ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 86,640: 1,315 3,589 300 79,710 77,426 81,325 81,315: 5,315 5,325
Old : 86,640: 1,315 3,589 300 79,710 77,426 81,325 81,315: 5,315 5,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: 980: 0 450 0 1,370 945 1,370 1,395: -390 -415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 4.1 0.3 92.0 89.4 93.9 93.9: 6.1 6.1
Old : 100.0: 1.5 4.1 0.3 92.0 89.4 93.9 93.9: 6.1 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 1 20 16 22 18:
Old : 29: 1 2 1 20 16 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.9 67.1 86.8 86.0 73.7 66.4 81.2 82.1
Old : 76.9 67.1 86.8 86.0 73.7 66.4 81.2 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 70,305: 1,020 2,879 60 63,042 61,138 64,122 64,077: 6,183 6,228
Old : 70,305: 1,020 2,879 60 63,042 61,138 64,122 64,077: 6,183 6,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: 1,526: 0 450 0 2,024 1,476 2,024 1,926: -498 -400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 4.1 0.1 89.7 87.0 91.2 91.1: 8.8 8.9
Old : 100.0: 1.5 4.1 0.1 89.7 87.0 91.2 91.1: 8.8 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 1 1 19 17 21 18:
Old : 27: 1 1 1 19 17 21 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.2 62.3 84.2 83.4 71.2 58.9 78.7 79.5
Old : 75.2 62.3 84.2 83.4 71.2 58.9 78.7 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 25,309: 750 380 120 19,970 20,076 20,840 20,576: 4,469 4,733
Old : 25,309: 750 380 120 19,970 20,076 20,840 20,576: 4,469 4,733
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: 400: 0 0 0 -950 -950 -950 -950: 1,350 1,350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 1.5 0.5 78.9 79.3 82.3 81.3: 17.7 18.7
Old : 100.0: 3.0 1.5 0.5 78.9 79.3 82.3 81.3: 17.7 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 1 14 17 17 18:
Old : 21: 2 1 1 14 17 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 47.3 76.3 68.2 50.5 42.9 58.7 54.2
Old : 62.6 47.3 76.3 68.2 50.5 42.9 58.7 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 23,374: 675 380 120 19,012 19,107 19,807 19,607: 3,567 3,767
Old : 23,374: 675 380 120 19,012 19,107 19,807 19,607: 3,567 3,767
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: 500: 0 0 0 -848 -788 -848 -788: 1,348 1,288
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 1.6 0.5 81.3 81.7 84.7 83.9: 15.3 16.1
Old : 100.0: 2.9 1.6 0.5 81.3 81.7 84.7 83.9: 15.3 16.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 1 13 14 16 15:
Old : 20: 2 1 1 13 14 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 51.7 81.6 73.6 56.4 47.3 64.3 59.2
Old : 68.3 51.7 81.6 73.6 56.4 47.3 64.3 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 35,616: 3,790 3,226 1,519 27,912 28,596 33,221 33,341: 2,395 2,275
Old : 35,616: 3,790 3,226 1,519 27,912 28,596 33,221 33,341: 2,395 2,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: -1,169: -475 0 -168 219 -256 -424 -424: -745 -745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 9.1 4.3 78.4 80.3 93.3 93.6: 6.7 6.4
Old : 100.0: 10.6 9.1 4.3 78.4 80.3 93.3 93.6: 6.7 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 3 2 17 24 20 28:
Old : 31: 2 3 2 17 24 20 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 58.0 66.7 72.6 34.5 52.5 52.0 63.5
Old : 42.0 58.0 66.7 72.6 34.5 52.5 52.0 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 26,185: 266 5,918 944 23,318 17,603 24,528 24,465: 1,657 1,720
Old : 26,185: 266 5,918 944 23,318 17,603 24,528 24,465: 1,657 1,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: 40: 0 -180 4 32 242 36 66: 4 -26
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 22.6 3.6 89.1 67.2 93.7 93.4: 6.3 6.6
Old : 100.0: 1.0 22.6 3.6 89.1 67.2 93.7 93.4: 6.3 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 3 2 19 17 22 21:
Old : 29: 2 3 2 19 17 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.2 56.5 72.4 77.3 47.4 53.0 60.0 65.1
Old : 53.2 56.5 72.4 77.3 47.4 53.0 60.0 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 20,945: 0 5,646 0 18,056 12,716 18,056 18,362: 2,889 2,583
Old : 20,945: 0 5,646 0 18,056 12,716 18,056 18,362: 2,889 2,583
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: 26: 0 0 0 26 26 26 26: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 27.0 0.0 86.2 60.7 86.2 87.7: 13.8 12.3
Old : 100.0: 0.0 27.0 0.0 86.2 60.7 86.2 87.7: 13.8 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 17 13 17 14:
Old : 21: 0 1 0 17 13 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 71.8 76.0 83.9 53.0 67.0 65.9 72.3
Old : 57.7 71.8 76.0 83.9 53.0 67.0 65.9 72.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 21,086: 0 8,465 375 19,285 10,971 19,660 19,811: 1,426 1,275
Old : 21,086: 0 8,465 375 19,285 10,971 19,660 19,811: 1,426 1,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: -225: 0 0 0 -75 -75 -75 -75: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 40.1 1.8 91.5 52.0 93.2 94.0: 6.8 6.0
Old : 100.0: 0.0 40.1 1.8 91.5 52.0 93.2 94.0: 6.8 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 4 2 13 15 15 19:
Old : 22: 0 4 2 13 15 15 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 70.2 86.3 85.5 57.5 69.2 75.1 76.4
Old : 63.7 70.2 86.3 85.5 57.5 69.2 75.1 76.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 101,410: 15,695 1,437 728 69,869 84,032 86,292 86,197: 15,118 15,213
Old : 101,410: 15,695 1,437 728 69,869 84,032 86,292 86,197: 15,118 15,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: 1,938: -175 0 0 1,913 1,738 1,738 1,738: 200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 1.4 0.7 68.9 82.9 85.1 85.0: 14.9 15.0
Old : 100.0: 15.5 1.4 0.7 68.9 82.9 85.1 85.0: 14.9 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 4 2 20 22 23 26:
Old : 29: 1 4 2 20 22 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.7 50.8 72.6 71.4 55.2 48.3 65.3 66.1
Old : 58.7 50.8 72.6 71.4 55.2 48.3 65.3 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 101,374: 21,675 1,595 474 61,900 81,920 84,049 83,989: 17,325 17,385
Old : 101,374: 21,675 1,595 474 61,900 81,920 84,049 83,989: 17,325 17,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: 2,178: -175 0 0 1,673 1,498 1,498 1,498: 680 680
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 1.6 0.5 61.1 80.8 82.9 82.9: 17.1 17.1
Old : 100.0: 21.4 1.6 0.5 61.1 80.8 82.9 82.9: 17.1 17.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 4 2 19 21 23 25:
Old : 30: 2 4 2 19 21 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.3 49.7 67.1 69.8 48.6 46.8 60.5 64.5
Old : 50.3 49.7 67.1 69.8 48.6 46.8 60.5 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 26,214: 920 11,550 450 21,542 11,147 22,912 23,147: 3,302 3,067
Old : 26,214: 920 11,550 450 21,542 11,147 22,912 23,147: 3,302 3,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: 129: 50 600 -296 345 -175 99 129: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 44.1 1.7 82.2 42.5 87.4 88.3: 12.6 11.7
Old : 100.0: 3.5 44.1 1.7 82.2 42.5 87.4 88.3: 12.6 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 4 2 18 10 21 15:
Old : 26: 2 4 2 18 10 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 60.4 66.2 79.9 40.5 58.1 54.3 65.1
Old : 49.4 60.4 66.2 79.9 40.5 58.1 54.3 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 26,114: 920 11,450 450 21,517 11,222 22,887 23,122: 3,227 2,992
Old : 26,114: 920 11,450 450 21,517 11,222 22,887 23,122: 3,227 2,992
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: 129: 50 600 -296 345 -175 99 129: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 43.8 1.7 82.4 43.0 87.6 88.5: 12.4 11.5
Old : 100.0: 3.5 43.8 1.7 82.4 43.0 87.6 88.5: 12.4 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 4 2 18 10 21 15:
Old : 26: 2 4 2 18 10 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 60.6 66.3 80.1 40.6 57.9 54.2 65.1
Old : 49.5 60.6 66.3 80.1 40.6 57.9 54.2 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 53,646: 11,100 5 120 39,952 50,987 51,172 51,112: 2,474 2,534
Old : 53,646: 11,100 5 120 39,952 50,987 51,172 51,112: 2,474 2,534
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: 1,280: 175 0 -120 1,225 1,400 1,280 1,280: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 0.0 0.2 74.5 95.0 95.4 95.3: 4.6 4.7
Old : 100.0: 20.7 0.0 0.2 74.5 95.0 95.4 95.3: 4.6 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 1 13 16 16 17:
Old : 23: 2 1 1 13 16 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.6 84.2 92.8 90.9 71.2 84.1 91.8 90.3
Old : 71.6 84.2 92.8 90.9 71.2 84.1 91.8 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 58,145: 10,810 6,005 120 45,085 49,850 56,015 55,975: 2,130 2,170
Old : 58,145: 10,810 6,005 120 45,085 49,850 56,015 55,975: 2,130 2,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: 980: 175 0 -120 925 1,100 980 980: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 10.3 0.2 77.5 85.7 96.3 96.3: 3.7 3.7
Old : 100.0: 18.6 10.3 0.2 77.5 85.7 96.3 96.3: 3.7 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 2 1 13 14 16 16:
Old : 23: 2 2 1 13 14 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.8 82.0 93.7 92.4 74.3 81.9 92.7 92.0
Old : 74.8 82.0 93.7 92.4 74.3 81.9 92.7 92.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 56,730: 10,955 2,325 140 43,640 52,985 54,735 55,450: 1,995 1,280
Old : 56,730: 10,955 2,325 140 43,640 52,985 54,735 55,450: 1,995 1,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: 2,105: 200 -100 74 1,985 2,285 2,259 2,259: -154 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 4.1 0.2 76.9 93.4 96.5 97.7: 3.5 2.3
Old : 100.0: 19.3 4.1 0.2 76.9 93.4 96.5 97.7: 3.5 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 2 3 20 15 26 20:
Old : 32: 6 2 3 20 15 26 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 83.6 74.2 91.4 54.8 81.5 71.6 87.7
Old : 56.9 83.6 74.2 91.4 54.8 81.5 71.6 87.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 52,655: 8,880 2,425 395 41,540 48,630 50,815 51,450: 1,840 1,205
Old : 52,655: 8,880 2,425 395 41,540 48,630 50,815 51,450: 1,840 1,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: 1,605: 0 0 -26 1,785 1,785 1,759 1,759: -154 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 4.6 0.8 78.9 92.4 96.5 97.7: 3.5 2.3
Old : 100.0: 16.9 4.6 0.8 78.9 92.4 96.5 97.7: 3.5 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 3 2 20 14 25 19:
Old : 32: 5 3 2 20 14 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 81.6 75.2 90.2 54.2 79.7 71.4 85.7
Old : 57.2 81.6 75.2 90.2 54.2 79.7 71.4 85.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 75,110: 21,400 635 1,410 48,910 70,085 71,720 72,130: 3,390 2,980
Old : 75,110: 21,400 635 1,410 48,910 70,085 71,720 72,130: 3,390 2,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: -1,435: -30 0 -475 -930 -960 -1,435 -1,435: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 0.8 1.9 65.1 93.3 95.5 96.0: 4.5 4.0
Old : 100.0: 28.5 0.8 1.9 65.1 93.3 95.5 96.0: 4.5 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 3 2 20 19 24 24:
Old : 36: 4 3 2 20 19 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 75.0 83.1 87.6 57.0 74.7 77.0 82.5
Old : 61.3 75.0 83.1 87.6 57.0 74.7 77.0 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 71,970: 20,110 860 1,385 47,850 67,345 69,345 69,590: 2,625 2,380
Old : 71,970: 20,110 860 1,385 47,850 67,345 69,345 69,590: 2,625 2,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: -1,365: -30 0 -475 -885 -890 -1,390 -1,365: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 1.2 1.9 66.5 93.6 96.4 96.7: 3.6 3.3
Old : 100.0: 27.9 1.2 1.9 66.5 93.6 96.4 96.7: 3.6 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 4 3 2 20 20 24 25:
Old : 36: 4 3 2 20 20 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 74.8 84.3 87.5 58.9 74.6 78.1 81.4
Old : 63.6 74.8 84.3 87.5 58.9 74.6 78.1 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 58,288: 13,095 2,430 2,445 37,182 47,966 52,722 52,841: 5,566 5,447
Old : 58,288: 13,095 2,430 2,445 37,182 47,966 52,722 52,841: 5,566 5,447
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: -20: -10 0 0 25 15 15 15: -35 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 4.2 4.2 63.8 82.3 90.5 90.7: 9.5 9.3
Old : 100.0: 22.5 4.2 4.2 63.8 82.3 90.5 90.7: 9.5 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 4 2 3 23 9 30 12:
Old : 32: 4 2 3 23 9 30 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 76.8 66.0 89.1 49.1 68.8 61.8 77.6
Old : 50.0 76.8 66.0 89.1 49.1 68.8 61.8 77.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 50,636: 9,531 1,700 2,595 33,996 42,099 46,122 46,394: 4,514 4,242
Old : 50,636: 9,531 1,700 2,595 33,996 42,099 46,122 46,394: 4,514 4,242
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: 5: 71 0 0 -10 61 61 61: -56 -56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 3.4 5.1 67.1 83.1 91.1 91.6: 8.9 8.4
Old : 100.0: 18.8 3.4 5.1 67.1 83.1 91.1 91.6: 8.9 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 2 3 22 10 29 13:
Old : 31: 4 2 3 22 10 29 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.8 76.7 66.1 89.5 47.7 67.4 61.5 74.6
Old : 50.8 76.7 66.1 89.5 47.7 67.4 61.5 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 219,962: 0 55,659 726 166,325 110,711 167,051 167,096: 52,911 52,866
Old : 219,962: 0 55,659 726 166,325 110,711 167,051 167,096: 52,911 52,866
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: 3,995: -200 -190 -325 710 685 185 170: 3,810 3,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 25.3 0.3 75.6 50.3 75.9 76.0: 24.1 24.0
Old : 100.0: 0.0 25.3 0.3 75.6 50.3 75.9 76.0: 24.1 24.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 0 8 4 29 32 33 40:
Old : 44: 0 8 4 29 32 33 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 34.0 65.2 49.8 36.3 28.2 51.3 41.3
Old : 47.6 34.0 65.2 49.8 36.3 28.2 51.3 41.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 203,517: 200 49,666 1,373 155,769 106,373 157,342 157,412: 46,175 46,105
Old : 203,517: 200 49,666 1,373 155,769 106,373 157,342 157,412: 46,175 46,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: 2,019: 0 -209 -500 237 446 -263 -263: 2,282 2,282
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 24.4 0.7 76.5 52.3 77.3 77.3: 22.7 22.7
Old : 100.0: 0.1 24.4 0.7 76.5 52.3 77.3 77.3: 22.7 22.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 1 7 5 30 32 35 40:
Old : 44: 1 7 5 30 32 35 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 34.4 63.4 51.1 36.0 28.7 48.3 42.7
Old : 46.3 34.4 63.4 51.1 36.0 28.7 48.3 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 49,853: 3,490 820 568 39,565 42,380 43,623 43,768: 6,230 6,085
Old : 49,853: 3,490 820 568 39,565 42,380 43,623 43,768: 6,230 6,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: 807: -650 0 -272 1,729 1,079 807 807: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 1.6 1.1 79.4 85.0 87.5 87.8: 12.5 12.2
Old : 100.0: 7.0 1.6 1.1 79.4 85.0 87.5 87.8: 12.5 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 3 4 19 20 23 25:
Old : 29: 2 3 4 19 20 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 43.0 69.7 67.6 39.6 34.2 50.0 48.8
Old : 52.1 43.0 69.7 67.6 39.6 34.2 50.0 48.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 46,694: 3,735 665 820 35,694 38,824 40,249 40,309: 6,445 6,385
Old : 46,694: 3,735 665 820 35,694 38,824 40,249 40,309: 6,445 6,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: 1,564: -350 0 25 1,859 1,509 1,534 1,534: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 1.4 1.8 76.4 83.1 86.2 86.3: 13.8 13.7
Old : 100.0: 8.0 1.4 1.8 76.4 83.1 86.2 86.3: 13.8 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 3 19 21 22 25:
Old : 29: 2 2 3 19 21 22 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 47.0 72.6 66.0 48.7 37.1 54.4 48.2
Old : 56.7 47.0 72.6 66.0 48.7 37.1 54.4 48.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 47,379: 4,460 5,270 0 37,350 36,954 41,810 42,224: 5,569 5,155
Old : 47,379: 4,460 5,270 0 37,350 36,954 41,810 42,224: 5,569 5,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: -787: 500 0 -162 -1,100 -600 -762 -762: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 11.1 0.0 78.8 78.0 88.2 89.1: 11.8 10.9
Old : 100.0: 9.4 11.1 0.0 78.8 78.0 88.2 89.1: 11.8 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 1 0 17 19 20 20:
Old : 25: 3 1 0 17 19 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 50.5 69.1 74.7 29.5 30.7 39.4 42.7
Old : 45.7 50.5 69.1 74.7 29.5 30.7 39.4 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 50,513: 17,180 6,085 0 28,314 39,438 45,494 45,523: 5,019 4,990
Old : 50,513: 17,180 6,085 0 28,314 39,438 45,494 45,523: 5,019 4,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: 423: 800 600 -12 -605 -405 183 183: 240 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 12.0 0.0 56.1 78.1 90.1 90.1: 9.9 9.9
Old : 100.0: 34.0 12.0 0.0 56.1 78.1 90.1 90.1: 9.9 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 2 0 16 17 18 19:
Old : 22: 2 2 0 16 17 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 58.8 78.0 78.2 43.6 43.3 49.9 49.4
Old : 61.6 58.8 78.0 78.2 43.6 43.3 49.9 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 230,910: 14,467 372 6,991 160,582 174,657 182,040 182,020: 48,870 48,890
Old : 230,910: 14,467 372 6,991 160,582 174,657 182,040 182,020: 48,870 48,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: 1,527: -1,710 115 -390 -751 -2,576 -2,851 -2,851: 4,378 4,378
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 0.2 3.0 69.5 75.6 78.8 78.8: 21.2 21.2
Old : 100.0: 6.3 0.2 3.0 69.5 75.6 78.8 78.8: 21.2 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 7 2 6 35 32 44 38:
Old : 46: 7 2 6 35 32 44 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.2 39.0 50.7 59.5 24.8 30.9 33.4 37.6
Old : 33.2 39.0 50.7 59.5 24.8 30.9 33.4 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 05, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 189,744: 10,215 577 11,095 132,993 142,386 154,303 154,058: 35,441 35,686
Old : 189,744: 10,215 577 11,095 132,993 142,386 154,303 154,058: 35,441 35,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 28, 2021 :
: -1,089: -1,090 10 -952 -1,330 -2,395 -3,372 -3,337: 2,283 2,248
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 0.3 5.8 70.1 75.0 81.3 81.2: 18.7 18.8
Old : 100.0: 5.4 0.3 5.8 70.1 75.0 81.3 81.2: 18.7 18.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 6 2 4 32 30 40 34:
Old : 42: 6 2 4 32 30 40 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.4 38.9 56.2 64.5 26.0 31.0 34.0 42.2
Old : 37.4 38.9 56.2 64.5 26.0 31.0 34.0 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 08, 2021