ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 86,625: 985 1,886 281 80,459 79,592 81,725 81,759: 4,900 4,866 Old : 86,625: 985 1,886 281 80,459 79,592 81,725 81,759: 4,900 4,866 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2021 : : 2,270: 0 0 0 2,310 2,310 2,310 2,310: -40 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 2.2 0.3 92.9 91.9 94.3 94.4: 5.7 5.6 Old : 100.0: 1.1 2.2 0.3 92.9 91.9 94.3 94.4: 5.7 5.6 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 : 28: 1 2 1 18 18 20 20: Old : 28: 1 2 1 18 18 20 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.1 63.2 87.4 85.8 74.8 62.5 82.5 82.5 Old : 78.1 63.2 87.4 85.8 74.8 62.5 82.5 82.5 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 23, 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 : 69,563: 725 1,339 50 63,681 62,991 64,456 64,380: 5,107 5,183 Old : 69,563: 725 1,339 50 63,681 62,991 64,456 64,380: 5,107 5,183 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2021 : : 2,152: 0 0 0 2,480 2,480 2,480 2,480: -328 -328 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 1.9 0.1 91.5 90.6 92.7 92.5: 7.3 7.5 Old : 100.0: 1.0 1.9 0.1 91.5 90.6 92.7 92.5: 7.3 7.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 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 : 75.9 61.8 84.8 82.7 72.5 57.9 77.9 76.9 Old : 75.9 61.8 84.8 82.7 72.5 57.9 77.9 76.9 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 23, 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 : 22,683: 675 280 120 17,964 18,125 18,759 18,525: 3,924 4,158 Old : 22,683: 675 280 120 17,964 18,125 18,759 18,525: 3,924 4,158 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2021 : : -140: 225 0 0 -330 -105 -105 -105: -35 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 1.2 0.5 79.2 79.9 82.7 81.7: 17.3 18.3 Old : 100.0: 3.0 1.2 0.5 79.2 79.9 82.7 81.7: 17.3 18.3 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 : 23: 2 1 1 15 17 18 18: Old : 23: 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 : 63.8 44.8 77.7 67.4 53.6 44.4 61.1 58.0 Old : 63.8 44.8 77.7 67.4 53.6 44.4 61.1 58.0 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 23, 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 : 20,658: 680 280 130 16,157 16,387 16,967 16,797: 3,691 3,861 Old : 20,658: 680 280 130 16,157 16,387 16,967 16,797: 3,691 3,861 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2021 : : -155: 225 0 0 -380 -155 -155 -155: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 1.4 0.6 78.2 79.3 82.1 81.3: 17.9 18.7 Old : 100.0: 3.3 1.4 0.6 78.2 79.3 82.1 81.3: 17.9 18.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 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 : 64.1 48.7 76.8 71.4 56.6 46.2 65.5 62.3 Old : 64.1 48.7 76.8 71.4 56.6 46.2 65.5 62.3 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 23, 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 : 30,397: 1,310 2,401 966 25,941 24,947 28,217 28,314: 2,180 2,083 Old : 30,397: 1,310 2,401 966 25,941 24,947 28,217 28,314: 2,180 2,083 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2021 : : 170: 0 0 0 170 170 170 170: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 7.9 3.2 85.3 82.1 92.8 93.1: 7.2 6.9 Old : 100.0: 4.3 7.9 3.2 85.3 82.1 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 58.0 69.7 75.3 37.1 52.3 56.2 61.2 Old : 43.7 58.0 69.7 75.3 37.1 52.3 56.2 61.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 21,703: 276 5,290 426 19,493 14,242 20,195 19,958: 1,508 1,745 Old : 21,703: 276 5,290 426 19,493 14,242 20,195 19,958: 1,508 1,745 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2021 : : 230: 0 0 0 230 230 230 230: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 24.4 2.0 89.8 65.6 93.1 92.0: 6.9 8.0 Old : 100.0: 1.3 24.4 2.0 89.8 65.6 93.1 92.0: 6.9 8.0 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 : 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 : 50.6 56.1 71.6 74.6 44.7 51.8 57.8 61.8 Old : 50.6 56.1 71.6 74.6 44.7 51.8 57.8 61.8 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 23, 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 16, 2021 : : 0: 0 0 0 0 0 0 0: 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 23, 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 : 20,326: 0 5,415 125 18,213 13,004 18,338 18,544: 1,988 1,782 Old : 20,326: 0 5,415 125 18,213 13,004 18,338 18,544: 1,988 1,782 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2021 : : 55: 0 0 0 55 55 55 55: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 26.6 0.6 89.6 64.0 90.2 91.2: 9.8 8.8 Old : 100.0: 0.0 26.6 0.6 89.6 64.0 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 : 67.1 57.7 86.5 79.6 61.7 55.4 70.6 70.5 Old : 67.1 57.7 86.5 79.6 61.7 55.4 70.6 70.5 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, November 23, 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 : 103,782: 14,055 1,720 370 71,870 84,005 86,295 86,095: 17,487 17,687 Old : 103,782: 14,055 1,720 370 71,870 84,005 86,295 86,095: 17,487 17,687 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2021 : : 550: 200 0 0 140 340 340 340: 210 210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.5 1.7 0.4 69.3 80.9 83.2 83.0: 16.8 17.0 Old : 100.0: 13.5 1.7 0.4 69.3 80.9 83.2 83.0: 16.8 17.0 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 : 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 50.1 70.4 70.3 51.2 48.3 61.6 63.5 Old : 54.9 50.1 70.4 70.3 51.2 48.3 61.6 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 23, 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 : 104,999: 20,005 1,493 376 64,004 82,500 84,385 84,369: 20,614 20,630 Old : 104,999: 20,005 1,493 376 64,004 82,500 84,385 84,369: 20,614 20,630 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2021 : : 780: 320 0 0 175 495 495 495: 285 285 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.1 1.4 0.4 61.0 78.6 80.4 80.4: 19.6 19.6 Old : 100.0: 19.1 1.4 0.4 61.0 78.6 80.4 80.4: 19.6 19.6 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: 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 : 45.8 47.8 64.2 67.7 43.4 47.3 56.6 61.5 Old : 45.8 47.8 64.2 67.7 43.4 47.3 56.6 61.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 23,907: 470 10,390 200 20,160 10,020 20,830 20,610: 3,077 3,297 Old : 23,907: 470 10,390 200 20,160 10,020 20,830 20,610: 3,077 3,297 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2021 : : -200: -300 600 -200 300 -600 -200 -200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 43.5 0.8 84.3 41.9 87.1 86.2: 12.9 13.8 Old : 100.0: 2.0 43.5 0.8 84.3 41.9 87.1 86.2: 12.9 13.8 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 4 1 21 11 23 15: Old : 28: 1 4 1 21 11 23 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 : 49.1 63.4 65.9 81.9 39.3 61.4 53.8 65.2 Old : 49.1 63.4 65.9 81.9 39.3 61.4 53.8 65.2 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 23, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 23,867: 470 10,340 200 20,145 10,055 20,815 20,595: 3,052 3,272 Old : 23,867: 470 10,340 200 20,145 10,055 20,815 20,595: 3,052 3,272 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2021 : : -200: -300 600 -200 300 -600 -200 -200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 43.3 0.8 84.4 42.1 87.2 86.3: 12.8 13.7 Old : 100.0: 2.0 43.3 0.8 84.4 42.1 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 : 28: 1 4 1 21 11 23 15: Old : 28: 1 4 1 21 11 23 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 : 49.1 63.4 65.9 81.9 39.3 61.3 53.9 65.3 Old : 49.1 63.4 65.9 81.9 39.3 61.3 53.9 65.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 19,380: 5,350 50 1,082 11,744 16,924 18,176 18,056: 1,204 1,324 Old : 19,380: 5,350 50 1,082 11,744 16,924 18,176 18,056: 1,204 1,324 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2021 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.6 0.3 5.6 60.6 87.3 93.8 93.2: 6.2 6.8 Old : 100.0: 27.6 0.3 5.6 60.6 87.3 93.8 93.2: 6.2 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 1 1 14 8 16 10: Old : 20: 2 1 1 14 8 16 10: 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 74.8 79.9 92.7 48.4 70.8 64.8 76.2 Old : 62.8 74.8 79.9 92.7 48.4 70.8 64.8 76.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 16,334: 5,048 0 1,182 9,346 14,274 15,576 15,456: 758 878 Old : 16,334: 5,048 0 1,182 9,346 14,274 15,576 15,456: 758 878 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2021 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.9 0.0 7.2 57.2 87.4 95.4 94.6: 4.6 5.4 Old : 100.0: 30.9 0.0 7.2 57.2 87.4 95.4 94.6: 4.6 5.4 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 : 20: 3 0 2 16 9 19 11: Old : 20: 3 0 2 16 9 19 11: 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 : 56.8 74.5 74.7 93.8 42.3 65.3 58.1 69.5 Old : 56.8 74.5 74.7 93.8 42.3 65.3 58.1 69.5 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 23, 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 44,949 53,934 53,814 54,059: 2,999 2,754 Old : 56,813: 8,805 65 60 44,949 53,934 53,814 54,059: 2,999 2,754 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2021 : : 0: 0 0 0 -120 -120 -120 -120: 120 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.5 0.1 0.1 79.1 94.9 94.7 95.2: 5.3 4.8 Old : 100.0: 15.5 0.1 0.1 79.1 94.9 94.7 95.2: 5.3 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 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 : 72.6 85.0 92.7 92.0 72.5 85.0 92.1 91.5 Old : 72.6 85.0 92.7 92.0 72.5 85.0 92.1 91.5 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 23, 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 : 59,174: 8,705 6,065 60 47,704 50,574 56,469 56,699: 2,705 2,475 Old : 59,174: 8,705 6,065 60 47,704 50,574 56,469 56,699: 2,705 2,475 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2021 : : 65: 0 0 0 65 65 65 65: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.7 10.2 0.1 80.6 85.5 95.4 95.8: 4.6 4.2 Old : 100.0: 14.7 10.2 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 91.8 76.9 82.2 92.9 91.4 Old : 77.1 82.2 93.6 91.8 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 23, 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 : 55,588: 9,395 1,475 35 43,708 52,233 53,138 53,743: 2,450 1,845 Old : 55,588: 9,395 1,475 35 43,708 52,233 53,138 53,743: 2,450 1,845 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2021 : : 58: 150 0 0 -122 68 28 68: 30 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.9 2.7 0.1 78.6 94.0 95.6 96.7: 4.4 3.3 Old : 100.0: 16.9 2.7 0.1 78.6 94.0 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 : 54.8 83.0 74.4 91.9 52.8 81.6 72.4 88.0 Old : 54.8 83.0 74.4 91.9 52.8 81.6 72.4 88.0 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 23, 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 : 51,937: 7,635 1,475 440 41,207 48,332 49,282 50,247: 2,655 1,690 Old : 51,937: 7,635 1,475 440 41,207 48,332 49,282 50,247: 2,655 1,690 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2021 : : 32: 150 0 0 -148 42 2 42: 30 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.7 2.8 0.8 79.3 93.1 94.9 96.7: 5.1 3.3 Old : 100.0: 14.7 2.8 0.8 79.3 93.1 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 : 55.6 81.8 74.4 90.8 52.7 80.6 71.5 86.1 Old : 55.6 81.8 74.4 90.8 52.7 80.6 71.5 86.1 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 23, 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 : 68,625: 20,355 350 1,260 42,200 62,355 63,815 63,965: 4,810 4,660 Old : 68,625: 20,355 350 1,260 42,200 62,355 63,815 63,965: 4,810 4,660 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2021 : : 860: -100 300 0 1,420 1,020 1,320 1,320: -460 -460 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.7 0.5 1.8 61.5 90.9 93.0 93.2: 7.0 6.8 Old : 100.0: 29.7 0.5 1.8 61.5 90.9 93.0 93.2: 7.0 6.8 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 : 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 : 49.3 60.9 70.7 79.8 43.2 60.4 61.0 70.5 Old : 49.3 60.9 70.7 79.8 43.2 60.4 61.0 70.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 66,710: 19,235 350 1,260 41,185 60,040 61,680 61,650: 5,030 5,060 Old : 66,710: 19,235 350 1,260 41,185 60,040 61,680 61,650: 5,030 5,060 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2021 : : 915: -100 300 0 1,270 870 1,170 1,170: -255 -255 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.8 0.5 1.9 61.7 90.0 92.5 92.4: 7.5 7.6 Old : 100.0: 28.8 0.5 1.9 61.7 90.0 92.5 92.4: 7.5 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 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 : 49.1 61.3 70.7 78.7 42.6 59.0 61.2 69.4 Old : 49.1 61.3 70.7 78.7 42.6 59.0 61.2 69.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 52,508: 11,550 2,515 1,845 33,796 42,950 47,191 47,310: 5,317 5,198 Old : 52,508: 11,550 2,515 1,845 33,796 42,950 47,191 47,310: 5,317 5,198 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2021 : : 420: 0 0 0 110 110 110 110: 310 310 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.0 4.8 3.5 64.4 81.8 89.9 90.1: 10.1 9.9 Old : 100.0: 22.0 4.8 3.5 64.4 81.8 89.9 90.1: 10.1 9.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 4 2 2 24 11 30 13: Old : 31: 4 2 2 24 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 : 47.8 76.4 64.4 88.8 47.8 70.2 62.5 80.0 Old : 47.8 76.4 64.4 88.8 47.8 70.2 62.5 80.0 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 23, 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 : 46,386: 8,265 1,930 1,995 31,373 37,920 41,633 41,845: 4,753 4,541 Old : 46,386: 8,265 1,930 1,995 31,373 37,920 41,633 41,845: 4,753 4,541 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2021 : : 460: 0 0 0 150 150 150 150: 310 310 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.8 4.2 4.3 67.6 81.7 89.8 90.2: 10.2 9.8 Old : 100.0: 17.8 4.2 4.3 67.6 81.7 89.8 90.2: 10.2 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 : 31: 4 2 2 23 12 29 14: Old : 31: 4 2 2 23 12 29 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 : 46.2 75.0 62.9 87.9 45.5 67.6 60.7 76.5 Old : 46.2 75.0 62.9 87.9 45.5 67.6 60.7 76.5 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 23, 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 : 213,398: 100 50,211 455 160,991 110,950 161,546 161,616: 51,852 51,782 Old : 213,398: 100 50,211 455 160,991 110,950 161,546 161,616: 51,852 51,782 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2021 : : 1,155: 0 -550 70 235 915 305 435: 850 720 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 23.5 0.2 75.4 52.0 75.7 75.7: 24.3 24.3 Old : 100.0: 0.0 23.5 0.2 75.4 52.0 75.7 75.7: 24.3 24.3 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 : 46: 1 9 4 31 34 36 43: Old : 46: 1 9 4 31 34 36 43: 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 : 46.6 34.1 64.7 49.3 35.1 26.7 50.1 39.7 Old : 46.6 34.1 64.7 49.3 35.1 26.7 50.1 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 23, 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 : 199,617: 140 45,598 1,102 151,558 106,170 152,800 152,870: 46,817 46,747 Old : 199,617: 140 45,598 1,102 151,558 106,170 152,800 152,870: 46,817 46,747 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2021 : : 1,264: 0 -550 70 -112 468 -42 -12: 1,306 1,276 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 22.8 0.6 75.9 53.2 76.5 76.6: 23.5 23.4 Old : 100.0: 0.1 22.8 0.6 75.9 53.2 76.5 76.6: 23.5 23.4 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 : 46: 2 7 5 31 32 37 41: Old : 46: 2 7 5 31 32 37 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 : 41.8 34.4 62.4 49.4 29.1 27.2 48.2 40.5 Old : 41.8 34.4 62.4 49.4 29.1 27.2 48.2 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, November 23, 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 : 50,279: 3,470 550 165 40,314 43,404 43,949 44,119: 6,330 6,160 Old : 50,279: 3,470 550 165 40,314 43,404 43,949 44,119: 6,330 6,160 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2021 : : 740: 0 0 0 560 740 560 740: 180 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.9 1.1 0.3 80.2 86.3 87.4 87.7: 12.6 12.3 Old : 100.0: 6.9 1.1 0.3 80.2 86.3 87.4 87.7: 12.6 12.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 2 2 3 21 23 24 27: Old : 29: 2 2 3 21 23 24 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 : 48.7 42.3 67.6 65.9 34.6 31.1 46.5 45.7 Old : 48.7 42.3 67.6 65.9 34.6 31.1 46.5 45.7 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 23, 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 : 47,942: 3,190 490 820 37,072 40,572 41,082 41,882: 6,860 6,060 Old : 47,942: 3,190 490 820 37,072 40,572 41,082 41,882: 6,860 6,060 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2021 : : 455: 0 0 0 300 480 300 480: 155 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.7 1.0 1.7 77.3 84.6 85.7 87.4: 14.3 12.6 Old : 100.0: 6.7 1.0 1.7 77.3 84.6 85.7 87.4: 14.3 12.6 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 : 28: 2 2 3 18 22 21 26: Old : 28: 2 2 3 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 : 55.8 47.4 72.2 65.9 44.2 36.0 49.2 48.2 Old : 55.8 47.4 72.2 65.9 44.2 36.0 49.2 48.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 16, 2021 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : 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 23, 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 : 49,689: 16,650 6,130 0 27,880 38,299 44,530 44,429: 5,159 5,260 Old : 49,689: 16,650 6,130 0 27,880 38,299 44,530 44,429: 5,159 5,260 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2021 : : 25: 0 0 0 10 10 10 10: 15 15 : : : : : 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 : 60.2 59.0 76.5 78.1 44.2 43.4 50.1 51.4 Old : 60.2 59.0 76.5 78.1 44.2 43.4 50.1 51.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 255,862: 12,380 527 8,318 186,953 198,786 207,651 207,631: 48,211 48,231 Old : 255,862: 12,380 527 8,318 186,953 198,786 207,651 207,631: 48,211 48,231 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2021 : : 4,005: 1,000 50 -980 3,788 4,738 3,808 3,808: 197 197 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 0.2 3.3 73.1 77.7 81.2 81.1: 18.8 18.9 Old : 100.0: 4.8 0.2 3.3 73.1 77.7 81.2 81.1: 18.8 18.9 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 : 47: 8 3 9 33 32 44 41: Old : 47: 8 3 9 33 32 44 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 : 39.7 43.2 56.5 61.5 30.3 34.0 39.4 41.7 Old : 39.7 43.2 56.5 61.5 30.3 34.0 39.4 41.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Commitments of Traders with Delta-adjusted Options and Futures Combined, November 23, 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 : 200,079: 14,370 3,247 10,480 138,459 149,712 163,309 163,439: 36,770 36,640 Old : 200,079: 14,370 3,247 10,480 138,459 149,712 163,309 163,439: 36,770 36,640 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 16, 2021 : : 4,469: -195 2,665 -156 2,656 -84 2,305 2,425: 2,164 2,044 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 1.6 5.2 69.2 74.8 81.6 81.7: 18.4 18.3 Old : 100.0: 7.2 1.6 5.2 69.2 74.8 81.6 81.7: 18.4 18.3 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 : 42: 6 3 3 31 30 39 34: Old : 42: 6 3 3 31 30 39 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 : 34.4 42.4 55.9 68.8 26.7 33.8 38.1 43.7 Old : 34.4 42.4 55.9 68.8 26.7 33.8 38.1 43.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 29, 2021