ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 84,905: 1,130 2,882 293 78,393 76,491 79,816 79,666: 5,089 5,239
Old : 84,905: 1,130 2,882 293 78,393 76,491 79,816 79,666: 5,089 5,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 1,614: 0 -31 -7 1,567 1,506 1,560 1,468: 54 146
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 3.4 0.3 92.3 90.1 94.0 93.8: 6.0 6.2
Old : 100.0: 1.3 3.4 0.3 92.3 90.1 94.0 93.8: 6.0 6.2
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 : 30: 1 2 1 21 17 23 19:
Old : 30: 1 2 1 21 17 23 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 : 77.8 65.7 87.0 86.6 74.4 65.0 81.8 83.0
Old : 77.8 65.7 87.0 86.6 74.4 65.0 81.8 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 68,573: 855 2,227 56 61,627 60,224 62,538 62,507: 6,035 6,066
Old : 68,573: 855 2,227 56 61,627 60,224 62,538 62,507: 6,035 6,066
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 1,545: 0 -111 -4 1,238 1,336 1,234 1,221: 311 324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 3.2 0.1 89.9 87.8 91.2 91.2: 8.8 8.8
Old : 100.0: 1.2 3.2 0.1 89.9 87.8 91.2 91.2: 8.8 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 1 20 17 22 18:
Old : 28: 1 1 1 20 17 22 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 : 76.4 63.9 84.7 83.8 72.6 60.4 79.0 79.4
Old : 76.4 63.9 84.7 83.8 72.6 60.4 79.0 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 24,088: 550 330 120 19,392 19,363 20,062 19,813: 4,026 4,275
Old : 24,088: 550 330 120 19,392 19,363 20,062 19,813: 4,026 4,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 570: 0 0 0 570 570 570 570: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 1.4 0.5 80.5 80.4 83.3 82.3: 16.7 17.7
Old : 100.0: 2.3 1.4 0.5 80.5 80.4 83.3 82.3: 16.7 17.7
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 1 1 15 17 18 18:
Old : 22: 2 1 1 15 17 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 47.5 77.0 70.7 55.7 43.6 63.2 60.5
Old : 65.2 47.5 77.0 70.7 55.7 43.6 63.2 60.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 22,263: 520 330 140 18,307 18,332 18,967 18,802: 3,296 3,461
Old : 22,263: 520 330 140 18,307 18,332 18,967 18,802: 3,296 3,461
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: -10: 20 0 20 -50 0 -10 20: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 1.5 0.6 82.2 82.3 85.2 84.5: 14.8 15.5
Old : 100.0: 2.3 1.5 0.6 82.2 82.3 85.2 84.5: 14.8 15.5
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 : 21: 3 1 2 14 14 18 16:
Old : 21: 3 1 2 14 14 18 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 : 67.7 51.8 80.2 74.5 58.5 47.9 67.5 64.3
Old : 67.7 51.8 80.2 74.5 58.5 47.9 67.5 64.3
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, October 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 32,036: 3,030 2,636 1,112 25,523 26,029 29,665 29,777: 2,371 2,259
Old : 32,036: 3,030 2,636 1,112 25,523 26,029 29,665 29,777: 2,371 2,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: -260: -525 -150 -112 12 -363 -625 -625: 365 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 8.2 3.5 79.7 81.2 92.6 92.9: 7.4 7.1
Old : 100.0: 9.5 8.2 3.5 79.7 81.2 92.6 92.9: 7.4 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 : 31: 2 3 2 17 24 20 28:
Old : 31: 2 3 2 17 24 20 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.2 58.9 69.2 75.0 33.1 54.7 54.9 65.5
Old : 43.2 58.9 69.2 75.0 33.1 54.7 54.9 65.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 22,502: 271 5,100 633 19,956 15,077 20,860 20,810: 1,642 1,692
Old : 22,502: 271 5,100 633 19,956 15,077 20,860 20,810: 1,642 1,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: -370: 0 -83 -256 -139 -56 -395 -395: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 22.7 2.8 88.7 67.0 92.7 92.5: 7.3 7.5
Old : 100.0: 1.2 22.7 2.8 88.7 67.0 92.7 92.5: 7.3 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 3 2 19 17 22 21:
Old : 29: 2 3 2 19 17 22 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 : 51.4 60.5 72.4 79.4 46.6 56.9 61.7 69.0
Old : 51.4 60.5 72.4 79.4 46.6 56.9 61.7 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 18,840: 0 5,481 0 15,960 10,773 15,960 16,254: 2,880 2,586
Old : 18,840: 0 5,481 0 15,960 10,773 15,960 16,254: 2,880 2,586
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: -740: 0 0 0 -740 -740 -740 -740: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 29.1 0.0 84.7 57.2 84.7 86.3: 15.3 13.7
Old : 100.0: 0.0 29.1 0.0 84.7 57.2 84.7 86.3: 15.3 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 1 0 17 13 17 14:
Old : 21: 0 1 0 17 13 17 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 : 57.7 68.5 74.2 82.1 52.5 63.3 63.9 69.9
Old : 57.7 68.5 74.2 82.1 52.5 63.3 63.9 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 20,356: 0 8,655 175 18,705 10,231 18,880 19,061: 1,476 1,295
Old : 20,356: 0 8,655 175 18,705 10,231 18,880 19,061: 1,476 1,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 20: 0 150 0 90 -65 90 85: -70 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 42.5 0.9 91.9 50.3 92.7 93.6: 7.3 6.4
Old : 100.0: 0.0 42.5 0.9 91.9 50.3 92.7 93.6: 7.3 6.4
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 : 22: 0 4 2 14 13 16 17:
Old : 22: 0 4 2 14 13 16 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 : 61.9 71.4 86.1 87.1 58.0 68.8 75.2 77.0
Old : 61.9 71.4 86.1 87.1 58.0 68.8 75.2 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 100,942: 14,925 1,417 548 69,235 82,514 84,708 84,479: 16,234 16,463
Old : 100,942: 14,925 1,417 548 69,235 82,514 84,708 84,479: 16,234 16,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 3,093: 0 0 0 2,050 2,050 2,050 2,050: 1,043 1,043
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 1.4 0.5 68.6 81.7 83.9 83.7: 16.1 16.3
Old : 100.0: 14.8 1.4 0.5 68.6 81.7 83.9 83.7: 16.1 16.3
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: 1 4 2 19 22 22 26:
Old : 28: 1 4 2 19 22 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 50.2 70.5 71.4 52.8 48.5 63.3 65.7
Old : 56.4 50.2 70.5 71.4 52.8 48.5 63.3 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 101,690: 20,850 1,411 528 61,536 80,937 82,914 82,876: 18,776 18,814
Old : 101,690: 20,850 1,411 528 61,536 80,937 82,914 82,876: 18,776 18,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 3,813: 0 0 0 2,200 2,200 2,200 2,200: 1,613 1,613
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 1.4 0.5 60.5 79.6 81.5 81.5: 18.5 18.5
Old : 100.0: 20.5 1.4 0.5 60.5 79.6 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 : 30: 3 3 2 19 23 23 27:
Old : 30: 3 3 2 19 23 23 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 : 47.8 48.7 64.6 69.2 46.0 47.3 57.8 63.5
Old : 47.8 48.7 64.6 69.2 46.0 47.3 57.8 63.5
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, October 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 24,923: 820 10,815 450 20,537 10,772 21,807 22,037: 3,116 2,886
Old : 24,923: 820 10,815 450 20,537 10,772 21,807 22,037: 3,116 2,886
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 43.4 1.8 82.4 43.2 87.5 88.4: 12.5 11.6
Old : 100.0: 3.3 43.4 1.8 82.4 43.2 87.5 88.4: 12.5 11.6
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 : 26: 1 4 2 18 10 21 15:
Old : 26: 1 4 2 18 10 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.4 61.2 66.2 80.6 40.1 58.7 54.2 65.1
Old : 49.4 61.2 66.2 80.6 40.1 58.7 54.2 65.1
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, October 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 24,848: 820 10,740 450 20,512 10,822 21,782 22,012: 3,066 2,836
Old : 24,848: 820 10,740 450 20,512 10,822 21,782 22,012: 3,066 2,836
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 43.2 1.8 82.5 43.6 87.7 88.6: 12.3 11.4
Old : 100.0: 3.3 43.2 1.8 82.5 43.6 87.7 88.6: 12.3 11.4
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 : 26: 1 4 2 18 10 21 15:
Old : 26: 1 4 2 18 10 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.5 61.4 66.3 80.8 40.2 58.6 54.2 65.1
Old : 49.5 61.4 66.3 80.8 40.2 58.6 54.2 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 56,102: 9,665 35 90 43,638 53,463 53,393 53,588: 2,709 2,514
Old : 56,102: 9,665 35 90 43,638 53,463 53,393 53,588: 2,709 2,514
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 5,594: 0 0 0 5,294 5,534 5,294 5,534: 300 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 0.1 0.2 77.8 95.3 95.2 95.5: 4.8 4.5
Old : 100.0: 17.2 0.1 0.2 77.8 95.3 95.2 95.5: 4.8 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 1 12 14 15 15:
Old : 22: 2 1 1 12 14 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.3 85.6 93.3 92.1 74.0 85.6 92.6 91.5
Old : 74.3 85.6 93.3 92.1 74.0 85.6 92.6 91.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 60,197: 9,140 6,035 90 48,582 51,897 57,812 58,022: 2,385 2,175
Old : 60,197: 9,140 6,035 90 48,582 51,897 57,812 58,022: 2,385 2,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 5,594: 0 0 0 5,314 5,554 5,314 5,554: 280 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 10.0 0.1 80.7 86.2 96.0 96.4: 4.0 3.6
Old : 100.0: 15.2 10.0 0.1 80.7 86.2 96.0 96.4: 4.0 3.6
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 2 1 12 13 15 15:
Old : 23: 2 2 1 12 13 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.6 82.8 94.0 92.5 76.3 82.8 93.2 92.1
Old : 76.6 82.8 94.0 92.5 76.3 82.8 93.2 92.1
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, October 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 54,625: 10,155 1,675 90 41,945 51,330 52,190 53,095: 2,435 1,530
Old : 54,625: 10,155 1,675 90 41,945 51,330 52,190 53,095: 2,435 1,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 540: -20 -675 50 475 1,190 505 565: 35 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 3.1 0.2 76.8 94.0 95.5 97.2: 4.5 2.8
Old : 100.0: 18.6 3.1 0.2 76.8 94.0 95.5 97.2: 4.5 2.8
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 : 32: 6 2 3 20 15 26 20:
Old : 32: 6 2 3 20 15 26 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 83.7 74.2 91.8 55.5 81.6 71.6 87.5
Old : 57.6 83.7 74.2 91.8 55.5 81.6 71.6 87.5
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, October 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 50,585: 8,295 1,725 395 39,655 47,045 48,345 49,165: 2,240 1,420
Old : 50,585: 8,295 1,725 395 39,655 47,045 48,345 49,165: 2,240 1,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 360: 30 -625 0 295 1,010 325 385: 35 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 3.4 0.8 78.4 93.0 95.6 97.2: 4.4 2.8
Old : 100.0: 16.4 3.4 0.8 78.4 93.0 95.6 97.2: 4.4 2.8
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 : 32: 5 3 2 20 14 25 19:
Old : 32: 5 3 2 20 14 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 82.1 74.7 90.7 54.2 80.1 71.3 85.5
Old : 57.2 82.1 74.7 90.7 54.2 80.1 71.3 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 18,693: 1,180 590 195 15,553 16,553 16,928 17,338: 1,765 1,355
Old : 18,693: 1,180 590 195 15,553 16,553 16,928 17,338: 1,765 1,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 3.2 1.0 83.2 88.6 90.6 92.8: 9.4 7.2
Old : 100.0: 6.3 3.2 1.0 83.2 88.6 90.6 92.8: 9.4 7.2
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 : 20: 2 2 1 13 9 15 12:
Old : 20: 2 2 1 13 9 15 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 : 61.9 74.1 77.9 89.9 56.4 67.4 67.7 73.3
Old : 61.9 74.1 77.9 89.9 56.4 67.4 67.7 73.3
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, October 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 72,955: 20,130 125 1,515 48,090 68,425 69,735 70,065: 3,220 2,890
Old : 72,955: 20,130 125 1,515 48,090 68,425 69,735 70,065: 3,220 2,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 1,790: -100 -350 175 1,715 1,965 1,790 1,790: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 0.2 2.1 65.9 93.8 95.6 96.0: 4.4 4.0
Old : 100.0: 27.6 0.2 2.1 65.9 93.8 95.6 96.0: 4.4 4.0
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 : 36: 4 2 3 22 19 27 23:
Old : 36: 4 2 3 22 19 27 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 : 57.4 73.0 79.0 87.1 52.2 72.7 72.2 81.7
Old : 57.4 73.0 79.0 87.1 52.2 72.7 72.2 81.7
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, October 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 69,840: 19,025 325 1,315 47,120 65,965 67,460 67,605: 2,380 2,235
Old : 69,840: 19,025 325 1,315 47,120 65,965 67,460 67,605: 2,380 2,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 1,605: -100 -350 0 1,705 1,955 1,605 1,605: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 0.5 1.9 67.5 94.5 96.6 96.8: 3.4 3.2
Old : 100.0: 27.2 0.5 1.9 67.5 94.5 96.6 96.8: 3.4 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 : 36: 4 2 2 22 20 26 24:
Old : 36: 4 2 2 22 20 26 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.8 72.9 80.4 87.6 54.1 72.6 73.4 80.6
Old : 59.8 72.9 80.4 87.6 54.1 72.6 73.4 80.6
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, October 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 54,852: 12,155 2,520 2,080 35,278 45,032 49,513 49,632: 5,339 5,220
Old : 54,852: 12,155 2,520 2,080 35,278 45,032 49,513 49,632: 5,339 5,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 90: -150 0 0 100 -50 -50 -50: 140 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 4.6 3.8 64.3 82.1 90.3 90.5: 9.7 9.5
Old : 100.0: 22.2 4.6 3.8 64.3 82.1 90.3 90.5: 9.7 9.5
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 24 9 31 11:
Old : 32: 5 2 2 24 9 31 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 : 48.7 76.2 64.5 89.2 48.6 69.4 61.5 78.8
Old : 48.7 76.2 64.5 89.2 48.6 69.4 61.5 78.8
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, October 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 48,146: 8,771 1,855 2,230 32,663 39,821 43,664 43,906: 4,482 4,240
Old : 48,146: 8,771 1,855 2,230 32,663 39,821 43,664 43,906: 4,482 4,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 105: -125 0 0 115 -10 -10 -10: 115 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 3.9 4.6 67.8 82.7 90.7 91.2: 9.3 8.8
Old : 100.0: 18.2 3.9 4.6 67.8 82.7 90.7 91.2: 9.3 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 5 2 2 23 10 30 12:
Old : 31: 5 2 2 23 10 30 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 : 48.7 75.6 64.2 89.0 46.6 67.0 60.3 75.2
Old : 48.7 75.6 64.2 89.0 46.6 67.0 60.3 75.2
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, October 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 218,543: 0 51,471 601 165,387 113,966 165,988 166,038: 52,555 52,505
Old : 218,543: 0 51,471 601 165,387 113,966 165,988 166,038: 52,555 52,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 7,395: 0 -1,095 50 6,189 7,284 6,239 6,239: 1,156 1,156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 23.6 0.3 75.7 52.1 76.0 76.0: 24.0 24.0
Old : 100.0: 0.0 23.6 0.3 75.7 52.1 76.0 76.0: 24.0 24.0
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 : 45: 0 9 4 30 31 34 40:
Old : 45: 0 9 4 30 31 34 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 32.5 66.2 47.8 35.5 26.0 51.0 38.7
Old : 47.2 32.5 66.2 47.8 35.5 26.0 51.0 38.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 202,186: 75 46,498 1,263 155,314 108,951 156,652 156,712: 45,534 45,474
Old : 202,186: 75 46,498 1,263 155,314 108,951 156,652 156,712: 45,534 45,474
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 7,173: 50 -120 0 5,596 5,766 5,646 5,646: 1,527 1,527
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 23.0 0.6 76.8 53.9 77.5 77.5: 22.5 22.5
Old : 100.0: 0.0 23.0 0.6 76.8 53.9 77.5 77.5: 22.5 22.5
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: 1 8 5 30 32 35 41:
Old : 45: 1 8 5 30 32 35 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 32.8 64.8 50.0 35.5 26.3 49.5 40.0
Old : 45.9 32.8 64.8 50.0 35.5 26.3 49.5 40.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 48,540: 3,715 685 280 38,560 41,735 42,555 42,700: 5,985 5,840
Old : 48,540: 3,715 685 280 38,560 41,735 42,555 42,700: 5,985 5,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: -12: 0 0 -12 0 0 -12 -12: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 1.4 0.6 79.4 86.0 87.7 88.0: 12.3 12.0
Old : 100.0: 7.7 1.4 0.6 79.4 86.0 87.7 88.0: 12.3 12.0
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 : 29: 3 2 3 20 20 24 24:
Old : 29: 3 2 3 20 20 24 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 43.9 68.6 66.3 37.6 31.6 47.2 46.1
Old : 51.3 43.9 68.6 66.3 37.6 31.6 47.2 46.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 46,748: 3,275 590 969 35,779 39,084 40,023 40,643: 6,725 6,105
Old : 46,748: 3,275 590 969 35,779 39,084 40,023 40,643: 6,725 6,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 364: -600 0 264 700 100 364 364: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 1.3 2.1 76.5 83.6 85.6 86.9: 14.4 13.1
Old : 100.0: 7.0 1.3 2.1 76.5 83.6 85.6 86.9: 14.4 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 2 3 17 20 20 24:
Old : 28: 2 2 3 17 20 20 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 47.3 72.8 64.6 47.8 36.9 52.1 46.8
Old : 56.9 47.3 72.8 64.6 47.8 36.9 52.1 46.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 46,656: 4,545 5,165 0 36,507 36,311 41,052 41,476: 5,604 5,180
Old : 46,656: 4,545 5,165 0 36,507 36,311 41,052 41,476: 5,604 5,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 765: 200 0 0 575 775 775 775: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 11.1 0.0 78.2 77.8 88.0 88.9: 12.0 11.1
Old : 100.0: 9.7 11.1 0.0 78.2 77.8 88.0 88.9: 12.0 11.1
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 : 25: 3 1 0 17 18 20 19:
Old : 25: 3 1 0 17 18 20 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 : 46.7 49.7 69.0 72.9 29.6 30.7 39.3 41.5
Old : 46.7 49.7 69.0 72.9 29.6 30.7 39.3 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 51,029: 17,340 5,995 0 28,755 40,124 46,095 46,119: 4,934 4,910
Old : 51,029: 17,340 5,995 0 28,755 40,124 46,095 46,119: 4,934 4,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 1,000: 600 0 0 400 1,000 1,000 1,000: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 11.7 0.0 56.4 78.6 90.3 90.4: 9.7 9.6
Old : 100.0: 34.0 11.7 0.0 56.4 78.6 90.3 90.4: 9.7 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 2 0 16 17 18 19:
Old : 22: 2 2 0 16 17 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 60.7 77.6 79.6 43.6 43.7 49.1 49.7
Old : 61.7 60.7 77.6 79.6 43.6 43.7 49.1 49.7
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, October 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 241,827: 13,315 468 7,877 167,939 180,766 189,131 189,111: 52,696 52,716
Old : 241,827: 13,315 468 7,877 167,939 180,766 189,131 189,111: 52,696 52,716
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 10,361: 423 71 766 10,965 11,317 12,154 12,154: -1,793 -1,793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 0.2 3.3 69.4 74.8 78.2 78.2: 21.8 21.8
Old : 100.0: 5.5 0.2 3.3 69.4 74.8 78.2 78.2: 21.8 21.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 45: 8 2 6 32 30 42 36:
Old : 45: 8 2 6 32 30 42 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.3 40.1 52.1 60.6 28.2 31.9 35.6 39.1
Old : 35.3 40.1 52.1 60.6 28.2 31.9 35.6 39.1
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, October 19, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 190,762: 7,775 567 10,865 138,552 145,535 157,192 156,967: 33,570 33,795
Old : 190,762: 7,775 567 10,865 138,552 145,535 157,192 156,967: 33,570 33,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 12, 2021 :
: 4,960: -555 0 -708 6,670 6,115 5,407 5,407: -447 -447
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.3 5.7 72.6 76.3 82.4 82.3: 17.6 17.7
Old : 100.0: 4.1 0.3 5.7 72.6 76.3 82.4 82.3: 17.6 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 8 1 4 31 29 40 33:
Old : 42: 8 1 4 31 29 40 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 38.9 58.5 65.1 27.2 29.9 35.4 42.7
Old : 40.8 38.9 58.5 65.1 27.2 29.9 35.4 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 22, 2021