ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 42,856: 0 915 1,590 34,736 33,891 36,326 36,396: 6,530 6,460
Old : 42,856: 0 915 1,590 34,736 33,891 36,326 36,396: 6,530 6,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: 2,005: 0 0 0 460 460 460 460: 1,545 1,545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 3.7 81.1 79.1 84.8 84.9: 15.2 15.1
Old : 100.0: 0.0 2.1 3.7 81.1 79.1 84.8 84.9: 15.2 15.1
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: 0 1 1 18 20 19 21:
Old : 25: 0 1 1 18 20 19 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 : 67.1 41.7 78.8 62.7 60.9 39.5 62.8 55.1
Old : 67.1 41.7 78.8 62.7 60.9 39.5 62.8 55.1
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 25, 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 : 37,817: 0 1,230 735 31,645 30,540 32,380 32,505: 5,437 5,312
Old : 37,817: 0 1,230 735 31,645 30,540 32,380 32,505: 5,437 5,312
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: 920: 0 100 0 -570 -670 -570 -570: 1,490 1,490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 1.9 83.7 80.8 85.6 86.0: 14.4 14.0
Old : 100.0: 0.0 3.3 1.9 83.7 80.8 85.6 86.0: 14.4 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 : 23: 0 1 1 13 20 14 21:
Old : 23: 0 1 1 13 20 14 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 : 69.8 44.9 81.3 68.2 66.2 44.0 69.3 63.1
Old : 69.8 44.9 81.3 68.2 66.2 44.0 69.3 63.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 25,137: 925 1,190 930 20,860 20,085 22,715 22,205: 2,422 2,932
Old : 25,137: 925 1,190 930 20,860 20,085 22,715 22,205: 2,422 2,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: -60: 75 -25 -25 -100 -50 -50 -100: -10 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 4.7 3.7 83.0 79.9 90.4 88.3: 9.6 11.7
Old : 100.0: 3.7 4.7 3.7 83.0 79.9 90.4 88.3: 9.6 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 1 5 11 11 16 16:
Old : 20: 4 1 5 11 11 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 : 73.2 60.3 85.0 81.3 65.4 58.1 69.9 68.9
Old : 73.2 60.3 85.0 81.3 65.4 58.1 69.9 68.9
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 25, 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 : 28,598: 7,740 930 3,795 15,803 22,733 27,338 27,458: 1,260 1,140
Old : 28,598: 7,740 930 3,795 15,803 22,733 27,338 27,458: 1,260 1,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: 4,316: 6,600 300 -575 -1,871 4,549 4,154 4,274: 162 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 3.3 13.3 55.3 79.5 95.6 96.0: 4.4 4.0
Old : 100.0: 27.1 3.3 13.3 55.3 79.5 95.6 96.0: 4.4 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 3 14 16 17 19:
Old : 21: 1 2 3 14 16 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 : 66.6 67.5 82.4 83.1 40.4 40.5 48.0 48.0
Old : 66.6 67.5 82.4 83.1 40.4 40.5 48.0 48.0
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, June 25, 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 : 23,059: 5,910 900 4,385 11,912 16,747 22,207 22,032: 852 1,027
Old : 23,059: 5,910 900 4,385 11,912 16,747 22,207 22,032: 852 1,027
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 3.9 19.0 51.7 72.6 96.3 95.5: 3.7 4.5
Old : 100.0: 25.6 3.9 19.0 51.7 72.6 96.3 95.5: 3.7 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 3 12 14 15 17:
Old : 20: 1 2 3 12 14 15 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 : 71.5 72.0 91.2 86.6 42.5 38.1 47.9 46.1
Old : 71.5 72.0 91.2 86.6 42.5 38.1 47.9 46.1
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 25, 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 : 74,928: 13,975 4,105 3,005 45,586 55,083 62,566 62,193: 12,362 12,735
Old : 74,928: 13,975 4,105 3,005 45,586 55,083 62,566 62,193: 12,362 12,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: -450: -750 -600 350 -140 -290 -540 -540: 90 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 5.5 4.0 60.8 73.5 83.5 83.0: 16.5 17.0
Old : 100.0: 18.7 5.5 4.0 60.8 73.5 83.5 83.0: 16.5 17.0
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 : 28: 2 2 2 14 21 16 25:
Old : 28: 2 2 2 14 21 16 25:
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 : 68.2 42.3 78.8 59.2 62.6 41.6 68.1 56.5
Old : 68.2 42.3 78.8 59.2 62.6 41.6 68.1 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_dap - NODAL EXCHANGE Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 73,741: 11,330 4,305 4,210 46,155 52,724 61,695 61,239: 12,046 12,502
Old : 73,741: 11,330 4,305 4,210 46,155 52,724 61,695 61,239: 12,046 12,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: 250: -700 -550 300 450 300 50 50: 200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 5.8 5.7 62.6 71.5 83.7 83.0: 16.3 17.0
Old : 100.0: 15.4 5.8 5.7 62.6 71.5 83.7 83.0: 16.3 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 3 2 15 21 17 26:
Old : 29: 2 3 2 15 21 17 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 : 66.9 45.3 77.8 59.8 59.6 43.6 65.1 55.4
Old : 66.9 45.3 77.8 59.8 59.6 43.6 65.1 55.4
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 25, 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 : 26,567: 2,460 9,505 1,980 18,239 11,724 22,679 23,209: 3,888 3,358
Old : 26,567: 2,460 9,505 1,980 18,239 11,724 22,679 23,209: 3,888 3,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: 375: 150 -650 200 25 825 375 375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 35.8 7.5 68.7 44.1 85.4 87.4: 14.6 12.6
Old : 100.0: 9.3 35.8 7.5 68.7 44.1 85.4 87.4: 14.6 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 : 28: 4 4 3 17 10 23 15:
Old : 28: 4 4 3 17 10 23 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 : 39.9 64.9 62.1 80.8 37.4 53.2 55.3 65.5
Old : 39.9 64.9 62.1 80.8 37.4 53.2 55.3 65.5
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 25, 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 : 25,087: 2,870 8,850 2,370 15,986 10,701 21,226 21,921: 3,861 3,166
Old : 25,087: 2,870 8,850 2,370 15,986 10,701 21,226 21,921: 3,861 3,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: 500: 50 -600 200 250 900 500 500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 35.3 9.4 63.7 42.7 84.6 87.4: 15.4 12.6
Old : 100.0: 11.4 35.3 9.4 63.7 42.7 84.6 87.4: 15.4 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 : 25: 4 3 2 16 9 21 13:
Old : 25: 4 3 2 16 9 21 13:
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 : 40.6 64.6 64.3 81.7 36.3 58.8 56.4 66.1
Old : 40.6 64.6 64.3 81.7 36.3 58.8 56.4 66.1
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 25, 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 : 47,948: 26,030 0 0 16,830 42,558 42,860 42,558: 5,088 5,390
Old : 47,948: 26,030 0 0 16,830 42,558 42,860 42,558: 5,088 5,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: 540: 100 0 0 402 502 502 502: 38 38
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.3 0.0 0.0 35.1 88.8 89.4 88.8: 10.6 11.2
Old : 100.0: 54.3 0.0 0.0 35.1 88.8 89.4 88.8: 10.6 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 : 23: 5 0 0 12 12 17 12:
Old : 23: 5 0 0 12 12 17 12:
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 : 63.0 77.2 81.6 86.4 61.2 77.2 76.9 81.7
Old : 63.0 77.2 81.6 86.4 61.2 77.2 76.9 81.7
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 25, 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 : 47,768: 25,430 0 0 16,454 42,010 41,884 42,010: 5,884 5,758
Old : 47,768: 25,430 0 0 16,454 42,010 41,884 42,010: 5,884 5,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: 375: 0 0 0 280 280 280 280: 95 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.2 0.0 0.0 34.4 87.9 87.7 87.9: 12.3 12.1
Old : 100.0: 53.2 0.0 0.0 34.4 87.9 87.7 87.9: 12.3 12.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 5 0 0 10 12 15 12:
Old : 22: 5 0 0 10 12 15 12:
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 : 62.1 79.6 81.7 86.1 61.1 79.6 79.7 84.6
Old : 62.1 79.6 81.7 86.1 61.1 79.6 79.7 84.6
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 25, 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 : 56,280: 23,265 450 2,230 26,290 49,230 51,785 51,910: 4,495 4,370
Old : 56,280: 23,265 450 2,230 26,290 49,230 51,785 51,910: 4,495 4,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: 2,710: -1,900 0 80 4,405 2,505 2,585 2,585: 125 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 0.8 4.0 46.7 87.5 92.0 92.2: 8.0 7.8
Old : 100.0: 41.3 0.8 4.0 46.7 87.5 92.0 92.2: 8.0 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 6 1 3 16 12 22 16:
Old : 29: 6 1 3 16 12 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 : 50.8 81.1 74.8 89.2 47.5 78.2 68.3 81.4
Old : 50.8 81.1 74.8 89.2 47.5 78.2 68.3 81.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 55,050: 22,160 100 2,805 25,380 47,560 50,345 50,465: 4,705 4,585
Old : 55,050: 22,160 100 2,805 25,380 47,560 50,345 50,465: 4,705 4,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: 2,770: -1,900 0 130 4,665 2,545 2,895 2,675: -125 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 0.2 5.1 46.1 86.4 91.5 91.7: 8.5 8.3
Old : 100.0: 40.3 0.2 5.1 46.1 86.4 91.5 91.7: 8.5 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 1 4 16 12 22 16:
Old : 27: 5 1 4 16 12 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 : 51.4 80.0 73.4 89.3 48.1 77.2 68.3 80.1
Old : 51.4 80.0 73.4 89.3 48.1 77.2 68.3 80.1
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 25, 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 : 16,620: 1,685 7,000 500 12,810 7,735 14,995 15,235: 1,625 1,385
Old : 16,620: 1,685 7,000 500 12,810 7,735 14,995 15,235: 1,625 1,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: -200: -250 -50 0 50 -150 -200 -200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 42.1 3.0 77.1 46.5 90.2 91.7: 9.8 8.3
Old : 100.0: 10.1 42.1 3.0 77.1 46.5 90.2 91.7: 9.8 8.3
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 5 1 15 8 16 14:
Old : 23: 1 5 1 15 8 16 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 : 54.7 49.2 78.3 79.9 51.1 49.1 66.8 71.8
Old : 54.7 49.2 78.3 79.9 51.1 49.1 66.8 71.8
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 25, 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 : 16,375: 1,945 7,600 490 12,415 6,940 14,850 15,030: 1,525 1,345
Old : 16,375: 1,945 7,600 490 12,415 6,940 14,850 15,030: 1,525 1,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: -100: -150 50 0 50 -150 -100 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 46.4 3.0 75.8 42.4 90.7 91.8: 9.3 8.2
Old : 100.0: 11.9 46.4 3.0 75.8 42.4 90.7 91.8: 9.3 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 : 23: 1 5 1 14 8 15 14:
Old : 23: 1 5 1 14 8 15 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 : 55.1 52.9 79.1 80.1 51.3 52.9 67.0 73.6
Old : 55.1 52.9 79.1 80.1 51.3 52.9 67.0 73.6
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 25, 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 : 59,980: 17,105 20,985 3,130 34,910 31,460 55,145 55,575: 4,835 4,405
Old : 59,980: 17,105 20,985 3,130 34,910 31,460 55,145 55,575: 4,835 4,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: 4,270: 1,800 0 -50 2,545 4,345 4,295 4,295: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 35.0 5.2 58.2 52.5 91.9 92.7: 8.1 7.3
Old : 100.0: 28.5 35.0 5.2 58.2 52.5 91.9 92.7: 8.1 7.3
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 : 29: 6 2 5 16 16 24 21:
Old : 29: 6 2 5 16 16 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.5 66.9 74.1 84.5 58.5 63.5 72.1 77.5
Old : 59.5 66.9 74.1 84.5 58.5 63.5 72.1 77.5
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 25, 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 : 59,515: 13,860 20,735 3,965 36,605 30,160 54,430 54,860: 5,085 4,655
Old : 59,515: 13,860 20,735 3,965 36,605 30,160 54,430 54,860: 5,085 4,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: 4,325: 1,800 0 -230 2,840 4,640 4,410 4,410: -85 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 34.8 6.7 61.5 50.7 91.5 92.2: 8.5 7.8
Old : 100.0: 23.3 34.8 6.7 61.5 50.7 91.5 92.2: 8.5 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 6 2 6 16 16 24 22:
Old : 29: 6 2 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 : 56.6 65.2 72.9 83.6 54.8 61.3 67.5 76.8
Old : 56.6 65.2 72.9 83.6 54.8 61.3 67.5 76.8
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 25, 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 : 57,961: 16,985 19,965 1,845 36,470 33,815 55,300 55,625: 2,661 2,336
Old : 57,961: 16,985 19,965 1,845 36,470 33,815 55,300 55,625: 2,661 2,336
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: 21: 150 -100 -25 50 300 175 175: -154 -154
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.3 34.4 3.2 62.9 58.3 95.4 96.0: 4.6 4.0
Old : 100.0: 29.3 34.4 3.2 62.9 58.3 95.4 96.0: 4.6 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 2 3 21 9 26 13:
Old : 29: 4 2 3 21 9 26 13:
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 75.0 76.6 92.8 53.1 70.7 71.0 81.0
Old : 56.1 75.0 76.6 92.8 53.1 70.7 71.0 81.0
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 25, 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 : 46,877: 12,735 10,825 2,135 30,408 32,663 45,278 45,623: 1,599 1,254
Old : 46,877: 12,735 10,825 2,135 30,408 32,663 45,278 45,623: 1,599 1,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: 27: 150 -100 25 0 250 175 175: -148 -148
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 23.1 4.6 64.9 69.7 96.6 97.3: 3.4 2.7
Old : 100.0: 27.2 23.1 4.6 64.9 69.7 96.6 97.3: 3.4 2.7
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: 4 2 3 21 10 26 14:
Old : 28: 4 2 3 21 10 26 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 : 56.2 69.6 77.6 92.6 52.4 65.4 72.7 83.1
Old : 56.2 69.6 77.6 92.6 52.4 65.4 72.7 83.1
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 25, 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 : 145,540: 1,725 20,506 9,684 113,519 94,858 124,928 125,048: 20,612 20,492
Old : 145,540: 1,725 20,506 9,684 113,519 94,858 124,928 125,048: 20,612 20,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: -337: 0 1,025 -725 693 -332 -32 -32: -305 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 14.1 6.7 78.0 65.2 85.8 85.9: 14.2 14.1
Old : 100.0: 1.2 14.1 6.7 78.0 65.2 85.8 85.9: 14.2 14.1
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 : 42: 2 8 5 27 29 33 38:
Old : 42: 2 8 5 27 29 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 : 61.7 39.9 71.5 58.0 56.2 38.4 63.0 51.1
Old : 61.7 39.9 71.5 58.0 56.2 38.4 63.0 51.1
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 25, 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 : 135,947: 1,375 21,551 7,694 109,921 89,865 118,990 119,110: 16,957 16,837
Old : 135,947: 1,375 21,551 7,694 109,921 89,865 118,990 119,110: 16,957 16,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: -545: 0 600 -810 615 15 -195 -195: -350 -350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 15.9 5.7 80.9 66.1 87.5 87.6: 12.5 12.4
Old : 100.0: 1.0 15.9 5.7 80.9 66.1 87.5 87.6: 12.5 12.4
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 : 40: 2 7 5 22 27 28 35:
Old : 40: 2 7 5 22 27 28 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 : 66.2 40.6 76.8 58.3 61.6 39.0 67.6 53.4
Old : 66.2 40.6 76.8 58.3 61.6 39.0 67.6 53.4
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 25, 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 : 37,665: 2,330 3,375 2,240 30,220 29,175 34,790 34,790: 2,875 2,875
Old : 37,665: 2,330 3,375 2,240 30,220 29,175 34,790 34,790: 2,875 2,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: 200: -550 -600 0 615 665 65 65: 135 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.2 9.0 5.9 80.2 77.5 92.4 92.4: 7.6 7.6
Old : 100.0: 6.2 9.0 5.9 80.2 77.5 92.4 92.4: 7.6 7.6
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 : 27: 3 3 2 15 19 18 24:
Old : 27: 3 3 2 15 19 18 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 : 67.4 41.4 80.2 62.4 58.7 40.0 66.3 55.8
Old : 67.4 41.4 80.2 62.4 58.7 40.0 66.3 55.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 32,695: 2,195 2,500 2,545 25,330 25,095 30,070 30,140: 2,625 2,555
Old : 32,695: 2,195 2,500 2,545 25,330 25,095 30,070 30,140: 2,625 2,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: -535: -1,010 -600 0 365 -45 -645 -645: 110 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 7.6 7.8 77.5 76.8 92.0 92.2: 8.0 7.8
Old : 100.0: 6.7 7.6 7.8 77.5 76.8 92.0 92.2: 8.0 7.8
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 2 2 15 19 17 23:
Old : 25: 2 2 2 15 19 17 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 : 66.3 38.3 82.0 60.1 51.0 35.1 57.9 50.5
Old : 66.3 38.3 82.0 60.1 51.0 35.1 57.9 50.5
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 25, 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 : 26,540: 13,230 0 1,055 10,750 24,275 25,035 25,330: 1,505 1,210
Old : 26,540: 13,230 0 1,055 10,750 24,275 25,035 25,330: 1,505 1,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: -25: -590 0 150 255 -155 -185 -5: 160 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 0.0 4.0 40.5 91.5 94.3 95.4: 5.7 4.6
Old : 100.0: 49.8 0.0 4.0 40.5 91.5 94.3 95.4: 5.7 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 0 2 14 14 18 16:
Old : 22: 4 0 2 14 14 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 : 71.0 65.3 85.1 81.0 64.3 55.5 72.0 69.3
Old : 71.0 65.3 85.1 81.0 64.3 55.5 72.0 69.3
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 25, 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 : 95,295: 2,065 12,135 5,435 71,628 61,618 79,128 79,188: 16,167 16,107
Old : 95,295: 2,065 12,135 5,435 71,628 61,618 79,128 79,188: 16,167 16,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: 3,090: 300 -115 -185 2,735 3,150 2,850 2,850: 240 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 12.7 5.7 75.2 64.7 83.0 83.1: 17.0 16.9
Old : 100.0: 2.2 12.7 5.7 75.2 64.7 83.0 83.1: 17.0 16.9
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 : 38: 3 3 2 29 26 33 30:
Old : 38: 3 3 2 29 26 33 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.5 42.4 57.7 59.8 33.2 27.9 41.2 37.9
Old : 41.5 42.4 57.7 59.8 33.2 27.9 41.2 37.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 25, 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 : 78,749: 1,790 2,455 9,150 53,384 53,114 64,324 64,719: 14,425 14,030
Old : 78,749: 1,790 2,455 9,150 53,384 53,114 64,324 64,719: 14,425 14,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 18, 2019 :
: 130: 300 -250 -560 275 645 15 -165: 115 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 3.1 11.6 67.8 67.4 81.7 82.2: 18.3 17.8
Old : 100.0: 2.3 3.1 11.6 67.8 67.4 81.7 82.2: 18.3 17.8
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: 2 2 1 19 24 22 26:
Old : 31: 2 2 1 19 24 22 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 : 48.6 48.5 67.1 65.0 33.7 36.0 42.0 42.7
Old : 48.6 48.5 67.1 65.0 33.7 36.0 42.0 42.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 28, 2019