ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 02, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 90,023: 3,495 9,626 0 79,476 73,316 82,971 82,942: 7,052 7,081
Old : 90,023: 3,495 9,626 0 79,476 73,316 82,971 82,942: 7,052 7,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 600: 0 0 0 600 600 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 10.7 0.0 88.3 81.4 92.2 92.1: 7.8 7.9
Old : 100.0: 3.9 10.7 0.0 88.3 81.4 92.2 92.1: 7.8 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 2 0 20 18 21 20:
Old : 27: 1 2 0 20 18 21 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 : 73.3 58.0 85.8 83.4 72.6 56.9 83.7 78.8
Old : 73.3 58.0 85.8 83.4 72.6 56.9 83.7 78.8
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 02, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 74,577: 3,320 8,281 0 63,531 58,561 66,851 66,842: 7,726 7,735
Old : 74,577: 3,320 8,281 0 63,531 58,561 66,851 66,842: 7,726 7,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 1,720: 0 0 0 1,720 1,720 1,720 1,720: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 11.1 0.0 85.2 78.5 89.6 89.6: 10.4 10.4
Old : 100.0: 4.5 11.1 0.0 85.2 78.5 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 : 24: 1 1 0 19 19 20 20:
Old : 24: 1 1 0 19 19 20 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 : 73.0 61.6 83.3 81.6 72.1 59.3 79.3 77.1
Old : 73.0 61.6 83.3 81.6 72.1 59.3 79.3 77.1
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 02, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 28,781: 425 1,175 200 23,965 22,866 24,590 24,241: 4,191 4,540
Old : 28,781: 425 1,175 200 23,965 22,866 24,590 24,241: 4,191 4,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 1,300: 0 0 0 1,290 1,290 1,290 1,290: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 4.1 0.7 83.3 79.4 85.4 84.2: 14.6 15.8
Old : 100.0: 1.5 4.1 0.7 83.3 79.4 85.4 84.2: 14.6 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 1 12 14 15 16:
Old : 20: 2 2 1 12 14 15 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 : 70.2 59.6 82.1 76.5 49.5 49.7 59.1 58.3
Old : 70.2 59.6 82.1 76.5 49.5 49.7 59.1 58.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 02, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 44,814: 4,700 7,039 2,335 34,274 32,215 41,309 41,589: 3,505 3,225
Old : 44,814: 4,700 7,039 2,335 34,274 32,215 41,309 41,589: 3,505 3,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 2,302: -15 -100 0 2,368 2,453 2,353 2,353: -51 -51
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 15.7 5.2 76.5 71.9 92.2 92.8: 7.8 7.2
Old : 100.0: 10.5 15.7 5.2 76.5 71.9 92.2 92.8: 7.8 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 : 28: 4 2 2 20 17 24 21:
Old : 28: 4 2 2 20 17 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 : 44.2 63.0 65.4 81.2 28.6 59.7 46.2 68.5
Old : 44.2 63.0 65.4 81.2 28.6 59.7 46.2 68.5
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 02, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 33,416: 275 8,354 1,056 29,327 21,301 30,658 30,711: 2,758 2,705
Old : 33,416: 275 8,354 1,056 29,327 21,301 30,658 30,711: 2,758 2,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 1,059: -25 -25 0 1,114 1,114 1,089 1,089: -30 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 25.0 3.2 87.8 63.7 91.7 91.9: 8.3 8.1
Old : 100.0: 0.8 25.0 3.2 87.8 63.7 91.7 91.9: 8.3 8.1
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 : 24: 2 3 2 16 14 20 17:
Old : 24: 2 3 2 16 14 20 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 : 49.6 64.1 72.5 83.9 44.2 60.3 58.8 65.0
Old : 49.6 64.1 72.5 83.9 44.2 60.3 58.8 65.0
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 02, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 20,385: 0 8,155 625 18,160 9,730 18,785 18,510: 1,600 1,875
Old : 20,385: 0 8,155 625 18,160 9,730 18,785 18,510: 1,600 1,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 40: 0 85 -50 75 -10 25 25: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 40.0 3.1 89.1 47.7 92.2 90.8: 7.8 9.2
Old : 100.0: 0.0 40.0 3.1 89.1 47.7 92.2 90.8: 7.8 9.2
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: 0 3 2 15 13 17 16:
Old : 21: 0 3 2 15 13 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 : 48.7 68.0 78.0 85.9 47.6 65.6 74.7 77.2
Old : 48.7 68.0 78.0 85.9 47.6 65.6 74.7 77.2
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 02, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 87,302: 14,885 1,755 1,085 57,852 70,902 73,822 73,742: 13,480 13,560
Old : 87,302: 14,885 1,755 1,085 57,852 70,902 73,822 73,742: 13,480 13,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 2,720: 3,000 -25 0 -795 2,215 2,205 2,190: 515 530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 2.0 1.2 66.3 81.2 84.6 84.5: 15.4 15.5
Old : 100.0: 17.1 2.0 1.2 66.3 81.2 84.6 84.5: 15.4 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 3 2 18 22 21 26:
Old : 30: 2 3 2 18 22 21 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 56.9 74.5 72.4 51.5 56.7 63.8 64.2
Old : 55.0 56.9 74.5 72.4 51.5 56.7 63.8 64.2
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 02, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 84,082: 15,450 3,255 320 55,007 67,192 70,777 70,767: 13,305 13,315
Old : 84,082: 15,450 3,255 320 55,007 67,192 70,777 70,767: 13,305 13,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 2,805: 3,000 0 0 -500 2,500 2,500 2,500: 305 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 3.9 0.4 65.4 79.9 84.2 84.2: 15.8 15.8
Old : 100.0: 18.4 3.9 0.4 65.4 79.9 84.2 84.2: 15.8 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 3 2 16 21 19 24:
Old : 29: 1 3 2 16 21 19 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 : 54.7 54.3 74.4 71.1 51.5 54.3 61.4 63.6
Old : 54.7 54.3 74.4 71.1 51.5 54.3 61.4 63.6
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 02, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 28,656: 1,120 16,385 1,050 22,934 7,904 25,104 25,339: 3,552 3,317
Old : 28,656: 1,120 16,385 1,050 22,934 7,904 25,104 25,339: 3,552 3,317
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 1,045: 420 0 0 830 1,250 1,250 1,250: -205 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 57.2 3.7 80.0 27.6 87.6 88.4: 12.4 11.6
Old : 100.0: 3.9 57.2 3.7 80.0 27.6 87.6 88.4: 12.4 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 6 3 16 11 20 17:
Old : 25: 1 6 3 16 11 20 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 : 50.8 57.8 66.8 75.4 48.7 52.6 60.1 63.9
Old : 50.8 57.8 66.8 75.4 48.7 52.6 60.1 63.9
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 02, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 28,406: 1,120 16,010 1,125 22,885 8,230 25,130 25,365: 3,276 3,041
Old : 28,406: 1,120 16,010 1,125 22,885 8,230 25,130 25,365: 3,276 3,041
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 1,045: 420 0 0 830 1,250 1,250 1,250: -205 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 56.4 4.0 80.6 29.0 88.5 89.3: 11.5 10.7
Old : 100.0: 3.9 56.4 4.0 80.6 29.0 88.5 89.3: 11.5 10.7
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: 1 6 3 16 11 20 17:
Old : 25: 1 6 3 16 11 20 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 : 51.1 58.3 67.2 76.0 49.1 51.8 60.8 63.0
Old : 51.1 58.3 67.2 76.0 49.1 51.8 60.8 63.0
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 02, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 63,545: 22,625 25 120 38,595 61,070 61,340 61,215: 2,205 2,330
Old : 63,545: 22,625 25 120 38,595 61,070 61,340 61,215: 2,205 2,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 1,015: 300 25 0 665 990 965 1,015: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 0.0 0.2 60.7 96.1 96.5 96.3: 3.5 3.7
Old : 100.0: 35.6 0.0 0.2 60.7 96.1 96.5 96.3: 3.5 3.7
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 1 1 13 15 16 17:
Old : 23: 3 1 1 13 15 16 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 86.1 94.4 92.4 73.8 85.6 91.9 90.4
Old : 75.5 86.1 94.4 92.4 73.8 85.6 91.9 90.4
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 02, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 64,735: 21,800 0 120 40,995 62,665 62,915 62,785: 1,820 1,950
Old : 64,735: 21,800 0 120 40,995 62,665 62,915 62,785: 1,820 1,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 725: 300 0 0 415 725 715 725: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 0.0 0.2 63.3 96.8 97.2 97.0: 2.8 3.0
Old : 100.0: 33.7 0.0 0.2 63.3 96.8 97.2 97.0: 2.8 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 1 14 14 17 15:
Old : 21: 3 0 1 14 14 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.1 89.7 95.0 95.1 74.3 89.2 92.6 92.4
Old : 76.1 89.7 95.0 95.1 74.3 89.2 92.6 92.4
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 02, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 51,303: 20,950 50 115 26,893 48,163 47,958 48,328: 3,345 2,975
Old : 51,303: 20,950 50 115 26,893 48,163 47,958 48,328: 3,345 2,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 610: 450 0 -50 60 560 460 510: 150 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.8 0.1 0.2 52.4 93.9 93.5 94.2: 6.5 5.8
Old : 100.0: 40.8 0.1 0.2 52.4 93.9 93.5 94.2: 6.5 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 : 26: 4 1 2 17 12 21 15:
Old : 26: 4 1 2 17 12 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 83.8 72.8 92.6 51.6 83.6 69.3 88.8
Old : 54.9 83.8 72.8 92.6 51.6 83.6 69.3 88.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 02, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 44,663: 15,625 50 465 25,563 41,393 41,653 41,908: 3,010 2,755
Old : 44,663: 15,625 50 465 25,563 41,393 41,653 41,908: 3,010 2,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 600: 450 0 -50 50 550 450 500: 150 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 0.1 1.0 57.2 92.7 93.3 93.8: 6.7 6.2
Old : 100.0: 35.0 0.1 1.0 57.2 92.7 93.3 93.8: 6.7 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 1 2 17 12 21 15:
Old : 26: 4 1 2 17 12 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 81.8 72.3 91.5 48.6 81.5 68.6 88.0
Old : 52.1 81.8 72.3 91.5 48.6 81.5 68.6 88.0
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 02, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 68,296: 18,950 11,490 1,963 43,200 51,180 64,113 64,633: 4,183 3,663
Old : 68,296: 18,950 11,490 1,963 43,200 51,180 64,113 64,633: 4,183 3,663
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 125: 175 200 25 -30 -55 170 170: -45 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 16.8 2.9 63.3 74.9 93.9 94.6: 6.1 5.4
Old : 100.0: 27.7 16.8 2.9 63.3 74.9 93.9 94.6: 6.1 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 : 31: 7 2 3 19 12 27 16:
Old : 31: 7 2 3 19 12 27 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 : 56.0 67.1 75.7 83.2 51.1 65.6 70.4 79.2
Old : 56.0 67.1 75.7 83.2 51.1 65.6 70.4 79.2
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 02, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 66,131: 16,940 11,490 1,963 43,840 49,570 62,743 63,023: 3,388 3,108
Old : 66,131: 16,940 11,490 1,963 43,840 49,570 62,743 63,023: 3,388 3,108
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 225: 175 200 25 25 0 225 225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 17.4 3.0 66.3 75.0 94.9 95.3: 5.1 4.7
Old : 100.0: 25.6 17.4 3.0 66.3 75.0 94.9 95.3: 5.1 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 2 3 19 13 27 17:
Old : 31: 7 2 3 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 : 56.5 68.2 76.3 83.0 51.0 66.5 69.2 77.7
Old : 56.5 68.2 76.3 83.0 51.0 66.5 69.2 77.7
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 02, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 67,481: 18,090 8,445 4,055 38,457 48,147 60,602 60,647: 6,879 6,834
Old : 67,481: 18,090 8,445 4,055 38,457 48,147 60,602 60,647: 6,879 6,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 4,442: -115 125 480 3,293 3,053 3,658 3,658: 784 784
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 12.5 6.0 57.0 71.3 89.8 89.9: 10.2 10.1
Old : 100.0: 26.8 12.5 6.0 57.0 71.3 89.8 89.9: 10.2 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 : 34: 4 4 3 23 12 29 17:
Old : 34: 4 4 3 23 12 29 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 : 57.9 70.5 73.6 83.9 57.8 66.8 69.5 76.1
Old : 57.9 70.5 73.6 83.9 57.8 66.8 69.5 76.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 02, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 57,557: 12,250 5,975 4,110 34,202 41,087 50,562 51,172: 6,995 6,385
Old : 57,557: 12,250 5,975 4,110 34,202 41,087 50,562 51,172: 6,995 6,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 4,312: -380 125 480 3,283 3,018 3,383 3,623: 929 689
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 10.4 7.1 59.4 71.4 87.8 88.9: 12.2 11.1
Old : 100.0: 21.3 10.4 7.1 59.4 71.4 87.8 88.9: 12.2 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 4 3 23 10 28 15:
Old : 32: 3 4 3 23 10 28 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 : 59.0 67.1 73.0 83.4 55.8 62.2 67.4 73.8
Old : 59.0 67.1 73.0 83.4 55.8 62.2 67.4 73.8
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 02, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 204,724: 725 51,983 2,885 148,325 96,843 151,935 151,711: 52,789 53,013
Old : 204,724: 725 51,983 2,885 148,325 96,843 151,935 151,711: 52,789 53,013
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 7,738: 100 2,795 30 5,487 2,623 5,617 5,448: 2,121 2,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 25.4 1.4 72.5 47.3 74.2 74.1: 25.8 25.9
Old : 100.0: 0.4 25.4 1.4 72.5 47.3 74.2 74.1: 25.8 25.9
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 : 44: 1 8 6 29 29 36 37:
Old : 44: 1 8 6 29 29 36 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.4 28.1 61.1 47.0 41.7 27.5 49.4 41.8
Old : 48.4 28.1 61.1 47.0 41.7 27.5 49.4 41.8
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 02, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 178,340: 925 41,263 4,313 126,549 86,110 131,787 131,686: 46,553 46,654
Old : 178,340: 925 41,263 4,313 126,549 86,110 131,787 131,686: 46,553 46,654
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 7,745: -20 2,600 320 4,839 2,113 5,139 5,033: 2,606 2,712
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 23.1 2.4 71.0 48.3 73.9 73.8: 26.1 26.2
Old : 100.0: 0.5 23.1 2.4 71.0 48.3 73.9 73.8: 26.1 26.2
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 : 44: 2 8 6 28 31 36 39:
Old : 44: 2 8 6 28 31 36 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 : 46.6 31.6 58.1 48.4 39.7 30.6 48.3 43.0
Old : 46.6 31.6 58.1 48.4 39.7 30.6 48.3 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 02, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 52,336: 1,400 1,410 3,000 42,941 43,006 47,341 47,416: 4,995 4,920
Old : 52,336: 1,400 1,410 3,000 42,941 43,006 47,341 47,416: 4,995 4,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 175: 0 0 0 -30 -30 -30 -30: 205 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 2.7 5.7 82.0 82.2 90.5 90.6: 9.5 9.4
Old : 100.0: 2.7 2.7 5.7 82.0 82.2 90.5 90.6: 9.5 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 : 26: 3 1 2 17 16 20 19:
Old : 26: 3 1 2 17 16 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 47.0 75.0 72.2 47.7 41.1 56.8 57.7
Old : 58.0 47.0 75.0 72.2 47.7 41.1 56.8 57.7
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 02, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 46,102: 1,665 1,135 2,750 36,112 36,827 40,527 40,712: 5,575 5,390
Old : 46,102: 1,665 1,135 2,750 36,112 36,827 40,527 40,712: 5,575 5,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 320: 0 0 0 295 295 295 295: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 2.5 6.0 78.3 79.9 87.9 88.3: 12.1 11.7
Old : 100.0: 3.6 2.5 6.0 78.3 79.9 87.9 88.3: 12.1 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 2 19 17 21 20:
Old : 25: 2 1 2 19 17 21 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 : 52.6 50.5 68.3 73.0 46.1 43.8 54.2 56.3
Old : 52.6 50.5 68.3 73.0 46.1 43.8 54.2 56.3
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 02, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 40,505: 5,490 4,080 0 30,560 32,215 36,050 36,295: 4,455 4,210
Old : 40,505: 5,490 4,080 0 30,560 32,215 36,050 36,295: 4,455 4,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 2,265: -150 600 0 2,350 1,575 2,200 2,175: 65 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 10.1 0.0 75.4 79.5 89.0 89.6: 11.0 10.4
Old : 100.0: 13.6 10.1 0.0 75.4 79.5 89.0 89.6: 11.0 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 : 27: 4 1 0 18 17 22 18:
Old : 27: 4 1 0 18 17 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 49.3 73.3 75.3 37.8 35.6 48.9 49.7
Old : 47.2 49.3 73.3 75.3 37.8 35.6 48.9 49.7
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 02, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 50,095: 20,960 3,730 75 23,640 41,290 44,675 45,095: 5,420 5,000
Old : 50,095: 20,960 3,730 75 23,640 41,290 44,675 45,095: 5,420 5,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 2,800: 150 600 0 2,200 1,750 2,350 2,350: 450 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 7.4 0.1 47.2 82.4 89.2 90.0: 10.8 10.0
Old : 100.0: 41.8 7.4 0.1 47.2 82.4 89.2 90.0: 10.8 10.0
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 : 22: 2 2 1 14 18 17 20:
Old : 22: 2 2 1 14 18 17 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 : 66.7 56.2 80.5 76.3 55.7 43.2 59.2 56.0
Old : 66.7 56.2 80.5 76.3 55.7 43.2 59.2 56.0
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 02, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 208,404: 26,465 2,792 3,325 143,682 167,376 173,472 173,493: 34,932 34,911
Old : 208,404: 26,465 2,792 3,325 143,682 167,376 173,472 173,493: 34,932 34,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 604: 300 -45 -100 1,030 1,380 1,230 1,235: -626 -631
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 1.3 1.6 68.9 80.3 83.2 83.2: 16.8 16.8
Old : 100.0: 12.7 1.3 1.6 68.9 80.3 83.2 83.2: 16.8 16.8
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 : 43: 4 6 3 29 29 35 36:
Old : 43: 4 6 3 29 29 35 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 : 42.2 45.9 61.3 65.6 36.0 35.2 47.2 45.9
Old : 42.2 45.9 61.3 65.6 36.0 35.2 47.2 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 02, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 174,568: 21,275 2,283 4,875 121,542 140,665 147,692 147,823: 26,876 26,745
Old : 174,568: 21,275 2,283 4,875 121,542 140,665 147,692 147,823: 26,876 26,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 832: 300 120 0 -253 -13 47 107: 785 725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 1.3 2.8 69.6 80.6 84.6 84.7: 15.4 15.3
Old : 100.0: 12.2 1.3 2.8 69.6 80.6 84.6 84.7: 15.4 15.3
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 : 37: 3 5 2 27 27 31 33:
Old : 37: 3 5 2 27 27 31 33:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.0 41.4 64.5 60.9 36.4 34.7 46.1 43.1
Old : 47.0 41.4 64.5 60.9 36.4 34.7 46.1 43.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 02, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 31,664: 650 430 1,679 27,530 27,745 29,859 29,854: 1,805 1,810
Old : 31,664: 650 430 1,679 27,530 27,745 29,859 29,854: 1,805 1,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 2,159: -2,270 130 1,454 2,975 575 2,159 2,159: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.4 5.3 86.9 87.6 94.3 94.3: 5.7 5.7
Old : 100.0: 2.1 1.4 5.3 86.9 87.6 94.3 94.3: 5.7 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 : 20: 2 2 2 11 7 14 10:
Old : 20: 2 2 2 11 7 14 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 : 69.0 84.4 85.7 93.2 63.4 80.0 77.2 82.5
Old : 69.0 84.4 85.7 93.2 63.4 80.0 77.2 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 02, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 31,169: 25 510 1,929 27,475 26,985 29,429 29,424: 1,740 1,745
Old : 31,169: 25 510 1,929 27,475 26,985 29,429 29,424: 1,740 1,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 23, 2021 :
: 2,184: -2,270 130 1,454 3,000 600 2,184 2,184: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 1.6 6.2 88.1 86.6 94.4 94.4: 5.6 5.6
Old : 100.0: 0.1 1.6 6.2 88.1 86.6 94.4 94.4: 5.6 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 3 2 11 7 14 10:
Old : 20: 1 3 2 11 7 14 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 : 71.8 83.7 88.0 93.0 66.3 78.1 77.8 80.9
Old : 71.8 83.7 88.0 93.0 66.3 78.1 77.8 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 05, 2021