ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 39,974: 0 1,915 1,190 34,209 32,374 35,399 35,479: 4,575 4,495
Old : 39,974: 0 1,915 1,190 34,209 32,374 35,399 35,479: 4,575 4,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 655: 0 -450 200 355 805 555 555: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.8 3.0 85.6 81.0 88.6 88.8: 11.4 11.2
Old : 100.0: 0.0 4.8 3.0 85.6 81.0 88.6 88.8: 11.4 11.2
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 : 25: 0 1 1 17 21 18 22:
Old : 25: 0 1 1 17 21 18 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 : 73.6 43.9 83.1 69.1 69.4 42.0 71.3 61.2
Old : 73.6 43.9 83.1 69.1 69.4 42.0 71.3 61.2
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, June 04, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 35,612: 0 2,015 535 31,642 29,795 32,177 32,345: 3,435 3,267
Old : 35,612: 0 2,015 535 31,642 29,795 32,177 32,345: 3,435 3,267
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -270: 0 -100 0 -185 -85 -185 -185: -85 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.7 1.5 88.9 83.7 90.4 90.8: 9.6 9.2
Old : 100.0: 0.0 5.7 1.5 88.9 83.7 90.4 90.8: 9.6 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 1 14 21 15 22:
Old : 23: 0 1 1 14 21 15 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 : 77.8 42.7 86.6 72.1 74.9 42.2 78.4 65.7
Old : 77.8 42.7 86.6 72.1 74.9 42.2 78.4 65.7
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, June 04, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 25,563: 1,100 1,660 555 21,791 20,971 23,446 23,186: 2,117 2,377
Old : 25,563: 1,100 1,660 555 21,791 20,971 23,446 23,186: 2,117 2,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 1,450: 0 0 0 1,450 1,450 1,450 1,450: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 6.5 2.2 85.2 82.0 91.7 90.7: 8.3 9.3
Old : 100.0: 4.3 6.5 2.2 85.2 82.0 91.7 90.7: 8.3 9.3
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 : 21: 4 1 4 13 12 18 16:
Old : 21: 4 1 4 13 12 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.4 62.1 86.7 83.3 71.9 59.3 77.1 76.5
Old : 76.4 62.1 86.7 83.3 71.9 59.3 77.1 76.5
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, June 04, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 26,789: 0 1,525 6,505 19,426 17,901 25,931 25,931: 858 858
Old : 26,789: 0 1,525 6,505 19,426 17,901 25,931 25,931: 858 858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 1,775: 0 -470 645 1,113 1,583 1,758 1,758: 17 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.7 24.3 72.5 66.8 96.8 96.8: 3.2 3.2
Old : 100.0: 0.0 5.7 24.3 72.5 66.8 96.8 96.8: 3.2 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 2 14 17 16 19:
Old : 21: 0 2 2 14 17 16 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 : 67.6 65.0 84.2 82.7 34.3 33.2 40.3 40.1
Old : 67.6 65.0 84.2 82.7 34.3 33.2 40.3 40.1
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, June 04, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 77,123: 14,005 4,970 4,305 46,781 55,333 65,091 64,608: 12,032 12,515
Old : 77,123: 14,005 4,970 4,305 46,781 55,333 65,091 64,608: 12,032 12,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 4,315: 0 0 1,095 2,980 2,980 4,075 4,075: 240 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 6.4 5.6 60.7 71.7 84.4 83.8: 15.6 16.2
Old : 100.0: 18.2 6.4 5.6 60.7 71.7 84.4 83.8: 15.6 16.2
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: 2 3 2 16 24 18 29:
Old : 30: 2 3 2 16 24 18 29:
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 : 67.5 41.4 79.1 57.2 61.1 41.4 66.1 55.5
Old : 67.5 41.4 79.1 57.2 61.1 41.4 66.1 55.5
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, June 04, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 74,413: 11,530 5,120 5,650 46,072 51,911 63,252 62,681: 11,161 11,732
Old : 74,413: 11,530 5,120 5,650 46,072 51,911 63,252 62,681: 11,161 11,732
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 4,145: 0 0 1,095 2,750 2,750 3,845 3,845: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 6.9 7.6 61.9 69.8 85.0 84.2: 15.0 15.8
Old : 100.0: 15.5 6.9 7.6 61.9 69.8 85.0 84.2: 15.0 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 3 2 17 23 19 28:
Old : 30: 2 3 2 17 23 19 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 44.5 78.6 59.2 59.3 43.9 63.9 55.9
Old : 66.4 44.5 78.6 59.2 59.3 43.9 63.9 55.9
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, June 04, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 25,867: 1,045 10,295 1,845 19,114 10,389 22,004 22,529: 3,863 3,338
Old : 25,867: 1,045 10,295 1,845 19,114 10,389 22,004 22,529: 3,863 3,338
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 75: 150 325 -250 99 -76 -1 -1: 76 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 39.8 7.1 73.9 40.2 85.1 87.1: 14.9 12.9
Old : 100.0: 4.0 39.8 7.1 73.9 40.2 85.1 87.1: 14.9 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 5 3 18 10 22 16:
Old : 27: 2 5 3 18 10 22 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 : 43.9 68.4 65.8 81.6 42.4 61.0 61.0 71.8
Old : 43.9 68.4 65.8 81.6 42.4 61.0 61.0 71.8
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, June 04, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 24,212: 1,345 8,830 2,395 16,701 9,886 20,441 21,111: 3,771 3,101
Old : 24,212: 1,345 8,830 2,395 16,701 9,886 20,441 21,111: 3,771 3,101
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 50: 150 325 -275 99 -76 -26 -26: 76 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 36.5 9.9 69.0 40.8 84.4 87.2: 15.6 12.8
Old : 100.0: 5.6 36.5 9.9 69.0 40.8 84.4 87.2: 15.6 12.8
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: 2 5 3 17 8 21 14:
Old : 25: 2 5 3 17 8 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 : 43.0 68.6 67.0 82.7 40.2 63.1 59.4 70.4
Old : 43.0 68.6 67.0 82.7 40.2 63.1 59.4 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 45,123: 22,465 0 25 17,573 39,796 40,063 39,821: 5,060 5,302
Old : 45,123: 22,465 0 25 17,573 39,796 40,063 39,821: 5,060 5,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 1,860: 1,310 0 0 550 1,860 1,860 1,860: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 0.0 0.1 38.9 88.2 88.8 88.2: 11.2 11.8
Old : 100.0: 49.8 0.0 0.1 38.9 88.2 88.8 88.2: 11.2 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 : 26: 5 0 1 12 18 17 19:
Old : 26: 5 0 1 12 18 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 : 58.3 76.0 77.2 84.8 56.1 76.0 72.4 80.8
Old : 58.3 76.0 77.2 84.8 56.1 76.0 72.4 80.8
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, June 04, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 44,910: 22,105 0 25 17,274 39,265 39,404 39,290: 5,506 5,620
Old : 44,910: 22,105 0 25 17,274 39,265 39,404 39,290: 5,506 5,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 1,320: 1,310 0 0 10 1,320 1,320 1,320: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 0.0 0.1 38.5 87.4 87.7 87.5: 12.3 12.5
Old : 100.0: 49.2 0.0 0.1 38.5 87.4 87.7 87.5: 12.3 12.5
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: 5 0 1 10 14 15 15:
Old : 24: 5 0 1 10 14 15 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 : 58.2 78.3 79.2 85.7 57.6 78.3 77.3 84.3
Old : 58.2 78.3 79.2 85.7 57.6 78.3 77.3 84.3
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, June 04, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 51,855: 24,215 400 2,210 21,560 45,380 47,985 47,990: 3,870 3,865
Old : 51,855: 24,215 400 2,210 21,560 45,380 47,985 47,990: 3,870 3,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 2,325: 1,400 0 0 755 2,155 2,155 2,155: 170 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 0.8 4.3 41.6 87.5 92.5 92.5: 7.5 7.5
Old : 100.0: 46.7 0.8 4.3 41.6 87.5 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 : 31: 7 1 4 16 12 24 16:
Old : 31: 7 1 4 16 12 24 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 : 58.2 79.0 78.2 88.9 54.3 74.6 69.6 78.6
Old : 58.2 79.0 78.2 88.9 54.3 74.6 69.6 78.6
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, June 04, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 51,260: 23,800 100 2,760 20,280 44,200 46,840 47,060: 4,420 4,200
Old : 51,260: 23,800 100 2,760 20,280 44,200 46,840 47,060: 4,420 4,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 2,355: 1,400 0 0 825 2,225 2,225 2,225: 130 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 0.2 5.4 39.6 86.2 91.4 91.8: 8.6 8.2
Old : 100.0: 46.4 0.2 5.4 39.6 86.2 91.4 91.8: 8.6 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 : 30: 6 2 4 16 11 23 16:
Old : 30: 6 2 4 16 11 23 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 77.7 78.1 88.9 54.5 73.7 69.8 77.2
Old : 59.1 77.7 78.1 88.9 54.5 73.7 69.8 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 17,775: 1,745 7,285 540 13,875 8,590 16,160 16,415: 1,615 1,360
Old : 17,775: 1,745 7,285 540 13,875 8,590 16,160 16,415: 1,615 1,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 0: 0 60 0 100 40 100 100: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 41.0 3.0 78.1 48.3 90.9 92.3: 9.1 7.7
Old : 100.0: 9.8 41.0 3.0 78.1 48.3 90.9 92.3: 9.1 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 : 25: 1 5 1 16 12 17 18:
Old : 25: 1 5 1 16 12 17 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 48.3 77.7 78.5 49.3 46.9 65.5 68.0
Old : 53.4 48.3 77.7 78.5 49.3 46.9 65.5 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 17,315: 1,925 7,785 510 13,325 7,660 15,760 15,955: 1,555 1,360
Old : 17,315: 1,925 7,785 510 13,325 7,660 15,760 15,955: 1,555 1,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 0: 0 60 0 90 30 90 90: -90 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 45.0 2.9 77.0 44.2 91.0 92.1: 9.0 7.9
Old : 100.0: 11.1 45.0 2.9 77.0 44.2 91.0 92.1: 9.0 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 5 1 15 12 16 18:
Old : 25: 1 5 1 15 12 16 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.7 51.1 78.2 78.7 49.6 51.1 65.9 69.3
Old : 53.7 51.1 78.2 78.7 49.6 51.1 65.9 69.3
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, June 04, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 51,675: 9,670 19,855 3,960 32,810 23,075 46,440 46,890: 5,235 4,785
Old : 51,675: 9,670 19,855 3,960 32,810 23,075 46,440 46,890: 5,235 4,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 1,010: 700 700 -75 555 375 1,180 1,000: -170 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 38.4 7.7 63.5 44.7 89.9 90.7: 10.1 9.3
Old : 100.0: 18.7 38.4 7.7 63.5 44.7 89.9 90.7: 10.1 9.3
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: 5 3 6 16 16 24 22:
Old : 30: 5 3 6 16 16 24 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 : 54.9 67.3 69.7 81.2 52.7 63.3 64.2 70.4
Old : 54.9 67.3 69.7 81.2 52.7 63.3 64.2 70.4
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, June 04, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 52,885: 10,280 19,940 3,685 33,600 24,380 47,565 48,005: 5,320 4,880
Old : 52,885: 10,280 19,940 3,685 33,600 24,380 47,565 48,005: 5,320 4,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 990: 700 700 -100 510 330 1,110 930: -120 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.4 37.7 7.0 63.5 46.1 89.9 90.8: 10.1 9.2
Old : 100.0: 19.4 37.7 7.0 63.5 46.1 89.9 90.8: 10.1 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 4 6 16 17 24 23:
Old : 30: 4 4 6 16 17 24 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 : 56.4 65.5 70.2 81.0 55.0 60.5 65.3 70.9
Old : 56.4 65.5 70.2 81.0 55.0 60.5 65.3 70.9
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, June 04, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 60,360: 17,840 19,700 1,675 37,406 35,891 56,921 57,266: 3,439 3,094
Old : 60,360: 17,840 19,700 1,675 37,406 35,891 56,921 57,266: 3,439 3,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -260: -300 -560 0 40 300 -260 -260: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.6 32.6 2.8 62.0 59.5 94.3 94.9: 5.7 5.1
Old : 100.0: 29.6 32.6 2.8 62.0 59.5 94.3 94.9: 5.7 5.1
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 : 31: 3 3 3 23 11 27 16:
Old : 31: 3 3 3 23 11 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 : 56.1 76.5 76.1 90.7 53.5 70.4 70.9 80.0
Old : 56.1 76.5 76.1 90.7 53.5 70.4 70.9 80.0
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, June 04, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 48,805: 13,665 10,285 1,970 30,993 34,743 46,628 46,998: 2,177 1,807
Old : 48,805: 13,665 10,285 1,970 30,993 34,743 46,628 46,998: 2,177 1,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -600: -600 -600 0 0 0 -600 -600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 21.1 4.0 63.5 71.2 95.5 96.3: 4.5 3.7
Old : 100.0: 28.0 21.1 4.0 63.5 71.2 95.5 96.3: 4.5 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 3 3 22 11 26 16:
Old : 30: 3 3 3 22 11 26 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.7 71.9 77.3 90.5 53.5 67.6 72.9 82.3
Old : 56.7 71.9 77.3 90.5 53.5 67.6 72.9 82.3
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, June 04, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 141,673: 5,359 11,320 11,095 104,334 98,493 120,788 120,908: 20,885 20,765
Old : 141,673: 5,359 11,320 11,095 104,334 98,493 120,788 120,908: 20,885 20,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 1,405: -2,450 585 580 3,577 542 1,707 1,707: -302 -302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 8.0 7.8 73.6 69.5 85.3 85.3: 14.7 14.7
Old : 100.0: 3.8 8.0 7.8 73.6 69.5 85.3 85.3: 14.7 14.7
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: 4 5 7 28 30 36 38:
Old : 42: 4 5 7 28 30 36 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 : 60.9 41.9 71.7 59.4 52.6 40.2 59.4 53.8
Old : 60.9 41.9 71.7 59.4 52.6 40.2 59.4 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 133,816: 3,124 16,475 8,865 104,851 91,620 116,840 116,960: 16,976 16,856
Old : 133,816: 3,124 16,475 8,865 104,851 91,620 116,840 116,960: 16,976 16,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 1,675: -1,700 675 5 4,329 1,954 2,634 2,634: -959 -959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 12.3 6.6 78.4 68.5 87.3 87.4: 12.7 12.6
Old : 100.0: 2.3 12.3 6.6 78.4 68.5 87.3 87.4: 12.7 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 5 7 23 28 31 35:
Old : 40: 3 5 7 23 28 31 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 : 64.7 42.9 77.0 59.4 60.0 41.2 66.4 54.3
Old : 64.7 42.9 77.0 59.4 60.0 41.2 66.4 54.3
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, June 04, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 39,140: 4,115 4,300 2,040 30,370 30,185 36,525 36,525: 2,615 2,615
Old : 39,140: 4,115 4,300 2,040 30,370 30,185 36,525 36,525: 2,615 2,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -20: 380 0 -200 -290 90 -110 -110: 90 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 11.0 5.2 77.6 77.1 93.3 93.3: 6.7 6.7
Old : 100.0: 10.5 11.0 5.2 77.6 77.1 93.3 93.3: 6.7 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 : 28: 3 3 2 17 19 20 24:
Old : 28: 3 3 2 17 19 20 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 40.8 81.8 63.0 59.8 39.7 70.1 56.5
Old : 69.1 40.8 81.8 63.0 59.8 39.7 70.1 56.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 35,125: 3,960 3,200 2,570 26,060 26,890 32,590 32,660: 2,535 2,465
Old : 35,125: 3,960 3,200 2,570 26,060 26,890 32,590 32,660: 2,535 2,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 95: 505 0 -325 -85 420 95 95: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 9.1 7.3 74.2 76.6 92.8 93.0: 7.2 7.0
Old : 100.0: 11.3 9.1 7.3 74.2 76.6 92.8 93.0: 7.2 7.0
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 2 2 15 18 17 22:
Old : 25: 2 2 2 15 18 17 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 : 69.8 37.7 83.0 61.1 56.0 33.4 61.6 50.8
Old : 69.8 37.7 83.0 61.1 56.0 33.4 61.6 50.8
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, June 04, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 29,265: 18,425 0 355 9,350 27,885 28,130 28,240: 1,135 1,025
Old : 29,265: 18,425 0 355 9,350 27,885 28,130 28,240: 1,135 1,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 1,480: 330 0 -25 1,310 1,610 1,615 1,585: -135 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.0 0.0 1.2 31.9 95.3 96.1 96.5: 3.9 3.5
Old : 100.0: 63.0 0.0 1.2 31.9 95.3 96.1 96.5: 3.9 3.5
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 : 23: 4 0 2 15 17 19 19:
Old : 23: 4 0 2 15 17 19 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 : 75.5 69.4 90.2 83.6 70.7 61.8 80.7 73.7
Old : 75.5 69.4 90.2 83.6 70.7 61.8 80.7 73.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 33,515: 20,815 0 1,005 10,590 31,275 32,410 32,280: 1,105 1,235
Old : 33,515: 20,815 0 1,005 10,590 31,275 32,410 32,280: 1,105 1,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 915: 205 0 35 710 885 950 920: -35 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.1 0.0 3.0 31.6 93.3 96.7 96.3: 3.3 3.7
Old : 100.0: 62.1 0.0 3.0 31.6 93.3 96.7 96.3: 3.3 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 0 2 12 13 16 15:
Old : 20: 4 0 2 12 13 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.8 77.2 93.6 90.5 77.6 66.0 80.8 78.7
Old : 82.8 77.2 93.6 90.5 77.6 66.0 80.8 78.7
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, June 04, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 84,883: 2,165 18,425 3,290 62,819 46,619 68,274 68,334: 16,609 16,549
Old : 84,883: 2,165 18,425 3,290 62,819 46,619 68,274 68,334: 16,609 16,549
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: 2,895: 475 1,135 -150 1,980 1,320 2,305 2,305: 590 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 21.7 3.9 74.0 54.9 80.4 80.5: 19.6 19.5
Old : 100.0: 2.6 21.7 3.9 74.0 54.9 80.4 80.5: 19.6 19.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 37: 3 3 2 27 25 31 29:
Old : 37: 3 3 2 27 25 31 29:
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 : 40.0 40.7 55.5 56.6 30.9 29.2 38.9 37.8
Old : 40.0 40.7 55.5 56.6 30.9 29.2 38.9 37.8
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, June 04, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 76,470: 1,615 7,075 7,755 52,220 47,345 61,590 62,175: 14,880 14,295
Old : 76,470: 1,615 7,075 7,755 52,220 47,345 61,590 62,175: 14,880 14,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -370: 0 510 0 -290 -820 -290 -310: -80 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 9.3 10.1 68.3 61.9 80.5 81.3: 19.5 18.7
Old : 100.0: 2.1 9.3 10.1 68.3 61.9 80.5 81.3: 19.5 18.7
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: 2 3 1 22 24 25 27:
Old : 31: 2 3 1 22 24 25 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.2 43.8 62.0 61.1 29.0 28.5 37.6 38.1
Old : 45.2 43.8 62.0 61.1 29.0 28.5 37.6 38.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.DEOK_month_on_dap - NODAL EXCHANGE Code-064GAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 04, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 10,993: 1,915 5,100 1,740 6,913 3,883 10,568 10,723: 425 270
Old : 10,993: 1,915 5,100 1,740 6,913 3,883 10,568 10,723: 425 270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 28, 2019 :
: -30: -1,500 -720 1,530 -70 -850 -40 -40: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 46.4 15.8 62.9 35.3 96.1 97.5: 3.9 2.5
Old : 100.0: 17.4 46.4 15.8 62.9 35.3 96.1 97.5: 3.9 2.5
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 1 2 13 6 16 8:
Old : 20: 2 1 2 13 6 16 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 91.9 75.2 97.5 41.3 79.5 64.8 81.3
Old : 49.3 91.9 75.2 97.5 41.3 79.5 64.8 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 7, 2019