ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 78,511: 0 3,943 140 70,222 66,279 70,362 70,362: 8,149 8,149
Old : 78,511: 0 3,943 140 70,222 66,279 70,362 70,362: 8,149 8,149
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 2,064: 0 -75 -25 1,973 2,048 1,948 1,948: 116 116
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.0 0.2 89.4 84.4 89.6 89.6: 10.4 10.4
Old : 100.0: 0.0 5.0 0.2 89.4 84.4 89.6 89.6: 10.4 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 1 18 21 19 23:
Old : 28: 0 2 1 18 21 19 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 : 73.9 51.8 83.8 75.6 70.8 51.6 75.4 68.8
Old : 73.9 51.8 83.8 75.6 70.8 51.6 75.4 68.8
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 65,289: 0 4,270 235 58,124 53,854 58,359 58,359: 6,930 6,930
Old : 65,289: 0 4,270 235 58,124 53,854 58,359 58,359: 6,930 6,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 597: 0 0 0 656 656 656 656: -59 -59
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 0.4 89.0 82.5 89.4 89.4: 10.6 10.6
Old : 100.0: 0.0 6.5 0.4 89.0 82.5 89.4 89.4: 10.6 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 : 27: 0 1 1 16 21 17 22:
Old : 27: 0 1 1 16 21 17 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.2 56.5 84.5 74.7 73.9 56.2 77.4 71.9
Old : 76.2 56.5 84.5 74.7 73.9 56.2 77.4 71.9
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 26,245: 2,140 1,380 0 20,925 21,545 23,065 22,925: 3,180 3,320
Old : 26,245: 2,140 1,380 0 20,925 21,545 23,065 22,925: 3,180 3,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 365: 0 0 0 135 135 135 135: 230 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 5.3 0.0 79.7 82.1 87.9 87.3: 12.1 12.7
Old : 100.0: 8.2 5.3 0.0 79.7 82.1 87.9 87.3: 12.1 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 2 0 10 15 13 17:
Old : 23: 3 2 0 10 15 13 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 : 72.8 47.9 84.8 74.8 63.5 47.6 71.9 68.2
Old : 72.8 47.9 84.8 74.8 63.5 47.6 71.9 68.2
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 23,330: 2,160 1,290 25 19,090 19,820 21,275 21,135: 2,055 2,195
Old : 23,330: 2,160 1,290 25 19,090 19,820 21,275 21,135: 2,055 2,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -140: 0 0 0 -95 -95 -95 -95: -45 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 5.5 0.1 81.8 85.0 91.2 90.6: 8.8 9.4
Old : 100.0: 9.3 5.5 0.1 81.8 85.0 91.2 90.6: 8.8 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 2 1 10 15 14 17:
Old : 20: 3 2 1 10 15 14 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 : 75.0 51.0 88.7 74.7 61.7 44.2 68.3 64.9
Old : 75.0 51.0 88.7 74.7 61.7 44.2 68.3 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 59,517: 10,590 3,980 5,935 38,621 45,406 55,146 55,321: 4,371 4,196
Old : 59,517: 10,590 3,980 5,935 38,621 45,406 55,146 55,321: 4,371 4,196
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 896: -50 300 -50 1,006 656 906 906: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 6.7 10.0 64.9 76.3 92.7 92.9: 7.3 7.1
Old : 100.0: 17.8 6.7 10.0 64.9 76.3 92.7 92.9: 7.3 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 : 26: 1 2 3 21 21 24 24:
Old : 26: 1 2 3 21 21 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 : 60.7 64.7 78.1 82.9 43.5 52.2 55.5 57.5
Old : 60.7 64.7 78.1 82.9 43.5 52.2 55.5 57.5
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 39,650: 2,485 385 4,615 29,310 31,815 36,410 36,815: 3,240 2,835
Old : 39,650: 2,485 385 4,615 29,310 31,815 36,410 36,815: 3,240 2,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 2,201: -10 0 0 2,374 2,364 2,364 2,364: -163 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 1.0 11.6 73.9 80.2 91.8 92.8: 8.2 7.2
Old : 100.0: 6.3 1.0 11.6 73.9 80.2 91.8 92.8: 8.2 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 : 25: 2 1 3 19 20 22 23:
Old : 25: 2 1 3 19 20 22 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 : 70.1 67.9 83.3 82.3 58.5 54.9 62.3 62.2
Old : 70.1 67.9 83.3 82.3 58.5 54.9 62.3 62.2
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 28,580: 535 14,610 730 25,960 12,235 27,225 27,575: 1,355 1,005
Old : 28,580: 535 14,610 730 25,960 12,235 27,225 27,575: 1,355 1,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -60: 0 0 0 -60 -60 -60 -60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 51.1 2.6 90.8 42.8 95.3 96.5: 4.7 3.5
Old : 100.0: 1.9 51.1 2.6 90.8 42.8 95.3 96.5: 4.7 3.5
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: 1 2 2 15 12 17 15:
Old : 21: 1 2 2 15 12 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 : 65.4 78.0 83.6 89.1 56.1 67.0 65.7 69.1
Old : 65.4 78.0 83.6 89.1 56.1 67.0 65.7 69.1
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 101,751: 14,905 3,120 2,725 64,116 75,151 81,746 80,996: 20,005 20,755
Old : 101,751: 14,905 3,120 2,725 64,116 75,151 81,746 80,996: 20,005 20,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 280: 0 -75 0 410 35 410 -40: -130 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 3.1 2.7 63.0 73.9 80.3 79.6: 19.7 20.4
Old : 100.0: 14.6 3.1 2.7 63.0 73.9 80.3 79.6: 19.7 20.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 5 4 20 24 24 30:
Old : 32: 1 5 4 20 24 24 30:
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 : 51.6 52.5 69.9 63.5 47.3 51.0 59.7 56.9
Old : 51.6 52.5 69.9 63.5 47.3 51.0 59.7 56.9
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 96,104: 15,565 6,160 1,320 59,414 68,014 76,299 75,494: 19,805 20,610
Old : 96,104: 15,565 6,160 1,320 59,414 68,014 76,299 75,494: 19,805 20,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 450: 0 0 0 25 -425 25 -425: 425 875
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 6.4 1.4 61.8 70.8 79.4 78.6: 20.6 21.4
Old : 100.0: 16.2 6.4 1.4 61.8 70.8 79.4 78.6: 20.6 21.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 4 3 20 23 23 28:
Old : 31: 1 4 3 20 23 23 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 : 52.0 48.9 69.5 61.4 46.7 47.7 58.9 56.8
Old : 52.0 48.9 69.5 61.4 46.7 47.7 58.9 56.8
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 25,318: 4,055 10,910 1,040 15,698 9,758 20,793 21,708: 4,525 3,610
Old : 25,318: 4,055 10,910 1,040 15,698 9,758 20,793 21,708: 4,525 3,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 265: 225 165 -60 99 159 264 264: 1 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 43.1 4.1 62.0 38.5 82.1 85.7: 17.9 14.3
Old : 100.0: 16.0 43.1 4.1 62.0 38.5 82.1 85.7: 17.9 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 7 4 18 13 23 21:
Old : 29: 2 7 4 18 13 23 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 : 40.9 58.5 62.0 73.2 39.7 52.9 55.1 63.3
Old : 40.9 58.5 62.0 73.2 39.7 52.9 55.1 63.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 25,403: 3,995 9,725 2,300 14,944 10,109 21,239 22,134: 4,164 3,269
Old : 25,403: 3,995 9,725 2,300 14,944 10,109 21,239 22,134: 4,164 3,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 200: 300 40 0 -101 159 199 199: 1 1
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 38.3 9.1 58.8 39.8 83.6 87.1: 16.4 12.9
Old : 100.0: 15.7 38.3 9.1 58.8 39.8 83.6 87.1: 16.4 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 6 4 18 13 23 21:
Old : 29: 3 6 4 18 13 23 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 : 39.5 60.2 63.4 75.4 38.2 54.9 54.6 62.5
Old : 39.5 60.2 63.4 75.4 38.2 54.9 54.6 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 32,844: 12,175 5,010 940 17,105 24,815 30,220 30,765: 2,624 2,079
Old : 32,844: 12,175 5,010 940 17,105 24,815 30,220 30,765: 2,624 2,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 225: 0 150 120 -45 -195 75 75: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 15.3 2.9 52.1 75.6 92.0 93.7: 8.0 6.3
Old : 100.0: 37.1 15.3 2.9 52.1 75.6 92.0 93.7: 8.0 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 4 2 15 9 18 13:
Old : 24: 1 4 2 15 9 18 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 : 68.2 84.3 84.5 92.5 62.5 71.0 72.6 75.3
Old : 68.2 84.3 84.5 92.5 62.5 71.0 72.6 75.3
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 29,692: 12,175 5,555 410 14,951 21,941 27,536 27,906: 2,156 1,786
Old : 29,692: 12,175 5,555 410 14,951 21,941 27,536 27,906: 2,156 1,786
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 325: 0 150 220 114 -36 334 334: -9 -9
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 18.7 1.4 50.4 73.9 92.7 94.0: 7.3 6.0
Old : 100.0: 41.0 18.7 1.4 50.4 73.9 92.7 94.0: 7.3 6.0
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: 1 4 2 14 8 17 12:
Old : 23: 1 4 2 14 8 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.4 84.0 86.0 93.3 67.1 76.6 79.7 82.4
Old : 68.4 84.0 86.0 93.3 67.1 76.6 79.7 82.4
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 55,191: 26,005 0 45 26,035 51,925 52,085 51,970: 3,106 3,221
Old : 55,191: 26,005 0 45 26,035 51,925 52,085 51,970: 3,106 3,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 335: 25 0 0 205 230 230 230: 105 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.1 0.0 0.1 47.2 94.1 94.4 94.2: 5.6 5.8
Old : 100.0: 47.1 0.0 0.1 47.2 94.1 94.4 94.2: 5.6 5.8
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 : 24: 5 0 1 12 15 17 16:
Old : 24: 5 0 1 12 15 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.3 83.5 86.6 91.1 64.1 80.1 82.7 84.8
Old : 64.3 83.5 86.6 91.1 64.1 80.1 82.7 84.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 57,789: 25,775 0 45 28,814 54,435 54,634 54,480: 3,155 3,309
Old : 57,789: 25,775 0 45 28,814 54,435 54,634 54,480: 3,155 3,309
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 60: 0 0 0 25 25 25 25: 35 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 0.0 0.1 49.9 94.2 94.5 94.3: 5.5 5.7
Old : 100.0: 44.6 0.0 0.1 49.9 94.2 94.5 94.3: 5.5 5.7
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: 4 0 1 14 14 18 15:
Old : 22: 4 0 1 14 14 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.1 87.0 88.2 92.0 65.7 84.4 86.7 88.3
Old : 66.1 87.0 88.2 92.0 65.7 84.4 86.7 88.3
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 55,175: 22,469 0 2,045 27,521 50,170 52,035 52,215: 3,140 2,960
Old : 55,175: 22,469 0 2,045 27,521 50,170 52,035 52,215: 3,140 2,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 0: 100 0 50 -150 -50 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 0.0 3.7 49.9 90.9 94.3 94.6: 5.7 5.4
Old : 100.0: 40.7 0.0 3.7 49.9 90.9 94.3 94.6: 5.7 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 8 0 4 19 13 27 17:
Old : 32: 8 0 4 19 13 27 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 : 52.8 76.3 77.7 88.6 47.8 74.8 72.7 84.7
Old : 52.8 76.3 77.7 88.6 47.8 74.8 72.7 84.7
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 53,310: 21,144 0 2,145 27,121 48,445 50,410 50,590: 2,900 2,720
Old : 53,310: 21,144 0 2,145 27,121 48,445 50,410 50,590: 2,900 2,720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -640: -650 0 50 -110 -760 -710 -710: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 0.0 4.0 50.9 90.9 94.6 94.9: 5.4 5.1
Old : 100.0: 39.7 0.0 4.0 50.9 90.9 94.6 94.9: 5.4 5.1
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: 8 0 4 19 13 27 17:
Old : 32: 8 0 4 19 13 27 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 : 51.3 75.5 77.8 88.0 45.3 73.8 71.8 83.7
Old : 51.3 75.5 77.8 88.0 45.3 73.8 71.8 83.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 23,300: 690 5,680 1,895 18,580 13,750 21,165 21,325: 2,135 1,975
Old : 23,300: 690 5,680 1,895 18,580 13,750 21,165 21,325: 2,135 1,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 625: -175 225 200 600 200 625 625: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 24.4 8.1 79.7 59.0 90.8 91.5: 9.2 8.5
Old : 100.0: 3.0 24.4 8.1 79.7 59.0 90.8 91.5: 9.2 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 : 26: 3 4 2 15 12 19 17:
Old : 26: 3 4 2 15 12 19 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 : 52.1 65.3 76.8 82.9 48.0 62.7 65.7 73.6
Old : 52.1 65.3 76.8 82.9 48.0 62.7 65.7 73.6
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 22,065: 1,895 5,755 1,180 16,940 13,535 20,015 20,470: 2,050 1,595
Old : 22,065: 1,895 5,755 1,180 16,940 13,535 20,015 20,470: 2,050 1,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 225: -25 225 0 250 0 225 225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 26.1 5.3 76.8 61.3 90.7 92.8: 9.3 7.2
Old : 100.0: 8.6 26.1 5.3 76.8 61.3 90.7 92.8: 9.3 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 : 24: 3 4 2 14 10 18 15:
Old : 24: 3 4 2 14 10 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 68.9 78.6 84.9 49.7 65.9 69.1 77.7
Old : 55.3 68.9 78.6 84.9 49.7 65.9 69.1 77.7
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 74,285: 21,860 18,420 2,810 44,130 47,630 68,800 68,860: 5,485 5,425
Old : 74,285: 21,860 18,420 2,810 44,130 47,630 68,800 68,860: 5,485 5,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 1,100: -1,175 450 950 1,290 -335 1,065 1,065: 35 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.4 24.8 3.8 59.4 64.1 92.6 92.7: 7.4 7.3
Old : 100.0: 29.4 24.8 3.8 59.4 64.1 92.6 92.7: 7.4 7.3
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 : 29: 5 2 5 17 16 24 21:
Old : 29: 5 2 5 17 16 24 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 : 60.1 66.5 76.4 80.8 58.0 64.3 71.5 77.2
Old : 60.1 66.5 76.4 80.8 58.0 64.3 71.5 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 70,460: 18,630 18,420 2,770 43,860 44,130 65,260 65,320: 5,200 5,140
Old : 70,460: 18,630 18,420 2,770 43,860 44,130 65,260 65,320: 5,200 5,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 930: -1,550 450 950 1,425 -575 825 825: 105 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.4 26.1 3.9 62.2 62.6 92.6 92.7: 7.4 7.3
Old : 100.0: 26.4 26.1 3.9 62.2 62.6 92.6 92.7: 7.4 7.3
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 : 29: 5 2 4 18 18 25 22:
Old : 29: 5 2 4 18 18 25 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 : 59.4 67.1 75.7 81.2 56.9 64.7 71.4 77.3
Old : 59.4 67.1 75.7 81.2 56.9 64.7 71.4 77.3
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 63,777: 15,093 13,820 4,965 40,157 41,770 60,215 60,555: 3,562 3,222
Old : 63,777: 15,093 13,820 4,965 40,157 41,770 60,215 60,555: 3,562 3,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 1,550: 500 -650 950 150 1,300 1,600 1,600: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 21.7 7.8 63.0 65.5 94.4 94.9: 5.6 5.1
Old : 100.0: 23.7 21.7 7.8 63.0 65.5 94.4 94.9: 5.6 5.1
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 14 28 18:
Old : 32: 5 2 4 21 14 28 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 71.5 75.2 89.2 51.9 67.1 70.1 80.3
Old : 56.4 71.5 75.2 89.2 51.9 67.1 70.1 80.3
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 51,969: 6,848 8,915 5,395 37,498 35,771 49,741 50,081: 2,228 1,888
Old : 51,969: 6,848 8,915 5,395 37,498 35,771 49,741 50,081: 2,228 1,888
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 1,085: -50 -1,300 1,035 55 1,305 1,040 1,040: 45 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 17.2 10.4 72.2 68.8 95.7 96.4: 4.3 3.6
Old : 100.0: 13.2 17.2 10.4 72.2 68.8 95.7 96.4: 4.3 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 : 32: 5 2 5 21 14 28 19:
Old : 32: 5 2 5 21 14 28 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 65.1 75.4 90.4 48.6 54.9 64.6 73.4
Old : 55.8 65.1 75.4 90.4 48.6 54.9 64.6 73.4
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 176,367: 1,400 28,720 13,092 123,876 96,616 138,368 138,428: 37,999 37,939
Old : 176,367: 1,400 28,720 13,092 123,876 96,616 138,368 138,428: 37,999 37,939
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 1,195: 100 -150 450 640 890 1,190 1,190: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 16.3 7.4 70.2 54.8 78.5 78.5: 21.5 21.5
Old : 100.0: 0.8 16.3 7.4 70.2 54.8 78.5 78.5: 21.5 21.5
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 : 42: 1 7 4 28 33 32 41:
Old : 42: 1 7 4 28 33 32 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 : 50.8 30.1 66.1 47.8 45.0 25.3 52.4 37.6
Old : 50.8 30.1 66.1 47.8 45.0 25.3 52.4 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 149,188: 2,862 24,757 11,171 105,442 83,607 119,475 119,535: 29,713 29,653
Old : 149,188: 2,862 24,757 11,171 105,442 83,607 119,475 119,535: 29,713 29,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 235: 350 -650 15 145 1,145 510 510: -275 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 16.6 7.5 70.7 56.0 80.1 80.1: 19.9 19.9
Old : 100.0: 1.9 16.6 7.5 70.7 56.0 80.1 80.1: 19.9 19.9
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 : 40: 2 6 6 25 30 31 38:
Old : 40: 2 6 6 25 30 31 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.2 33.3 66.9 49.3 41.7 29.9 50.2 41.6
Old : 49.2 33.3 66.9 49.3 41.7 29.9 50.2 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 65,495: 0 13,365 2,600 57,140 43,775 59,740 59,740: 5,755 5,755
Old : 65,495: 0 13,365 2,600 57,140 43,775 59,740 59,740: 5,755 5,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 70: 0 0 0 45 45 45 45: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 20.4 4.0 87.2 66.8 91.2 91.2: 8.8 8.8
Old : 100.0: 0.0 20.4 4.0 87.2 66.8 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 : 27: 0 4 2 18 19 20 23:
Old : 27: 0 4 2 18 19 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.0 48.4 78.2 70.8 52.6 42.9 64.0 59.0
Old : 61.0 48.4 78.2 70.8 52.6 42.9 64.0 59.0
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 57,025: 0 13,335 2,630 48,465 35,130 51,095 51,095: 5,930 5,930
Old : 57,025: 0 13,335 2,630 48,465 35,130 51,095 51,095: 5,930 5,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -10: 0 0 0 15 15 15 15: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 23.4 4.6 85.0 61.6 89.6 89.6: 10.4 10.4
Old : 100.0: 0.0 23.4 4.6 85.0 61.6 89.6 89.6: 10.4 10.4
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 : 25: 0 3 2 18 20 20 23:
Old : 25: 0 3 2 18 20 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 51.7 72.8 74.9 40.7 42.3 52.5 52.1
Old : 53.5 51.7 72.8 74.9 40.7 42.3 52.5 52.1
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 43,020: 18,665 0 1,975 19,535 38,530 40,175 40,505: 2,845 2,515
Old : 43,020: 18,665 0 1,975 19,535 38,530 40,175 40,505: 2,845 2,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -180: -180 0 0 180 -10 0 -10: -180 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 0.0 4.6 45.4 89.6 93.4 94.2: 6.6 5.8
Old : 100.0: 43.4 0.0 4.6 45.4 89.6 93.4 94.2: 6.6 5.8
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: 4 0 3 17 19 21 22:
Old : 25: 4 0 3 17 19 21 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 : 62.4 68.6 77.5 82.2 57.3 61.7 66.3 68.4
Old : 62.4 68.6 77.5 82.2 57.3 61.7 66.3 68.4
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 48,530: 31,130 0 2,280 13,635 44,870 47,045 47,150: 1,485 1,380
Old : 48,530: 31,130 0 2,280 13,635 44,870 47,045 47,150: 1,485 1,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: -180: -180 0 0 0 -180 -180 -180: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.1 0.0 4.7 28.1 92.5 96.9 97.2: 3.1 2.8
Old : 100.0: 64.1 0.0 4.7 28.1 92.5 96.9 97.2: 3.1 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 : 21: 4 0 3 14 15 18 18:
Old : 21: 4 0 3 14 15 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 : 81.7 72.0 91.6 89.0 76.1 65.8 79.0 77.8
Old : 81.7 72.0 91.6 89.0 76.1 65.8 79.0 77.8
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 167,802: 11,165 2,035 7,280 108,514 117,840 126,959 127,155: 40,843 40,647
Old : 167,802: 11,165 2,035 7,280 108,514 117,840 126,959 127,155: 40,843 40,647
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 689: 300 -180 -30 -53 806 217 596: 471 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 1.2 4.3 64.7 70.2 75.7 75.8: 24.3 24.2
Old : 100.0: 6.7 1.2 4.3 64.7 70.2 75.7 75.8: 24.3 24.2
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 : 37: 5 1 2 30 28 36 30:
Old : 37: 5 1 2 30 28 36 30:
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 : 32.4 43.1 47.4 58.1 19.4 26.8 27.2 32.2
Old : 32.4 43.1 47.4 58.1 19.4 26.8 27.2 32.2
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 117,916: 9,754 1,905 7,351 81,306 89,275 98,411 98,531: 19,505 19,385
Old : 117,916: 9,754 1,905 7,351 81,306 89,275 98,411 98,531: 19,505 19,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 506: 144 -180 -144 316 640 316 316: 190 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 1.6 6.2 69.0 75.7 83.5 83.6: 16.5 16.4
Old : 100.0: 8.3 1.6 6.2 69.0 75.7 83.5 83.6: 16.5 16.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 2 4 3 27 26 31 31:
Old : 35: 2 4 3 27 26 31 31:
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 : 43.4 43.9 61.8 64.5 31.1 35.7 44.1 47.2
Old : 43.4 43.9 61.8 64.5 31.1 35.7 44.1 47.2
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 30,710: 5,505 300 670 23,000 28,245 29,175 29,215: 1,535 1,495
Old : 30,710: 5,505 300 670 23,000 28,245 29,175 29,215: 1,535 1,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 1.0 2.2 74.9 92.0 95.0 95.1: 5.0 4.9
Old : 100.0: 17.9 1.0 2.2 74.9 92.0 95.0 95.1: 5.0 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 2 15 12 17 15:
Old : 21: 2 1 2 15 12 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 : 61.3 79.2 81.1 89.9 60.8 71.5 74.5 77.6
Old : 61.3 79.2 81.1 89.9 60.8 71.5 74.5 77.6
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, March 03, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 30,075: 4,390 300 635 23,370 27,950 28,395 28,885: 1,680 1,190
Old : 30,075: 4,390 300 635 23,370 27,950 28,395 28,885: 1,680 1,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 25, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 1.0 2.1 77.7 92.9 94.4 96.0: 5.6 4.0
Old : 100.0: 14.6 1.0 2.1 77.7 92.9 94.4 96.0: 5.6 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 : 20: 2 1 2 14 11 16 14:
Old : 20: 2 1 2 14 11 16 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 : 65.1 80.3 81.8 90.7 64.7 72.8 75.7 78.7
Old : 65.1 80.3 81.8 90.7 64.7 72.8 75.7 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 06, 2020