ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 87,583: 3,495 9,626 0 77,036 70,876 80,531 80,502: 7,052 7,081
Old : 87,583: 3,495 9,626 0 77,036 70,876 80,531 80,502: 7,052 7,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: 140: 0 0 0 140 140 140 140: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 11.0 0.0 88.0 80.9 91.9 91.9: 8.1 8.1
Old : 100.0: 4.0 11.0 0.0 88.0 80.9 91.9 91.9: 8.1 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 0 19 17 20 19:
Old : 25: 1 2 0 19 17 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 56.8 85.4 83.0 72.8 55.6 83.3 78.2
Old : 73.5 56.8 85.4 83.0 72.8 55.6 83.3 78.2
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, February 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 : 73,607: 3,440 8,281 0 62,616 57,766 66,056 66,047: 7,551 7,560
Old : 73,607: 3,440 8,281 0 62,616 57,766 66,056 66,047: 7,551 7,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: 15: 0 0 0 15 15 15 15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.7 11.3 0.0 85.1 78.5 89.7 89.7: 10.3 10.3
Old : 100.0: 4.7 11.3 0.0 85.1 78.5 89.7 89.7: 10.3 10.3
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 : 23: 1 1 0 19 18 20 19:
Old : 23: 1 1 0 19 18 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 59.2 83.6 81.7 71.8 58.1 79.7 77.7
Old : 72.8 59.2 83.6 81.7 71.8 58.1 79.7 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 27,006: 425 1,175 200 21,765 20,666 22,390 22,041: 4,616 4,965
Old : 27,006: 425 1,175 200 21,765 20,666 22,390 22,041: 4,616 4,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: 200: 150 0 0 30 180 180 180: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 4.4 0.7 80.6 76.5 82.9 81.6: 17.1 18.4
Old : 100.0: 1.6 4.4 0.7 80.6 76.5 82.9 81.6: 17.1 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 1 12 14 15 16:
Old : 20: 2 2 1 12 14 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 51.0 78.5 72.0 43.0 39.6 50.2 48.7
Old : 65.8 51.0 78.5 72.0 43.0 39.6 50.2 48.7
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, February 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 : 42,487: 5,675 7,139 2,335 30,921 29,737 38,931 39,211: 3,556 3,276
Old : 42,487: 5,675 7,139 2,335 30,921 29,737 38,931 39,211: 3,556 3,276
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: -6,094: -6,650 0 0 556 -6,094 -6,094 -6,094: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 16.8 5.5 72.8 70.0 91.6 92.3: 8.4 7.7
Old : 100.0: 13.4 16.8 5.5 72.8 70.0 91.6 92.3: 8.4 7.7
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 : 27: 4 2 2 19 17 23 21:
Old : 27: 4 2 2 19 17 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 65.8 67.2 80.5 29.0 60.4 47.3 67.2
Old : 44.1 65.8 67.2 80.5 29.0 60.4 47.3 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, February 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 : 32,232: 300 8,379 1,056 28,088 20,062 29,444 29,497: 2,788 2,735
Old : 32,232: 300 8,379 1,056 28,088 20,062 29,444 29,497: 2,788 2,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: -204: -1,560 1,790 -1,790 3,146 -204 -204 -204: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 26.0 3.3 87.1 62.2 91.4 91.5: 8.6 8.5
Old : 100.0: 0.9 26.0 3.3 87.1 62.2 91.4 91.5: 8.6 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 3 2 16 14 20 17:
Old : 24: 2 3 2 16 14 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 65.6 73.9 82.0 42.8 59.9 57.9 64.4
Old : 51.3 65.6 73.9 82.0 42.8 59.9 57.9 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 19,260: 620 8,650 55 17,190 8,970 17,865 17,675: 1,395 1,585
Old : 19,260: 620 8,650 55 17,190 8,970 17,865 17,675: 1,395 1,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: -7,550: 0 -6,900 0 -7,550 -650 -7,550 -7,550: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 44.9 0.3 89.3 46.6 92.8 91.8: 7.2 8.2
Old : 100.0: 3.2 44.9 0.3 89.3 46.6 92.8 91.8: 7.2 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 : 20: 2 1 1 15 14 17 16:
Old : 20: 2 1 1 15 14 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 72.2 80.1 86.8 45.2 67.1 68.6 73.8
Old : 48.6 72.2 80.1 86.8 45.2 67.1 68.6 73.8
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, February 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 : 83,102: 11,885 1,600 1,085 57,512 67,732 70,482 70,417: 12,620 12,685
Old : 83,102: 11,885 1,600 1,085 57,512 67,732 70,482 70,417: 12,620 12,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: 325: -15 0 15 310 295 310 310: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 1.9 1.3 69.2 81.5 84.8 84.7: 15.2 15.3
Old : 100.0: 14.3 1.9 1.3 69.2 81.5 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 : 30: 2 3 2 18 22 21 26:
Old : 30: 2 3 2 18 22 21 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 57.1 74.2 72.4 48.7 55.8 62.5 63.2
Old : 53.3 57.1 74.2 72.4 48.7 55.8 62.5 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 79,862: 12,450 3,075 350 54,582 63,947 67,382 67,372: 12,480 12,490
Old : 79,862: 12,450 3,075 350 54,582 63,947 67,382 67,372: 12,480 12,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: 350: 0 0 0 325 310 325 310: 25 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 3.9 0.4 68.3 80.1 84.4 84.4: 15.6 15.6
Old : 100.0: 15.6 3.9 0.4 68.3 80.1 84.4 84.4: 15.6 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 3 2 16 21 19 24:
Old : 29: 1 3 2 16 21 19 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 53.2 74.0 71.0 48.6 53.2 59.3 62.6
Old : 52.6 53.2 74.0 71.0 48.6 53.2 59.3 62.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 27,596: 700 16,385 1,050 21,521 6,086 23,271 23,521: 4,325 4,075
Old : 27,596: 700 16,385 1,050 21,521 6,086 23,271 23,521: 4,325 4,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 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: 2.5 59.4 3.8 78.0 22.1 84.3 85.2: 15.7 14.8
Old : 100.0: 2.5 59.4 3.8 78.0 22.1 84.3 85.2: 15.7 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 6 3 16 11 20 17:
Old : 25: 1 6 3 16 11 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 58.5 67.1 75.5 48.9 54.7 62.1 65.9
Old : 51.1 58.5 67.1 75.5 48.9 54.7 62.1 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 27,346: 700 16,010 1,125 21,447 6,387 23,272 23,522: 4,074 3,824
Old : 27,346: 700 16,010 1,125 21,447 6,387 23,272 23,522: 4,074 3,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 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: 2.6 58.5 4.1 78.4 23.4 85.1 86.0: 14.9 14.0
Old : 100.0: 2.6 58.5 4.1 78.4 23.4 85.1 86.0: 14.9 14.0
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: 1 6 3 16 11 20 17:
Old : 25: 1 6 3 16 11 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 57.9 67.3 75.2 48.7 53.8 61.7 65.2
Old : 51.3 57.9 67.3 75.2 48.7 53.8 61.7 65.2
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, February 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 : 61,860: 22,325 0 120 37,260 59,410 59,705 59,530: 2,155 2,330
Old : 61,860: 22,325 0 120 37,260 59,410 59,705 59,530: 2,155 2,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 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: 36.1 0.0 0.2 60.2 96.0 96.5 96.2: 3.5 3.8
Old : 100.0: 36.1 0.0 0.2 60.2 96.0 96.5 96.2: 3.5 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 : 22: 3 0 1 13 15 16 16:
Old : 22: 3 0 1 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 85.7 94.4 92.1 73.2 85.1 91.9 90.3
Old : 75.0 85.7 94.4 92.1 73.2 85.1 91.9 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 63,310: 21,500 0 120 39,880 61,240 61,500 61,360: 1,810 1,950
Old : 63,310: 21,500 0 120 39,880 61,240 61,500 61,360: 1,810 1,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 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: 34.0 0.0 0.2 63.0 96.7 97.1 96.9: 2.9 3.1
Old : 100.0: 34.0 0.0 0.2 63.0 96.7 97.1 96.9: 2.9 3.1
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 : 21: 3 0 1 14 14 17 15:
Old : 21: 3 0 1 14 14 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 89.5 94.9 95.0 73.8 88.9 92.4 92.3
Old : 75.6 89.5 94.9 95.0 73.8 88.9 92.4 92.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 50,543: 20,550 50 165 26,673 47,493 47,388 47,708: 3,155 2,835
Old : 50,543: 20,550 50 165 26,673 47,493 47,388 47,708: 3,155 2,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: 1,100: 600 0 0 600 1,225 1,200 1,225: -100 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 0.1 0.3 52.8 94.0 93.8 94.4: 6.2 5.6
Old : 100.0: 40.7 0.1 0.3 52.8 94.0 93.8 94.4: 6.2 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 1 2 17 11 21 14:
Old : 26: 4 1 2 17 11 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 : 54.9 83.4 72.9 92.6 51.4 83.2 69.2 88.2
Old : 54.9 83.4 72.9 92.6 51.4 83.2 69.2 88.2
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, February 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 : 43,923: 15,225 50 515 25,363 40,743 41,103 41,308: 2,820 2,615
Old : 43,923: 15,225 50 515 25,363 40,743 41,103 41,308: 2,820 2,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: 1,100: 600 0 0 600 1,225 1,200 1,225: -100 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 0.1 1.2 57.7 92.8 93.6 94.0: 6.4 6.0
Old : 100.0: 34.7 0.1 1.2 57.7 92.8 93.6 94.0: 6.4 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 1 2 17 11 21 14:
Old : 26: 4 1 2 17 11 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 81.2 72.4 91.4 48.3 81.0 68.5 87.3
Old : 51.9 81.2 72.4 91.4 48.3 81.0 68.5 87.3
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, February 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 : 68,148: 18,775 11,290 1,938 43,225 51,230 63,938 64,458: 4,210 3,690
Old : 68,148: 18,775 11,290 1,938 43,225 51,230 63,938 64,458: 4,210 3,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: 275: 0 0 0 300 300 300 300: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 16.6 2.8 63.4 75.2 93.8 94.6: 6.2 5.4
Old : 100.0: 27.6 16.6 2.8 63.4 75.2 93.8 94.6: 6.2 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 2 2 19 12 27 15:
Old : 31: 7 2 2 19 12 27 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 : 56.0 67.1 75.8 83.2 51.1 65.7 70.5 79.4
Old : 56.0 67.1 75.8 83.2 51.1 65.7 70.5 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, February 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 : 65,883: 16,765 11,290 1,938 43,810 49,565 62,513 62,793: 3,370 3,090
Old : 65,883: 16,765 11,290 1,938 43,810 49,565 62,513 62,793: 3,370 3,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: 600: 0 0 0 600 600 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 17.1 2.9 66.5 75.2 94.9 95.3: 5.1 4.7
Old : 100.0: 25.4 17.1 2.9 66.5 75.2 94.9 95.3: 5.1 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 2 2 19 13 27 16:
Old : 31: 7 2 2 19 13 27 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 68.2 76.5 83.0 51.1 66.5 69.4 77.7
Old : 56.7 68.2 76.5 83.0 51.1 66.5 69.4 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 61,839: 17,365 9,020 3,575 34,744 43,134 55,684 55,729: 6,155 6,110
Old : 61,839: 17,365 9,020 3,575 34,744 43,134 55,684 55,729: 6,155 6,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: 485: 0 600 0 485 -115 485 485: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 14.6 5.8 56.2 69.8 90.0 90.1: 10.0 9.9
Old : 100.0: 28.1 14.6 5.8 56.2 69.8 90.0 90.1: 10.0 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 : 32: 3 3 3 22 12 27 16:
Old : 32: 3 3 3 22 12 27 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 68.5 73.9 83.0 57.1 64.6 69.9 76.3
Old : 57.2 68.5 73.9 83.0 57.1 64.6 69.9 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 52,835: 12,630 5,850 3,630 30,749 37,659 47,009 47,139: 5,826 5,696
Old : 52,835: 12,630 5,850 3,630 30,749 37,659 47,009 47,139: 5,826 5,696
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: 600: 0 600 0 600 0 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 11.1 6.9 58.2 71.3 89.0 89.2: 11.0 10.8
Old : 100.0: 23.9 11.1 6.9 58.2 71.3 89.0 89.2: 11.0 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 : 31: 3 3 3 23 11 28 15:
Old : 31: 3 3 3 23 11 28 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 64.3 72.4 81.9 53.9 59.4 67.3 73.8
Old : 57.3 64.3 72.4 81.9 53.9 59.4 67.3 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 191,026: 865 45,188 3,565 137,034 92,666 141,464 141,419: 49,562 49,607
Old : 191,026: 865 45,188 3,565 137,034 92,666 141,464 141,419: 49,562 49,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: 1,500: 240 3,953 -240 1,560 1,160 1,560 4,873: -60 -3,373
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 23.7 1.9 71.7 48.5 74.1 74.0: 25.9 26.0
Old : 100.0: 0.5 23.7 1.9 71.7 48.5 74.1 74.0: 25.9 26.0
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 : 44: 2 7 6 28 29 35 37:
Old : 44: 2 7 6 28 29 35 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.9 29.5 59.2 47.7 39.8 28.6 47.6 41.9
Old : 45.9 29.5 59.2 47.7 39.8 28.6 47.6 41.9
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, February 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 : 165,018: 825 35,663 4,203 117,605 82,817 122,633 122,683: 42,385 42,335
Old : 165,018: 825 35,663 4,203 117,605 82,817 122,633 122,683: 42,385 42,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: 1,050: 0 2,079 -240 824 1,099 584 2,938: 466 -1,888
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 21.6 2.5 71.3 50.2 74.3 74.3: 25.7 25.7
Old : 100.0: 0.5 21.6 2.5 71.3 50.2 74.3 74.3: 25.7 25.7
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 : 43: 2 7 5 26 31 33 38:
Old : 43: 2 7 5 26 31 33 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 33.4 57.4 50.5 39.9 32.3 47.2 43.0
Old : 45.1 33.4 57.4 50.5 39.9 32.3 47.2 43.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 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 : 54,216: 1,400 1,410 3,000 44,966 45,031 49,366 49,441: 4,850 4,775
Old : 54,216: 1,400 1,410 3,000 44,966 45,031 49,366 49,441: 4,850 4,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: -235: 0 0 0 -380 -345 -380 -345: 145 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 2.6 5.5 82.9 83.1 91.1 91.2: 8.9 8.8
Old : 100.0: 2.6 2.6 5.5 82.9 83.1 91.1 91.2: 8.9 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 1 2 17 16 20 19:
Old : 26: 3 1 2 17 16 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 48.2 76.4 74.5 50.0 43.4 58.8 60.2
Old : 59.4 48.2 76.4 74.5 50.0 43.4 58.8 60.2
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, February 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 : 45,830: 1,665 1,135 2,750 36,332 37,047 40,747 40,932: 5,083 4,898
Old : 45,830: 1,665 1,135 2,750 36,332 37,047 40,747 40,932: 5,083 4,898
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: 340: 0 0 0 115 150 115 150: 225 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 2.5 6.0 79.3 80.8 88.9 89.3: 11.1 10.7
Old : 100.0: 3.6 2.5 6.0 79.3 80.8 88.9 89.3: 11.1 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 2 19 17 21 20:
Old : 25: 2 1 2 19 17 21 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.1 49.9 69.3 74.4 46.6 43.4 55.3 57.8
Old : 53.1 49.9 69.3 74.4 46.6 43.4 55.3 57.8
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, February 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 : 37,870: 5,640 3,480 0 27,800 30,230 33,440 33,710: 4,430 4,160
Old : 37,870: 5,640 3,480 0 27,800 30,230 33,440 33,710: 4,430 4,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: 470: 0 0 0 450 450 450 450: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 9.2 0.0 73.4 79.8 88.3 89.0: 11.7 11.0
Old : 100.0: 14.9 9.2 0.0 73.4 79.8 88.3 89.0: 11.7 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: 4 1 0 18 16 22 17:
Old : 27: 4 1 0 18 16 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 : 44.2 48.1 71.5 73.9 33.9 36.4 46.0 49.0
Old : 44.2 48.1 71.5 73.9 33.9 36.4 46.0 49.0
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, February 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 : 47,285: 20,810 3,130 75 21,440 39,540 42,325 42,745: 4,960 4,540
Old : 47,285: 20,810 3,130 75 21,440 39,540 42,325 42,745: 4,960 4,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: 400: 0 0 0 -100 -100 -100 -100: 500 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 6.6 0.2 45.3 83.6 89.5 90.4: 10.5 9.6
Old : 100.0: 44.0 6.6 0.2 45.3 83.6 89.5 90.4: 10.5 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 : 22: 2 2 1 14 18 17 20:
Old : 22: 2 2 1 14 18 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 55.1 82.0 75.9 56.3 40.2 60.0 55.2
Old : 67.9 55.1 82.0 75.9 56.3 40.2 60.0 55.2
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, February 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 : 202,797: 26,365 2,417 3,418 142,760 166,699 172,543 172,534: 30,254 30,263
Old : 202,797: 26,365 2,417 3,418 142,760 166,699 172,543 172,534: 30,254 30,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: 2,869: 0 635 -240 3,604 2,969 3,364 3,364: -495 -495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 1.2 1.7 70.4 82.2 85.1 85.1: 14.9 14.9
Old : 100.0: 13.0 1.2 1.7 70.4 82.2 85.1 85.1: 14.9 14.9
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 : 43: 4 6 4 29 29 36 36:
Old : 43: 4 6 4 29 29 36 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 : 45.4 47.4 63.0 67.6 39.1 36.5 50.0 48.5
Old : 45.4 47.4 63.0 67.6 39.1 36.5 50.0 48.5
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, February 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 : 177,975: 20,975 1,933 4,925 130,270 149,383 156,170 156,241: 21,805 21,734
Old : 177,975: 20,975 1,933 4,925 130,270 149,383 156,170 156,241: 21,805 21,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 9, 2021 :
: 22,913: 0 675 -305 21,695 21,020 21,390 21,390: 1,523 1,523
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 1.1 2.8 73.2 83.9 87.7 87.8: 12.3 12.2
Old : 100.0: 11.8 1.1 2.8 73.2 83.9 87.7 87.8: 12.3 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 5 3 27 26 32 32:
Old : 37: 3 5 3 27 26 32 32:
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 : 48.0 47.6 67.4 65.0 38.6 39.9 47.9 47.6
Old : 48.0 47.6 67.4 65.0 38.6 39.9 47.9 47.6
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, February 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 : 29,205: 2,920 300 225 24,255 26,870 27,400 27,395: 1,805 1,810
Old : 29,205: 2,920 300 225 24,255 26,870 27,400 27,395: 1,805 1,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 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: 10.0 1.0 0.8 83.1 92.0 93.8 93.8: 6.2 6.2
Old : 100.0: 10.0 1.0 0.8 83.1 92.0 93.8 93.8: 6.2 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 : 20: 3 1 1 11 8 14 10:
Old : 20: 3 1 1 11 8 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 : 65.6 88.4 85.5 93.3 64.0 83.7 78.4 85.9
Old : 65.6 88.4 85.5 93.3 64.0 83.7 78.4 85.9
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, February 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 : 28,685: 2,295 380 475 24,175 26,085 26,945 26,940: 1,740 1,745
Old : 28,685: 2,295 380 475 24,175 26,085 26,945 26,940: 1,740 1,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 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: 8.0 1.3 1.7 84.3 90.9 93.9 93.9: 6.1 6.1
Old : 100.0: 8.0 1.3 1.7 84.3 90.9 93.9 93.9: 6.1 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 1 11 7 14 9:
Old : 20: 2 2 1 11 7 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.6 87.8 88.0 93.5 68.0 81.8 80.5 84.3
Old : 68.6 87.8 88.0 93.5 68.0 81.8 80.5 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 19, 2021