PJM TRI-Q RECs CLASS 1 V2022 - NODAL EXCHANGE Code-006NDF
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 100 Class 1 RECs :
: : :
All : 7,500: 1,500 900 0 6,000 6,600 7,500 7,500: 0 0
Old : 7,500: 1,500 900 0 6,000 6,600 7,500 7,500: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -200: 200 -200 0 -400 0 -200 -200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 12.0 0.0 80.0 88.0 100.0 100.0: 0.0 0.0
Old : 100.0: 20.0 12.0 0.0 80.0 88.0 100.0 100.0: 0.0 0.0
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 : 20: 3 3 0 6 8 9 11:
Old : 20: 3 3 0 6 8 9 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 : 78.7 75.3 98.7 94.0 78.7 75.3 98.7 94.0
Old : 78.7 75.3 98.7 94.0 78.7 75.3 98.7 94.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TX GREEN-E REC V23 FRONT HALF - NODAL EXCHANGE Code-006NFG
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 Texas Green-e RECs :
: : :
All : 2,406: 338 1,642 0 2,056 752 2,394 2,394: 12 12
Old : 2,406: 338 1,642 0 2,056 752 2,394 2,394: 12 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 68.2 0.0 85.5 31.3 99.5 99.5: 0.5 0.5
Old : 100.0: 14.0 68.2 0.0 85.5 31.3 99.5 99.5: 0.5 0.5
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 : 20: 3 5 0 8 5 11 10:
Old : 20: 3 5 0 8 5 11 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 : 71.5 77.1 94.8 96.2 65.3 77.1 88.6 92.0
Old : 71.5 77.1 94.8 96.2 65.3 77.1 88.6 92.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 85,023: 745 700 0 79,693 79,650 80,438 80,350: 4,585 4,673
Old : 85,023: 745 700 0 79,693 79,650 80,438 80,350: 4,585 4,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -3,890: -120 -326 -281 -3,450 -3,236 -3,851 -3,843: -39 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.8 0.0 93.7 93.7 94.6 94.5: 5.4 5.5
Old : 100.0: 0.9 0.8 0.0 93.7 93.7 94.6 94.5: 5.4 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 0 16 16 17 17:
Old : 22: 1 1 0 16 16 17 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 : 81.5 65.2 89.7 86.9 77.9 64.4 83.2 82.9
Old : 81.5 65.2 89.7 86.9 77.9 64.4 83.2 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 68,873: 515 0 0 62,942 63,572 63,457 63,572: 5,416 5,301
Old : 68,873: 515 0 0 62,942 63,572 63,457 63,572: 5,416 5,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -3,479: -105 -533 -50 -3,393 -2,822 -3,548 -3,405: 69 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.0 91.4 92.3 92.1 92.3: 7.9 7.7
Old : 100.0: 0.7 0.0 0.0 91.4 92.3 92.1 92.3: 7.9 7.7
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: 1 0 0 15 16 16 16:
Old : 21: 1 0 0 15 16 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.2 65.6 87.7 83.6 74.8 63.9 80.6 79.4
Old : 78.2 65.6 87.7 83.6 74.8 63.9 80.6 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 20,268: 325 180 120 16,329 15,860 16,774 16,160: 3,494 4,108
Old : 20,268: 325 180 120 16,329 15,860 16,774 16,160: 3,494 4,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -1,389: -75 -50 0 -1,105 -1,105 -1,180 -1,155: -209 -234
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 0.9 0.6 80.6 78.3 82.8 79.7: 17.2 20.3
Old : 100.0: 1.6 0.9 0.6 80.6 78.3 82.8 79.7: 17.2 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 1 10 14 12 15:
Old : 20: 1 1 1 10 14 12 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 : 67.6 47.1 80.3 68.3 59.7 46.9 67.3 62.4
Old : 67.6 47.1 80.3 68.3 59.7 46.9 67.3 62.4
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, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 27,814: 460 1,782 1,348 23,992 22,391 25,800 25,521: 2,014 2,293
Old : 27,814: 460 1,782 1,348 23,992 22,391 25,800 25,521: 2,014 2,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -1,489: -185 -269 -85 -1,436 -1,506 -1,706 -1,860: 217 371
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 6.4 4.8 86.3 80.5 92.8 91.8: 7.2 8.2
Old : 100.0: 1.7 6.4 4.8 86.3 80.5 92.8 91.8: 7.2 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 : 25: 1 3 3 14 19 17 23:
Old : 25: 1 3 3 14 19 17 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 : 54.2 59.9 76.8 80.2 51.5 56.2 65.6 65.3
Old : 54.2 59.9 76.8 80.2 51.5 56.2 65.6 65.3
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, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 20,864: 336 4,771 60 18,841 14,326 19,237 19,157: 1,627 1,707
Old : 20,864: 336 4,771 60 18,841 14,326 19,237 19,157: 1,627 1,707
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -963: 30 -404 -231 -1,043 -460 -1,244 -1,095: 281 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 22.9 0.3 90.3 68.7 92.2 91.8: 7.8 8.2
Old : 100.0: 1.6 22.9 0.3 90.3 68.7 92.2 91.8: 7.8 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 : 21: 1 3 1 13 11 15 14:
Old : 21: 1 3 1 13 11 15 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 : 56.3 62.6 76.8 83.8 53.5 55.7 65.6 66.9
Old : 56.3 62.6 76.8 83.8 53.5 55.7 65.6 66.9
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, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 98,912: 12,010 1,983 0 70,119 79,943 82,129 81,926: 16,783 16,986
Old : 98,912: 12,010 1,983 0 70,119 79,943 82,129 81,926: 16,783 16,986
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -3,931: -1,200 134 -184 -1,686 -3,018 -3,070 -3,068: -861 -863
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 2.0 0.0 70.9 80.8 83.0 82.8: 17.0 17.2
Old : 100.0: 12.1 2.0 0.0 70.9 80.8 83.0 82.8: 17.0 17.2
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 : 27: 1 4 0 19 20 20 24:
Old : 27: 1 4 0 19 20 20 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 49.1 71.0 70.0 52.0 47.5 63.2 63.0
Old : 55.5 49.1 71.0 70.0 52.0 47.5 63.2 63.0
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, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 100,475: 17,850 1,324 335 61,597 78,455 79,782 80,114: 20,693 20,361
Old : 100,475: 17,850 1,324 335 61,597 78,455 79,782 80,114: 20,693 20,361
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -4,173: -1,335 -85 -20 -2,360 -3,250 -3,715 -3,355: -458 -818
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 1.3 0.3 61.3 78.1 79.4 79.7: 20.6 20.3
Old : 100.0: 17.8 1.3 0.3 61.3 78.1 79.4 79.7: 20.6 20.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 3 1 17 20 20 24:
Old : 28: 3 3 1 17 20 20 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.5 46.0 63.9 66.4 41.7 46.0 56.4 60.2
Old : 45.5 46.0 63.9 66.4 41.7 46.0 56.4 60.2
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, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 22,160: 370 8,775 200 17,785 9,825 18,355 18,800: 3,805 3,360
Old : 22,160: 370 8,775 200 17,785 9,825 18,355 18,800: 3,805 3,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -986: -50 -680 0 -1,546 -391 -1,596 -1,071: 610 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 39.6 0.9 80.3 44.3 82.8 84.8: 17.2 15.2
Old : 100.0: 1.7 39.6 0.9 80.3 44.3 82.8 84.8: 17.2 15.2
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 : 26: 1 4 1 18 10 20 14:
Old : 26: 1 4 1 18 10 20 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 : 48.6 64.0 64.7 81.4 40.3 62.4 54.4 65.8
Old : 48.6 64.0 64.7 81.4 40.3 62.4 54.4 65.8
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, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 22,160: 370 8,775 200 17,760 9,800 18,330 18,775: 3,830 3,385
Old : 22,160: 370 8,775 200 17,760 9,800 18,330 18,775: 3,830 3,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -961: -50 -655 0 -1,546 -416 -1,596 -1,071: 635 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 39.6 0.9 80.1 44.2 82.7 84.7: 17.3 15.3
Old : 100.0: 1.7 39.6 0.9 80.1 44.2 82.7 84.7: 17.3 15.3
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 : 26: 1 4 1 18 10 20 14:
Old : 26: 1 4 1 18 10 20 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 : 48.5 63.7 64.6 81.3 40.5 62.4 54.5 66.0
Old : 48.5 63.7 64.6 81.3 40.5 62.4 54.5 66.0
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, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 26,761: 4,138 50 750 20,660 24,748 25,548 25,548: 1,213 1,213
Old : 26,761: 4,138 50 750 20,660 24,748 25,548 25,548: 1,213 1,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: 3,251: -708 0 -91 4,184 3,476 3,385 3,385: -134 -134
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 0.2 2.8 77.2 92.5 95.5 95.5: 4.5 4.5
Old : 100.0: 15.5 0.2 2.8 77.2 92.5 95.5 95.5: 4.5 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 1 18 10 20 12:
Old : 22: 2 1 1 18 10 20 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 : 68.3 83.3 79.5 93.0 40.4 58.5 51.4 60.2
Old : 68.3 83.3 79.5 93.0 40.4 58.5 51.4 60.2
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, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 21,216: 3,897 0 800 15,827 19,724 20,524 20,524: 692 692
Old : 21,216: 3,897 0 800 15,827 19,724 20,524 20,524: 692 692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: 1,252: -677 0 -116 2,209 1,532 1,416 1,416: -164 -164
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 0.0 3.8 74.6 93.0 96.7 96.7: 3.3 3.3
Old : 100.0: 18.4 0.0 3.8 74.6 93.0 96.7 96.7: 3.3 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 : 22: 3 0 2 19 11 22 13:
Old : 22: 3 0 2 19 11 22 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 : 63.1 82.9 76.7 93.9 31.1 53.8 44.6 55.0
Old : 63.1 82.9 76.7 93.9 31.1 53.8 44.6 55.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 50,839: 6,540 125 0 41,800 48,155 48,340 48,280: 2,499 2,559
Old : 50,839: 6,540 125 0 41,800 48,155 48,340 48,280: 2,499 2,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -4,475: -1,535 30 -30 -2,840 -4,455 -4,405 -4,455: -70 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 0.2 0.0 82.2 94.7 95.1 95.0: 4.9 5.0
Old : 100.0: 12.9 0.2 0.0 82.2 94.7 95.1 95.0: 4.9 5.0
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 : 24: 2 1 0 13 15 15 16:
Old : 24: 2 1 0 13 15 15 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 : 73.1 82.6 91.6 91.2 73.1 82.6 91.0 90.7
Old : 73.1 82.6 91.6 91.2 73.1 82.6 91.0 90.7
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, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 54,064: 7,410 6,125 0 44,349 45,374 51,759 51,499: 2,305 2,565
Old : 54,064: 7,410 6,125 0 44,349 45,374 51,759 51,499: 2,305 2,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -4,390: -1,460 30 -30 -2,865 -4,585 -4,355 -4,585: -35 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 11.3 0.0 82.0 83.9 95.7 95.3: 4.3 4.7
Old : 100.0: 13.7 11.3 0.0 82.0 83.9 95.7 95.3: 4.3 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 2 0 13 13 15 15:
Old : 24: 2 2 0 13 13 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.4 80.4 92.3 91.1 77.4 80.4 91.7 90.7
Old : 77.4 80.4 92.3 91.1 77.4 80.4 91.7 90.7
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, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 56,315: 9,670 1,280 635 43,570 52,545 53,875 54,460: 2,440 1,855
Old : 56,315: 9,670 1,280 635 43,570 52,545 53,875 54,460: 2,440 1,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -4,178: -945 -565 0 -2,948 -3,348 -3,893 -3,913: -285 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 2.3 1.1 77.4 93.3 95.7 96.7: 4.3 3.3
Old : 100.0: 17.2 2.3 1.1 77.4 93.3 95.7 96.7: 4.3 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 : 32: 5 2 3 21 15 28 18:
Old : 32: 5 2 3 21 15 28 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 : 54.3 82.0 71.7 90.7 52.2 79.7 69.4 85.1
Old : 54.3 82.0 71.7 90.7 52.2 79.7 69.4 85.1
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, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 54,065: 8,980 1,940 560 41,845 49,840 51,385 52,340: 2,680 1,725
Old : 54,065: 8,980 1,940 560 41,845 49,840 51,385 52,340: 2,680 1,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -4,152: -695 -1,105 -30 -3,192 -2,797 -3,917 -3,932: -235 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 3.6 1.0 77.4 92.2 95.0 96.8: 5.0 3.2
Old : 100.0: 16.6 3.6 1.0 77.4 92.2 95.0 96.8: 5.0 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 5 2 3 20 16 26 20:
Old : 31: 5 2 3 20 16 26 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 80.7 72.2 89.9 53.2 78.7 69.5 84.0
Old : 55.8 80.7 72.2 89.9 53.2 78.7 69.5 84.0
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, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 61,360: 18,655 1,750 1,225 36,070 53,085 55,950 56,060: 5,410 5,300
Old : 61,360: 18,655 1,750 1,225 36,070 53,085 55,950 56,060: 5,410 5,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -4,225: -800 -25 -30 -3,195 -3,990 -4,025 -4,045: -200 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.4 2.9 2.0 58.8 86.5 91.2 91.4: 8.8 8.6
Old : 100.0: 30.4 2.9 2.0 58.8 86.5 91.2 91.4: 8.8 8.6
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 : 35: 5 1 1 23 18 28 20:
Old : 35: 5 1 1 23 18 28 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 : 46.7 62.3 67.5 77.7 43.5 57.7 59.8 68.0
Old : 46.7 62.3 67.5 77.7 43.5 57.7 59.8 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 60,560: 17,955 1,750 1,225 35,950 52,095 55,130 55,070: 5,430 5,490
Old : 60,560: 17,955 1,750 1,225 35,950 52,095 55,130 55,070: 5,430 5,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -3,930: -590 -25 -30 -3,080 -3,660 -3,700 -3,715: -230 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 2.9 2.0 59.4 86.0 91.0 90.9: 9.0 9.1
Old : 100.0: 29.6 2.9 2.0 59.4 86.0 91.0 90.9: 9.0 9.1
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 : 35: 5 1 1 22 19 27 21:
Old : 35: 5 1 1 22 19 27 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 : 46.8 60.0 68.8 75.9 42.6 55.5 59.8 66.5
Old : 46.8 60.0 68.8 75.9 42.6 55.5 59.8 66.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 46,432: 9,890 2,765 1,371 30,451 37,724 41,712 41,860: 4,720 4,572
Old : 46,432: 9,890 2,765 1,371 30,451 37,724 41,712 41,860: 4,720 4,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -3,474: -705 515 -635 -1,934 -3,145 -3,274 -3,265: -200 -209
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 6.0 3.0 65.6 81.2 89.8 90.2: 10.2 9.8
Old : 100.0: 21.3 6.0 3.0 65.6 81.2 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 : 33: 4 3 2 21 12 27 15:
Old : 33: 4 3 2 21 12 27 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 : 45.7 76.1 64.1 87.1 45.7 69.0 62.3 78.2
Old : 45.7 76.1 64.1 87.1 45.7 69.0 62.3 78.2
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, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 41,204: 7,540 2,590 1,271 28,330 33,462 37,141 37,323: 4,063 3,881
Old : 41,204: 7,540 2,590 1,271 28,330 33,462 37,141 37,323: 4,063 3,881
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -2,898: -200 820 -860 -1,561 -2,601 -2,621 -2,641: -277 -257
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 6.3 3.1 68.8 81.2 90.1 90.6: 9.9 9.4
Old : 100.0: 18.3 6.3 3.1 68.8 81.2 90.1 90.6: 9.9 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 : 33: 5 2 2 22 13 28 16:
Old : 33: 5 2 2 22 13 28 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 : 45.8 74.8 63.4 86.2 45.7 66.2 61.0 75.8
Old : 45.8 74.8 63.4 86.2 45.7 66.2 61.0 75.8
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, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 206,063: 2,937 41,986 778 150,505 111,496 154,220 154,260: 51,843 51,803
Old : 206,063: 2,937 41,986 778 150,505 111,496 154,220 154,260: 51,843 51,803
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -9,529: -390 -3,985 0 -6,306 -2,721 -6,696 -6,706: -2,833 -2,823
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 20.4 0.4 73.0 54.1 74.8 74.9: 25.2 25.1
Old : 100.0: 1.4 20.4 0.4 73.0 54.1 74.8 74.9: 25.2 25.1
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 8 4 31 32 35 41:
Old : 46: 1 8 4 31 32 35 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 34.0 61.1 49.0 32.5 25.0 45.3 37.3
Old : 45.8 34.0 61.1 49.0 32.5 25.0 45.3 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 194,105: 3,597 39,080 813 142,925 107,482 147,335 147,375: 46,770 46,730
Old : 194,105: 3,597 39,080 813 142,925 107,482 147,335 147,375: 46,770 46,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -8,778: -960 -3,608 -141 -4,708 -2,070 -5,809 -5,819: -2,969 -2,959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 20.1 0.4 73.6 55.4 75.9 75.9: 24.1 24.1
Old : 100.0: 1.9 20.1 0.4 73.6 55.4 75.9 75.9: 24.1 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 8 5 31 31 36 40:
Old : 46: 1 8 5 31 31 36 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 : 42.5 33.6 60.7 48.2 29.2 25.3 44.0 37.5
Old : 42.5 33.6 60.7 48.2 29.2 25.3 44.0 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 39,650: 2,325 18,440 600 34,950 18,905 37,875 37,945: 1,775 1,705
Old : 39,650: 2,325 18,440 600 34,950 18,905 37,875 37,945: 1,775 1,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -640: -100 50 -50 -295 -545 -445 -545: -195 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 46.5 1.5 88.1 47.7 95.5 95.7: 4.5 4.3
Old : 100.0: 5.9 46.5 1.5 88.1 47.7 95.5 95.7: 4.5 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 1 14 12 17 13:
Old : 21: 2 1 1 14 12 17 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 : 66.1 80.7 84.5 93.1 64.6 77.7 79.8 83.0
Old : 66.1 80.7 84.5 93.1 64.6 77.7 79.8 83.0
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, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 48,711: 2,825 300 50 39,164 41,823 42,039 42,173: 6,672 6,538
Old : 48,711: 2,825 300 50 39,164 41,823 42,039 42,173: 6,672 6,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -1,216: -85 -132 -100 -1,021 -1,151 -1,206 -1,383: -10 167
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 0.6 0.1 80.4 85.9 86.3 86.6: 13.7 13.4
Old : 100.0: 5.8 0.6 0.1 80.4 85.9 86.3 86.6: 13.7 13.4
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 : 24: 2 1 1 18 20 20 22:
Old : 24: 2 1 1 18 20 20 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 : 45.2 43.7 65.9 67.7 29.6 30.1 42.5 44.3
Old : 45.2 43.7 65.9 67.7 29.6 30.1 42.5 44.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 46,670: 2,895 300 655 35,760 39,095 39,310 40,050: 7,360 6,620
Old : 46,670: 2,895 300 655 35,760 39,095 39,310 40,050: 7,360 6,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -1,435: -35 -90 -50 -1,200 -1,315 -1,285 -1,455: -150 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 0.6 1.4 76.6 83.8 84.2 85.8: 15.8 14.2
Old : 100.0: 6.2 0.6 1.4 76.6 83.8 84.2 85.8: 15.8 14.2
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 : 23: 2 1 2 14 19 16 22:
Old : 23: 2 1 2 14 19 16 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 : 54.7 48.7 71.2 66.5 41.7 36.5 49.3 50.7
Old : 54.7 48.7 71.2 66.5 41.7 36.5 49.3 50.7
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, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 40,238: 2,575 3,975 24 32,045 31,055 34,644 35,054: 5,594 5,184
Old : 40,238: 2,575 3,975 24 32,045 31,055 34,644 35,054: 5,594 5,184
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -2,115: -665 -5 0 -1,415 -2,065 -2,080 -2,070: -35 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 9.9 0.1 79.6 77.2 86.1 87.1: 13.9 12.9
Old : 100.0: 6.4 9.9 0.1 79.6 77.2 86.1 87.1: 13.9 12.9
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 : 24: 2 1 1 18 20 20 22:
Old : 24: 2 1 1 18 20 20 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 : 45.3 45.1 66.6 66.6 30.3 28.8 40.1 42.7
Old : 45.3 45.1 66.6 66.6 30.3 28.8 40.1 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 44,524: 14,350 5,325 0 25,190 34,219 39,540 39,544: 4,984 4,980
Old : 44,524: 14,350 5,325 0 25,190 34,219 39,540 39,544: 4,984 4,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -1,735: -565 -115 0 -835 -1,280 -1,400 -1,395: -335 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 12.0 0.0 56.6 76.9 88.8 88.8: 11.2 11.2
Old : 100.0: 32.2 12.0 0.0 56.6 76.9 88.8 88.8: 11.2 11.2
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 1 0 17 17 19 18:
Old : 22: 2 1 0 17 17 19 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 : 60.2 54.2 76.3 76.5 44.9 43.7 51.8 53.7
Old : 60.2 54.2 76.3 76.5 44.9 43.7 51.8 53.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 258,109: 18,037 2,747 8,203 186,261 201,671 212,501 212,621: 45,608 45,488
Old : 258,109: 18,037 2,747 8,203 186,261 201,671 212,501 212,621: 45,608 45,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -7,876: -211 -375 -485 -5,585 -5,281 -6,281 -6,141: -1,595 -1,735
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 1.1 3.2 72.2 78.1 82.3 82.4: 17.7 17.6
Old : 100.0: 7.0 1.1 3.2 72.2 78.1 82.3 82.4: 17.7 17.6
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 : 45: 6 4 6 32 31 41 38:
Old : 45: 6 4 6 32 31 41 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.5 42.9 60.3 61.7 34.2 40.3 45.5 45.6
Old : 43.5 42.9 60.3 61.7 34.2 40.3 45.5 45.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 198,172: 17,495 807 11,266 135,776 152,674 164,537 164,747: 33,635 33,425
Old : 198,172: 17,495 807 11,266 135,776 152,674 164,537 164,747: 33,635 33,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -9,618: 630 75 -1,360 -6,321 -5,771 -7,051 -7,056: -2,567 -2,562
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 0.4 5.7 68.5 77.0 83.0 83.1: 17.0 16.9
Old : 100.0: 8.8 0.4 5.7 68.5 77.0 83.0 83.1: 17.0 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 : 42: 7 2 3 30 27 37 32:
Old : 42: 7 2 3 30 27 37 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.9 42.5 59.5 68.6 29.7 37.6 41.7 46.4
Old : 35.9 42.5 59.5 68.6 29.7 37.6 41.7 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 25,975: 495 675 105 23,470 23,230 24,070 24,010: 1,905 1,965
Old : 25,975: 495 675 105 23,470 23,230 24,070 24,010: 1,905 1,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -1,445: -25 -290 0 -1,430 -1,225 -1,455 -1,515: 10 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 2.6 0.4 90.4 89.4 92.7 92.4: 7.3 7.6
Old : 100.0: 1.9 2.6 0.4 90.4 89.4 92.7 92.4: 7.3 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 : 20: 2 2 1 12 8 14 11:
Old : 20: 2 2 1 12 8 14 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 : 70.8 87.5 86.1 91.5 65.2 79.4 77.5 81.3
Old : 70.8 87.5 86.1 91.5 65.2 79.4 77.5 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 11, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 25,560: 50 935 300 23,575 22,630 23,925 23,865: 1,635 1,695
Old : 25,560: 50 935 300 23,575 22,630 23,925 23,865: 1,635 1,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 4, 2022 :
: -1,605: 0 -385 -25 -1,565 -1,240 -1,590 -1,650: -15 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 3.7 1.2 92.2 88.5 93.6 93.4: 6.4 6.6
Old : 100.0: 0.2 3.7 1.2 92.2 88.5 93.6 93.4: 6.4 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 3 1 12 8 14 11:
Old : 20: 1 3 1 12 8 14 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 : 73.7 86.5 88.7 92.3 68.1 78.3 79.7 81.2
Old : 73.7 86.5 88.7 92.3 68.1 78.3 79.7 81.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 14, 2022