PJM TRI-Q RECs CLASS 1 V2022 - NODAL EXCHANGE Code-006NDF
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 8,151: 2,151 900 0 6,000 7,251 8,151 8,151: 0 0
Old : 8,151: 2,151 900 0 6,000 7,251 8,151 8,151: 0 0
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2022 :
: 50: 50 0 0 0 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 11.0 0.0 73.6 89.0 100.0 100.0: 0.0 0.0
Old : 100.0: 26.4 11.0 0.0 73.6 89.0 100.0 100.0: 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 : 73.6 74.8 98.8 93.9 73.6 74.8 98.8 93.9
Old : 73.6 74.8 98.8 93.9 73.6 74.8 98.8 93.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TX GREEN-E REC V24 FRONT HALF - NODAL EXCHANGE Code-006NFH
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 3,605: 200 1,987 0 3,143 1,368 3,343 3,355: 262 250
Old : 3,605: 200 1,987 0 3,143 1,368 3,343 3,355: 262 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2022 :
: 480: 25 83 0 460 397 485 480: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 55.1 0.0 87.2 37.9 92.7 93.1: 7.3 6.9
Old : 100.0: 5.5 55.1 0.0 87.2 37.9 92.7 93.1: 7.3 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 7 0 8 7 9 14:
Old : 21: 1 7 0 8 7 9 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 : 85.8 59.7 92.0 83.8 84.4 59.7 90.0 82.4
Old : 85.8 59.7 92.0 83.8 84.4 59.7 90.0 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 87,098: 720 700 0 82,144 82,317 82,864 83,017: 4,234 4,081
Old : 87,098: 720 700 0 82,144 82,317 82,864 83,017: 4,234 4,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2022 :
: 1,580: 0 0 0 1,580 1,580 1,580 1,580: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.8 0.0 94.3 94.5 95.1 95.3: 4.9 4.7
Old : 100.0: 0.8 0.8 0.0 94.3 94.5 95.1 95.3: 4.9 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 : 23: 1 1 0 17 17 18 18:
Old : 23: 1 1 0 17 17 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.8 64.5 89.7 86.3 77.6 63.4 83.4 81.9
Old : 80.8 64.5 89.7 86.3 77.6 63.4 83.4 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE Code-064AAB
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 71,473: 495 0 0 65,982 66,428 66,477 66,428: 4,996 5,045
Old : 71,473: 495 0 0 65,982 66,428 66,477 66,428: 4,996 5,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2022 :
: 1,635: 0 0 0 1,570 1,570 1,570 1,570: 65 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.0 92.3 92.9 93.0 92.9: 7.0 7.1
Old : 100.0: 0.7 0.0 0.0 92.3 92.9 93.0 92.9: 7.0 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 17 17 18 17:
Old : 22: 1 0 0 17 17 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 : 78.2 65.0 88.0 83.2 74.9 64.0 81.1 80.3
Old : 78.2 65.0 88.0 83.2 74.9 64.0 81.1 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 26,472: 530 1,952 1,147 22,602 20,583 24,279 23,682: 2,193 2,790
Old : 26,472: 530 1,952 1,147 22,602 20,583 24,279 23,682: 2,193 2,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2022 :
: -786: 0 250 0 -925 -1,175 -925 -925: 139 139
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 7.4 4.3 85.4 77.8 91.7 89.5: 8.3 10.5
Old : 100.0: 2.0 7.4 4.3 85.4 77.8 91.7 89.5: 8.3 10.5
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 : 26: 1 3 3 17 18 20 22:
Old : 26: 1 3 3 17 18 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 : 52.4 54.7 75.1 75.2 48.6 50.6 63.7 63.8
Old : 52.4 54.7 75.1 75.2 48.6 50.6 63.7 63.8
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, February 15, 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 : 20,467: 308 4,762 60 17,760 13,406 18,128 18,228: 2,339 2,239
Old : 20,467: 308 4,762 60 17,760 13,406 18,128 18,228: 2,339 2,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2022 :
: -63: 0 250 0 -641 -731 -641 -481: 578 418
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 23.3 0.3 86.8 65.5 88.6 89.1: 11.4 10.9
Old : 100.0: 1.5 23.3 0.3 86.8 65.5 88.6 89.1: 11.4 10.9
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 : 22: 1 4 1 12 12 14 16:
Old : 22: 1 4 1 12 12 14 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 : 54.1 56.4 74.3 76.6 47.0 46.7 59.2 57.2
Old : 54.1 56.4 74.3 76.6 47.0 46.7 59.2 57.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 95,160: 9,640 1,838 0 69,505 77,072 79,145 78,910: 16,015 16,250
Old : 95,160: 9,640 1,838 0 69,505 77,072 79,145 78,910: 16,015 16,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2022 :
: 60: 0 0 0 60 60 60 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 1.9 0.0 73.0 81.0 83.2 82.9: 16.8 17.1
Old : 100.0: 10.1 1.9 0.0 73.0 81.0 83.2 82.9: 16.8 17.1
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: 1 4 0 21 21 22 25:
Old : 28: 1 4 0 21 21 22 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 : 54.8 49.8 70.5 69.7 50.9 48.4 63.1 62.2
Old : 54.8 49.8 70.5 69.7 50.9 48.4 63.1 62.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 96,391: 15,640 1,238 275 60,469 75,144 76,384 76,657: 20,007 19,734
Old : 96,391: 15,640 1,238 275 60,469 75,144 76,384 76,657: 20,007 19,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2022 :
: 60: 0 0 0 60 60 60 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 1.3 0.3 62.7 78.0 79.2 79.5: 20.8 20.5
Old : 100.0: 16.2 1.3 0.3 62.7 78.0 79.2 79.5: 20.8 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 3 1 20 21 23 25:
Old : 29: 3 3 1 20 21 23 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 : 44.2 47.2 62.9 66.6 40.3 46.5 56.5 60.0
Old : 44.2 47.2 62.9 66.6 40.3 46.5 56.5 60.0
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, February 15, 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 : 25,294: 275 10,350 200 21,189 11,629 21,664 22,179: 3,630 3,115
Old : 25,294: 275 10,350 200 21,189 11,629 21,664 22,179: 3,630 3,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2022 :
: 615: 0 0 0 615 615 615 615: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 40.9 0.8 83.8 46.0 85.6 87.7: 14.4 12.3
Old : 100.0: 1.1 40.9 0.8 83.8 46.0 85.6 87.7: 14.4 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 4 1 21 11 24 15:
Old : 28: 2 4 1 21 11 24 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 : 45.0 68.5 59.6 81.9 40.5 64.6 53.1 68.4
Old : 45.0 68.5 59.6 81.9 40.5 64.6 53.1 68.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 25,299: 275 10,350 200 21,169 11,609 21,644 22,159: 3,655 3,140
Old : 25,299: 275 10,350 200 21,169 11,609 21,644 22,159: 3,655 3,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2022 :
: 615: 0 0 0 615 615 615 615: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 40.9 0.8 83.7 45.9 85.6 87.6: 14.4 12.4
Old : 100.0: 1.1 40.9 0.8 83.7 45.9 85.6 87.6: 14.4 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 4 1 21 11 24 15:
Old : 28: 2 4 1 21 11 24 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 : 44.9 68.5 59.5 81.8 40.6 64.6 53.1 68.5
Old : 44.9 68.5 59.5 81.8 40.6 64.6 53.1 68.5
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, February 15, 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 : 28,310: 6,675 25 520 19,751 26,401 26,946 26,946: 1,364 1,364
Old : 28,310: 6,675 25 520 19,751 26,401 26,946 26,946: 1,364 1,364
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2022 :
: 517: 0 0 0 315 315 315 315: 202 202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 0.1 1.8 69.8 93.3 95.2 95.2: 4.8 4.8
Old : 100.0: 23.6 0.1 1.8 69.8 93.3 95.2 95.2: 4.8 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 72.5 87.0 82.4 94.0 47.4 64.9 57.0 66.0
Old : 72.5 87.0 82.4 94.0 47.4 64.9 57.0 66.0
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, February 15, 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 : 22,643: 5,749 0 545 15,619 21,368 21,913 21,913: 730 730
Old : 22,643: 5,749 0 545 15,619 21,368 21,913 21,913: 730 730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2022 :
: 533: 0 0 0 465 465 465 465: 68 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 0.0 2.4 69.0 94.4 96.8 96.8: 3.2 3.2
Old : 100.0: 25.4 0.0 2.4 69.0 94.4 96.8 96.8: 3.2 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 : 22: 3 0 2 18 11 21 13:
Old : 22: 3 0 2 18 11 21 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 : 66.0 87.1 78.6 95.4 37.9 60.3 50.1 61.2
Old : 66.0 87.1 78.6 95.4 37.9 60.3 50.1 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_mo_on_dap - NODAL EXCHANGE Code-064ERM
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 47,964: 5,275 100 0 40,046 45,471 45,321 45,571: 2,643 2,393
Old : 47,964: 5,275 100 0 40,046 45,471 45,321 45,571: 2,643 2,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2022 :
: 720: 0 0 0 720 720 720 720: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 0.2 0.0 83.5 94.8 94.5 95.0: 5.5 5.0
Old : 100.0: 11.0 0.2 0.0 83.5 94.8 94.5 95.0: 5.5 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 15 16 17 17:
Old : 24: 2 1 0 15 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 : 73.3 82.6 91.7 90.9 73.3 82.6 91.1 90.1
Old : 73.3 82.6 91.7 90.9 73.3 82.6 91.1 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_mo_off_dap - NODAL EXCHANGE Code-064ERN
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 51,407: 6,210 6,100 0 42,736 42,896 48,946 48,996: 2,461 2,411
Old : 51,407: 6,210 6,100 0 42,736 42,896 48,946 48,996: 2,461 2,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2022 :
: 875: 0 0 0 875 875 875 875: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 11.9 0.0 83.1 83.4 95.2 95.3: 4.8 4.7
Old : 100.0: 12.1 11.9 0.0 83.1 83.4 95.2 95.3: 4.8 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 : 25: 2 2 0 16 15 18 17:
Old : 25: 2 2 0 16 15 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 : 76.4 79.9 91.9 90.5 76.4 79.9 91.4 89.8
Old : 76.4 79.9 91.9 90.5 76.4 79.9 91.4 89.8
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, February 15, 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 : 57,535: 9,120 505 605 45,455 54,620 55,180 55,730: 2,355 1,805
Old : 57,535: 9,120 505 605 45,455 54,620 55,180 55,730: 2,355 1,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2022 :
: 2,340: 0 0 0 2,340 2,340 2,340 2,340: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 0.9 1.1 79.0 94.9 95.9 96.9: 4.1 3.1
Old : 100.0: 15.9 0.9 1.1 79.0 94.9 95.9 96.9: 4.1 3.1
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 : 32: 5 2 3 21 16 28 19:
Old : 32: 5 2 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 : 56.7 82.9 74.4 90.4 54.7 78.8 71.8 83.8
Old : 56.7 82.9 74.4 90.4 54.7 78.8 71.8 83.8
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, February 15, 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 : 55,455: 8,545 1,015 605 44,220 52,245 53,370 53,865: 2,085 1,590
Old : 55,455: 8,545 1,015 605 44,220 52,245 53,370 53,865: 2,085 1,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2022 :
: 2,340: 0 0 0 2,340 2,340 2,340 2,340: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 1.8 1.1 79.7 94.2 96.2 97.1: 3.8 2.9
Old : 100.0: 15.4 1.8 1.1 79.7 94.2 96.2 97.1: 3.8 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 2 4 21 16 28 20:
Old : 32: 5 2 4 21 16 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 : 59.1 82.0 76.3 89.3 56.7 79.0 73.2 83.1
Old : 59.1 82.0 76.3 89.3 56.7 79.0 73.2 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 56,220: 17,040 1,100 1,175 33,740 49,785 51,955 52,060: 4,265 4,160
Old : 56,220: 17,040 1,100 1,175 33,740 49,785 51,955 52,060: 4,265 4,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2022 :
: 475: 0 0 0 650 650 650 650: -175 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 2.0 2.1 60.0 88.6 92.4 92.6: 7.6 7.4
Old : 100.0: 30.3 2.0 2.1 60.0 88.6 92.4 92.6: 7.6 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 24 20 29 22:
Old : 35: 5 1 1 24 20 29 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.0 56.2 68.8 77.6 44.4 52.4 59.6 67.2
Old : 50.0 56.2 68.8 77.6 44.4 52.4 59.6 67.2
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, February 15, 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 : 55,165: 16,635 1,335 990 33,795 49,040 51,420 51,365: 3,745 3,800
Old : 55,165: 16,635 1,335 990 33,795 49,040 51,420 51,365: 3,745 3,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2022 :
: -50: 0 0 0 200 200 200 200: -250 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 2.4 1.8 61.3 88.9 93.2 93.1: 6.8 6.9
Old : 100.0: 30.2 2.4 1.8 61.3 88.9 93.2 93.1: 6.8 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 4 2 1 23 20 28 22:
Old : 35: 4 2 1 23 20 28 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 : 51.7 53.4 71.1 75.3 43.6 48.3 60.4 64.0
Old : 51.7 53.4 71.1 75.3 43.6 48.3 60.4 64.0
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, February 15, 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 : 53,749: 13,555 2,965 905 33,826 44,611 48,286 48,481: 5,463 5,268
Old : 53,749: 13,555 2,965 905 33,826 44,611 48,286 48,481: 5,463 5,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2022 :
: 865: 500 0 0 260 820 760 820: 105 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 5.5 1.7 62.9 83.0 89.8 90.2: 10.2 9.8
Old : 100.0: 25.2 5.5 1.7 62.9 83.0 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: 5 2 2 24 13 30 16:
Old : 33: 5 2 2 24 13 30 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 : 42.4 76.6 62.3 85.3 41.7 71.6 60.9 79.7
Old : 42.4 76.6 62.3 85.3 41.7 71.6 60.9 79.7
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, February 15, 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 : 48,699: 9,780 3,015 550 33,972 40,983 44,302 44,548: 4,397 4,151
Old : 48,699: 9,780 3,015 550 33,972 40,983 44,302 44,548: 4,397 4,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2022 :
: 820: -580 0 -45 1,595 1,095 970 1,050: -150 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 6.2 1.1 69.8 84.2 91.0 91.5: 9.0 8.5
Old : 100.0: 20.1 6.2 1.1 69.8 84.2 91.0 91.5: 9.0 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 5 2 2 23 13 29 16:
Old : 32: 5 2 2 23 13 29 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 : 40.6 75.0 61.7 85.4 38.7 67.3 58.3 75.6
Old : 40.6 75.0 61.7 85.4 38.7 67.3 58.3 75.6
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, February 15, 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 : 223,607: 3,041 36,944 3,496 162,307 128,424 168,844 168,864: 54,763 54,743
Old : 223,607: 3,041 36,944 3,496 162,307 128,424 168,844 168,864: 54,763 54,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2022 :
: 3,060: 465 300 0 1,596 1,761 2,061 2,061: 999 999
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 16.5 1.6 72.6 57.4 75.5 75.5: 24.5 24.5
Old : 100.0: 1.4 16.5 1.6 72.6 57.4 75.5 75.5: 24.5 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 46: 1 8 4 32 34 36 43:
Old : 46: 1 8 4 32 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 : 41.7 33.1 61.0 49.4 27.6 23.3 42.2 34.6
Old : 41.7 33.1 61.0 49.4 27.6 23.3 42.2 34.6
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, February 15, 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 : 208,816: 3,551 32,591 3,218 152,469 123,449 159,238 159,258: 49,578 49,558
Old : 208,816: 3,551 32,591 3,218 152,469 123,449 159,238 159,258: 49,578 49,558
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2022 :
: 1,529: 465 -780 0 -47 1,198 418 418: 1,111 1,111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 15.6 1.5 73.0 59.1 76.3 76.3: 23.7 23.7
Old : 100.0: 1.7 15.6 1.5 73.0 59.1 76.3 76.3: 23.7 23.7
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 : 46: 1 8 5 31 36 36 45:
Old : 46: 1 8 5 31 36 36 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 32.1 56.8 50.7 24.2 23.5 39.7 33.9
Old : 39.5 32.1 56.8 50.7 24.2 23.5 39.7 33.9
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, February 15, 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 : 36,920: 2,225 9,310 550 32,995 25,915 35,770 35,775: 1,150 1,145
Old : 36,920: 2,225 9,310 550 32,995 25,915 35,770 35,775: 1,150 1,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2022 :
: -1,890: -400 -1,930 -50 -45 1,480 -495 -500: -1,395 -1,390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 25.2 1.5 89.4 70.2 96.9 96.9: 3.1 3.1
Old : 100.0: 6.0 25.2 1.5 89.4 70.2 96.9 96.9: 3.1 3.1
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 : 22: 2 1 1 15 14 18 15:
Old : 22: 2 1 1 15 14 18 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 : 61.1 69.4 83.1 92.4 54.3 61.8 71.1 73.0
Old : 61.1 69.4 83.1 92.4 54.3 61.8 71.1 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE Code-064FKA
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 50,697: 0 435 2,178 40,734 40,479 42,912 43,092: 7,785 7,605
Old : 50,697: 0 435 2,178 40,734 40,479 42,912 43,092: 7,785 7,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2022 :
: 1,053: -2,375 160 1,353 1,860 -675 838 838: 215 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.9 4.3 80.3 79.8 84.6 85.0: 15.4 15.0
Old : 100.0: 0.0 0.9 4.3 80.3 79.8 84.6 85.0: 15.4 15.0
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 : 27: 0 3 2 20 22 22 25:
Old : 27: 0 3 2 20 22 22 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 : 42.1 44.9 64.7 63.0 21.2 22.7 31.2 32.7
Old : 42.1 44.9 64.7 63.0 21.2 22.7 31.2 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_mo_off_rtp - NODAL EXCHANGE Code-064FKB
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 48,685: 625 365 2,635 37,975 38,430 41,235 41,430: 7,450 7,255
Old : 48,685: 625 365 2,635 37,975 38,430 41,235 41,430: 7,450 7,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2022 :
: 940: -1,410 90 1,285 815 -685 690 690: 250 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 0.7 5.4 78.0 78.9 84.7 85.1: 15.3 14.9
Old : 100.0: 1.3 0.7 5.4 78.0 78.9 84.7 85.1: 15.3 14.9
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 : 27: 1 2 2 18 24 20 27:
Old : 27: 1 2 2 18 24 20 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 42.7 71.4 61.9 32.1 23.8 37.1 35.0
Old : 51.3 42.7 71.4 61.9 32.1 23.8 37.1 35.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_mo_on_rtp - NODAL EXCHANGE Code-064FKC
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 41,621: 6,850 3,150 12 29,505 33,575 36,367 36,737: 5,254 4,884
Old : 41,621: 6,850 3,150 12 29,505 33,575 36,367 36,737: 5,254 4,884
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2022 :
: 2,050: 2,500 -300 0 -420 2,380 2,080 2,080: -30 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 7.6 0.0 70.9 80.7 87.4 88.3: 12.6 11.7
Old : 100.0: 16.5 7.6 0.0 70.9 80.7 87.4 88.3: 12.6 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 1 18 21 20 23:
Old : 25: 2 1 1 18 21 20 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 : 51.1 46.1 70.3 65.9 37.8 30.4 44.8 43.6
Old : 51.1 46.1 70.3 65.9 37.8 30.4 44.8 43.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_mo_off_rtp - NODAL EXCHANGE Code-064FKD
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 15, 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 : 45,354: 16,775 3,825 0 23,805 36,739 40,580 40,564: 4,774 4,790
Old : 45,354: 16,775 3,825 0 23,805 36,739 40,580 40,564: 4,774 4,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2022 :
: 1,640: 1,500 -300 0 200 2,000 1,700 1,700: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 8.4 0.0 52.5 81.0 89.5 89.4: 10.5 10.6
Old : 100.0: 37.0 8.4 0.0 52.5 81.0 89.5 89.4: 10.5 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 0 17 18 19 19:
Old : 23: 2 1 0 17 18 19 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 : 61.4 56.1 77.1 76.4 47.6 44.6 52.5 52.7
Old : 61.4 56.1 77.1 76.4 47.6 44.6 52.5 52.7
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, February 15, 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 : 256,551: 13,245 4,481 7,885 188,873 197,772 210,003 210,138: 46,548 46,413
Old : 256,551: 13,245 4,481 7,885 188,873 197,772 210,003 210,138: 46,548 46,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2022 :
: 860: -1,950 1,870 -954 4,407 587 1,503 1,503: -643 -643
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 1.7 3.1 73.6 77.1 81.9 81.9: 18.1 18.1
Old : 100.0: 5.2 1.7 3.1 73.6 77.1 81.9 81.9: 18.1 18.1
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 : 45: 5 6 7 32 31 42 39:
Old : 45: 5 6 7 32 31 42 39:
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 : 44.3 42.7 57.7 60.7 33.9 39.1 43.6 43.9
Old : 44.3 42.7 57.7 60.7 33.9 39.1 43.6 43.9
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, February 15, 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 : 198,639: 19,655 5,986 6,784 137,583 151,357 164,022 164,127: 34,617 34,512
Old : 198,639: 19,655 5,986 6,784 137,583 151,357 164,022 164,127: 34,617 34,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2022 :
: 3,682: -1,430 2,050 -909 6,766 3,286 4,427 4,427: -745 -745
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 3.0 3.4 69.3 76.2 82.6 82.6: 17.4 17.4
Old : 100.0: 9.9 3.0 3.4 69.3 76.2 82.6 82.6: 17.4 17.4
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 : 43: 6 4 3 30 30 38 35:
Old : 43: 6 4 3 30 30 38 35:
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 : 36.0 44.8 56.7 67.6 32.4 38.8 44.9 48.1
Old : 36.0 44.8 56.7 67.6 32.4 38.8 44.9 48.1
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, February 15, 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 : 25,740: 410 510 105 22,795 22,395 23,310 23,010: 2,430 2,730
Old : 25,740: 410 510 105 22,795 22,395 23,310 23,010: 2,430 2,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2022 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 2.0 0.4 88.6 87.0 90.6 89.4: 9.4 10.6
Old : 100.0: 1.6 2.0 0.4 88.6 87.0 90.6 89.4: 9.4 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 70.3 85.4 85.0 88.7 66.7 78.7 78.3 80.5
Old : 70.3 85.4 85.0 88.7 66.7 78.7 78.3 80.5
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, February 15, 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 : 25,535: 25 830 240 22,890 21,785 23,155 22,855: 2,380 2,680
Old : 25,535: 25 830 240 22,890 21,785 23,155 22,855: 2,380 2,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 8, 2022 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 3.3 0.9 89.6 85.3 90.7 89.5: 9.3 10.5
Old : 100.0: 0.1 3.3 0.9 89.6 85.3 90.7 89.5: 9.3 10.5
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: 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 : 72.5 83.7 86.5 88.8 68.9 77.0 79.5 79.9
Old : 72.5 83.7 86.5 88.8 68.9 77.0 79.5 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 18, 2022