ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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 : 89,307: 3,570 8,835 0 78,575 73,283 82,145 82,118: 7,162 7,189
Old : 89,307: 3,570 8,835 0 78,575 73,283 82,145 82,118: 7,162 7,189
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 2,405: 240 -90 0 1,815 2,145 2,055 2,055: 350 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 9.9 0.0 88.0 82.1 92.0 92.0: 8.0 8.0
Old : 100.0: 4.0 9.9 0.0 88.0 82.1 92.0 92.0: 8.0 8.0
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 : 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 : 72.2 59.8 85.8 83.4 71.1 58.7 81.8 77.3
Old : 72.2 59.8 85.8 83.4 71.1 58.7 81.8 77.3
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 16, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 72,107: 3,180 7,515 0 60,774 56,422 63,954 63,937: 8,153 8,170
Old : 72,107: 3,180 7,515 0 60,774 56,422 63,954 63,937: 8,153 8,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 688: 30 -90 0 18 138 48 48: 640 640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 10.4 0.0 84.3 78.2 88.7 88.7: 11.3 11.3
Old : 100.0: 4.4 10.4 0.0 84.3 78.2 88.7 88.7: 11.3 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 73.1 62.7 82.6 80.3 72.1 61.2 79.1 77.0
Old : 73.1 62.7 82.6 80.3 72.1 61.2 79.1 77.0
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 16, 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 : 45,559: 4,605 6,884 2,300 34,638 32,649 41,543 41,833: 4,016 3,726
Old : 45,559: 4,605 6,884 2,300 34,638 32,649 41,543 41,833: 4,016 3,726
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 223: -175 0 175 -547 -722 -547 -547: 770 770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 15.1 5.0 76.0 71.7 91.2 91.8: 8.8 8.2
Old : 100.0: 10.1 15.1 5.0 76.0 71.7 91.2 91.8: 8.8 8.2
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: 4 2 1 19 16 23 19:
Old : 27: 4 2 1 19 16 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 62.0 66.6 79.2 31.6 59.6 49.1 67.2
Old : 45.7 62.0 66.6 79.2 31.6 59.6 49.1 67.2
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 16, 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 : 33,649: 250 7,994 1,056 28,894 21,196 30,200 30,246: 3,449 3,403
Old : 33,649: 250 7,994 1,056 28,894 21,196 30,200 30,246: 3,449 3,403
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 594: 0 175 0 -150 -325 -150 -150: 744 744
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 23.8 3.1 85.9 63.0 89.8 89.9: 10.2 10.1
Old : 100.0: 0.7 23.8 3.1 85.9 63.0 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 : 22: 2 3 2 15 12 19 15:
Old : 22: 2 3 2 15 12 19 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 : 48.9 62.7 72.5 83.2 43.0 60.2 60.0 65.5
Old : 48.9 62.7 72.5 83.2 43.0 60.2 60.0 65.5
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 16, 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 : 19,170: 0 8,220 625 16,770 8,475 17,395 17,320: 1,775 1,850
Old : 19,170: 0 8,220 625 16,770 8,475 17,395 17,320: 1,775 1,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: -300: 0 0 0 -350 -350 -350 -350: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 42.9 3.3 87.5 44.2 90.7 90.3: 9.3 9.7
Old : 100.0: 0.0 42.9 3.3 87.5 44.2 90.7 90.3: 9.3 9.7
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: 0 3 2 15 12 17 15:
Old : 20: 0 3 2 15 12 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.0 67.5 79.1 84.8 48.1 67.4 74.9 76.4
Old : 49.0 67.5 79.1 84.8 48.1 67.4 74.9 76.4
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 16, 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 : 86,557: 15,465 1,160 1,085 56,297 70,240 72,847 72,485: 13,710 14,072
Old : 86,557: 15,465 1,160 1,085 56,297 70,240 72,847 72,485: 13,710 14,072
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 1,050: 350 0 0 1,150 1,500 1,500 1,500: -450 -450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 1.3 1.3 65.0 81.1 84.2 83.7: 15.8 16.3
Old : 100.0: 17.9 1.3 1.3 65.0 81.1 84.2 83.7: 15.8 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 3 2 17 20 20 24:
Old : 27: 2 3 2 17 20 20 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.4 57.9 73.9 72.7 51.7 57.6 63.5 64.8
Old : 55.4 57.9 73.9 72.7 51.7 57.6 63.5 64.8
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 16, 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 : 82,633: 15,765 2,450 335 53,143 66,210 69,243 68,995: 13,390 13,638
Old : 82,633: 15,765 2,450 335 53,143 66,210 69,243 68,995: 13,390 13,638
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 1,020: 350 0 0 1,265 1,615 1,615 1,615: -595 -595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 3.0 0.4 64.3 80.1 83.8 83.5: 16.2 16.5
Old : 100.0: 19.1 3.0 0.4 64.3 80.1 83.8 83.5: 16.2 16.5
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 : 27: 2 3 3 16 19 20 23:
Old : 27: 2 3 3 16 19 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 55.5 74.6 71.6 51.9 55.4 60.8 63.7
Old : 55.2 55.5 74.6 71.6 51.9 55.4 60.8 63.7
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 16, 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 : 27,045: 1,095 15,500 900 21,695 7,530 23,690 23,930: 3,355 3,115
Old : 27,045: 1,095 15,500 900 21,695 7,530 23,690 23,930: 3,355 3,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 0: 0 0 0 25 25 25 25: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 57.3 3.3 80.2 27.8 87.6 88.5: 12.4 11.5
Old : 100.0: 4.0 57.3 3.3 80.2 27.8 87.6 88.5: 12.4 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 6 3 17 10 21 16:
Old : 26: 1 6 3 17 10 21 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 : 52.1 58.2 67.5 75.9 49.6 53.1 61.6 64.6
Old : 52.1 58.2 67.5 75.9 49.6 53.1 61.6 64.6
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 16, 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 : 26,820: 1,095 15,250 975 21,620 7,705 23,690 23,930: 3,130 2,890
Old : 26,820: 1,095 15,250 975 21,620 7,705 23,690 23,930: 3,130 2,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 0: 0 0 0 25 25 25 25: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 56.9 3.6 80.6 28.7 88.3 89.2: 11.7 10.8
Old : 100.0: 4.1 56.9 3.6 80.6 28.7 88.3 89.2: 11.7 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 6 3 17 10 21 16:
Old : 26: 1 6 3 17 10 21 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 : 52.5 58.5 67.9 76.5 50.0 52.6 62.1 64.4
Old : 52.5 58.5 67.9 76.5 50.0 52.6 62.1 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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 : 58,125: 20,470 25 0 35,580 55,910 56,050 55,935: 2,075 2,190
Old : 58,125: 20,470 25 0 35,580 55,910 56,050 55,935: 2,075 2,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 350: 175 0 0 175 350 350 350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 0.0 0.0 61.2 96.2 96.4 96.2: 3.6 3.8
Old : 100.0: 35.2 0.0 0.0 61.2 96.2 96.4 96.2: 3.6 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 1 0 13 15 16 16:
Old : 23: 3 1 0 13 15 16 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 : 75.0 87.0 94.2 93.0 74.2 86.4 92.9 91.5
Old : 75.0 87.0 94.2 93.0 74.2 86.4 92.9 91.5
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 16, 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 : 49,948: 20,005 0 85 26,123 46,753 46,213 46,838: 3,735 3,110
Old : 49,948: 20,005 0 85 26,123 46,753 46,213 46,838: 3,735 3,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 1,400: -200 0 0 1,600 1,400 1,400 1,400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 0.0 0.2 52.3 93.6 92.5 93.8: 7.5 6.2
Old : 100.0: 40.1 0.0 0.2 52.3 93.6 92.5 93.8: 7.5 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: 5 0 2 16 13 21 15:
Old : 26: 5 0 2 16 13 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 : 54.0 84.0 73.0 92.4 50.6 83.8 68.9 88.4
Old : 54.0 84.0 73.0 92.4 50.6 83.8 68.9 88.4
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 16, 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 : 42,843: 15,355 0 435 23,653 39,523 39,443 39,958: 3,400 2,885
Old : 42,843: 15,355 0 435 23,653 39,523 39,443 39,958: 3,400 2,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 475: -25 0 0 425 400 400 400: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 0.0 1.0 55.2 92.3 92.1 93.3: 7.9 6.7
Old : 100.0: 35.8 0.0 1.0 55.2 92.3 92.1 93.3: 7.9 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 0 2 16 12 21 14:
Old : 26: 5 0 2 16 12 21 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 : 51.9 82.1 71.8 91.6 48.3 81.9 68.0 87.9
Old : 51.9 82.1 71.8 91.6 48.3 81.9 68.0 87.9
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 16, 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 : 63,146: 17,445 8,780 1,963 39,975 49,115 59,383 59,858: 3,763 3,288
Old : 63,146: 17,445 8,780 1,963 39,975 49,115 59,383 59,858: 3,763 3,288
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: -300: 0 0 0 -300 -300 -300 -300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 13.9 3.1 63.3 77.8 94.0 94.8: 6.0 5.2
Old : 100.0: 27.6 13.9 3.1 63.3 77.8 94.0 94.8: 6.0 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 : 29: 5 2 3 19 12 25 16:
Old : 29: 5 2 3 19 12 25 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 76.2 83.5 51.0 65.6 71.1 79.4
Old : 56.0 67.1 76.2 83.5 51.0 65.6 71.1 79.4
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 16, 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 : 61,071: 15,470 8,780 1,963 40,565 47,510 57,998 58,253: 3,073 2,818
Old : 61,071: 15,470 8,780 1,963 40,565 47,510 57,998 58,253: 3,073 2,818
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: -325: -25 0 0 -300 -325 -325 -325: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 14.4 3.2 66.4 77.8 95.0 95.4: 5.0 4.6
Old : 100.0: 25.3 14.4 3.2 66.4 77.8 95.0 95.4: 5.0 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 2 3 19 13 25 17:
Old : 29: 5 2 3 19 13 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 : 56.5 67.9 76.9 82.9 52.0 66.0 70.0 78.2
Old : 56.5 67.9 76.9 82.9 52.0 66.0 70.0 78.2
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 16, 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 : 62,809: 16,140 6,335 4,055 35,848 45,723 56,043 56,113: 6,766 6,696
Old : 62,809: 16,140 6,335 4,055 35,848 45,723 56,043 56,113: 6,766 6,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 240: 120 -400 0 120 640 240 240: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 10.1 6.5 57.1 72.8 89.2 89.3: 10.8 10.7
Old : 100.0: 25.7 10.1 6.5 57.1 72.8 89.2 89.3: 10.8 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 : 30: 3 4 3 21 11 26 16:
Old : 30: 3 4 3 21 11 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 : 59.5 71.7 73.5 84.9 59.5 69.2 71.2 77.4
Old : 59.5 71.7 73.5 84.9 59.5 69.2 71.2 77.4
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 16, 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 : 53,499: 10,400 4,515 4,030 31,774 38,524 46,204 47,069: 7,295 6,430
Old : 53,499: 10,400 4,515 4,030 31,774 38,524 46,204 47,069: 7,295 6,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 240: 0 0 0 120 240 120 240: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 8.4 7.5 59.4 72.0 86.4 88.0: 13.6 12.0
Old : 100.0: 19.4 8.4 7.5 59.4 72.0 86.4 88.0: 13.6 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 5 3 20 9 24 14:
Old : 29: 1 5 3 20 9 24 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 : 58.6 67.5 72.5 83.8 57.5 64.9 69.8 75.0
Old : 58.6 67.5 72.5 83.8 57.5 64.9 69.8 75.0
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 16, 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 : 199,692: 650 54,598 2,210 147,875 93,682 150,735 150,490: 48,957 49,202
Old : 199,692: 650 54,598 2,210 147,875 93,682 150,735 150,490: 48,957 49,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 3,164: 0 545 -170 2,104 1,799 1,934 2,174: 1,230 990
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 27.3 1.1 74.1 46.9 75.5 75.4: 24.5 24.6
Old : 100.0: 0.3 27.3 1.1 74.1 46.9 75.5 75.4: 24.5 24.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 8 6 27 28 34 36:
Old : 42: 1 8 6 27 28 34 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 : 48.2 28.0 62.4 48.9 40.4 27.4 50.0 43.3
Old : 48.2 28.0 62.4 48.9 40.4 27.4 50.0 43.3
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 16, 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 : 173,699: 650 44,104 3,443 127,247 83,676 131,340 131,223: 42,359 42,476
Old : 173,699: 650 44,104 3,443 127,247 83,676 131,340 131,223: 42,359 42,476
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 2,358: 0 295 -170 2,060 2,005 1,890 2,130: 468 228
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 25.4 2.0 73.3 48.2 75.6 75.5: 24.4 24.5
Old : 100.0: 0.4 25.4 2.0 73.3 48.2 75.6 75.5: 24.4 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 8 6 28 28 35 36:
Old : 42: 1 8 6 28 28 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 : 46.2 32.1 60.0 51.3 40.1 31.3 48.7 44.7
Old : 46.2 32.1 60.0 51.3 40.1 31.3 48.7 44.7
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 16, 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 : 51,286: 2,735 1,450 2,230 41,216 42,471 46,181 46,151: 5,105 5,135
Old : 51,286: 2,735 1,450 2,230 41,216 42,471 46,181 46,151: 5,105 5,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: -710: 175 0 -175 -580 -405 -580 -580: -130 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 2.8 4.3 80.4 82.8 90.0 90.0: 10.0 10.0
Old : 100.0: 5.3 2.8 4.3 80.4 82.8 90.0 90.0: 10.0 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 : 26: 2 2 2 16 16 18 20:
Old : 26: 2 2 2 16 16 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 : 60.4 50.2 76.3 73.1 50.5 45.9 62.2 61.5
Old : 60.4 50.2 76.3 73.1 50.5 45.9 62.2 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 16, 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 : 44,592: 2,985 1,050 2,055 35,495 37,475 40,535 40,580: 4,057 4,012
Old : 44,592: 2,985 1,050 2,055 35,495 37,475 40,535 40,580: 4,057 4,012
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: -830: 175 0 -175 -60 115 -60 -60: -770 -770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 2.4 4.6 79.6 84.0 90.9 91.0: 9.1 9.0
Old : 100.0: 6.7 2.4 4.6 79.6 84.0 90.9 91.0: 9.1 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 2 19 16 21 19:
Old : 24: 2 1 2 19 16 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 55.0 72.8 76.5 52.5 48.9 61.1 61.9
Old : 57.6 55.0 72.8 76.5 52.5 48.9 61.1 61.9
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 16, 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 : 39,490: 5,125 3,705 0 29,665 31,335 34,790 35,040: 4,700 4,450
Old : 39,490: 5,125 3,705 0 29,665 31,335 34,790 35,040: 4,700 4,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 1,645: 0 -200 0 1,440 1,640 1,440 1,440: 205 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 9.4 0.0 75.1 79.3 88.1 88.7: 11.9 11.3
Old : 100.0: 13.0 9.4 0.0 75.1 79.3 88.1 88.7: 11.9 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 1 0 17 19 20 20:
Old : 25: 3 1 0 17 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 : 46.1 48.5 70.2 72.3 39.8 35.4 50.8 50.5
Old : 46.1 48.5 70.2 72.3 39.8 35.4 50.8 50.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 2021
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 48,190: 20,570 3,705 75 22,270 39,660 42,915 43,440: 5,275 4,750
Old : 48,190: 20,570 3,705 75 22,270 39,660 42,915 43,440: 5,275 4,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 325: 0 0 0 640 640 640 640: -315 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 7.7 0.2 46.2 82.3 89.1 90.1: 10.9 9.9
Old : 100.0: 42.7 7.7 0.2 46.2 82.3 89.1 90.1: 10.9 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 2 1 14 17 17 19:
Old : 22: 2 2 1 14 17 17 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 : 65.7 57.9 80.6 76.2 55.3 46.5 61.7 59.6
Old : 65.7 57.9 80.6 76.2 55.3 46.5 61.7 59.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 16, 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 : 201,483: 24,025 2,537 3,633 138,061 159,563 165,719 165,733: 35,764 35,750
Old : 201,483: 24,025 2,537 3,633 138,061 159,563 165,719 165,733: 35,764 35,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 625: -475 -205 243 290 320 58 358: 567 267
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 1.3 1.8 68.5 79.2 82.2 82.3: 17.8 17.7
Old : 100.0: 11.9 1.3 1.8 68.5 79.2 82.2 82.3: 17.8 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 6 6 29 27 36 35:
Old : 40: 3 6 6 29 27 36 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 45.9 60.8 65.1 35.3 34.9 45.8 45.7
Old : 41.2 45.9 60.8 65.1 35.3 34.9 45.8 45.7
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 16, 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 : 174,598: 13,305 1,677 10,575 125,620 137,098 149,500 149,350: 25,098 25,248
Old : 174,598: 13,305 1,677 10,575 125,620 137,098 149,500 149,350: 25,098 25,248
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 390: -275 -180 0 1,091 926 816 746: -426 -356
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 1.0 6.1 71.9 78.5 85.6 85.5: 14.4 14.5
Old : 100.0: 7.6 1.0 6.1 71.9 78.5 85.6 85.5: 14.4 14.5
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 : 37: 3 5 2 28 27 32 33:
Old : 37: 3 5 2 28 27 32 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 41.2 68.4 62.4 33.9 33.2 44.7 44.6
Old : 47.0 41.2 68.4 62.4 33.9 33.2 44.7 44.6
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 16, 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 : 30,274: 680 555 1,524 26,420 26,535 28,624 28,614: 1,650 1,660
Old : 30,274: 680 555 1,524 26,420 26,535 28,624 28,614: 1,650 1,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 1.8 5.0 87.3 87.6 94.5 94.5: 5.5 5.5
Old : 100.0: 2.2 1.8 5.0 87.3 87.6 94.5 94.5: 5.5 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 : 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 : 69.2 84.4 85.8 93.5 63.3 79.8 77.3 82.8
Old : 69.2 84.4 85.8 93.5 63.3 79.8 77.3 82.8
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 16, 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 : 29,674: 25 605 1,804 26,225 25,635 28,054 28,044: 1,620 1,630
Old : 29,674: 25 605 1,804 26,225 25,635 28,054 28,044: 1,620 1,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 9, 2021 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 2.0 6.1 88.4 86.4 94.5 94.5: 5.5 5.5
Old : 100.0: 0.1 2.0 6.1 88.4 86.4 94.5 94.5: 5.5 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 : 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 : 72.1 83.4 88.2 93.1 66.2 78.2 78.5 81.4
Old : 72.1 83.4 88.2 93.1 66.2 78.2 78.5 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 19, 2021