PJM TRI-Q RECs CLASS 1 V2022 - NODAL EXCHANGE Code-006NDF
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 7,550: 1,550 900 0 6,000 6,650 7,550 7,550: 0 0
Old : 7,550: 1,550 900 0 6,000 6,650 7,550 7,550: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 50: 50 0 0 0 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 11.9 0.0 79.5 88.1 100.0 100.0: 0.0 0.0
Old : 100.0: 20.5 11.9 0.0 79.5 88.1 100.0 100.0: 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 : 78.1 74.8 98.7 93.4 78.1 74.8 98.7 93.4
Old : 78.1 74.8 98.7 93.4 78.1 74.8 98.7 93.4
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 18, 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 : 85,255: 745 700 0 79,925 79,882 80,670 80,582: 4,585 4,673
Old : 85,255: 745 700 0 79,925 79,882 80,670 80,582: 4,585 4,673
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 232: 0 0 0 232 232 232 232: 0 0
: : :
: : 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 17 16 18 17:
Old : 22: 1 1 0 17 16 18 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 65.4 89.6 86.9 77.9 64.6 83.2 82.6
Old : 81.5 65.4 89.6 86.9 77.9 64.6 83.2 82.6
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 18, 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 : 68,455: 515 0 0 62,524 63,154 63,039 63,154: 5,416 5,301
Old : 68,455: 515 0 0 62,524 63,154 63,039 63,154: 5,416 5,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: -418: 0 0 0 -418 -418 -418 -418: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.0 91.3 92.3 92.1 92.3: 7.9 7.7
Old : 100.0: 0.8 0.0 0.0 91.3 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 16 16 17 16:
Old : 21: 1 0 0 16 16 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 : 78.7 65.4 88.2 83.4 75.2 64.4 81.1 79.9
Old : 78.7 65.4 88.2 83.4 75.2 64.4 81.1 79.9
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 18, 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 : 27,908: 460 1,782 1,348 23,978 22,477 25,786 25,607: 2,122 2,301
Old : 27,908: 460 1,782 1,348 23,978 22,477 25,786 25,607: 2,122 2,301
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 94: 0 0 0 -14 86 -14 86: 108 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 6.4 4.8 85.9 80.5 92.4 91.8: 7.6 8.2
Old : 100.0: 1.6 6.4 4.8 85.9 80.5 92.4 91.8: 7.6 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 18 17 22:
Old : 25: 1 3 3 14 18 17 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 : 54.1 60.0 76.9 80.3 51.4 56.4 65.4 65.5
Old : 54.1 60.0 76.9 80.3 51.4 56.4 65.4 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 20,928: 336 4,771 60 18,841 14,426 19,237 19,257: 1,691 1,671
Old : 20,928: 336 4,771 60 18,841 14,426 19,237 19,257: 1,691 1,671
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 64: 0 0 0 0 100 0 100: 64 -36
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 22.8 0.3 90.0 68.9 91.9 92.0: 8.1 8.0
Old : 100.0: 1.6 22.8 0.3 90.0 68.9 91.9 92.0: 8.1 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 : 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 : 56.2 62.8 76.1 84.0 52.9 56.0 65.3 67.2
Old : 56.2 62.8 76.1 84.0 52.9 56.0 65.3 67.2
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 18, 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 : 98,970: 12,010 1,983 0 70,119 79,943 82,129 81,926: 16,841 17,044
Old : 98,970: 12,010 1,983 0 70,119 79,943 82,129 81,926: 16,841 17,044
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 58: 0 0 0 0 0 0 0: 58 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 2.0 0.0 70.8 80.8 83.0 82.8: 17.0 17.2
Old : 100.0: 12.1 2.0 0.0 70.8 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 : 55.4 49.1 70.9 70.0 51.9 47.1 63.2 63.0
Old : 55.4 49.1 70.9 70.0 51.9 47.1 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 18, 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 : 100,533: 17,850 1,324 335 61,597 78,455 79,782 80,114: 20,751 20,419
Old : 100,533: 17,850 1,324 335 61,597 78,455 79,782 80,114: 20,751 20,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 58: 0 0 0 0 0 0 0: 58 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 1.3 0.3 61.3 78.0 79.4 79.7: 20.6 20.3
Old : 100.0: 17.8 1.3 0.3 61.3 78.0 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 : 45.4 46.0 63.9 66.4 41.6 46.0 56.3 60.2
Old : 45.4 46.0 63.9 66.4 41.6 46.0 56.3 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 18, 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 : 23,005: 445 8,775 200 18,600 10,775 19,245 19,750: 3,760 3,255
Old : 23,005: 445 8,775 200 18,600 10,775 19,245 19,750: 3,760 3,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 845: 75 0 0 815 950 890 950: -45 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 38.1 0.9 80.9 46.8 83.7 85.9: 16.3 14.1
Old : 100.0: 1.9 38.1 0.9 80.9 46.8 83.7 85.9: 16.3 14.1
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 : 28: 2 4 1 19 10 22 14:
Old : 28: 2 4 1 19 10 22 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 : 46.8 64.4 62.2 81.1 38.7 62.9 52.7 67.3
Old : 46.8 64.4 62.2 81.1 38.7 62.9 52.7 67.3
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 18, 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 : 23,005: 445 8,775 200 18,575 10,750 19,220 19,725: 3,785 3,280
Old : 23,005: 445 8,775 200 18,575 10,750 19,220 19,725: 3,785 3,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 845: 75 0 0 815 950 890 950: -45 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 38.1 0.9 80.7 46.7 83.5 85.7: 16.5 14.3
Old : 100.0: 1.9 38.1 0.9 80.7 46.7 83.5 85.7: 16.5 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 4 1 19 10 22 14:
Old : 28: 2 4 1 19 10 22 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 : 46.7 64.2 62.1 81.0 38.8 62.9 52.9 67.5
Old : 46.7 64.2 62.1 81.0 38.8 62.9 52.9 67.5
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 18, 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 : 26,616: 4,138 50 750 20,515 24,603 25,403 25,403: 1,213 1,213
Old : 26,616: 4,138 50 750 20,515 24,603 25,403 25,403: 1,213 1,213
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: -145: 0 0 0 -145 -145 -145 -145: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 0.2 2.8 77.1 92.4 95.4 95.4: 4.6 4.6
Old : 100.0: 15.5 0.2 2.8 77.1 92.4 95.4 95.4: 4.6 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 69.0 83.2 80.2 92.9 40.9 59.1 52.0 60.8
Old : 69.0 83.2 80.2 92.9 40.9 59.1 52.0 60.8
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 18, 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 11, 2022 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 18, 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 : 51,039: 6,540 125 0 42,000 48,355 48,540 48,480: 2,499 2,559
Old : 51,039: 6,540 125 0 42,000 48,355 48,540 48,480: 2,499 2,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 200: 0 0 0 200 200 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 0.2 0.0 82.3 94.7 95.1 95.0: 4.9 5.0
Old : 100.0: 12.8 0.2 0.0 82.3 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 : 73.2 82.6 91.6 91.3 73.2 82.6 91.0 90.8
Old : 73.2 82.6 91.6 91.3 73.2 82.6 91.0 90.8
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 18, 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 : 54,164: 7,410 6,125 0 44,449 45,474 51,859 51,599: 2,305 2,565
Old : 54,164: 7,410 6,125 0 44,449 45,474 51,859 51,599: 2,305 2,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 100: 0 0 0 100 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 11.3 0.0 82.1 84.0 95.7 95.3: 4.3 4.7
Old : 100.0: 13.7 11.3 0.0 82.1 84.0 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 91.2 77.4 80.4 91.7 90.7
Old : 77.4 80.4 92.3 91.2 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 18, 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 : 56,715: 9,790 500 635 43,750 53,625 54,175 54,760: 2,540 1,955
Old : 56,715: 9,790 500 635 43,750 53,625 54,175 54,760: 2,540 1,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 400: 120 -780 0 180 1,080 300 300: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 0.9 1.1 77.1 94.6 95.5 96.6: 4.5 3.4
Old : 100.0: 17.3 0.9 1.1 77.1 94.6 95.5 96.6: 4.5 3.4
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 : 32: 6 1 3 21 16 28 19:
Old : 32: 6 1 3 21 16 28 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 : 54.1 82.7 72.4 90.6 52.1 79.5 70.3 85.2
Old : 54.1 82.7 72.4 90.6 52.1 79.5 70.3 85.2
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 18, 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 : 54,155: 8,980 1,040 630 41,765 50,660 51,375 52,330: 2,780 1,825
Old : 54,155: 8,980 1,040 630 41,765 50,660 51,375 52,330: 2,780 1,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 90: 0 -900 70 -80 820 -10 -10: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 1.9 1.2 77.1 93.5 94.9 96.6: 5.1 3.4
Old : 100.0: 16.6 1.9 1.2 77.1 93.5 94.9 96.6: 5.1 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 5 2 4 20 16 27 20:
Old : 31: 5 2 4 20 16 27 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 : 55.9 81.3 73.4 89.3 53.5 77.5 70.8 82.9
Old : 55.9 81.3 73.4 89.3 53.5 77.5 70.8 82.9
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 18, 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 : 59,955: 18,655 1,150 1,225 35,390 53,005 55,270 55,380: 4,685 4,575
Old : 59,955: 18,655 1,150 1,225 35,390 53,005 55,270 55,380: 4,685 4,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: -1,405: 0 -600 0 -680 -80 -680 -680: -725 -725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.1 1.9 2.0 59.0 88.4 92.2 92.4: 7.8 7.6
Old : 100.0: 31.1 1.9 2.0 59.0 88.4 92.2 92.4: 7.8 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 5 1 1 23 19 28 21:
Old : 35: 5 1 1 23 19 28 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 : 49.0 62.1 68.2 77.7 44.5 59.0 58.2 68.5
Old : 49.0 62.1 68.2 77.7 44.5 59.0 58.2 68.5
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, January 18, 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 : 59,350: 17,955 1,150 1,225 35,865 52,610 55,045 54,985: 4,305 4,365
Old : 59,350: 17,955 1,150 1,225 35,865 52,610 55,045 54,985: 4,305 4,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: -1,210: 0 -600 0 -85 515 -85 -85: -1,125 -1,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 1.9 2.1 60.4 88.6 92.7 92.6: 7.3 7.4
Old : 100.0: 30.3 1.9 2.1 60.4 88.6 92.7 92.6: 7.3 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 5 1 1 22 20 27 22:
Old : 35: 5 1 1 22 20 27 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 60.2 70.4 76.5 43.5 56.5 58.4 66.8
Old : 49.6 60.2 70.4 76.5 43.5 56.5 58.4 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 46,585: 9,890 2,875 1,361 30,639 37,802 41,890 42,038: 4,695 4,547
Old : 46,585: 9,890 2,875 1,361 30,639 37,802 41,890 42,038: 4,695 4,547
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 153: 0 110 -10 188 78 178 178: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.2 6.2 2.9 65.8 81.1 89.9 90.2: 10.1 9.8
Old : 100.0: 21.2 6.2 2.9 65.8 81.1 89.9 90.2: 10.1 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 : 45.8 76.1 64.2 87.0 45.8 68.9 62.4 78.1
Old : 45.8 76.1 64.2 87.0 45.8 68.9 62.4 78.1
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 18, 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 : 41,360: 7,540 2,700 1,261 28,521 33,543 37,322 37,504: 4,038 3,856
Old : 41,360: 7,540 2,700 1,261 28,521 33,543 37,322 37,504: 4,038 3,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 156: 0 110 -10 191 81 181 181: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 6.5 3.0 69.0 81.1 90.2 90.7: 9.8 9.3
Old : 100.0: 18.2 6.5 3.0 69.0 81.1 90.2 90.7: 9.8 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 63.5 86.1 45.8 66.1 61.1 75.7
Old : 45.8 74.8 63.5 86.1 45.8 66.1 61.1 75.7
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 18, 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 : 214,222: 1,737 41,951 778 158,327 118,153 160,842 160,882: 53,380 53,340
Old : 214,222: 1,737 41,951 778 158,327 118,153 160,842 160,882: 53,380 53,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 8,159: -1,200 -35 0 7,822 6,657 6,622 6,622: 1,537 1,537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 19.6 0.4 73.9 55.2 75.1 75.1: 24.9 24.9
Old : 100.0: 0.8 19.6 0.4 73.9 55.2 75.1 75.1: 24.9 24.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 1 8 4 31 35 35 44:
Old : 46: 1 8 4 31 35 35 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 34.1 62.5 48.6 33.6 24.6 44.8 36.5
Old : 47.4 34.1 62.5 48.6 33.6 24.6 44.8 36.5
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 18, 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 : 201,350: 2,397 39,045 813 149,924 113,316 153,134 153,174: 48,216 48,176
Old : 201,350: 2,397 39,045 813 149,924 113,316 153,134 153,174: 48,216 48,176
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 7,245: -1,200 -35 0 6,999 5,834 5,799 5,799: 1,446 1,446
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 19.4 0.4 74.5 56.3 76.1 76.1: 23.9 23.9
Old : 100.0: 1.2 19.4 0.4 74.5 56.3 76.1 76.1: 23.9 23.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 1 8 5 31 34 36 43:
Old : 46: 1 8 5 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 : 43.1 33.8 62.2 49.0 29.9 25.0 44.2 36.7
Old : 43.1 33.8 62.2 49.0 29.9 25.0 44.2 36.7
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 18, 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 : 40,910: 2,625 18,440 600 35,970 20,165 39,195 39,205: 1,715 1,705
Old : 40,910: 2,625 18,440 600 35,970 20,165 39,195 39,205: 1,715 1,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 1,260: 300 0 0 1,020 1,260 1,320 1,260: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 45.1 1.5 87.9 49.3 95.8 95.8: 4.2 4.2
Old : 100.0: 6.4 45.1 1.5 87.9 49.3 95.8 95.8: 4.2 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 1 1 16 13 19 14:
Old : 22: 2 1 1 16 13 19 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 : 64.6 79.0 84.0 92.0 61.5 75.7 77.8 81.6
Old : 64.6 79.0 84.0 92.0 61.5 75.7 77.8 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 18, 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 : 49,291: 3,450 300 50 38,914 42,368 42,414 42,718: 6,877 6,573
Old : 49,291: 3,450 300 50 38,914 42,368 42,414 42,718: 6,877 6,573
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 580: 625 0 0 -250 545 375 545: 205 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 0.6 0.1 78.9 86.0 86.0 86.7: 14.0 13.3
Old : 100.0: 7.0 0.6 0.1 78.9 86.0 86.0 86.7: 14.0 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 1 18 22 20 24:
Old : 26: 2 1 1 18 22 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 : 45.2 42.8 67.0 67.2 29.7 29.7 42.4 43.4
Old : 45.2 42.8 67.0 67.2 29.7 29.7 42.4 43.4
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 18, 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 : 47,040: 3,520 300 615 36,125 39,655 40,260 40,570: 6,780 6,470
Old : 47,040: 3,520 300 615 36,125 39,655 40,260 40,570: 6,780 6,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 370: 625 0 -40 365 560 950 520: -580 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.6 1.3 76.8 84.3 85.6 86.2: 14.4 13.8
Old : 100.0: 7.5 0.6 1.3 76.8 84.3 85.6 86.2: 14.4 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 : 26: 2 1 2 15 22 17 25:
Old : 26: 2 1 2 15 22 17 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 48.3 71.7 66.0 42.0 36.2 50.2 50.3
Old : 54.1 48.3 71.7 66.0 42.0 36.2 50.2 50.3
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 18, 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 : 40,413: 2,575 4,275 24 32,020 30,730 34,619 35,029: 5,794 5,384
Old : 40,413: 2,575 4,275 24 32,020 30,730 34,619 35,029: 5,794 5,384
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 175: 0 300 0 -25 -325 -25 -25: 200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 10.6 0.1 79.2 76.0 85.7 86.7: 14.3 13.3
Old : 100.0: 6.4 10.6 0.1 79.2 76.0 85.7 86.7: 14.3 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 45.1 45.2 66.2 66.3 30.4 29.2 39.2 42.2
Old : 45.1 45.2 66.2 66.3 30.4 29.2 39.2 42.2
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 18, 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 : 44,579: 14,350 5,625 0 25,225 33,954 39,575 39,579: 5,004 5,000
Old : 44,579: 14,350 5,625 0 25,225 33,954 39,575 39,579: 5,004 5,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 55: 0 300 0 35 -265 35 35: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 12.6 0.0 56.6 76.2 88.8 88.8: 11.2 11.2
Old : 100.0: 32.2 12.6 0.0 56.6 76.2 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 : 59.8 54.3 75.6 76.6 44.8 44.0 51.7 53.9
Old : 59.8 54.3 75.6 76.6 44.8 44.0 51.7 53.9
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 18, 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 : 263,747: 17,957 1,242 10,383 188,070 205,105 216,410 216,730: 47,337 47,017
Old : 263,747: 17,957 1,242 10,383 188,070 205,105 216,410 216,730: 47,337 47,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 5,638: -80 -1,505 2,180 1,809 3,434 3,909 4,109: 1,729 1,529
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 0.5 3.9 71.3 77.8 82.1 82.2: 17.9 17.8
Old : 100.0: 6.8 0.5 3.9 71.3 77.8 82.1 82.2: 17.9 17.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 7 3 6 32 31 41 38:
Old : 45: 7 3 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 : 43.6 42.9 60.0 61.8 33.9 40.4 44.5 45.6
Old : 43.6 42.9 60.0 61.8 33.9 40.4 44.5 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 18, 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 : 200,944: 18,970 807 11,888 136,963 154,631 167,821 167,326: 33,123 33,618
Old : 200,944: 18,970 807 11,888 136,963 154,631 167,821 167,326: 33,123 33,618
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 2,772: 1,475 0 622 1,187 1,957 3,284 2,579: -512 193
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 0.4 5.9 68.2 77.0 83.5 83.3: 16.5 16.7
Old : 100.0: 9.4 0.4 5.9 68.2 77.0 83.5 83.3: 16.5 16.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 7 2 3 30 28 37 33:
Old : 42: 7 2 3 30 28 37 33:
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 : 35.8 42.2 60.9 68.8 29.9 37.4 41.7 46.3
Old : 35.8 42.2 60.9 68.8 29.9 37.4 41.7 46.3
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 18, 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 : 26,975: 495 675 105 24,210 23,730 24,810 24,510: 2,165 2,465
Old : 26,975: 495 675 105 24,210 23,730 24,810 24,510: 2,165 2,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 1,000: 0 0 0 740 500 740 500: 260 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 2.5 0.4 89.7 88.0 92.0 90.9: 8.0 9.1
Old : 100.0: 1.8 2.5 0.4 89.7 88.0 92.0 90.9: 8.0 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 : 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 : 70.9 86.1 85.7 90.0 67.2 80.0 79.1 81.9
Old : 70.9 86.1 85.7 90.0 67.2 80.0 79.1 81.9
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 18, 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 : 26,760: 50 935 300 24,315 23,130 24,665 24,365: 2,095 2,395
Old : 26,760: 50 935 300 24,315 23,130 24,665 24,365: 2,095 2,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 11, 2022 :
: 1,200: 0 0 0 740 500 740 500: 460 700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 3.5 1.1 90.9 86.4 92.2 91.1: 7.8 8.9
Old : 100.0: 0.2 3.5 1.1 90.9 86.4 92.2 91.1: 7.8 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 73.2 84.5 87.4 90.0 69.5 78.4 80.6 81.1
Old : 73.2 84.5 87.4 90.0 69.5 78.4 80.6 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 21, 2022