PJM TRI-Q RECs CLASS 1 V2022 - NODAL EXCHANGE Code-006NDF
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 15, 2022 :
: 0: 0 0 0 0 0 0 0: 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 V22 FRONT HALF - NODAL EXCHANGE Code-006NFF
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : 1000 Texas Green-e RECs :
: : :
All : 2,460: 547 1,788 0 1,913 660 2,460 2,448: 0 12
Old : 2,460: 547 1,788 0 1,913 660 2,460 2,448: 0 12
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2022 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 72.7 0.0 77.8 26.8 100.0 99.5: 0.0 0.5
Old : 100.0: 22.2 72.7 0.0 77.8 26.8 100.0 99.5: 0.0 0.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 6 3 0 10 4 16 7:
Old : 20: 6 3 0 10 4 16 7:
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 : 53.0 97.0 81.3 99.5 51.4 86.8 75.2 87.8
Old : 53.0 97.0 81.3 99.5 51.4 86.8 75.2 87.8
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 22, 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 : 3,730: 225 1,987 0 3,243 1,493 3,468 3,480: 262 250
Old : 3,730: 225 1,987 0 3,243 1,493 3,468 3,480: 262 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2022 :
: 125: 25 0 0 100 125 125 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 53.3 0.0 86.9 40.0 93.0 93.3: 7.0 6.7
Old : 100.0: 6.0 53.3 0.0 86.9 40.0 93.0 93.3: 7.0 6.7
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 : 22: 2 7 0 8 7 10 14:
Old : 22: 2 7 0 8 7 10 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 : 85.6 63.7 91.6 84.4 84.3 63.7 89.6 83.0
Old : 85.6 63.7 91.6 84.4 84.3 63.7 89.6 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
TX GREEN-E REC V24 BACK HALF - NODAL EXCHANGE Code-006NG3
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 3,208: 73 1,890 0 2,860 1,068 2,933 2,958: 275 250
Old : 3,208: 73 1,890 0 2,860 1,068 2,933 2,958: 275 250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2022 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 58.9 0.0 89.2 33.3 91.4 92.2: 8.6 7.8
Old : 100.0: 2.3 58.9 0.0 89.2 33.3 91.4 92.2: 8.6 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 6 0 8 6 10 12:
Old : 20: 2 6 0 8 6 10 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 : 82.9 66.9 89.9 87.5 80.3 65.0 84.9 83.3
Old : 82.9 66.9 89.9 87.5 80.3 65.0 84.9 83.3
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 22, 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 : 87,878: 720 700 0 82,824 83,117 83,544 83,817: 4,334 4,061
Old : 87,878: 720 700 0 82,824 83,117 83,544 83,817: 4,334 4,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2022 :
: 780: 0 0 0 680 800 680 800: 100 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.8 0.0 94.2 94.6 95.1 95.4: 4.9 4.6
Old : 100.0: 0.8 0.8 0.0 94.2 94.6 95.1 95.4: 4.9 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 : 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 : 80.4 64.0 89.5 86.4 76.9 62.8 82.9 81.1
Old : 80.4 64.0 89.5 86.4 76.9 62.8 82.9 81.1
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 22, 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 : 71,998: 495 0 0 66,462 67,028 66,957 67,028: 5,041 4,970
Old : 71,998: 495 0 0 66,462 67,028 66,957 67,028: 5,041 4,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2022 :
: 525: 0 0 0 480 600 480 600: 45 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.0 0.0 92.3 93.1 93.0 93.1: 7.0 6.9
Old : 100.0: 0.7 0.0 0.0 92.3 93.1 93.0 93.1: 7.0 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 : 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 : 78.1 65.0 87.7 83.3 74.4 63.7 80.5 79.7
Old : 78.1 65.0 87.7 83.3 74.4 63.7 80.5 79.7
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 22, 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 : 26,147: 890 1,902 1,012 21,917 20,308 23,819 23,222: 2,328 2,925
Old : 26,147: 890 1,902 1,012 21,917 20,308 23,819 23,222: 2,328 2,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2022 :
: -325: 360 -50 -135 -685 -275 -460 -460: 135 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 7.3 3.9 83.8 77.7 91.1 88.8: 8.9 11.2
Old : 100.0: 3.4 7.3 3.9 83.8 77.7 91.1 88.8: 8.9 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 : 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 : 50.7 53.5 74.1 72.9 44.5 49.3 61.1 62.6
Old : 50.7 53.5 74.1 72.9 44.5 49.3 61.1 62.6
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 22, 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 : 19,962: 308 4,352 240 17,050 13,106 17,598 17,698: 2,364 2,264
Old : 19,962: 308 4,352 240 17,050 13,106 17,598 17,698: 2,364 2,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2022 :
: -505: 0 -410 180 -710 -300 -530 -530: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 21.8 1.2 85.4 65.7 88.2 88.7: 11.8 11.3
Old : 100.0: 1.5 21.8 1.2 85.4 65.7 88.2 88.7: 11.8 11.3
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: 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 : 51.3 54.2 72.6 75.0 42.2 45.2 55.4 54.3
Old : 51.3 54.2 72.6 75.0 42.2 45.2 55.4 54.3
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 22, 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 : 94,753: 9,640 1,838 0 69,623 77,190 79,263 79,028: 15,490 15,725
Old : 94,753: 9,640 1,838 0 69,623 77,190 79,263 79,028: 15,490 15,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2022 :
: -407: 0 0 0 118 118 118 118: -525 -525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 1.9 0.0 73.5 81.5 83.7 83.4: 16.3 16.6
Old : 100.0: 10.2 1.9 0.0 73.5 81.5 83.7 83.4: 16.3 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 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 : 58.7 49.4 74.0 69.9 55.0 47.9 67.3 63.2
Old : 58.7 49.4 74.0 69.9 55.0 47.9 67.3 63.2
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 22, 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 : 94,857: 15,640 1,238 275 60,876 75,551 76,791 77,064: 18,066 17,793
Old : 94,857: 15,640 1,238 275 60,876 75,551 76,791 77,064: 18,066 17,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2022 :
: -1,534: 0 0 0 407 407 407 407: -1,941 -1,941
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 1.3 0.3 64.2 79.6 81.0 81.2: 19.0 18.8
Old : 100.0: 16.5 1.3 0.3 64.2 79.6 81.0 81.2: 19.0 18.8
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 : 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 : 48.1 48.5 67.0 68.2 44.3 47.8 61.1 61.5
Old : 48.1 48.5 67.0 68.2 44.3 47.8 61.1 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 10,275 200 20,589 11,104 21,064 21,579: 4,230 3,715
Old : 25,294: 275 10,275 200 20,589 11,104 21,064 21,579: 4,230 3,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2022 :
: 0: 0 -75 0 -600 -525 -600 -600: 600 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 40.6 0.8 81.4 43.9 83.3 85.3: 16.7 14.7
Old : 100.0: 1.1 40.6 0.8 81.4 43.9 83.3 85.3: 16.7 14.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 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 : 42.6 66.1 57.3 79.5 38.2 62.3 50.7 66.1
Old : 42.6 66.1 57.3 79.5 38.2 62.3 50.7 66.1
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 22, 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 10,275 200 20,569 11,084 21,044 21,559: 4,255 3,740
Old : 25,299: 275 10,275 200 20,569 11,084 21,044 21,559: 4,255 3,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2022 :
: 0: 0 -75 0 -600 -525 -600 -600: 600 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 40.6 0.8 81.3 43.8 83.2 85.2: 16.8 14.8
Old : 100.0: 1.1 40.6 0.8 81.3 43.8 83.2 85.2: 16.8 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 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 : 42.5 66.1 57.2 79.4 38.2 62.3 50.8 66.1
Old : 42.5 66.1 57.2 79.4 38.2 62.3 50.8 66.1
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 22, 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 : 32,555: 6,760 25 520 21,753 28,488 29,033 29,033: 3,522 3,522
Old : 32,555: 6,760 25 520 21,753 28,488 29,033 29,033: 3,522 3,522
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2022 :
: 4,245: 85 0 0 2,002 2,087 2,087 2,087: 2,158 2,158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 0.1 1.6 66.8 87.5 89.2 89.2: 10.8 10.8
Old : 100.0: 20.8 0.1 1.6 66.8 87.5 89.2 89.2: 10.8 10.8
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 : 23: 2 1 1 19 10 21 12:
Old : 23: 2 1 1 19 10 21 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 : 63.3 80.1 74.7 87.8 41.4 57.7 50.0 59.3
Old : 63.3 80.1 74.7 87.8 41.4 57.7 50.0 59.3
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 22, 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 : 27,280: 5,834 0 545 18,440 24,274 24,819 24,819: 2,461 2,461
Old : 27,280: 5,834 0 545 18,440 24,274 24,819 24,819: 2,461 2,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2022 :
: 4,637: 85 0 0 2,821 2,906 2,906 2,906: 1,731 1,731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 0.0 2.0 67.6 89.0 91.0 91.0: 9.0 9.0
Old : 100.0: 21.4 0.0 2.0 67.6 89.0 91.0 91.0: 9.0 9.0
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 : 23: 3 0 2 19 11 22 13:
Old : 23: 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 : 61.5 80.5 74.5 89.6 32.2 54.1 43.0 54.1
Old : 61.5 80.5 74.5 89.6 32.2 54.1 43.0 54.1
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 22, 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 : 47,893: 5,275 100 0 39,975 45,400 45,250 45,500: 2,643 2,393
Old : 47,893: 5,275 100 0 39,975 45,400 45,250 45,500: 2,643 2,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2022 :
: -71: 0 0 0 -71 -71 -71 -71: 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 : 73.4 82.8 91.8 91.0 73.4 82.8 91.2 90.2
Old : 73.4 82.8 91.8 91.0 73.4 82.8 91.2 90.2
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 22, 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 : 51,336: 6,210 6,100 0 42,665 42,825 48,875 48,925: 2,461 2,411
Old : 51,336: 6,210 6,100 0 42,665 42,825 48,875 48,925: 2,461 2,411
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2022 :
: -71: 0 0 0 -71 -71 -71 -71: 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 : 76.5 80.0 92.1 90.6 76.5 80.0 91.5 89.9
Old : 76.5 80.0 92.1 90.6 76.5 80.0 91.5 89.9
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 22, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 61,100: 9,120 505 605 48,855 58,020 58,580 59,130: 2,520 1,970
Old : 61,100: 9,120 505 605 48,855 58,020 58,580 59,130: 2,520 1,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2022 :
: 3,565: 0 0 0 3,400 3,400 3,400 3,400: 165 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 0.8 1.0 80.0 95.0 95.9 96.8: 4.1 3.2
Old : 100.0: 14.9 0.8 1.0 80.0 95.0 95.9 96.8: 4.1 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 : 32: 5 2 3 21 17 28 20:
Old : 32: 5 2 3 21 17 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 : 56.7 83.6 74.1 90.7 54.9 78.4 71.7 83.1
Old : 56.7 83.6 74.1 90.7 54.9 78.4 71.7 83.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 22, 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 : 58,505: 8,545 1,015 605 47,070 55,095 56,220 56,715: 2,285 1,790
Old : 58,505: 8,545 1,015 605 47,070 55,095 56,220 56,715: 2,285 1,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2022 :
: 3,050: 0 0 0 2,850 2,850 2,850 2,850: 200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 1.7 1.0 80.5 94.2 96.1 96.9: 3.9 3.1
Old : 100.0: 14.6 1.7 1.0 80.5 94.2 96.1 96.9: 3.9 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 4 21 17 28 21:
Old : 32: 5 2 4 21 17 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 : 58.7 82.5 75.8 89.5 56.4 78.3 72.8 82.2
Old : 58.7 82.5 75.8 89.5 56.4 78.3 72.8 82.2
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 22, 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 : 55,320: 17,040 1,100 1,175 32,840 48,885 51,055 51,160: 4,265 4,160
Old : 55,320: 17,040 1,100 1,175 32,840 48,885 51,055 51,160: 4,265 4,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2022 :
: -900: 0 0 0 -900 -900 -900 -900: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 2.0 2.1 59.4 88.4 92.3 92.5: 7.7 7.5
Old : 100.0: 30.8 2.0 2.1 59.4 88.4 92.3 92.5: 7.7 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 50.8 54.5 69.9 76.3 45.1 51.4 60.6 66.5
Old : 50.8 54.5 69.9 76.3 45.1 51.4 60.6 66.5
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, February 22, 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 : 54,265: 16,635 1,335 990 32,895 48,140 50,520 50,465: 3,745 3,800
Old : 54,265: 16,635 1,335 990 32,895 48,140 50,520 50,465: 3,745 3,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2022 :
: -900: 0 0 0 -900 -900 -900 -900: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 2.5 1.8 60.6 88.7 93.1 93.0: 6.9 7.0
Old : 100.0: 30.7 2.5 1.8 60.6 88.7 93.1 93.0: 6.9 7.0
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 : 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 : 52.5 51.4 72.3 74.0 44.3 47.3 61.4 63.3
Old : 52.5 51.4 72.3 74.0 44.3 47.3 61.4 63.3
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 22, 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 : 54,264: 13,905 2,965 905 33,961 45,096 48,771 48,966: 5,493 5,298
Old : 54,264: 13,905 2,965 905 33,961 45,096 48,771 48,966: 5,493 5,298
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2022 :
: 515: 350 0 0 135 485 485 485: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 5.5 1.7 62.6 83.1 89.9 90.2: 10.1 9.8
Old : 100.0: 25.6 5.5 1.7 62.6 83.1 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: 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 : 42.6 75.4 61.8 84.1 41.8 70.2 59.5 78.1
Old : 42.6 75.4 61.8 84.1 41.8 70.2 59.5 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, February 22, 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 : 48,494: 10,130 3,015 550 33,447 40,808 44,127 44,373: 4,367 4,121
Old : 48,494: 10,130 3,015 550 33,447 40,808 44,127 44,373: 4,367 4,121
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2022 :
: -205: 350 0 0 -525 -175 -175 -175: -30 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 6.2 1.1 69.0 84.2 91.0 91.5: 9.0 8.5
Old : 100.0: 20.9 6.2 1.1 69.0 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 : 39.7 74.3 60.7 85.0 39.5 66.0 56.9 74.2
Old : 39.7 74.3 60.7 85.0 39.5 66.0 56.9 74.2
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 22, 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 : 237,519: 3,041 37,479 3,596 171,641 137,223 178,278 178,298: 59,241 59,221
Old : 237,519: 3,041 37,479 3,596 171,641 137,223 178,278 178,298: 59,241 59,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2022 :
: 13,912: 0 535 100 9,334 8,799 9,434 9,434: 4,478 4,478
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 15.8 1.5 72.3 57.8 75.1 75.1: 24.9 24.9
Old : 100.0: 1.3 15.8 1.5 72.3 57.8 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 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 : 44.1 32.7 61.1 49.2 30.1 23.4 43.2 34.1
Old : 44.1 32.7 61.1 49.2 30.1 23.4 43.2 34.1
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 22, 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 : 218,515: 3,551 33,026 3,318 157,795 128,340 164,664 164,684: 53,851 53,831
Old : 218,515: 3,551 33,026 3,318 157,795 128,340 164,664 164,684: 53,851 53,831
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2022 :
: 9,699: 0 435 100 5,326 4,891 5,426 5,426: 4,273 4,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 15.1 1.5 72.2 58.7 75.4 75.4: 24.6 24.6
Old : 100.0: 1.6 15.1 1.5 72.2 58.7 75.4 75.4: 24.6 24.6
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 : 46: 1 8 5 31 35 36 44:
Old : 46: 1 8 5 31 35 36 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 : 41.0 32.8 57.4 50.7 27.5 23.6 40.5 34.9
Old : 41.0 32.8 57.4 50.7 27.5 23.6 40.5 34.9
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 22, 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 : 37,155: 2,525 8,710 550 32,930 26,750 36,005 36,010: 1,150 1,145
Old : 37,155: 2,525 8,710 550 32,930 26,750 36,005 36,010: 1,150 1,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2022 :
: 235: 300 -600 0 -65 835 235 235: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 23.4 1.5 88.6 72.0 96.9 96.9: 3.1 3.1
Old : 100.0: 6.8 23.4 1.5 88.6 72.0 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 14 14 17 15:
Old : 22: 2 1 1 14 14 17 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 : 62.4 70.2 83.4 92.7 56.3 63.1 73.9 75.7
Old : 62.4 70.2 83.4 92.7 56.3 63.1 73.9 75.7
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 22, 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 : 51,554: 0 3,035 2,035 41,809 38,954 43,844 44,024: 7,710 7,530
Old : 51,554: 0 3,035 2,035 41,809 38,954 43,844 44,024: 7,710 7,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2022 :
: 857: 0 2,600 -143 1,075 -1,525 932 932: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.9 3.9 81.1 75.6 85.0 85.4: 15.0 14.6
Old : 100.0: 0.0 5.9 3.9 81.1 75.6 85.0 85.4: 15.0 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 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 : 41.6 43.9 63.9 64.4 21.7 23.2 30.8 33.8
Old : 41.6 43.9 63.9 64.4 21.7 23.2 30.8 33.8
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 22, 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 : 48,730: 500 365 2,635 38,145 38,475 41,280 41,475: 7,450 7,255
Old : 48,730: 500 365 2,635 38,145 38,475 41,280 41,475: 7,450 7,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2022 :
: 45: -125 0 0 170 45 45 45: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.7 5.4 78.3 79.0 84.7 85.1: 15.3 14.9
Old : 100.0: 1.0 0.7 5.4 78.3 79.0 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 : 51.5 42.5 71.6 61.5 32.6 23.8 37.0 35.0
Old : 51.5 42.5 71.6 61.5 32.6 23.8 37.0 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 22, 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 : 44,611: 9,075 3,075 87 30,245 36,615 39,407 39,777: 5,204 4,834
Old : 44,611: 9,075 3,075 87 30,245 36,615 39,407 39,777: 5,204 4,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2022 :
: 2,990: 2,225 -75 75 740 3,040 3,040 3,040: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.3 6.9 0.2 67.8 82.1 88.3 89.2: 11.7 10.8
Old : 100.0: 20.3 6.9 0.2 67.8 82.1 88.3 89.2: 11.7 10.8
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 : 25: 2 1 2 18 21 21 23:
Old : 25: 2 1 2 18 21 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 45.0 71.9 65.1 40.9 32.8 48.1 45.6
Old : 54.0 45.0 71.9 65.1 40.9 32.8 48.1 45.6
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 22, 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 : 46,344: 16,330 3,725 0 24,770 37,359 41,100 41,084: 5,244 5,260
Old : 46,344: 16,330 3,725 0 24,770 37,359 41,100 41,084: 5,244 5,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2022 :
: 990: -445 -100 0 965 620 520 520: 470 470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 8.0 0.0 53.4 80.6 88.7 88.7: 11.3 11.3
Old : 100.0: 35.2 8.0 0.0 53.4 80.6 88.7 88.7: 11.3 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 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 : 59.2 55.5 75.4 75.5 45.6 45.2 50.6 50.6
Old : 59.2 55.5 75.4 75.5 45.6 45.2 50.6 50.6
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 22, 2022
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 258,678: 16,715 4,231 7,590 186,438 199,057 210,743 210,878: 47,935 47,800
Old : 258,678: 16,715 4,231 7,590 186,438 199,057 210,743 210,878: 47,935 47,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2022 :
: 2,128: 3,470 -250 -295 -2,434 1,286 741 741: 1,387 1,387
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 1.6 2.9 72.1 77.0 81.5 81.5: 18.5 18.5
Old : 100.0: 6.5 1.6 2.9 72.1 77.0 81.5 81.5: 18.5 18.5
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 : 45: 6 5 7 32 31 42 39:
Old : 45: 6 5 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 : 42.8 42.1 57.3 61.1 32.2 38.4 42.5 43.5
Old : 42.8 42.1 57.3 61.1 32.2 38.4 42.5 43.5
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 22, 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 : 200,894: 23,760 7,406 6,139 134,553 151,012 164,452 164,557: 36,442 36,337
Old : 200,894: 23,760 7,406 6,139 134,553 151,012 164,452 164,557: 36,442 36,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 15, 2022 :
: 2,255: 4,105 1,420 -645 -3,030 -345 430 430: 1,825 1,825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 3.7 3.1 67.0 75.2 81.9 81.9: 18.1 18.1
Old : 100.0: 11.8 3.7 3.1 67.0 75.2 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 : 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 : 36.6 45.0 55.8 67.5 34.2 39.2 45.6 49.5
Old : 36.6 45.0 55.8 67.5 34.2 39.2 45.6 49.5
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 22, 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 15, 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 22, 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 15, 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 25, 2022