ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 89,782: 3,585 8,725 60 78,625 73,458 82,270 82,243: 7,512 7,539
Old : 89,782: 3,585 8,725 60 78,625 73,458 82,270 82,243: 7,512 7,539
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 475: 15 -110 60 50 175 125 125: 350 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 9.7 0.1 87.6 81.8 91.6 91.6: 8.4 8.4
Old : 100.0: 4.0 9.7 0.1 87.6 81.8 91.6 91.6: 8.4 8.4
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: 1 2 1 20 19 22 21:
Old : 27: 1 2 1 20 19 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.9 60.4 85.4 83.1 71.1 59.4 81.8 77.3
Old : 71.9 60.4 85.4 83.1 71.1 59.4 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 23, 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 : 72,405: 3,300 7,455 60 60,997 56,825 64,357 64,340: 8,048 8,065
Old : 72,405: 3,300 7,455 60 60,997 56,825 64,357 64,340: 8,048 8,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 298: 120 -60 60 223 403 403 403: -105 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 10.3 0.1 84.2 78.5 88.9 88.9: 11.1 11.1
Old : 100.0: 4.6 10.3 0.1 84.2 78.5 88.9 88.9: 11.1 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 : 24: 1 1 1 19 19 21 20:
Old : 24: 1 1 1 19 19 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 62.8 82.8 81.5 72.3 62.1 79.3 78.8
Old : 73.3 62.8 82.8 81.5 72.3 62.1 79.3 78.8
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 23, 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 : 46,239: 4,505 6,884 2,300 35,943 33,854 42,748 43,038: 3,491 3,201
Old : 46,239: 4,505 6,884 2,300 35,943 33,854 42,748 43,038: 3,491 3,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 680: -100 0 0 1,305 1,205 1,205 1,205: -525 -525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 14.9 5.0 77.7 73.2 92.5 93.1: 7.5 6.9
Old : 100.0: 9.7 14.9 5.0 77.7 73.2 92.5 93.1: 7.5 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 2 1 20 17 24 20:
Old : 29: 4 2 1 20 17 24 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 : 46.2 61.1 67.1 79.8 32.4 58.7 48.5 66.3
Old : 46.2 61.1 67.1 79.8 32.4 58.7 48.5 66.3
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 23, 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 : 34,110: 250 8,034 1,236 30,064 22,266 31,550 31,536: 2,560 2,574
Old : 34,110: 250 8,034 1,236 30,064 22,266 31,550 31,536: 2,560 2,574
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 461: 0 40 180 1,170 1,070 1,350 1,290: -889 -829
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 23.6 3.6 88.1 65.3 92.5 92.5: 7.5 7.5
Old : 100.0: 0.7 23.6 3.6 88.1 65.3 92.5 92.5: 7.5 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 4 3 17 13 22 17:
Old : 25: 2 4 3 17 13 22 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 62.0 74.6 84.9 44.2 59.4 62.3 65.9
Old : 50.8 62.0 74.6 84.9 44.2 59.4 62.3 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 19,230: 0 8,220 625 16,770 8,535 17,395 17,380: 1,835 1,850
Old : 19,230: 0 8,220 625 16,770 8,535 17,395 17,380: 1,835 1,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 60: 0 0 0 0 60 0 60: 60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 42.7 3.3 87.2 44.4 90.5 90.4: 9.5 9.6
Old : 100.0: 0.0 42.7 3.3 87.2 44.4 90.5 90.4: 9.5 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 48.8 67.6 78.9 84.9 48.0 67.5 74.7 76.4
Old : 48.8 67.6 78.9 84.9 48.0 67.5 74.7 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 23, 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 : 89,152: 16,905 1,160 1,085 57,372 72,755 75,362 75,000: 13,790 14,152
Old : 89,152: 16,905 1,160 1,085 57,372 72,755 75,362 75,000: 13,790 14,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 2,595: 1,440 0 0 1,075 2,515 2,515 2,515: 80 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 1.3 1.2 64.4 81.6 84.5 84.1: 15.5 15.9
Old : 100.0: 19.0 1.3 1.2 64.4 81.6 84.5 84.1: 15.5 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 2 18 20 21 24:
Old : 28: 2 3 2 18 20 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.1 58.7 74.2 73.5 52.4 58.4 64.2 66.1
Old : 56.1 58.7 74.2 73.5 52.4 58.4 64.2 66.1
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 23, 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 : 85,303: 17,205 2,450 335 54,493 68,980 72,033 71,765: 13,270 13,538
Old : 85,303: 17,205 2,450 335 54,493 68,980 72,033 71,765: 13,270 13,538
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 2,670: 1,440 0 0 1,350 2,770 2,790 2,770: -120 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 2.9 0.4 63.9 80.9 84.4 84.1: 15.6 15.9
Old : 100.0: 20.2 2.9 0.4 63.9 80.9 84.4 84.1: 15.6 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 3 17 19 21 23:
Old : 28: 2 3 3 17 19 21 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 : 55.8 56.6 74.6 72.6 52.6 56.5 61.4 64.8
Old : 55.8 56.6 74.6 72.6 52.6 56.5 61.4 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 27,335: 1,095 15,420 900 21,985 7,900 23,980 24,220: 3,355 3,115
Old : 27,335: 1,095 15,420 900 21,985 7,900 23,980 24,220: 3,355 3,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 290: 0 -80 0 290 370 290 290: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 56.4 3.3 80.4 28.9 87.7 88.6: 12.3 11.4
Old : 100.0: 4.0 56.4 3.3 80.4 28.9 87.7 88.6: 12.3 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 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 : 51.9 57.2 68.1 74.8 49.2 52.1 61.0 62.8
Old : 51.9 57.2 68.1 74.8 49.2 52.1 61.0 62.8
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 23, 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 : 27,110: 1,095 15,170 975 21,910 8,075 23,980 24,220: 3,130 2,890
Old : 27,110: 1,095 15,170 975 21,910 8,075 23,980 24,220: 3,130 2,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 290: 0 -80 0 290 370 290 290: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 56.0 3.6 80.8 29.8 88.5 89.3: 11.5 10.7
Old : 100.0: 4.0 56.0 3.6 80.8 29.8 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 : 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 : 52.3 57.5 68.4 75.3 49.6 51.7 61.7 62.6
Old : 52.3 57.5 68.4 75.3 49.6 51.7 61.7 62.6
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 23, 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 16, 2021 :
: 0: 0 0 0 0 0 0 0: 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 23, 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 : 49,983: 19,920 0 85 26,223 46,788 46,228 46,873: 3,755 3,110
Old : 49,983: 19,920 0 85 26,223 46,788 46,228 46,873: 3,755 3,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 35: -85 0 0 100 35 15 35: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 0.0 0.2 52.5 93.6 92.5 93.8: 7.5 6.2
Old : 100.0: 39.9 0.0 0.2 52.5 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 : 53.8 83.9 72.8 92.4 50.4 83.7 68.7 88.3
Old : 53.8 83.9 72.8 92.4 50.4 83.7 68.7 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 42,853: 15,270 0 435 23,728 39,533 39,433 39,968: 3,420 2,885
Old : 42,853: 15,270 0 435 23,728 39,533 39,433 39,968: 3,420 2,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 10: -85 0 0 75 10 -10 10: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 0.0 1.0 55.4 92.3 92.0 93.3: 8.0 6.7
Old : 100.0: 35.6 0.0 1.0 55.4 92.3 92.0 93.3: 8.0 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 : 51.7 82.0 71.7 91.6 48.2 81.8 67.8 87.9
Old : 51.7 82.0 71.7 91.6 48.2 81.8 67.8 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 23, 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 : 73,938: 23,545 550 6,230 39,830 63,320 69,605 70,100: 4,333 3,838
Old : 73,938: 23,545 550 6,230 39,830 63,320 69,605 70,100: 4,333 3,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 10,792: 6,100 -8,230 4,267 -145 14,205 10,222 10,242: 570 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 0.7 8.4 53.9 85.6 94.1 94.8: 5.9 5.2
Old : 100.0: 31.8 0.7 8.4 53.9 85.6 94.1 94.8: 5.9 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 7 1 3 19 12 26 16:
Old : 30: 7 1 3 19 12 26 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 70.4 77.1 84.4 43.7 66.9 66.1 77.8
Old : 54.8 70.4 77.1 84.4 43.7 66.9 66.1 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 71,883: 21,610 550 6,230 40,200 61,535 68,040 68,315: 3,843 3,568
Old : 71,883: 21,610 550 6,230 40,200 61,535 68,040 68,315: 3,843 3,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 10,812: 6,140 -8,230 4,267 -365 14,025 10,042 10,062: 770 750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 0.8 8.7 55.9 85.6 94.7 95.0: 5.3 5.0
Old : 100.0: 30.1 0.8 8.7 55.9 85.6 94.7 95.0: 5.3 5.0
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 : 30: 7 1 3 19 13 26 17:
Old : 30: 7 1 3 19 13 26 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 71.2 77.0 84.8 45.1 67.1 64.6 77.0
Old : 54.9 71.2 77.0 84.8 45.1 67.1 64.6 77.0
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 23, 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 : 63,277: 16,140 6,480 4,100 36,208 45,938 56,448 56,518: 6,829 6,759
Old : 63,277: 16,140 6,480 4,100 36,208 45,938 56,448 56,518: 6,829 6,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 468: 0 145 45 360 215 405 405: 63 63
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 10.2 6.5 57.2 72.6 89.2 89.3: 10.8 10.7
Old : 100.0: 25.5 10.2 6.5 57.2 72.6 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: 2 5 3 21 12 26 17:
Old : 30: 2 5 3 21 12 26 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 : 59.1 71.1 73.2 84.4 59.1 68.7 70.7 76.9
Old : 59.1 71.1 73.2 84.4 59.1 68.7 70.7 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 53,982: 10,425 4,705 4,030 32,249 38,854 46,704 47,589: 7,278 6,393
Old : 53,982: 10,425 4,705 4,030 32,249 38,854 46,704 47,589: 7,278 6,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 483: 25 190 0 475 330 500 520: -17 -37
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 8.7 7.5 59.7 72.0 86.5 88.2: 13.5 11.8
Old : 100.0: 19.3 8.7 7.5 59.7 72.0 86.5 88.2: 13.5 11.8
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 5 3 20 10 24 15:
Old : 29: 1 5 3 20 10 24 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 : 58.1 67.0 72.2 83.5 57.1 64.4 69.9 74.3
Old : 58.1 67.0 72.2 83.5 57.1 64.4 69.9 74.3
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 23, 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 : 210,736: 650 68,028 1,135 159,244 91,621 161,029 160,784: 49,707 49,952
Old : 210,736: 650 68,028 1,135 159,244 91,621 161,029 160,784: 49,707 49,952
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 11,044: 0 13,430 -1,075 11,369 -2,061 10,294 10,294: 750 750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 32.3 0.5 75.6 43.5 76.4 76.3: 23.6 23.7
Old : 100.0: 0.3 32.3 0.5 75.6 43.5 76.4 76.3: 23.6 23.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 1 8 5 28 28 34 36:
Old : 42: 1 8 5 28 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 : 47.8 32.6 63.6 53.1 40.4 32.3 52.2 47.5
Old : 47.8 32.6 63.6 53.1 40.4 32.3 52.2 47.5
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 23, 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 : 187,631: 650 57,524 2,180 141,776 84,805 144,606 144,509: 43,025 43,122
Old : 187,631: 650 57,524 2,180 141,776 84,805 144,606 144,509: 43,025 43,122
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 13,932: 0 13,420 -1,263 14,529 1,129 13,266 13,286: 666 646
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 30.7 1.2 75.6 45.2 77.1 77.0: 22.9 23.0
Old : 100.0: 0.3 30.7 1.2 75.6 45.2 77.1 77.0: 22.9 23.0
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 : 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 : 48.8 36.3 62.4 54.8 41.9 36.0 50.5 48.6
Old : 48.8 36.3 62.4 54.8 41.9 36.0 50.5 48.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 51,681: 2,735 1,450 2,230 41,131 42,326 46,096 46,006: 5,585 5,675
Old : 51,681: 2,735 1,450 2,230 41,131 42,326 46,096 46,006: 5,585 5,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 395: 0 0 0 -85 -145 -85 -145: 480 540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 2.8 4.3 79.6 81.9 89.2 89.0: 10.8 11.0
Old : 100.0: 5.3 2.8 4.3 79.6 81.9 89.2 89.0: 10.8 11.0
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: 2 2 2 17 18 19 22:
Old : 27: 2 2 2 17 18 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 49.9 76.0 70.2 50.3 45.7 61.4 58.8
Old : 60.2 49.9 76.0 70.2 50.3 45.7 61.4 58.8
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 23, 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 : 44,947: 2,985 1,050 2,055 35,410 37,360 40,450 40,465: 4,497 4,482
Old : 44,947: 2,985 1,050 2,055 35,410 37,360 40,450 40,465: 4,497 4,482
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 355: 0 0 0 -85 -115 -85 -115: 440 470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 2.3 4.6 78.8 83.1 90.0 90.0: 10.0 10.0
Old : 100.0: 6.6 2.3 4.6 78.8 83.1 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 : 25: 2 1 2 20 18 22 21:
Old : 25: 2 1 2 20 18 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 54.7 72.3 74.0 52.4 48.8 60.3 59.0
Old : 57.4 54.7 72.3 74.0 52.4 48.8 60.3 59.0
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 23, 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 : 39,770: 5,125 3,705 0 29,935 31,635 35,060 35,340: 4,710 4,430
Old : 39,770: 5,125 3,705 0 29,935 31,635 35,060 35,340: 4,710 4,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 280: 0 0 0 270 300 270 300: 10 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 9.3 0.0 75.3 79.5 88.2 88.9: 11.8 11.1
Old : 100.0: 12.9 9.3 0.0 75.3 79.5 88.2 88.9: 11.8 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 1 0 18 19 21 20:
Old : 25: 3 1 0 18 19 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 : 46.2 48.6 70.5 72.3 39.6 35.3 50.5 50.3
Old : 46.2 48.6 70.5 72.3 39.6 35.3 50.5 50.3
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 23, 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 : 48,275: 20,570 3,705 75 22,240 39,630 42,885 43,410: 5,390 4,865
Old : 48,275: 20,570 3,705 75 22,240 39,630 42,885 43,410: 5,390 4,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 85: 0 0 0 -30 -30 -30 -30: 115 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.6 7.7 0.2 46.1 82.1 88.8 89.9: 11.2 10.1
Old : 100.0: 42.6 7.7 0.2 46.1 82.1 88.8 89.9: 11.2 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 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 : 65.4 58.0 80.3 76.3 55.0 46.4 61.7 59.7
Old : 65.4 58.0 80.3 76.3 55.0 46.4 61.7 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 23, 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 : 203,457: 24,550 2,257 3,693 139,100 161,407 167,343 167,357: 36,114 36,100
Old : 203,457: 24,550 2,257 3,693 139,100 161,407 167,343 167,357: 36,114 36,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 1,974: 525 -280 60 1,039 1,844 1,624 1,624: 350 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 1.1 1.8 68.4 79.3 82.2 82.3: 17.8 17.7
Old : 100.0: 12.1 1.1 1.8 68.4 79.3 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: 4 5 6 29 27 36 35:
Old : 40: 4 5 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 : 39.8 46.7 59.3 64.9 34.1 34.6 44.0 44.7
Old : 39.8 46.7 59.3 64.9 34.1 34.6 44.0 44.7
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 23, 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 : 175,913: 13,305 1,677 10,575 125,213 136,691 149,093 148,943: 26,820 26,970
Old : 175,913: 13,305 1,677 10,575 125,213 136,691 149,093 148,943: 26,820 26,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 16, 2021 :
: 1,315: 0 0 0 -407 -407 -407 -407: 1,722 1,722
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 1.0 6.0 71.2 77.7 84.8 84.7: 15.2 15.3
Old : 100.0: 7.6 1.0 6.0 71.2 77.7 84.8 84.7: 15.2 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 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 : 46.3 39.9 67.3 61.7 33.4 32.4 44.4 44.7
Old : 46.3 39.9 67.3 61.7 33.4 32.4 44.4 44.7
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 23, 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 16, 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 23, 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 16, 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 25, 2021