ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 85,660: 1,315 3,139 300 78,340 76,481 79,955 79,920: 5,705 5,740
Old : 85,660: 1,315 3,139 300 78,340 76,481 79,955 79,920: 5,705 5,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 784: -50 0 0 864 394 814 394: -30 390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 3.7 0.4 91.5 89.3 93.3 93.3: 6.7 6.7
Old : 100.0: 1.5 3.7 0.4 91.5 89.3 93.3 93.3: 6.7 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 1 20 16 22 18:
Old : 29: 1 2 1 20 16 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.1 67.5 86.6 86.0 73.7 67.2 80.9 81.8
Old : 76.1 67.5 86.6 86.0 73.7 67.2 80.9 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 28, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 68,779: 1,020 2,429 60 61,018 59,662 62,098 62,151: 6,681 6,628
Old : 68,779: 1,020 2,429 60 61,018 59,662 62,098 62,151: 6,681 6,628
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 1,190: -50 0 0 520 50 470 50: 720 1,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 3.5 0.1 88.7 86.7 90.3 90.4: 9.7 9.6
Old : 100.0: 1.5 3.5 0.1 88.7 86.7 90.3 90.4: 9.7 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 1 18 16 20 17:
Old : 26: 1 1 1 18 16 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 : 74.6 62.4 83.8 83.3 71.6 59.3 79.0 79.7
Old : 74.6 62.4 83.8 83.3 71.6 59.3 79.0 79.7
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 28, 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 : 24,909: 750 380 120 20,920 21,026 21,790 21,526: 3,119 3,383
Old : 24,909: 750 380 120 20,920 21,026 21,790 21,526: 3,119 3,383
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 49: -150 -120 120 80 110 50 110: -1 -61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 1.5 0.5 84.0 84.4 87.5 86.4: 12.5 13.6
Old : 100.0: 3.0 1.5 0.5 84.0 84.4 87.5 86.4: 12.5 13.6
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 : 21: 2 1 1 14 17 17 18:
Old : 21: 2 1 1 14 17 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 51.2 82.4 72.5 55.5 47.8 63.9 59.3
Old : 68.5 51.2 82.4 72.5 55.5 47.8 63.9 59.3
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 28, 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 : 22,874: 675 380 120 19,860 19,895 20,655 20,395: 2,219 2,479
Old : 22,874: 675 380 120 19,860 19,895 20,655 20,395: 2,219 2,479
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 24: -150 -120 120 55 25 25 25: -1 -1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 1.7 0.5 86.8 87.0 90.3 89.2: 9.7 10.8
Old : 100.0: 3.0 1.7 0.5 86.8 87.0 90.3 89.2: 9.7 10.8
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 : 20: 2 1 1 13 14 16 15:
Old : 20: 2 1 1 13 14 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.2 55.0 87.8 77.4 60.5 51.0 68.5 63.1
Old : 74.2 55.0 87.8 77.4 60.5 51.0 68.5 63.1
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 28, 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 : 36,785: 4,265 3,226 1,687 27,693 28,852 33,645 33,765: 3,140 3,020
Old : 36,785: 4,265 3,226 1,687 27,693 28,852 33,645 33,765: 3,140 3,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: -263: 0 -400 0 -111 179 -111 -221: -152 -42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 8.8 4.6 75.3 78.4 91.5 91.8: 8.5 8.2
Old : 100.0: 11.6 8.8 4.6 75.3 78.4 91.5 91.8: 8.5 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 : 31: 2 3 2 17 24 20 28:
Old : 31: 2 3 2 17 24 20 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 57.8 66.2 72.4 34.1 52.5 52.0 63.2
Old : 41.7 57.8 66.2 72.4 34.1 52.5 52.0 63.2
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 28, 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 : 26,145: 266 6,098 940 23,286 17,361 24,492 24,399: 1,653 1,746
Old : 26,145: 266 6,098 940 23,286 17,361 24,492 24,399: 1,653 1,746
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: -280: 0 -100 0 -255 -205 -255 -305: -25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 23.3 3.6 89.1 66.4 93.7 93.3: 6.3 6.7
Old : 100.0: 1.0 23.3 3.6 89.1 66.4 93.7 93.3: 6.3 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 2 19 16 22 20:
Old : 28: 2 3 2 19 16 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 : 53.9 56.8 73.5 78.4 49.1 54.0 62.0 67.0
Old : 53.9 56.8 73.5 78.4 49.1 54.0 62.0 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 20,919: 0 5,646 0 18,030 12,690 18,030 18,336: 2,889 2,583
Old : 20,919: 0 5,646 0 18,030 12,690 18,030 18,336: 2,889 2,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 27.0 0.0 86.2 60.7 86.2 87.7: 13.8 12.3
Old : 100.0: 0.0 27.0 0.0 86.2 60.7 86.2 87.7: 13.8 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 1 0 16 12 16 13:
Old : 20: 0 1 0 16 12 16 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 : 57.8 71.7 76.2 84.0 53.1 66.8 66.0 72.1
Old : 57.8 71.7 76.2 84.0 53.1 66.8 66.0 72.1
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 28, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 21,311: 0 8,465 375 19,360 11,046 19,735 19,886: 1,576 1,425
Old : 21,311: 0 8,465 375 19,360 11,046 19,735 19,886: 1,576 1,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 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 39.7 1.8 90.8 51.8 92.6 93.3: 7.4 6.7
Old : 100.0: 0.0 39.7 1.8 90.8 51.8 92.6 93.3: 7.4 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 4 2 13 14 15 18:
Old : 22: 0 4 2 13 14 15 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 : 61.5 70.1 85.7 85.3 57.4 69.1 74.9 76.2
Old : 61.5 70.1 85.7 85.3 57.4 69.1 74.9 76.2
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, September 28, 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 : 99,472: 15,870 1,437 728 67,956 82,294 84,554 84,459: 14,918 15,013
Old : 99,472: 15,870 1,437 728 67,956 82,294 84,554 84,459: 14,918 15,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 1,320: 0 0 0 635 635 635 635: 685 685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 1.4 0.7 68.3 82.7 85.0 84.9: 15.0 15.1
Old : 100.0: 16.0 1.4 0.7 68.3 82.7 85.0 84.9: 15.0 15.1
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 : 28: 1 4 2 20 21 23 25:
Old : 28: 1 4 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 : 59.3 52.4 72.6 71.3 56.0 49.9 66.2 66.2
Old : 59.3 52.4 72.6 71.3 56.0 49.9 66.2 66.2
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 28, 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 : 99,196: 21,850 1,595 474 60,227 80,422 82,551 82,491: 16,645 16,705
Old : 99,196: 21,850 1,595 474 60,227 80,422 82,551 82,491: 16,645 16,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 1,440: 0 0 0 600 600 600 600: 840 840
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 1.6 0.5 60.7 81.1 83.2 83.2: 16.8 16.8
Old : 100.0: 22.0 1.6 0.5 60.7 81.1 83.2 83.2: 16.8 16.8
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 : 29: 2 4 2 19 20 23 24:
Old : 29: 2 4 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 : 51.2 51.5 67.8 70.2 49.7 48.9 61.9 65.0
Old : 51.2 51.5 67.8 70.2 49.7 48.9 61.9 65.0
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 28, 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 21, 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 28, 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 21, 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 28, 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 : 52,366: 10,925 5 240 38,727 49,587 49,892 49,832: 2,474 2,534
Old : 52,366: 10,925 5 240 38,727 49,587 49,892 49,832: 2,474 2,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 1,949: -120 0 120 1,949 1,829 1,949 1,949: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 0.0 0.5 74.0 94.7 95.3 95.2: 4.7 4.8
Old : 100.0: 20.9 0.0 0.5 74.0 94.7 95.3 95.2: 4.7 4.8
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 1 2 13 16 16 18:
Old : 23: 2 1 2 13 16 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 : 70.9 83.5 92.6 90.5 70.3 83.5 91.4 89.8
Old : 70.9 83.5 92.6 90.5 70.3 83.5 91.4 89.8
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 28, 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 : 57,165: 10,635 6,005 240 44,160 48,750 55,035 54,995: 2,130 2,170
Old : 57,165: 10,635 6,005 240 44,160 48,750 55,035 54,995: 2,130 2,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 1,069: -120 0 120 1,069 949 1,069 1,069: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 10.5 0.4 77.3 85.3 96.3 96.2: 3.7 3.8
Old : 100.0: 18.6 10.5 0.4 77.3 85.3 96.3 96.2: 3.7 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 2 13 14 16 17:
Old : 23: 2 2 2 13 14 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 : 74.4 81.5 93.6 92.1 73.7 81.4 92.3 91.6
Old : 74.4 81.5 93.6 92.1 73.7 81.4 92.3 91.6
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 28, 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 : 54,625: 10,755 2,425 66 41,655 50,700 52,476 53,191: 2,149 1,434
Old : 54,625: 10,755 2,425 66 41,655 50,700 52,476 53,191: 2,149 1,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 2,410: 470 0 0 2,195 2,485 2,665 2,485: -255 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 4.4 0.1 76.3 92.8 96.1 97.4: 3.9 2.6
Old : 100.0: 19.7 4.4 0.1 76.3 92.8 96.1 97.4: 3.9 2.6
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 : 32: 5 3 3 20 15 25 21:
Old : 32: 5 3 3 20 15 25 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 : 55.7 82.6 73.7 90.7 53.6 80.4 71.0 86.8
Old : 55.7 82.6 73.7 90.7 53.6 80.4 71.0 86.8
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 28, 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 : 51,050: 8,880 2,425 421 39,755 46,845 49,056 49,691: 1,994 1,359
Old : 51,050: 8,880 2,425 421 39,755 46,845 49,056 49,691: 1,994 1,359
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 2,410: 470 0 0 2,195 2,485 2,665 2,485: -255 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 4.8 0.8 77.9 91.8 96.1 97.3: 3.9 2.7
Old : 100.0: 17.4 4.8 0.8 77.9 91.8 96.1 97.3: 3.9 2.7
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 : 32: 5 3 3 20 14 25 20:
Old : 32: 5 3 3 20 14 25 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 : 55.7 80.6 74.4 89.5 52.7 78.6 70.5 84.8
Old : 55.7 80.6 74.4 89.5 52.7 78.6 70.5 84.8
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 28, 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 : 76,545: 21,430 635 1,885 49,840 71,045 73,155 73,565: 3,390 2,980
Old : 76,545: 21,430 635 1,885 49,840 71,045 73,155 73,565: 3,390 2,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 125: 0 50 -50 145 95 95 95: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 0.8 2.5 65.1 92.8 95.6 96.1: 4.4 3.9
Old : 100.0: 28.0 0.8 2.5 65.1 92.8 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 : 35: 4 3 3 19 18 23 24:
Old : 35: 4 3 3 19 18 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 : 61.6 73.6 83.0 86.6 56.7 73.3 76.5 82.5
Old : 61.6 73.6 83.0 86.6 56.7 73.3 76.5 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 73,335: 20,140 860 1,860 48,735 68,235 70,735 70,955: 2,600 2,380
Old : 73,335: 20,140 860 1,860 48,735 68,235 70,735 70,955: 2,600 2,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 85: 0 50 -50 135 85 85 85: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 1.2 2.5 66.5 93.0 96.5 96.8: 3.5 3.2
Old : 100.0: 27.5 1.2 2.5 66.5 93.0 96.5 96.8: 3.5 3.2
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 : 34: 4 3 3 19 18 23 24:
Old : 34: 4 3 3 19 18 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 : 63.9 73.4 84.2 87.2 58.7 73.2 77.6 81.5
Old : 63.9 73.4 84.2 87.2 58.7 73.2 77.6 81.5
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 28, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 58,308: 13,105 2,430 2,445 37,157 47,951 52,707 52,826: 5,601 5,482
Old : 58,308: 13,105 2,430 2,445 37,157 47,951 52,707 52,826: 5,601 5,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 864: 0 -40 50 720 760 770 770: 94 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 4.2 4.2 63.7 82.2 90.4 90.6: 9.6 9.4
Old : 100.0: 22.5 4.2 4.2 63.7 82.2 90.4 90.6: 9.6 9.4
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 : 32: 4 2 3 23 9 30 12:
Old : 32: 4 2 3 23 9 30 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.2 76.9 66.1 89.1 49.3 68.9 62.0 77.5
Old : 50.2 76.9 66.1 89.1 49.3 68.9 62.0 77.5
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, September 28, 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 : 50,631: 9,460 1,700 2,595 34,006 42,038 46,061 46,333: 4,570 4,298
Old : 50,631: 9,460 1,700 2,595 34,006 42,038 46,061 46,333: 4,570 4,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 587: 0 -40 50 885 925 935 935: -348 -348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 3.4 5.1 67.2 83.0 91.0 91.5: 9.0 8.5
Old : 100.0: 18.7 3.4 5.1 67.2 83.0 91.0 91.5: 9.0 8.5
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 : 31: 4 2 3 22 9 29 12:
Old : 31: 4 2 3 22 9 29 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 76.9 66.2 89.4 47.7 67.5 61.5 74.6
Old : 50.8 76.9 66.2 89.4 47.7 67.5 61.5 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 28, 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 : 215,967: 200 55,849 1,051 165,615 110,026 166,866 166,926: 49,101 49,041
Old : 215,967: 200 55,849 1,051 165,615 110,026 166,866 166,926: 49,101 49,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 1,042: -50 -893 50 487 1,320 487 477: 555 565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 25.9 0.5 76.7 50.9 77.3 77.3: 22.7 22.7
Old : 100.0: 0.1 25.9 0.5 76.7 50.9 77.3 77.3: 22.7 22.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 1 7 4 28 32 32 40:
Old : 44: 1 7 4 28 32 32 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.8 34.6 66.4 50.8 38.7 29.9 53.6 43.1
Old : 48.8 34.6 66.4 50.8 38.7 29.9 53.6 43.1
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 28, 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 : 201,498: 200 49,875 1,873 155,532 105,927 157,605 157,675: 43,893 43,823
Old : 201,498: 200 49,875 1,873 155,532 105,927 157,605 157,675: 43,893 43,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 231: -50 -250 65 286 486 301 301: -70 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 24.8 0.9 77.2 52.6 78.2 78.3: 21.8 21.7
Old : 100.0: 0.1 24.8 0.9 77.2 52.6 78.2 78.3: 21.8 21.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 1 7 5 30 32 35 40:
Old : 44: 1 7 5 30 32 35 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.1 34.7 64.2 51.8 36.8 30.3 50.7 44.3
Old : 47.1 34.7 64.2 51.8 36.8 30.3 50.7 44.3
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 28, 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 : 49,046: 4,140 820 840 37,836 41,301 42,816 42,961: 6,230 6,085
Old : 49,046: 4,140 820 840 37,836 41,301 42,816 42,961: 6,230 6,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: -75: -150 0 100 -25 -175 -75 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 1.7 1.7 77.1 84.2 87.3 87.6: 12.7 12.4
Old : 100.0: 8.4 1.7 1.7 77.1 84.2 87.3 87.6: 12.7 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 : 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 : 52.2 43.7 69.8 67.7 39.0 34.3 49.2 49.1
Old : 52.2 43.7 69.8 67.7 39.0 34.3 49.2 49.1
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 28, 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 : 45,130: 4,085 665 795 33,835 37,315 38,715 38,775: 6,415 6,355
Old : 45,130: 4,085 665 795 33,835 37,315 38,715 38,775: 6,415 6,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: -10: -150 0 100 180 30 130 130: -140 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 1.5 1.8 75.0 82.7 85.8 85.9: 14.2 14.1
Old : 100.0: 9.1 1.5 1.8 75.0 82.7 85.8 85.9: 14.2 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 : 28: 2 2 3 19 21 22 25:
Old : 28: 2 2 3 19 21 22 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.1 48.2 71.7 67.0 47.6 38.3 53.0 48.5
Old : 57.1 48.2 71.7 67.0 47.6 38.3 53.0 48.5
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 28, 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 : 48,166: 3,960 5,270 162 38,450 37,554 42,572 42,986: 5,594 5,180
Old : 48,166: 3,960 5,270 162 38,450 37,554 42,572 42,986: 5,594 5,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 1,105: 100 0 0 615 715 715 715: 390 390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 10.9 0.3 79.8 78.0 88.4 89.2: 11.6 10.8
Old : 100.0: 8.2 10.9 0.3 79.8 78.0 88.4 89.2: 11.6 10.8
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 : 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 : 47.1 51.7 69.6 75.1 28.3 30.8 38.0 41.6
Old : 47.1 51.7 69.6 75.1 28.3 30.8 38.0 41.6
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, September 28, 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 : 50,090: 16,380 5,485 12 28,919 39,843 45,311 45,340: 4,779 4,750
Old : 50,090: 16,380 5,485 12 28,919 39,843 45,311 45,340: 4,779 4,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 2,755: -100 0 0 2,625 2,445 2,525 2,445: 230 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 11.0 0.0 57.7 79.5 90.5 90.5: 9.5 9.5
Old : 100.0: 32.7 11.0 0.0 57.7 79.5 90.5 90.5: 9.5 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 16 17 18 20:
Old : 22: 2 2 1 16 17 18 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 : 61.2 59.4 78.0 78.9 42.7 43.5 48.9 49.1
Old : 61.2 59.4 78.0 78.9 42.7 43.5 48.9 49.1
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 28, 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 : 229,384: 16,177 257 7,381 161,334 177,234 184,892 184,872: 44,492 44,512
Old : 229,384: 16,177 257 7,381 161,334 177,234 184,892 184,872: 44,492 44,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 2,904: -2,368 -50 615 1,778 -550 25 15: 2,879 2,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 0.1 3.2 70.3 77.3 80.6 80.6: 19.4 19.4
Old : 100.0: 7.1 0.1 3.2 70.3 77.3 80.6 80.6: 19.4 19.4
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 : 45: 7 1 6 35 31 43 37:
Old : 45: 7 1 6 35 31 43 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 : 32.8 39.5 52.0 61.0 23.7 31.1 32.2 37.3
Old : 32.8 39.5 52.0 61.0 23.7 31.1 32.2 37.3
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 28, 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 : 190,833: 11,305 567 12,047 134,323 144,781 157,675 157,395: 33,158 33,438
Old : 190,833: 11,305 567 12,047 134,323 144,781 157,675 157,395: 33,158 33,438
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 21, 2021 :
: 1,691: 1,016 0 -874 1,124 2,170 1,266 1,296: 425 395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 0.3 6.3 70.4 75.9 82.6 82.5: 17.4 17.5
Old : 100.0: 5.9 0.3 6.3 70.4 75.9 82.6 82.5: 17.4 17.5
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 : 42: 7 1 4 32 30 40 34:
Old : 42: 7 1 4 32 30 40 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.5 39.9 58.0 67.0 26.1 33.0 35.4 44.0
Old : 37.5 39.9 58.0 67.0 26.1 33.0 35.4 44.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 01, 2021