ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 84,355: 985 1,886 281 78,149 77,282 79,415 79,449: 4,940 4,906
Old : 84,355: 985 1,886 281 78,149 77,282 79,415 79,449: 4,940 4,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 2,854: 0 0 0 2,804 2,804 2,804 2,804: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 2.2 0.3 92.6 91.6 94.1 94.2: 5.9 5.8
Old : 100.0: 1.2 2.2 0.3 92.6 91.6 94.1 94.2: 5.9 5.8
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 2 1 18 17 20 19:
Old : 28: 1 2 1 18 17 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.6 65.5 87.2 85.6 74.2 64.9 82.4 82.4
Old : 77.6 65.5 87.2 85.6 74.2 64.9 82.4 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 67,411: 725 1,339 50 61,201 60,511 61,976 61,900: 5,435 5,511
Old : 67,411: 725 1,339 50 61,201 60,511 61,976 61,900: 5,435 5,511
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 1,129: 0 0 0 1,485 1,715 1,485 1,715: -356 -586
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 2.0 0.1 90.8 89.8 91.9 91.8: 8.1 8.2
Old : 100.0: 1.1 2.0 0.1 90.8 89.8 91.9 91.8: 8.1 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 1 22 18 24 19:
Old : 28: 1 1 1 22 18 24 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 : 75.1 60.3 84.0 82.3 71.6 56.4 77.5 76.5
Old : 75.1 60.3 84.0 82.3 71.6 56.4 77.5 76.5
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, November 16, 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 : 22,823: 450 280 120 18,294 18,230 18,864 18,630: 3,959 4,193
Old : 22,823: 450 280 120 18,294 18,230 18,864 18,630: 3,959 4,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 60: 0 0 0 60 60 60 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 1.2 0.5 80.2 79.9 82.7 81.6: 17.3 18.4
Old : 100.0: 2.0 1.2 0.5 80.2 79.9 82.7 81.6: 17.3 18.4
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 14 17 17 18:
Old : 22: 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 : 65.2 45.2 77.9 67.2 55.0 44.0 61.4 58.1
Old : 65.2 45.2 77.9 67.2 55.0 44.0 61.4 58.1
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, November 16, 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 : 20,813: 455 280 130 16,537 16,542 17,122 16,952: 3,691 3,861
Old : 20,813: 455 280 130 16,537 16,542 17,122 16,952: 3,691 3,861
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 255: 0 0 0 35 35 35 35: 220 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.3 0.6 79.5 79.5 82.3 81.4: 17.7 18.6
Old : 100.0: 2.2 1.3 0.6 79.5 79.5 82.3 81.4: 17.7 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 : 21: 3 1 2 13 14 17 16:
Old : 21: 3 1 2 13 14 17 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 : 65.5 48.6 77.5 71.1 58.0 45.5 65.8 62.1
Old : 65.5 48.6 77.5 71.1 58.0 45.5 65.8 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 30,227: 1,310 2,401 966 25,771 24,777 28,047 28,144: 2,180 2,083
Old : 30,227: 1,310 2,401 966 25,771 24,777 28,047 28,144: 2,180 2,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 934: -1,330 0 174 2,563 1,233 1,407 1,407: -473 -473
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 7.9 3.2 85.3 82.0 92.8 93.1: 7.2 6.9
Old : 100.0: 4.3 7.9 3.2 85.3 82.0 92.8 93.1: 7.2 6.9
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: 2 3 2 18 23 21 27:
Old : 31: 2 3 2 18 23 21 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 : 43.7 57.7 69.8 75.1 37.0 52.0 56.3 61.0
Old : 43.7 57.7 69.8 75.1 37.0 52.0 56.3 61.0
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, November 16, 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 : 21,473: 276 5,290 426 19,263 14,012 19,965 19,728: 1,508 1,745
Old : 21,473: 276 5,290 426 19,263 14,012 19,965 19,728: 1,508 1,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 540: 0 0 0 540 540 540 540: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 24.6 2.0 89.7 65.3 93.0 91.9: 7.0 8.1
Old : 100.0: 1.3 24.6 2.0 89.7 65.3 93.0 91.9: 7.0 8.1
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 3 2 20 17 23 21:
Old : 30: 2 3 2 20 17 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 55.9 71.3 74.3 45.2 51.5 58.0 61.6
Old : 51.1 55.9 71.3 74.3 45.2 51.5 58.0 61.6
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, November 16, 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 : 18,823: 0 5,466 0 16,054 10,906 16,054 16,372: 2,769 2,451
Old : 18,823: 0 5,466 0 16,054 10,906 16,054 16,372: 2,769 2,451
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 120: 0 0 0 120 120 120 120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 29.0 0.0 85.3 57.9 85.3 87.0: 14.7 13.0
Old : 100.0: 0.0 29.0 0.0 85.3 57.9 85.3 87.0: 14.7 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 62.8 67.3 76.3 83.5 59.0 62.1 68.0 73.1
Old : 62.8 67.3 76.3 83.5 59.0 62.1 68.0 73.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 20,271: 0 5,415 125 18,158 12,949 18,283 18,489: 1,988 1,782
Old : 20,271: 0 5,415 125 18,158 12,949 18,283 18,489: 1,988 1,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: -110: 0 -1,030 0 -110 920 -110 -110: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 26.7 0.6 89.6 63.9 90.2 91.2: 9.8 8.8
Old : 100.0: 0.0 26.7 0.6 89.6 63.9 90.2 91.2: 9.8 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 : 21: 0 3 2 13 14 15 17:
Old : 21: 0 3 2 13 14 15 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 : 66.5 57.9 86.4 79.9 61.0 55.5 70.8 70.6
Old : 66.5 57.9 86.4 79.9 61.0 55.5 70.8 70.6
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, November 16, 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 : 103,232: 13,855 1,720 370 71,730 83,665 85,955 85,755: 17,277 17,477
Old : 103,232: 13,855 1,720 370 71,730 83,665 85,955 85,755: 17,277 17,477
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 2,150: 0 175 0 1,980 1,805 1,980 1,980: 170 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 1.7 0.4 69.5 81.0 83.3 83.1: 16.7 16.9
Old : 100.0: 13.4 1.7 0.4 69.5 81.0 83.3 83.1: 16.7 16.9
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 : 28: 1 4 2 18 22 21 26:
Old : 28: 1 4 2 18 22 21 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 : 54.9 50.0 70.5 70.5 51.3 48.2 61.8 63.5
Old : 54.9 50.0 70.5 70.5 51.3 48.2 61.8 63.5
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, November 16, 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 : 104,219: 19,685 1,493 376 63,829 82,005 83,890 83,874: 20,329 20,345
Old : 104,219: 19,685 1,493 376 63,829 82,005 83,890 83,874: 20,329 20,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 2,265: -75 100 -65 2,180 2,005 2,040 2,040: 225 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 1.4 0.4 61.2 78.7 80.5 80.5: 19.5 19.5
Old : 100.0: 18.9 1.4 0.4 61.2 78.7 80.5 80.5: 19.5 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 4 2 18 23 22 27:
Old : 30: 2 4 2 18 23 22 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 : 45.9 47.6 64.3 67.7 43.4 47.1 57.0 61.4
Old : 45.9 47.6 64.3 67.7 43.4 47.1 57.0 61.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 24,107: 770 9,790 400 19,860 10,620 21,030 20,810: 3,077 3,297
Old : 24,107: 770 9,790 400 19,860 10,620 21,030 20,810: 3,077 3,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: -25: 0 -50 0 -25 25 -25 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 40.6 1.7 82.4 44.1 87.2 86.3: 12.8 13.7
Old : 100.0: 3.2 40.6 1.7 82.4 44.1 87.2 86.3: 12.8 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 : 27: 1 4 1 20 11 22 15:
Old : 27: 1 4 1 20 11 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 : 48.7 61.2 65.4 80.3 39.0 58.4 53.9 63.4
Old : 48.7 61.2 65.4 80.3 39.0 58.4 53.9 63.4
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, November 16, 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 : 24,067: 770 9,740 400 19,845 10,655 21,015 20,795: 3,052 3,272
Old : 24,067: 770 9,740 400 19,845 10,655 21,015 20,795: 3,052 3,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: -25: 0 -50 0 -25 25 -25 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 40.5 1.7 82.5 44.3 87.3 86.4: 12.7 13.6
Old : 100.0: 3.2 40.5 1.7 82.5 44.3 87.3 86.4: 12.7 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 4 1 20 11 22 15:
Old : 27: 1 4 1 20 11 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 : 48.7 61.3 65.4 80.3 39.0 58.3 53.9 63.5
Old : 48.7 61.3 65.4 80.3 39.0 58.3 53.9 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 56,813: 8,805 65 60 45,069 54,054 53,934 54,179: 2,879 2,634
Old : 56,813: 8,805 65 60 45,069 54,054 53,934 54,179: 2,879 2,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 2,160: 0 0 0 2,055 2,075 2,055 2,075: 105 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 0.1 0.1 79.3 95.1 94.9 95.4: 5.1 4.6
Old : 100.0: 15.5 0.1 0.1 79.3 95.1 94.9 95.4: 5.1 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 1 11 14 14 15:
Old : 21: 2 1 1 11 14 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 85.0 93.0 92.2 72.7 85.0 92.3 91.7
Old : 72.8 85.0 93.0 92.2 72.7 85.0 92.3 91.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 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 : 59,109: 8,705 6,065 60 47,639 50,509 56,404 56,634: 2,705 2,475
Old : 59,109: 8,705 6,065 60 47,639 50,509 56,404 56,634: 2,705 2,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 775: 0 0 0 565 565 565 565: 210 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 10.3 0.1 80.6 85.5 95.4 95.8: 4.6 4.2
Old : 100.0: 14.7 10.3 0.1 80.6 85.5 95.4 95.8: 4.6 4.2
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 : 22: 2 2 1 10 13 13 15:
Old : 22: 2 2 1 10 13 13 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 : 77.1 82.2 93.6 91.7 76.9 82.2 92.9 91.4
Old : 77.1 82.2 93.6 91.7 76.9 82.2 92.9 91.4
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, November 16, 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 : 55,530: 9,245 1,475 35 43,830 52,165 53,110 53,675: 2,420 1,855
Old : 55,530: 9,245 1,475 35 43,830 52,165 53,110 53,675: 2,420 1,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 2,765: -20 -75 0 2,755 2,710 2,735 2,635: 30 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 2.7 0.1 78.9 93.9 95.6 96.7: 4.4 3.3
Old : 100.0: 16.6 2.7 0.1 78.9 93.9 95.6 96.7: 4.4 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 6 2 1 20 15 26 18:
Old : 33: 6 2 1 20 15 26 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 : 55.3 83.0 74.9 91.8 53.2 81.6 72.8 87.7
Old : 55.3 83.0 74.9 91.8 53.2 81.6 72.8 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, November 16, 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 : 51,905: 7,485 1,475 440 41,355 48,290 49,280 50,205: 2,625 1,700
Old : 51,905: 7,485 1,475 440 41,355 48,290 49,280 50,205: 2,625 1,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 2,915: -20 -75 0 2,845 2,860 2,825 2,785: 90 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 2.8 0.8 79.7 93.0 94.9 96.7: 5.1 3.3
Old : 100.0: 14.4 2.8 0.8 79.7 93.0 94.9 96.7: 5.1 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 5 2 2 20 15 25 19:
Old : 31: 5 2 2 20 15 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 : 56.1 81.8 74.9 90.8 53.2 80.6 72.0 85.8
Old : 56.1 81.8 74.9 90.8 53.2 80.6 72.0 85.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 16, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 67,765: 20,455 50 1,260 40,780 61,335 62,495 62,645: 5,270 5,120
Old : 67,765: 20,455 50 1,260 40,780 61,335 62,495 62,645: 5,270 5,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 1,025: 900 0 0 -385 515 515 515: 510 510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 0.1 1.9 60.2 90.5 92.2 92.4: 7.8 7.6
Old : 100.0: 30.2 0.1 1.9 60.2 90.5 92.2 92.4: 7.8 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 5 1 2 24 19 29 22:
Old : 36: 5 1 2 24 19 29 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 : 49.8 62.2 70.9 80.0 43.4 61.7 61.8 71.4
Old : 49.8 62.2 70.9 80.0 43.4 61.7 61.8 71.4
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, November 16, 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 : 65,795: 19,335 50 1,260 39,915 59,170 60,510 60,480: 5,285 5,315
Old : 65,795: 19,335 50 1,260 39,915 59,170 60,510 60,480: 5,285 5,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 1,495: 900 0 0 60 960 960 960: 535 535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 0.1 1.9 60.7 89.9 92.0 91.9: 8.0 8.1
Old : 100.0: 29.4 0.1 1.9 60.7 89.9 92.0 91.9: 8.0 8.1
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 : 36: 5 1 2 24 20 29 23:
Old : 36: 5 1 2 24 20 29 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 : 50.0 60.8 71.0 79.2 42.9 60.3 62.0 70.1
Old : 50.0 60.8 71.0 79.2 42.9 60.3 62.0 70.1
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, November 16, 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 : 52,088: 11,550 2,515 1,845 33,686 42,840 47,081 47,200: 5,007 4,888
Old : 52,088: 11,550 2,515 1,845 33,686 42,840 47,081 47,200: 5,007 4,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 320: 0 0 0 320 320 320 320: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 4.8 3.5 64.7 82.2 90.4 90.6: 9.6 9.4
Old : 100.0: 22.2 4.8 3.5 64.7 82.2 90.4 90.6: 9.6 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 2 2 24 10 30 12:
Old : 31: 4 2 2 24 10 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 : 48.2 76.9 64.3 89.4 48.2 70.5 62.5 80.4
Old : 48.2 76.9 64.3 89.4 48.2 70.5 62.5 80.4
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, November 16, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 45,926: 8,265 1,930 1,995 31,223 37,770 41,483 41,695: 4,443 4,231
Old : 45,926: 8,265 1,930 1,995 31,223 37,770 41,483 41,695: 4,443 4,231
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 320: 0 0 0 180 180 180 180: 140 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 4.2 4.3 68.0 82.2 90.3 90.8: 9.7 9.2
Old : 100.0: 18.0 4.2 4.3 68.0 82.2 90.3 90.8: 9.7 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 2 2 23 11 29 13:
Old : 31: 4 2 2 23 11 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 : 46.7 75.8 63.0 88.6 45.9 68.0 61.1 77.0
Old : 46.7 75.8 63.0 88.6 45.9 68.0 61.1 77.0
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, November 16, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 212,243: 100 50,761 385 160,756 110,035 161,241 161,181: 51,002 51,062
Old : 212,243: 100 50,761 385 160,756 110,035 161,241 161,181: 51,002 51,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 3,118: 0 1,008 0 2,933 1,975 2,933 2,983: 185 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 23.9 0.2 75.7 51.8 76.0 75.9: 24.0 24.1
Old : 100.0: 0.0 23.9 0.2 75.7 51.8 76.0 75.9: 24.0 24.1
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 : 46: 1 9 3 31 33 35 42:
Old : 46: 1 9 3 31 33 35 42:
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 : 48.4 34.2 65.7 49.4 36.3 26.7 50.9 39.7
Old : 48.4 34.2 65.7 49.4 36.3 26.7 50.9 39.7
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, November 16, 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 : 198,353: 140 46,148 1,032 151,670 105,702 152,842 152,882: 45,511 45,471
Old : 198,353: 140 46,148 1,032 151,670 105,702 152,842 152,882: 45,511 45,471
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 3,183: 0 1,355 0 3,573 2,368 3,573 3,723: -390 -540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 23.3 0.5 76.5 53.3 77.1 77.1: 22.9 22.9
Old : 100.0: 0.1 23.3 0.5 76.5 53.3 77.1 77.1: 22.9 22.9
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 : 46: 2 7 4 31 32 36 41:
Old : 46: 2 7 4 31 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 : 43.3 34.4 63.5 49.6 31.6 27.2 49.0 40.6
Old : 43.3 34.4 63.5 49.6 31.6 27.2 49.0 40.6
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, November 16, 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 : 49,539: 3,470 550 165 39,754 42,664 43,389 43,379: 6,150 6,160
Old : 49,539: 3,470 550 165 39,754 42,664 43,389 43,379: 6,150 6,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: -25: 0 0 0 40 40 40 40: -65 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 1.1 0.3 80.2 86.1 87.6 87.6: 12.4 12.4
Old : 100.0: 7.0 1.1 0.3 80.2 86.1 87.6 87.6: 12.4 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 2 3 21 22 24 26:
Old : 29: 2 2 3 21 22 24 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 : 49.0 42.9 67.8 66.9 34.2 31.6 45.0 44.5
Old : 49.0 42.9 67.8 66.9 34.2 31.6 45.0 44.5
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, November 16, 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 : 47,487: 3,190 490 820 36,772 40,092 40,782 41,402: 6,705 6,085
Old : 47,487: 3,190 490 820 36,772 40,092 40,782 41,402: 6,705 6,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 305: 0 0 0 305 305 305 305: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 1.0 1.7 77.4 84.4 85.9 87.2: 14.1 12.8
Old : 100.0: 6.7 1.0 1.7 77.4 84.4 85.9 87.2: 14.1 12.8
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: 2 2 3 18 21 21 25:
Old : 28: 2 2 3 18 21 21 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.6 47.8 72.1 64.8 44.0 36.3 48.4 46.8
Old : 55.6 47.8 72.1 64.8 44.0 36.3 48.4 46.8
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, November 16, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 44,265: 4,005 4,710 0 34,666 34,395 38,671 39,105: 5,594 5,160
Old : 44,265: 4,005 4,710 0 34,666 34,395 38,671 39,105: 5,594 5,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: -70: 0 -300 0 -245 55 -245 -245: 175 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 10.6 0.0 78.3 77.7 87.4 88.3: 12.6 11.7
Old : 100.0: 9.0 10.6 0.0 78.3 77.7 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 : 25: 3 1 0 17 20 20 21:
Old : 25: 3 1 0 17 20 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 48.1 68.8 70.7 29.1 29.3 39.0 41.1
Old : 45.6 48.1 68.8 70.7 29.1 29.3 39.0 41.1
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, November 16, 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 : 49,664: 16,650 6,130 0 27,870 38,289 44,520 44,419: 5,144 5,245
Old : 49,664: 16,650 6,130 0 27,870 38,289 44,520 44,419: 5,144 5,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: -75: 0 -300 0 -75 225 -75 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 12.3 0.0 56.1 77.1 89.6 89.4: 10.4 10.6
Old : 100.0: 33.5 12.3 0.0 56.1 77.1 89.6 89.4: 10.4 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 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 : 60.3 58.9 76.6 77.9 44.1 43.3 50.1 51.3
Old : 60.3 58.9 76.6 77.9 44.1 43.3 50.1 51.3
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, November 16, 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 : 251,857: 11,380 477 9,298 183,165 194,048 203,843 203,823: 48,014 48,034
Old : 251,857: 11,380 477 9,298 183,165 194,048 203,843 203,823: 48,014 48,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 6,795: 853 -1,250 982 6,203 7,986 8,038 7,718: -1,243 -923
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.2 3.7 72.7 77.0 80.9 80.9: 19.1 19.1
Old : 100.0: 4.5 0.2 3.7 72.7 77.0 80.9 80.9: 19.1 19.1
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 : 47: 8 3 9 33 31 44 40:
Old : 47: 8 3 9 33 31 44 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 : 40.5 43.0 57.4 61.0 31.9 33.6 40.7 42.2
Old : 40.5 43.0 57.4 61.0 31.9 33.6 40.7 42.2
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, November 16, 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 : 195,610: 14,565 582 10,636 135,803 149,796 161,004 161,014: 34,606 34,596
Old : 195,610: 14,565 582 10,636 135,803 149,796 161,004 161,014: 34,606 34,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 9, 2021 :
: 9,560: 8,025 -15 410 -1,066 7,534 7,369 7,929: 2,191 1,631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 0.3 5.4 69.4 76.6 82.3 82.3: 17.7 17.7
Old : 100.0: 7.4 0.3 5.4 69.4 76.6 82.3 82.3: 17.7 17.7
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 : 42: 8 1 4 31 30 40 34:
Old : 42: 8 1 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 : 34.9 43.8 56.6 69.8 26.7 33.7 37.7 44.3
Old : 34.9 43.8 56.6 69.8 26.7 33.7 37.7 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 19, 2021