ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 84,345: 1,130 2,824 287 77,873 76,121 79,290 79,232: 5,055 5,113
Old : 84,345: 1,130 2,824 287 77,873 76,121 79,290 79,232: 5,055 5,113
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: -560: 0 -58 -6 -520 -370 -526 -434: -34 -126
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 3.3 0.3 92.3 90.2 94.0 93.9: 6.0 6.1
Old : 100.0: 1.3 3.3 0.3 92.3 90.2 94.0 93.9: 6.0 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 2 1 21 17 23 19:
Old : 30: 1 2 1 21 17 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.4 66.8 85.7 86.0 72.6 66.1 81.2 82.9
Old : 76.4 66.8 85.7 86.0 72.6 66.1 81.2 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 68,418: 855 2,090 56 61,531 60,278 62,442 62,424: 5,976 5,994
Old : 68,418: 855 2,090 56 61,531 60,278 62,442 62,424: 5,976 5,994
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: -155: 0 -137 0 -96 54 -96 -83: -59 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 3.1 0.1 89.9 88.1 91.3 91.2: 8.7 8.8
Old : 100.0: 1.2 3.1 0.1 89.9 88.1 91.3 91.2: 8.7 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 1 21 17 23 18:
Old : 28: 1 1 1 21 17 23 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 : 74.2 61.3 83.2 82.7 70.1 57.9 77.9 78.4
Old : 74.2 61.3 83.2 82.7 70.1 57.9 77.9 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 24,233: 550 330 120 19,494 19,465 20,164 19,915: 4,069 4,318
Old : 24,233: 550 330 120 19,494 19,465 20,164 19,915: 4,069 4,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 145: 0 0 0 102 102 102 102: 43 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 1.4 0.5 80.4 80.3 83.2 82.2: 16.8 17.8
Old : 100.0: 2.3 1.4 0.5 80.4 80.3 83.2 82.2: 16.8 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 1 15 17 18 18:
Old : 22: 2 1 1 15 17 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 44.8 77.2 68.9 53.9 42.4 60.9 57.3
Old : 64.0 44.8 77.2 68.9 53.9 42.4 60.9 57.3
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, October 26, 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 : 22,018: 520 330 140 17,822 17,847 18,482 18,317: 3,536 3,701
Old : 22,018: 520 330 140 17,822 17,847 18,482 18,317: 3,536 3,701
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: -245: 0 0 0 -485 -485 -485 -485: 240 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 1.5 0.6 80.9 81.1 83.9 83.2: 16.1 16.8
Old : 100.0: 2.4 1.5 0.6 80.9 81.1 83.9 83.2: 16.1 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 : 21: 3 1 2 14 14 18 16:
Old : 21: 3 1 2 14 14 18 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 : 66.6 49.0 78.8 73.1 57.3 44.1 65.0 61.8
Old : 66.6 49.0 78.8 73.1 57.3 44.1 65.0 61.8
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 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 32,541: 3,030 2,636 1,112 26,003 26,509 30,145 30,257: 2,396 2,284
Old : 32,541: 3,030 2,636 1,112 26,003 26,509 30,145 30,257: 2,396 2,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 505: 0 0 0 480 480 480 480: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 8.1 3.4 79.9 81.5 92.6 93.0: 7.4 7.0
Old : 100.0: 9.3 8.1 3.4 79.9 81.5 92.6 93.0: 7.4 7.0
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 : 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 : 42.4 58.0 68.1 74.0 32.3 53.8 52.8 64.5
Old : 42.4 58.0 68.1 74.0 32.3 53.8 52.8 64.5
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 26, 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 : 22,448: 271 5,100 633 20,022 15,063 20,926 20,796: 1,522 1,652
Old : 22,448: 271 5,100 633 20,022 15,063 20,926 20,796: 1,522 1,652
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: -54: 0 0 0 66 -14 66 -14: -120 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 22.7 2.8 89.2 67.1 93.2 92.6: 6.8 7.4
Old : 100.0: 1.2 22.7 2.8 89.2 67.1 93.2 92.6: 6.8 7.4
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 : 30: 2 3 2 20 18 23 22:
Old : 30: 2 3 2 20 18 23 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 61.2 71.5 79.5 45.5 57.6 60.7 68.1
Old : 49.6 61.2 71.5 79.5 45.5 57.6 60.7 68.1
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 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 19,245: 0 5,481 0 16,360 11,173 16,360 16,654: 2,885 2,591
Old : 19,245: 0 5,481 0 16,360 11,173 16,360 16,654: 2,885 2,591
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 405: 0 0 0 400 400 400 400: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 28.5 0.0 85.0 58.1 85.0 86.5: 15.0 13.5
Old : 100.0: 0.0 28.5 0.0 85.0 58.1 85.0 86.5: 15.0 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 1 0 18 13 18 14:
Old : 22: 0 1 0 18 13 18 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 : 58.3 67.0 74.6 82.5 53.3 62.0 64.5 70.5
Old : 58.3 67.0 74.6 82.5 53.3 62.0 64.5 70.5
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 26, 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 : 20,306: 0 7,155 175 18,650 11,686 18,825 19,016: 1,481 1,290
Old : 20,306: 0 7,155 175 18,650 11,686 18,825 19,016: 1,481 1,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: -50: 0 -1,500 0 -55 1,455 -55 -45: 5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 35.2 0.9 91.8 57.5 92.7 93.6: 7.3 6.4
Old : 100.0: 0.0 35.2 0.9 91.8 57.5 92.7 93.6: 7.3 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 : 22: 0 4 2 14 12 16 16:
Old : 22: 0 4 2 14 12 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 : 61.5 66.2 88.1 86.9 57.5 63.8 78.0 77.8
Old : 61.5 66.2 88.1 86.9 57.5 63.8 78.0 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_off_dap - NODAL EXCHANGE Code-064DEV
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 11,454: 0 2,028 75 9,843 7,996 9,918 10,099: 1,536 1,355
Old : 11,454: 0 2,028 75 9,843 7,996 9,918 10,099: 1,536 1,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.7 0.7 85.9 69.8 86.6 88.2: 13.4 11.8
Old : 100.0: 0.0 17.7 0.7 85.9 69.8 86.6 88.2: 13.4 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 : 20: 0 4 1 12 13 13 17:
Old : 20: 0 4 1 12 13 13 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 50.0 82.4 72.0 51.6 44.2 60.8 57.5
Old : 61.8 50.0 82.4 72.0 51.6 44.2 60.8 57.5
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 26, 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 : 103,105: 14,925 1,417 548 70,910 84,189 86,383 86,154: 16,722 16,951
Old : 103,105: 14,925 1,417 548 70,910 84,189 86,383 86,154: 16,722 16,951
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 2,163: 0 0 0 1,675 1,675 1,675 1,675: 488 488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 1.4 0.5 68.8 81.7 83.8 83.6: 16.2 16.4
Old : 100.0: 14.5 1.4 0.5 68.8 81.7 83.8 83.6: 16.2 16.4
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: 1 4 2 19 22 22 26:
Old : 28: 1 4 2 19 22 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 51.3 70.6 71.5 51.9 48.9 61.2 63.9
Old : 55.7 51.3 70.6 71.5 51.9 48.9 61.2 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 103,483: 20,850 1,411 528 62,846 82,247 84,224 84,186: 19,259 19,297
Old : 103,483: 20,850 1,411 528 62,846 82,247 84,224 84,186: 19,259 19,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 1,793: 0 0 0 1,310 1,310 1,310 1,310: 483 483
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 1.4 0.5 60.7 79.5 81.4 81.4: 18.6 18.6
Old : 100.0: 20.1 1.4 0.5 60.7 79.5 81.4 81.4: 18.6 18.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 3 2 19 23 23 27:
Old : 30: 3 3 2 19 23 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 48.6 65.4 69.3 45.5 47.4 56.8 61.9
Old : 47.2 48.6 65.4 69.3 45.5 47.4 56.8 61.9
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 26, 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 : 24,973: 820 10,815 450 20,587 10,822 21,857 22,087: 3,116 2,886
Old : 24,973: 820 10,815 450 20,587 10,822 21,857 22,087: 3,116 2,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 50: 0 0 0 50 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 43.3 1.8 82.4 43.3 87.5 88.4: 12.5 11.6
Old : 100.0: 3.3 43.3 1.8 82.4 43.3 87.5 88.4: 12.5 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 4 2 19 10 22 15:
Old : 27: 1 4 2 19 10 22 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 : 49.3 61.3 66.1 80.7 40.0 58.6 53.9 65.0
Old : 49.3 61.3 66.1 80.7 40.0 58.6 53.9 65.0
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 26, 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 : 24,898: 820 10,740 450 20,562 10,872 21,832 22,062: 3,066 2,836
Old : 24,898: 820 10,740 450 20,562 10,872 21,832 22,062: 3,066 2,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 50: 0 0 0 50 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 43.1 1.8 82.6 43.7 87.7 88.6: 12.3 11.4
Old : 100.0: 3.3 43.1 1.8 82.6 43.7 87.7 88.6: 12.3 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 4 2 19 10 22 15:
Old : 27: 1 4 2 19 10 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 61.5 66.2 80.8 40.2 58.4 53.9 65.0
Old : 49.4 61.5 66.2 80.8 40.2 58.4 53.9 65.0
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 26, 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 : 57,227: 9,665 35 90 44,768 54,593 54,523 54,718: 2,704 2,509
Old : 57,227: 9,665 35 90 44,768 54,593 54,523 54,718: 2,704 2,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 1,125: 0 0 0 1,130 1,130 1,130 1,130: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 0.1 0.2 78.2 95.4 95.3 95.6: 4.7 4.4
Old : 100.0: 16.9 0.1 0.2 78.2 95.4 95.3 95.6: 4.7 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 1 12 14 15 15:
Old : 22: 2 1 1 12 14 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.0 85.5 93.0 92.2 73.8 85.5 92.3 91.6
Old : 74.0 85.5 93.0 92.2 73.8 85.5 92.3 91.6
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 26, 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 : 61,277: 9,140 6,035 90 49,662 52,977 58,892 59,102: 2,385 2,175
Old : 61,277: 9,140 6,035 90 49,662 52,977 58,892 59,102: 2,385 2,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 1,080: 0 0 0 1,080 1,080 1,080 1,080: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 9.8 0.1 81.0 86.5 96.1 96.5: 3.9 3.5
Old : 100.0: 14.9 9.8 0.1 81.0 86.5 96.1 96.5: 3.9 3.5
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 : 23: 2 2 1 12 13 15 15:
Old : 23: 2 2 1 12 13 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.6 83.1 93.7 92.7 76.3 83.1 92.9 92.3
Old : 76.6 83.1 93.7 92.7 76.3 83.1 92.9 92.3
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 26, 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 : 54,845: 10,005 1,675 40 42,265 51,500 52,310 53,215: 2,535 1,630
Old : 54,845: 10,005 1,675 40 42,265 51,500 52,310 53,215: 2,535 1,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 220: -150 0 -50 320 170 120 120: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 3.1 0.1 77.1 93.9 95.4 97.0: 4.6 3.0
Old : 100.0: 18.2 3.1 0.1 77.1 93.9 95.4 97.0: 4.6 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 6 2 2 20 15 26 19:
Old : 32: 6 2 2 20 15 26 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 83.6 74.3 91.8 55.3 81.6 71.7 87.5
Old : 57.4 83.6 74.3 91.8 55.3 81.6 71.7 87.5
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 26, 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 : 50,805: 8,095 1,675 445 39,975 47,215 48,515 49,335: 2,290 1,470
Old : 50,805: 8,095 1,675 445 39,975 47,215 48,515 49,335: 2,290 1,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 220: -200 -50 50 320 170 170 170: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 3.3 0.9 78.7 92.9 95.5 97.1: 4.5 2.9
Old : 100.0: 15.9 3.3 0.9 78.7 92.9 95.5 97.1: 4.5 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 5 2 2 20 14 25 18:
Old : 31: 5 2 2 20 14 25 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 82.1 74.8 90.7 54.0 80.1 71.4 85.5
Old : 57.0 82.1 74.8 90.7 54.0 80.1 71.4 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 26, 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 : 18,993: 1,180 590 195 15,853 16,853 17,228 17,638: 1,765 1,355
Old : 18,993: 1,180 590 195 15,853 16,853 17,228 17,638: 1,765 1,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 300: 0 0 0 300 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 3.1 1.0 83.5 88.7 90.7 92.9: 9.3 7.1
Old : 100.0: 6.2 3.1 1.0 83.5 88.7 90.7 92.9: 9.3 7.1
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 2 1 13 9 15 12:
Old : 20: 2 2 1 13 9 15 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 : 62.5 74.5 78.3 90.1 57.1 68.0 68.3 73.7
Old : 62.5 74.5 78.3 90.1 57.1 68.0 68.3 73.7
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 26, 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 : 73,205: 20,130 125 1,515 46,685 67,020 68,330 68,660: 4,875 4,545
Old : 73,205: 20,130 125 1,515 46,685 67,020 68,330 68,660: 4,875 4,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 250: 0 0 0 -1,405 -1,405 -1,405 -1,405: 1,655 1,655
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 0.2 2.1 63.8 91.6 93.3 93.8: 6.7 6.2
Old : 100.0: 27.5 0.2 2.1 63.8 91.6 93.3 93.8: 6.7 6.2
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 : 36: 4 2 3 22 19 27 23:
Old : 36: 4 2 3 22 19 27 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 70.2 76.9 84.9 49.5 70.0 69.5 79.0
Old : 55.3 70.2 76.9 84.9 49.5 70.0 69.5 79.0
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 26, 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 : 70,020: 19,025 325 1,315 45,680 64,525 66,020 66,165: 4,000 3,855
Old : 70,020: 19,025 325 1,315 45,680 64,525 66,020 66,165: 4,000 3,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 180: 0 0 0 -1,440 -1,440 -1,440 -1,440: 1,620 1,620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 0.5 1.9 65.2 92.2 94.3 94.5: 5.7 5.5
Old : 100.0: 27.2 0.5 1.9 65.2 92.2 94.3 94.5: 5.7 5.5
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 : 36: 4 2 2 22 20 26 24:
Old : 36: 4 2 2 22 20 26 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 : 57.6 70.1 78.2 85.3 51.4 69.8 70.6 77.8
Old : 57.6 70.1 78.2 85.3 51.4 69.8 70.6 77.8
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 26, 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 : 54,902: 12,155 2,520 2,080 35,328 45,082 49,563 49,682: 5,339 5,220
Old : 54,902: 12,155 2,520 2,080 35,328 45,082 49,563 49,682: 5,339 5,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 50: 0 0 0 50 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.1 4.6 3.8 64.3 82.1 90.3 90.5: 9.7 9.5
Old : 100.0: 22.1 4.6 3.8 64.3 82.1 90.3 90.5: 9.7 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 2 2 24 10 31 12:
Old : 32: 5 2 2 24 10 31 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 : 48.7 76.1 64.6 89.1 48.7 69.4 61.5 78.8
Old : 48.7 76.1 64.6 89.1 48.7 69.4 61.5 78.8
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 26, 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 : 48,196: 8,771 1,855 2,230 32,713 39,871 43,714 43,956: 4,482 4,240
Old : 48,196: 8,771 1,855 2,230 32,713 39,871 43,714 43,956: 4,482 4,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 50: 0 0 0 50 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 3.8 4.6 67.9 82.7 90.7 91.2: 9.3 8.8
Old : 100.0: 18.2 3.8 4.6 67.9 82.7 90.7 91.2: 9.3 8.8
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 : 32: 5 2 2 23 11 30 13:
Old : 32: 5 2 2 23 11 30 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 : 48.6 75.5 64.2 88.9 46.6 66.9 60.4 75.2
Old : 48.6 75.5 64.2 88.9 46.6 66.9 60.4 75.2
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 26, 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 : 217,986: 100 51,396 551 164,875 113,639 165,526 165,586: 52,460 52,400
Old : 217,986: 100 51,396 551 164,875 113,639 165,526 165,586: 52,460 52,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: -557: 100 -75 -50 -512 -327 -462 -452: -95 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 23.6 0.3 75.6 52.1 75.9 76.0: 24.1 24.0
Old : 100.0: 0.0 23.6 0.3 75.6 52.1 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 : 46: 1 9 4 30 32 35 41:
Old : 46: 1 9 4 30 32 35 41:
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 : 47.4 34.1 65.6 49.1 35.1 27.0 51.0 39.3
Old : 47.4 34.1 65.6 49.1 35.1 27.0 51.0 39.3
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 26, 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 : 202,406: 50 46,373 1,283 155,374 109,111 156,707 156,767: 45,699 45,639
Old : 202,406: 50 46,373 1,283 155,374 109,111 156,707 156,767: 45,699 45,639
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 220: -25 -125 20 60 160 55 55: 165 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 22.9 0.6 76.8 53.9 77.4 77.5: 22.6 22.5
Old : 100.0: 0.0 22.9 0.6 76.8 53.9 77.4 77.5: 22.6 22.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 2 8 5 30 32 36 41:
Old : 46: 2 8 5 30 32 36 41:
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 : 45.0 34.1 64.2 50.2 33.6 27.2 47.8 40.5
Old : 45.0 34.1 64.2 50.2 33.6 27.2 47.8 40.5
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 26, 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 : 50,339: 3,715 685 280 39,924 43,099 43,919 44,064: 6,420 6,275
Old : 50,339: 3,715 685 280 39,924 43,099 43,919 44,064: 6,420 6,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 1,799: 0 0 0 1,364 1,364 1,364 1,364: 435 435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 1.4 0.6 79.3 85.6 87.2 87.5: 12.8 12.5
Old : 100.0: 7.4 1.4 0.6 79.3 85.6 87.2 87.5: 12.8 12.5
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 : 29: 3 2 3 20 21 24 25:
Old : 29: 3 2 3 20 21 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 : 49.6 42.8 66.5 66.3 36.6 32.2 46.3 45.3
Old : 49.6 42.8 66.5 66.3 36.6 32.2 46.3 45.3
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 26, 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 : 47,898: 3,275 590 1,319 36,324 39,629 40,918 41,538: 6,980 6,360
Old : 47,898: 3,275 590 1,319 36,324 39,629 40,918 41,538: 6,980 6,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 1,150: 0 0 350 545 545 895 895: 255 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 1.2 2.8 75.8 82.7 85.4 86.7: 14.6 13.3
Old : 100.0: 6.8 1.2 2.8 75.8 82.7 85.4 86.7: 14.6 13.3
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 : 28: 2 2 3 18 20 21 24:
Old : 28: 2 2 3 18 20 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 48.2 71.8 66.3 46.7 37.1 51.1 49.0
Old : 55.4 48.2 71.8 66.3 46.7 37.1 51.1 49.0
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 26, 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 : 46,806: 4,595 5,465 0 36,632 36,186 41,227 41,651: 5,579 5,155
Old : 46,806: 4,595 5,465 0 36,632 36,186 41,227 41,651: 5,579 5,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 150: 50 300 0 125 -125 175 175: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 11.7 0.0 78.3 77.3 88.1 89.0: 11.9 11.0
Old : 100.0: 9.8 11.7 0.0 78.3 77.3 88.1 89.0: 11.9 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 1 0 17 18 20 19:
Old : 25: 3 1 0 17 18 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 50.2 69.6 73.3 29.1 31.9 39.2 42.1
Old : 45.9 50.2 69.6 73.3 29.1 31.9 39.2 42.1
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 26, 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 : 51,724: 17,940 6,845 0 28,800 39,799 46,740 46,644: 4,984 5,080
Old : 51,724: 17,940 6,845 0 28,800 39,799 46,740 46,644: 4,984 5,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 695: 600 850 0 45 -325 645 525: 50 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 13.2 0.0 55.7 76.9 90.4 90.2: 9.6 9.8
Old : 100.0: 34.7 13.2 0.0 55.7 76.9 90.4 90.2: 9.6 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 2 0 16 17 18 19:
Old : 22: 2 2 0 16 17 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 60.8 77.8 79.0 44.8 43.9 50.6 50.7
Old : 60.9 60.8 77.8 79.0 44.8 43.9 50.6 50.7
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 26, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 246,697: 10,995 401 9,247 173,039 183,113 193,281 192,761: 53,416 53,936
Old : 246,697: 10,995 401 9,247 173,039 183,113 193,281 192,761: 53,416 53,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 4,870: -2,320 -67 1,370 5,100 2,347 4,150 3,650: 720 1,220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.2 3.7 70.1 74.2 78.3 78.1: 21.7 21.9
Old : 100.0: 4.5 0.2 3.7 70.1 74.2 78.3 78.1: 21.7 21.9
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 : 45: 8 2 6 33 31 43 37:
Old : 45: 8 2 6 33 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 : 35.4 39.8 52.4 60.9 28.8 30.7 35.6 38.1
Old : 35.4 39.8 52.4 60.9 28.8 30.7 35.6 38.1
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 26, 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 : 194,272: 6,315 567 10,820 143,307 148,840 160,442 160,227: 33,830 34,045
Old : 194,272: 6,315 567 10,820 143,307 148,840 160,442 160,227: 33,830 34,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 19, 2021 :
: 3,510: -1,460 0 -45 4,755 3,305 3,250 3,260: 260 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 0.3 5.6 73.8 76.6 82.6 82.5: 17.4 17.5
Old : 100.0: 3.3 0.3 5.6 73.8 76.6 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 : 43: 7 2 4 31 30 40 34:
Old : 43: 7 2 4 31 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 : 41.7 39.5 59.2 65.7 28.8 30.6 36.8 43.8
Old : 41.7 39.5 59.2 65.7 28.8 30.6 36.8 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 29, 2021