 2,820 2,820: -305 -305 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.5 1.3 0.4 61.1 82.2 83.9 83.9: 16.1 16.1 Old : 100.0: 22.5 1.3 0.4 61.1 82.2 83.9 83.9: 16.1 16.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 3 3 2 19 20 23 24: Old : 29: 3 3 2 19 20 23 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 : 53.1 54.5 70.2 71.0 51.6 54.2 64.3 67.3 Old : 53.1 54.5 70.2 71.0 51.6 54.2 64.3 67.3 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, September 14, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 26,085: 870 10,950 746 21,197 11,322 22,813 23,018: 3,272 3,067 Old : 26,085: 870 10,950 746 21,197 11,322 22,813 23,018: 3,272 3,067 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 7, 2021 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 42.0 2.9 81.3 43.4 87.5 88.2: 12.5 11.8 Old : 100.0: 3.3 42.0 2.9 81.3 43.4 87.5 88.2: 12.5 11.8 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 : 26: 1 5 2 18 10 21 15: Old : 26: 1 5 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 : 49.6 59.4 66.1 79.5 40.3 56.6 54.1 64.5 Old : 49.6 59.4 66.1 79.5 40.3 56.6 54.1 64.5 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, September 14, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 25,985: 870 10,850 746 21,172 11,397 22,788 22,993: 3,197 2,992 Old : 25,985: 870 10,850 746 21,172 11,397 22,788 22,993: 3,197 2,992 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 7, 2021 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 41.8 2.9 81.5 43.9 87.7 88.5: 12.3 11.5 Old : 100.0: 3.3 41.8 2.9 81.5 43.9 87.7 88.5: 12.3 11.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 5 2 18 10 21 15: Old : 26: 1 5 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 : 49.7 59.6 66.3 79.7 40.4 56.5 54.1 64.5 Old : 49.7 59.6 66.3 79.7 40.4 56.5 54.1 64.5 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, September 14, 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 : 50,722: 11,045 5 120 37,083 48,063 48,248 48,188: 2,474 2,534 Old : 50,722: 11,045 5 120 37,083 48,063 48,248 48,188: 2,474 2,534 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 7, 2021 : : 6,460: 1,055 5 120 5,250 6,300 6,425 6,425: 35 35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.8 0.0 0.2 73.1 94.8 95.1 95.0: 4.9 5.0 Old : 100.0: 21.8 0.0 0.2 73.1 94.8 95.1 95.0: 4.9 5.0 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 : 23: 2 1 1 12 15 15 16: Old : 23: 2 1 1 12 15 15 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 : 70.1 84.2 92.9 91.3 69.6 84.2 91.8 90.7 Old : 70.1 84.2 92.9 91.3 69.6 84.2 91.8 90.7 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, September 14, 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 : 56,401: 10,755 6,005 120 43,396 48,106 54,271 54,231: 2,130 2,170 Old : 56,401: 10,755 6,005 120 43,396 48,106 54,271 54,231: 2,130 2,170 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 7, 2021 : : 6,100: 1,055 5 120 4,925 5,975 6,100 6,100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.1 10.6 0.2 76.9 85.3 96.2 96.2: 3.8 3.8 Old : 100.0: 19.1 10.6 0.2 76.9 85.3 96.2 96.2: 3.8 3.8 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 : 23: 2 2 1 12 13 15 15: Old : 23: 2 2 1 12 13 15 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 : 72.9 82.4 93.6 93.2 72.4 82.4 92.6 92.7 Old : 72.9 82.4 93.6 93.2 72.4 82.4 92.6 92.7 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, September 14, 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 : 51,555: 10,160 2,425 91 38,950 47,530 49,201 50,046: 2,354 1,509 Old : 51,555: 10,160 2,425 91 38,950 47,530 49,201 50,046: 2,354 1,509 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 7, 2021 : : 825: 0 0 0 825 825 825 825: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.7 4.7 0.2 75.6 92.2 95.4 97.1: 4.6 2.9 Old : 100.0: 19.7 4.7 0.2 75.6 92.2 95.4 97.1: 4.6 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 : 30: 4 3 3 18 14 22 20: Old : 30: 4 3 3 18 14 22 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.8 81.8 74.7 90.6 53.3 79.4 71.5 86.9 Old : 55.8 81.8 74.7 90.6 53.3 79.4 71.5 86.9 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, September 14, 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 : 48,380: 8,385 2,425 446 37,350 44,075 46,181 46,946: 2,199 1,434 Old : 48,380: 8,385 2,425 446 37,350 44,075 46,181 46,946: 2,199 1,434 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 7, 2021 : : 700: 0 0 0 700 700 700 700: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.3 5.0 0.9 77.2 91.1 95.5 97.0: 4.5 3.0 Old : 100.0: 17.3 5.0 0.9 77.2 91.1 95.5 97.0: 4.5 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 : 29: 4 3 3 18 13 22 19: Old : 29: 4 3 3 18 13 22 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 : 56.2 79.7 75.5 89.4 52.8 77.8 71.1 84.6 Old : 56.2 79.7 75.5 89.4 52.8 77.8 71.1 84.6 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, September 14, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 75,895: 21,405 385 1,955 49,195 70,605 72,555 72,945: 3,340 2,950 Old : 75,895: 21,405 385 1,955 49,195 70,605 72,555 72,945: 3,340 2,950 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 7, 2021 : : -150: -130 -30 30 -80 -180 -180 -180: 30 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.2 0.5 2.6 64.8 93.0 95.6 96.1: 4.4 3.9 Old : 100.0: 28.2 0.5 2.6 64.8 93.0 95.6 96.1: 4.4 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 : 32: 4 3 4 18 15 23 21: Old : 32: 4 3 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 : 61.3 74.2 82.9 87.3 56.4 74.0 76.5 83.2 Old : 61.3 74.2 82.9 87.3 56.4 74.0 76.5 83.2 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, September 14, 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 : 72,940: 20,115 610 1,930 48,315 68,020 70,360 70,560: 2,580 2,380 Old : 72,940: 20,115 610 1,930 48,315 68,020 70,360 70,560: 2,580 2,380 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 7, 2021 : : -150: -105 -5 5 -60 -160 -160 -160: 10 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.6 0.8 2.6 66.2 93.3 96.5 96.7: 3.5 3.3 Old : 100.0: 27.6 0.8 2.6 66.2 93.3 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 : 33: 4 3 4 19 16 24 22: Old : 33: 4 3 4 19 16 24 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 : 63.7 73.8 84.1 87.6 58.4 73.6 77.5 82.0 Old : 63.7 73.8 84.1 87.6 58.4 73.6 77.5 82.0 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, September 14, 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 : 56,844: 13,105 2,470 2,395 35,837 46,591 51,337 51,456: 5,507 5,388 Old : 56,844: 13,105 2,470 2,395 35,837 46,591 51,337 51,456: 5,507 5,388 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 7, 2021 : : 2,025: 100 -225 100 895 1,220 1,095 1,095: 930 930 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.1 4.3 4.2 63.0 82.0 90.3 90.5: 9.7 9.5 Old : 100.0: 23.1 4.3 4.2 63.0 82.0 90.3 90.5: 9.7 9.5 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 : 30: 4 3 2 21 9 27 12: Old : 30: 4 3 2 21 9 27 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 : 51.8 76.6 67.6 89.0 50.7 68.2 63.0 76.9 Old : 51.8 76.6 67.6 89.0 50.7 68.2 63.0 76.9 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, September 14, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 49,444: 9,460 1,740 2,545 32,596 40,588 44,601 44,873: 4,843 4,571 Old : 49,444: 9,460 1,740 2,545 32,596 40,588 44,601 44,873: 4,843 4,571 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 7, 2021 : : 2,020: 100 -225 100 1,340 1,665 1,540 1,540: 480 480 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.1 3.5 5.1 65.9 82.1 90.2 90.8: 9.8 9.2 Old : 100.0: 19.1 3.5 5.1 65.9 82.1 90.2 90.8: 9.8 9.2 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 : 30: 4 3 2 21 9 27 12: Old : 30: 4 3 2 21 9 27 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 : 52.4 75.9 67.6 88.6 49.1 66.7 62.3 73.8 Old : 52.4 75.9 67.6 88.6 49.1 66.7 62.3 73.8 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, September 14, 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 : 214,140: 250 56,520 896 165,064 108,864 166,210 166,280: 47,930 47,860 Old : 214,140: 250 56,520 896 165,064 108,864 166,210 166,280: 47,930 47,860 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 7, 2021 : : 4,433: 0 1,980 0 2,254 274 2,254 2,254: 2,179 2,179 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 26.4 0.4 77.1 50.8 77.6 77.7: 22.4 22.3 Old : 100.0: 0.1 26.4 0.4 77.1 50.8 77.6 77.7: 22.4 22.3 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: 1 8 2 28 31 31 39: Old : 44: 1 8 2 28 31 31 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 : 49.2 35.5 67.1 52.3 38.4 30.6 53.6 44.2 Old : 49.2 35.5 67.1 52.3 38.4 30.6 53.6 44.2 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, September 14, 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 : 201,491: 300 49,975 1,688 156,097 106,492 158,085 158,155: 43,406 43,336 Old : 201,491: 300 49,975 1,688 156,097 106,492 158,085 158,155: 43,406 43,336 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 7, 2021 : : 4,255: 0 1,750 0 2,145 445 2,145 2,195: 2,110 2,060 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 24.8 0.8 77.5 52.9 78.5 78.5: 21.5 21.5 Old : 100.0: 0.1 24.8 0.8 77.5 52.9 78.5 78.5: 21.5 21.5 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: 2 7 3 29 31 34 38: Old : 44: 2 7 3 29 31 34 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 : 47.2 35.6 64.8 53.2 36.1 30.9 50.8 45.0 Old : 47.2 35.6 64.8 53.2 36.1 30.9 50.8 45.0 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, September 14, 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 : 48,941: 4,290 820 740 37,466 40,926 42,496 42,486: 6,445 6,455 Old : 48,941: 4,290 820 740 37,466 40,926 42,496 42,486: 6,445 6,455 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 7, 2021 : : -307: -320 0 86 -133 -588 -367 -502: 60 195 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.8 1.7 1.5 76.6 83.6 86.8 86.8: 13.2 13.2 Old : 100.0: 8.8 1.7 1.5 76.6 83.6 86.8 86.8: 13.2 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 3 4 19 19 23 24: Old : 28: 2 3 4 19 19 23 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 : 52.3 45.2 69.5 68.6 40.8 35.2 50.6 50.1 Old : 52.3 45.2 69.5 68.6 40.8 35.2 50.6 50.1 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, September 14, 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 : 45,210: 4,235 665 695 33,585 37,215 38,515 38,575: 6,695 6,635 Old : 45,210: 4,235 665 695 33,585 37,215 38,515 38,575: 6,695 6,635 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 7, 2021 : : 3,100: 75 0 -75 2,850 2,925 2,850 2,850: 250 250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 1.5 1.5 74.3 82.3 85.2 85.3: 14.8 14.7 Old : 100.0: 9.4 1.5 1.5 74.3 82.3 85.2 85.3: 14.8 14.7 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: 2 2 3 18 21 21 25: Old : 27: 2 2 3 18 21 21 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.6 49.2 71.2 68.7 48.9 40.1 54.5 50.7 Old : 56.6 49.2 71.2 68.7 48.9 40.1 54.5 50.7 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, September 14, 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 : 44,581: 3,860 3,720 162 36,030 36,584 40,052 40,466: 4,529 4,115 Old : 44,581: 3,860 3,720 162 36,030 36,584 40,052 40,466: 4,529 4,115 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 7, 2021 : : -620: 0 125 0 -725 -850 -725 -725: 105 105 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.7 8.3 0.4 80.8 82.1 89.8 90.8: 10.2 9.2 Old : 100.0: 8.7 8.3 0.4 80.8 82.1 89.8 90.8: 10.2 9.2 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 : 25: 3 1 1 17 19 20 21: Old : 25: 3 1 1 17 19 20 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 : 50.3 51.2 71.0 76.2 30.6 33.2 40.6 43.7 Old : 50.3 51.2 71.0 76.2 30.6 33.2 40.6 43.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD Commitments of Traders with Delta-adjusted Options and Futures Combined, September 14, 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 : 46,770: 16,480 3,935 12 25,739 38,393 42,231 42,340: 4,539 4,430 Old : 46,770: 16,480 3,935 12 25,739 38,393 42,231 42,340: 4,539 4,430 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 7, 2021 : : 175: 0 200 0 1,715 1,515 1,715 1,715: -1,540 -1,540 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.2 8.4 0.0 55.0 82.1 90.3 90.5: 9.7 9.5 Old : 100.0: 35.2 8.4 0.0 55.0 82.1 90.3 90.5: 9.7 9.5 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 : 22: 2 2 1 15 16 17 19: Old : 22: 2 2 1 15 16 17 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 : 65.8 57.7 79.2 78.3 45.9 41.3 51.0 48.8 Old : 65.8 57.7 79.2 78.3 45.9 41.3 51.0 48.8 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, September 14, 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 : 222,611: 16,445 452 6,768 157,135 173,118 180,348 180,338: 42,263 42,273 Old : 222,611: 16,445 452 6,768 157,135 173,118 180,348 180,338: 42,263 42,273 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 7, 2021 : : 1,805: 445 80 -390 2,185 2,740 2,240 2,430: -435 -625 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 0.2 3.0 70.6 77.8 81.0 81.0: 19.0 19.0 Old : 100.0: 7.4 0.2 3.0 70.6 77.8 81.0 81.0: 19.0 19.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 44: 6 2 6 33 31 41 37: Old : 44: 6 2 6 33 31 41 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 : 34.3 38.8 52.4 61.8 23.2 30.1 30.4 35.7 Old : 34.3 38.8 52.4 61.8 23.2 30.1 30.4 35.7 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, September 14, 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 : 186,124: 8,165 567 13,195 132,392 139,680 153,752 153,442: 32,372 32,682 Old : 186,124: 8,165 567 13,195 132,392 139,680 153,752 153,442: 32,372 32,682 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 7, 2021 : : 2,809: -1,625 0 1,850 2,839 1,214 3,064 3,064: -255 -255 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.4 0.3 7.1 71.1 75.0 82.6 82.4: 17.4 17.6 Old : 100.0: 4.4 0.3 7.1 71.1 75.0 82.6 82.4: 17.4 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 : 42: 7 1 4 32 29 40 33: Old : 42: 7 1 4 32 29 40 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 : 37.7 39.3 58.3 67.2 26.5 33.3 36.3 44.6 Old : 37.7 39.3 58.3 67.2 26.5 33.3 36.3 44.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 17, 2021