ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 75,611: 0 3,528 235 67,667 64,139 67,902 67,902: 7,709 7,709
Old : 75,611: 0 3,528 235 67,667 64,139 67,902 67,902: 7,709 7,709
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,900: 0 -415 95 -2,555 -2,140 -2,460 -2,460: -440 -440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 0.3 89.5 84.8 89.8 89.8: 10.2 10.2
Old : 100.0: 0.0 4.7 0.3 89.5 84.8 89.8 89.8: 10.2 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 1 18 20 19 22:
Old : 27: 0 2 1 18 20 19 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 : 74.2 52.0 84.2 75.7 71.5 51.8 75.7 68.3
Old : 74.2 52.0 84.2 75.7 71.5 51.8 75.7 68.3
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 10, 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 : 62,499: 0 4,215 215 55,894 51,679 56,109 56,109: 6,390 6,390
Old : 62,499: 0 4,215 215 55,894 51,679 56,109 56,109: 6,390 6,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,790: 0 -55 -20 -2,230 -2,175 -2,250 -2,250: -540 -540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.7 0.3 89.4 82.7 89.8 89.8: 10.2 10.2
Old : 100.0: 0.0 6.7 0.3 89.4 82.7 89.8 89.8: 10.2 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 1 1 16 20 17 21:
Old : 26: 0 1 1 16 20 17 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 : 77.1 56.8 85.1 75.0 74.4 56.3 77.6 71.9
Old : 77.1 56.8 85.1 75.0 74.4 56.3 77.6 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 10, 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 : 24,875: 1,985 1,300 0 19,890 20,440 21,875 21,740: 3,000 3,135
Old : 24,875: 1,985 1,300 0 19,890 20,440 21,875 21,740: 3,000 3,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,370: -155 -80 0 -1,035 -1,105 -1,190 -1,185: -180 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 5.2 0.0 80.0 82.2 87.9 87.4: 12.1 12.6
Old : 100.0: 8.0 5.2 0.0 80.0 82.2 87.9 87.4: 12.1 12.6
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 : 21: 3 2 0 8 13 11 15:
Old : 21: 3 2 0 8 13 11 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 : 74.4 49.5 86.1 76.4 65.8 48.9 74.6 71.4
Old : 74.4 49.5 86.1 76.4 65.8 48.9 74.6 71.4
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 10, 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 : 22,450: 2,045 1,300 0 18,265 18,875 20,310 20,175: 2,140 2,275
Old : 22,450: 2,045 1,300 0 18,265 18,875 20,310 20,175: 2,140 2,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -880: -115 10 -25 -825 -945 -965 -960: 85 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 5.8 0.0 81.4 84.1 90.5 89.9: 9.5 10.1
Old : 100.0: 9.1 5.8 0.0 81.4 84.1 90.5 89.9: 9.5 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 2 0 8 14 11 16:
Old : 20: 3 2 0 8 14 11 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 : 76.0 52.0 89.4 75.1 63.3 47.1 70.7 67.2
Old : 76.0 52.0 89.4 75.1 63.3 47.1 70.7 67.2
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 10, 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 : 57,088: 11,380 3,890 5,035 37,028 44,688 53,443 53,613: 3,645 3,475
Old : 57,088: 11,380 3,890 5,035 37,028 44,688 53,443 53,613: 3,645 3,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,429: 790 -90 -900 -1,593 -718 -1,703 -1,708: -726 -721
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 6.8 8.8 64.9 78.3 93.6 93.9: 6.4 6.1
Old : 100.0: 19.9 6.8 8.8 64.9 78.3 93.6 93.9: 6.4 6.1
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: 2 2 2 20 19 23 22:
Old : 26: 2 2 2 20 19 23 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 : 60.7 66.1 78.4 85.0 50.4 57.0 62.0 65.6
Old : 60.7 66.1 78.4 85.0 50.4 57.0 62.0 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 38,208: 2,995 385 3,715 28,826 31,826 35,536 35,926: 2,672 2,282
Old : 38,208: 2,995 385 3,715 28,826 31,826 35,536 35,926: 2,672 2,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,442: 510 0 -900 -484 11 -874 -889: -568 -553
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 1.0 9.7 75.4 83.3 93.0 94.0: 7.0 6.0
Old : 100.0: 7.8 1.0 9.7 75.4 83.3 93.0 94.0: 7.0 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 : 24: 2 1 3 17 18 20 21:
Old : 24: 2 1 3 17 18 20 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 : 76.8 67.9 85.1 82.6 67.7 63.0 71.8 70.4
Old : 76.8 67.9 85.1 82.6 67.7 63.0 71.8 70.4
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 10, 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 : 27,740: 535 15,175 140 25,795 11,535 26,470 26,850: 1,270 890
Old : 27,740: 535 15,175 140 25,795 11,535 26,470 26,850: 1,270 890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -840: 0 565 -590 -165 -700 -755 -725: -85 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 54.7 0.5 93.0 41.6 95.4 96.8: 4.6 3.2
Old : 100.0: 1.9 54.7 0.5 93.0 41.6 95.4 96.8: 4.6 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 : 21: 1 1 1 15 13 16 15:
Old : 21: 1 1 1 15 13 16 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 : 67.0 77.4 85.4 88.4 58.3 69.6 68.2 72.5
Old : 67.0 77.4 85.4 88.4 58.3 69.6 68.2 72.5
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 10, 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 : 96,193: 13,845 3,665 2,200 60,523 70,693 76,568 76,558: 19,625 19,635
Old : 96,193: 13,845 3,665 2,200 60,523 70,693 76,568 76,558: 19,625 19,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -5,558: -1,060 545 -525 -3,593 -4,458 -5,178 -4,438: -380 -1,120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 3.8 2.3 62.9 73.5 79.6 79.6: 20.4 20.4
Old : 100.0: 14.4 3.8 2.3 62.9 73.5 79.6 79.6: 20.4 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 : 30: 1 4 3 19 22 22 27:
Old : 30: 1 4 3 19 22 22 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 : 50.9 53.1 70.0 64.8 46.6 51.6 60.3 58.0
Old : 50.9 53.1 70.0 64.8 46.6 51.6 60.3 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 90,405: 14,365 6,480 980 55,965 63,820 71,310 71,280: 19,095 19,125
Old : 90,405: 14,365 6,480 980 55,965 63,820 71,310 71,280: 19,095 19,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -5,699: -1,200 320 -340 -3,449 -4,194 -4,989 -4,214: -710 -1,485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 7.2 1.1 61.9 70.6 78.9 78.8: 21.1 21.2
Old : 100.0: 15.9 7.2 1.1 61.9 70.6 78.9 78.8: 21.1 21.2
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 : 28: 1 3 3 18 20 21 24:
Old : 28: 1 3 3 18 20 21 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 : 51.0 49.9 69.6 63.2 45.3 49.0 58.7 58.2
Old : 51.0 49.9 69.6 63.2 45.3 49.0 58.7 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 23,062: 3,955 10,365 850 14,116 8,601 18,921 19,816: 4,141 3,246
Old : 23,062: 3,955 10,365 850 14,116 8,601 18,921 19,816: 4,141 3,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,256: -100 -545 -190 -1,582 -1,157 -1,872 -1,892: -384 -364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 44.9 3.7 61.2 37.3 82.0 85.9: 18.0 14.1
Old : 100.0: 17.1 44.9 3.7 61.2 37.3 82.0 85.9: 18.0 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 7 3 18 13 22 21:
Old : 29: 2 7 3 18 13 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 : 42.4 58.7 64.0 71.9 41.3 53.3 59.8 64.9
Old : 42.4 58.7 64.0 71.9 41.3 53.3 59.8 64.9
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 10, 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 : 22,972: 3,745 8,655 2,035 13,407 9,377 19,187 20,067: 3,785 2,905
Old : 22,972: 3,745 8,655 2,035 13,407 9,377 19,187 20,067: 3,785 2,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,431: -250 -1,070 -265 -1,537 -732 -2,052 -2,067: -379 -364
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 37.7 8.9 58.4 40.8 83.5 87.4: 16.5 12.6
Old : 100.0: 16.3 37.7 8.9 58.4 40.8 83.5 87.4: 16.5 12.6
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 : 29: 1 8 3 18 13 22 21:
Old : 29: 1 8 3 18 13 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 : 41.0 58.4 65.1 73.2 40.0 53.2 57.7 61.3
Old : 41.0 58.4 65.1 73.2 40.0 53.2 57.7 61.3
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 10, 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 : 31,853: 12,060 4,765 1,050 16,335 24,155 29,445 29,970: 2,408 1,883
Old : 31,853: 12,060 4,765 1,050 16,335 24,155 29,445 29,970: 2,408 1,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -991: -115 -245 110 -770 -660 -775 -795: -216 -196
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 15.0 3.3 51.3 75.8 92.4 94.1: 7.6 5.9
Old : 100.0: 37.9 15.0 3.3 51.3 75.8 92.4 94.1: 7.6 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 3 2 14 7 17 10:
Old : 21: 1 3 2 14 7 17 10:
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 : 68.9 85.2 85.0 93.2 62.9 71.3 72.2 75.5
Old : 68.9 85.2 85.0 93.2 62.9 71.3 72.2 75.5
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 10, 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 : 50,193: 22,915 0 45 24,439 47,010 47,399 47,055: 2,794 3,138
Old : 50,193: 22,915 0 45 24,439 47,010 47,399 47,055: 2,794 3,138
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -4,998: -3,090 0 0 -1,596 -4,915 -4,686 -4,915: -312 -83
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 0.0 0.1 48.7 93.7 94.4 93.7: 5.6 6.3
Old : 100.0: 45.7 0.0 0.1 48.7 93.7 94.4 93.7: 5.6 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 : 22: 5 0 1 13 13 18 14:
Old : 22: 5 0 1 13 13 18 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 : 62.5 84.2 86.4 91.4 62.4 81.0 82.3 84.3
Old : 62.5 84.2 86.4 91.4 62.4 81.0 82.3 84.3
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 10, 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 : 52,850: 22,630 0 45 27,390 49,880 50,065 49,925: 2,785 2,925
Old : 52,850: 22,630 0 45 27,390 49,880 50,065 49,925: 2,785 2,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -4,939: -3,145 0 0 -1,424 -4,555 -4,569 -4,555: -370 -384
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 0.0 0.1 51.8 94.4 94.7 94.5: 5.3 5.5
Old : 100.0: 42.8 0.0 0.1 51.8 94.4 94.7 94.5: 5.3 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 0 1 13 13 17 14:
Old : 21: 4 0 1 13 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 : 64.9 88.2 88.1 92.5 64.4 85.4 86.8 88.1
Old : 64.9 88.2 88.1 92.5 64.4 85.4 86.8 88.1
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, March 10, 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 : 51,360: 20,954 0 1,985 25,511 46,645 48,450 48,630: 2,910 2,730
Old : 51,360: 20,954 0 1,985 25,511 46,645 48,450 48,630: 2,910 2,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -3,815: -1,515 0 -60 -2,010 -3,525 -3,585 -3,585: -230 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 0.0 3.9 49.7 90.8 94.3 94.7: 5.7 5.3
Old : 100.0: 40.8 0.0 3.9 49.7 90.8 94.3 94.7: 5.7 5.3
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 : 30: 8 0 3 17 12 25 15:
Old : 30: 8 0 3 17 12 25 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 : 55.5 78.2 79.1 89.5 50.8 77.2 74.4 86.3
Old : 55.5 78.2 79.1 89.5 50.8 77.2 74.4 86.3
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 10, 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 : 49,455: 19,804 0 2,085 24,836 44,820 46,725 46,905: 2,730 2,550
Old : 49,455: 19,804 0 2,085 24,836 44,820 46,725 46,905: 2,730 2,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -3,855: -1,340 0 -60 -2,285 -3,625 -3,685 -3,685: -170 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 0.0 4.2 50.2 90.6 94.5 94.8: 5.5 5.2
Old : 100.0: 40.0 0.0 4.2 50.2 90.6 94.5 94.8: 5.5 5.2
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: 8 0 3 17 12 25 15:
Old : 30: 8 0 3 17 12 25 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 : 54.4 77.8 79.6 89.4 49.3 76.9 74.5 85.8
Old : 54.4 77.8 79.6 89.4 49.3 76.9 74.5 85.8
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 10, 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 : 21,570: 495 5,405 1,825 16,700 12,465 19,020 19,695: 2,550 1,875
Old : 21,570: 495 5,405 1,825 16,700 12,465 19,020 19,695: 2,550 1,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,730: -195 -275 -70 -1,880 -1,285 -2,145 -1,630: 415 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 25.1 8.5 77.4 57.8 88.2 91.3: 11.8 8.7
Old : 100.0: 2.3 25.1 8.5 77.4 57.8 88.2 91.3: 11.8 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 4 3 14 11 18 17:
Old : 25: 3 4 3 14 11 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 67.7 76.8 85.6 48.2 66.4 69.2 76.7
Old : 51.4 67.7 76.8 85.6 48.2 66.4 69.2 76.7
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 10, 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 : 20,410: 1,600 5,480 1,180 15,665 12,250 18,445 18,910: 1,965 1,500
Old : 20,410: 1,600 5,480 1,180 15,665 12,250 18,445 18,910: 1,965 1,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,655: -295 -275 0 -1,275 -1,285 -1,570 -1,560: -85 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 26.8 5.8 76.8 60.0 90.4 92.7: 9.6 7.3
Old : 100.0: 7.8 26.8 5.8 76.8 60.0 90.4 92.7: 9.6 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 : 24: 2 4 2 15 9 18 14:
Old : 24: 2 4 2 15 9 18 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 : 54.2 71.5 78.8 87.5 48.6 69.8 72.1 81.1
Old : 54.2 71.5 78.8 87.5 48.6 69.8 72.1 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 72,285: 20,365 18,120 2,635 44,225 46,515 67,225 67,270: 5,060 5,015
Old : 72,285: 20,365 18,120 2,635 44,225 46,515 67,225 67,270: 5,060 5,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,000: -1,495 -300 -175 95 -1,115 -1,575 -1,590: -425 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 25.1 3.6 61.2 64.3 93.0 93.1: 7.0 6.9
Old : 100.0: 28.2 25.1 3.6 61.2 64.3 93.0 93.1: 7.0 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 2 3 16 15 22 19:
Old : 28: 5 2 3 16 15 22 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 : 60.2 71.7 76.3 84.6 58.2 69.9 71.4 80.8
Old : 60.2 71.7 76.3 84.6 58.2 69.9 71.4 80.8
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 10, 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 : 68,510: 17,260 18,120 2,635 43,910 43,095 63,805 63,850: 4,705 4,660
Old : 68,510: 17,260 18,120 2,635 43,910 43,095 63,805 63,850: 4,705 4,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,950: -1,370 -300 -135 50 -1,035 -1,455 -1,470: -495 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 26.4 3.8 64.1 62.9 93.1 93.2: 6.9 6.8
Old : 100.0: 25.2 26.4 3.8 64.1 62.9 93.1 93.2: 6.9 6.8
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: 5 2 3 16 15 22 19:
Old : 28: 5 2 3 16 15 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 72.5 76.0 84.2 57.1 70.6 71.4 81.3
Old : 59.6 72.5 76.0 84.2 57.1 70.6 71.4 81.3
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 10, 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 : 60,200: 14,758 12,945 4,685 37,262 39,420 56,705 57,050: 3,495 3,150
Old : 60,200: 14,758 12,945 4,685 37,262 39,420 56,705 57,050: 3,495 3,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -3,577: -335 -875 -280 -2,895 -2,350 -3,510 -3,505: -67 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 21.5 7.8 61.9 65.5 94.2 94.8: 5.8 5.2
Old : 100.0: 24.5 21.5 7.8 61.9 65.5 94.2 94.8: 5.8 5.2
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 : 28: 4 2 4 20 12 26 16:
Old : 28: 4 2 4 20 12 26 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 : 56.8 71.9 77.4 90.0 52.0 68.8 71.9 82.9
Old : 56.8 71.9 77.4 90.0 52.0 68.8 71.9 82.9
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 10, 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 : 49,328: 6,763 8,280 5,370 34,833 33,661 46,966 47,311: 2,362 2,017
Old : 49,328: 6,763 8,280 5,370 34,833 33,661 46,966 47,311: 2,362 2,017
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,641: -85 -635 -25 -2,665 -2,110 -2,775 -2,770: 134 129
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 16.8 10.9 70.6 68.2 95.2 95.9: 4.8 4.1
Old : 100.0: 13.7 16.8 10.9 70.6 68.2 95.2 95.9: 4.8 4.1
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: 4 2 5 19 12 25 17:
Old : 28: 4 2 5 19 12 25 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 : 54.6 65.0 76.1 91.1 48.4 55.3 66.0 75.7
Old : 54.6 65.0 76.1 91.1 48.4 55.3 66.0 75.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 10, 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 : 167,235: 2,135 26,792 13,070 117,889 93,112 133,094 132,974: 34,141 34,261
Old : 167,235: 2,135 26,792 13,070 117,889 93,112 133,094 132,974: 34,141 34,261
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -9,132: 735 -1,928 -22 -5,987 -3,504 -5,274 -5,454: -3,858 -3,678
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 16.0 7.8 70.5 55.7 79.6 79.5: 20.4 20.5
Old : 100.0: 1.3 16.0 7.8 70.5 55.7 79.6 79.5: 20.4 20.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 3 5 4 25 31 29 39:
Old : 41: 3 5 4 25 31 29 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 30.1 68.3 47.9 45.7 25.4 53.8 37.2
Old : 51.1 30.1 68.3 47.9 45.7 25.4 53.8 37.2
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 10, 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 : 138,142: 3,830 21,867 10,436 97,517 79,255 111,783 111,558: 26,359 26,584
Old : 138,142: 3,830 21,867 10,436 97,517 79,255 111,783 111,558: 26,359 26,584
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -11,046: 968 -2,890 -735 -7,925 -4,352 -7,692 -7,977: -3,354 -3,069
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 15.8 7.6 70.6 57.4 80.9 80.8: 19.1 19.2
Old : 100.0: 2.8 15.8 7.6 70.6 57.4 80.9 80.8: 19.1 19.2
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 : 38: 2 6 5 23 28 28 36:
Old : 38: 2 6 5 23 28 28 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 : 50.3 32.6 69.1 49.0 42.4 29.0 53.4 41.7
Old : 50.3 32.6 69.1 49.0 42.4 29.0 53.4 41.7
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 10, 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 : 63,125: 870 12,965 2,055 54,465 42,510 57,390 57,530: 5,735 5,595
Old : 63,125: 870 12,965 2,055 54,465 42,510 57,390 57,530: 5,735 5,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -2,370: 870 -400 -545 -2,675 -1,265 -2,350 -2,210: -20 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 20.5 3.3 86.3 67.3 90.9 91.1: 9.1 8.9
Old : 100.0: 1.4 20.5 3.3 86.3 67.3 90.9 91.1: 9.1 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 2 16 18 18 21:
Old : 25: 1 2 2 16 18 18 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 : 61.4 50.5 78.2 71.6 52.8 46.5 65.7 61.5
Old : 61.4 50.5 78.2 71.6 52.8 46.5 65.7 61.5
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 10, 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 : 55,195: 770 13,115 1,995 46,465 34,240 49,230 49,350: 5,965 5,845
Old : 55,195: 770 13,115 1,995 46,465 34,240 49,230 49,350: 5,965 5,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,830: 770 -220 -635 -2,000 -890 -1,865 -1,745: 35 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 23.8 3.6 84.2 62.0 89.2 89.4: 10.8 10.6
Old : 100.0: 1.4 23.8 3.6 84.2 62.0 89.2 89.4: 10.8 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 : 25: 1 2 2 18 19 20 22:
Old : 25: 1 2 2 18 19 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.8 52.9 72.5 75.6 41.6 44.0 53.7 54.1
Old : 53.8 52.9 72.5 75.6 41.6 44.0 53.7 54.1
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 10, 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 : 41,305: 17,975 0 2,695 17,675 36,130 38,345 38,825: 2,960 2,480
Old : 41,305: 17,975 0 2,695 17,675 36,130 38,345 38,825: 2,960 2,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,715: -690 0 720 -1,860 -2,400 -1,830 -1,680: 115 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 0.0 6.5 42.8 87.5 92.8 94.0: 7.2 6.0
Old : 100.0: 43.5 0.0 6.5 42.8 87.5 92.8 94.0: 7.2 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: 4 0 3 14 17 18 20:
Old : 23: 4 0 3 14 17 18 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 : 63.8 68.0 79.7 81.2 57.8 63.5 66.3 69.8
Old : 63.8 68.0 79.7 81.2 57.8 63.5 66.3 69.8
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 10, 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 : 50,715: 34,635 0 2,765 11,725 46,450 49,125 49,215: 1,590 1,500
Old : 50,715: 34,635 0 2,765 11,725 46,450 49,125 49,215: 1,590 1,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: 2,185: 3,505 0 485 -1,910 1,580 2,080 2,065: 105 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 68.3 0.0 5.5 23.1 91.6 96.9 97.0: 3.1 3.0
Old : 100.0: 68.3 0.0 5.5 23.1 91.6 96.9 97.0: 3.1 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 0 3 12 16 15 19:
Old : 21: 3 0 3 12 16 15 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 : 85.0 70.2 93.7 85.3 78.4 65.6 81.2 77.0
Old : 85.0 70.2 93.7 85.3 78.4 65.6 81.2 77.0
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 10, 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 : 159,264: 10,020 1,990 6,375 103,330 112,016 119,725 120,381: 39,539 38,883
Old : 159,264: 10,020 1,990 6,375 103,330 112,016 119,725 120,381: 39,539 38,883
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -8,538: -1,145 -45 -905 -5,184 -5,824 -7,234 -6,774: -1,304 -1,764
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.3 1.2 4.0 64.9 70.3 75.2 75.6: 24.8 24.4
Old : 100.0: 6.3 1.2 4.0 64.9 70.3 75.2 75.6: 24.8 24.4
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 : 34: 4 1 3 28 27 33 30:
Old : 34: 4 1 3 28 27 33 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 : 33.6 42.4 48.2 57.7 19.3 26.3 26.7 32.2
Old : 33.6 42.4 48.2 57.7 19.3 26.3 26.7 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 10, 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 : 111,616: 9,414 1,865 6,571 77,601 85,240 93,586 93,676: 18,030 17,940
Old : 111,616: 9,414 1,865 6,571 77,601 85,240 93,586 93,676: 18,030 17,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -6,300: -340 -40 -780 -3,705 -4,035 -4,825 -4,855: -1,475 -1,445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 1.7 5.9 69.5 76.4 83.8 83.9: 16.2 16.1
Old : 100.0: 8.4 1.7 5.9 69.5 76.4 83.8 83.9: 16.2 16.1
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: 2 3 3 24 24 28 28:
Old : 32: 2 3 3 24 24 28 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 : 44.9 44.7 63.3 65.1 32.4 37.3 45.2 48.9
Old : 44.9 44.7 63.3 65.1 32.4 37.3 45.2 48.9
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 10, 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 : 29,345: 5,535 300 575 21,835 27,070 27,945 27,945: 1,400 1,400
Old : 29,345: 5,535 300 575 21,835 27,070 27,945 27,945: 1,400 1,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,365: 30 0 -95 -1,165 -1,175 -1,230 -1,270: -135 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 1.0 2.0 74.4 92.2 95.2 95.2: 4.8 4.8
Old : 100.0: 18.9 1.0 2.0 74.4 92.2 95.2 95.2: 4.8 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 1 1 15 12 18 14:
Old : 22: 3 1 1 15 12 18 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 : 61.6 80.1 81.8 90.4 61.1 72.3 75.4 79.2
Old : 61.6 80.1 81.8 90.4 61.1 72.3 75.4 79.2
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 10, 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 : 28,640: 4,585 300 500 22,040 26,730 27,125 27,530: 1,515 1,110
Old : 28,640: 4,585 300 500 22,040 26,730 27,125 27,530: 1,515 1,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 3, 2020 :
: -1,435: 195 0 -135 -1,330 -1,220 -1,270 -1,355: -165 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 1.0 1.7 77.0 93.3 94.7 96.1: 5.3 3.9
Old : 100.0: 16.0 1.0 1.7 77.0 93.3 94.7 96.1: 5.3 3.9
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: 3 1 1 14 11 17 13:
Old : 21: 3 1 1 14 11 17 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 : 65.4 81.3 82.8 91.3 65.4 73.9 76.9 80.6
Old : 65.4 81.3 82.8 91.3 65.4 73.9 76.9 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 13, 2020