ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 02, 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 : 43,391: 0 880 1,475 35,416 34,606 36,891 36,961: 6,500 6,430
Old : 43,391: 0 880 1,475 35,416 34,606 36,891 36,961: 6,500 6,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 535: 0 -35 -115 680 715 565 565: -30 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.0 3.4 81.6 79.8 85.0 85.2: 15.0 14.8
Old : 100.0: 0.0 2.0 3.4 81.6 79.8 85.0 85.2: 15.0 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 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 : 67.7 42.1 79.1 62.7 60.4 39.9 64.6 56.7
Old : 67.7 42.1 79.1 62.7 60.4 39.9 64.6 56.7
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, July 02, 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 : 38,182: 0 1,380 660 32,090 30,835 32,750 32,875: 5,432 5,307
Old : 38,182: 0 1,380 660 32,090 30,835 32,750 32,875: 5,432 5,307
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 365: 0 150 -75 445 295 370 370: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 1.7 84.0 80.8 85.8 86.1: 14.2 13.9
Old : 100.0: 0.0 3.6 1.7 84.0 80.8 85.8 86.1: 14.2 13.9
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 : 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 : 70.0 44.9 81.5 66.9 65.5 44.0 68.0 63.2
Old : 70.0 44.9 81.5 66.9 65.5 44.0 68.0 63.2
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, July 02, 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: 975 1,190 880 20,810 20,085 22,665 22,155: 2,422 2,932
Old : 25,087: 975 1,190 880 20,810 20,085 22,665 22,155: 2,422 2,932
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: -50: 50 0 -50 -50 0 -50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 4.7 3.5 83.0 80.1 90.3 88.3: 9.7 11.7
Old : 100.0: 3.9 4.7 3.5 83.0 80.1 90.3 88.3: 9.7 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 : 73.1 60.4 85.0 81.4 65.5 58.3 70.0 69.1
Old : 73.1 60.4 85.0 81.4 65.5 58.3 70.0 69.1
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, July 02, 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 : 31,984: 9,700 780 3,970 16,502 25,542 30,172 30,292: 1,812 1,692
Old : 31,984: 9,700 780 3,970 16,502 25,542 30,172 30,292: 1,812 1,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 3,386: 1,960 -150 175 699 2,809 2,834 2,834: 552 552
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 2.4 12.4 51.6 79.9 94.3 94.7: 5.7 5.3
Old : 100.0: 30.3 2.4 12.4 51.6 79.9 94.3 94.7: 5.7 5.3
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: 1 2 2 14 16 16 19:
Old : 21: 1 2 2 14 16 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 : 67.4 63.9 83.0 78.7 42.6 41.5 46.9 46.6
Old : 67.4 63.9 83.0 78.7 42.6 41.5 46.9 46.6
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, July 02, 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 : 23,190: 5,910 750 4,360 11,957 16,762 22,227 21,872: 963 1,318
Old : 23,190: 5,910 750 4,360 11,957 16,762 22,227 21,872: 963 1,318
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 131: 0 -150 -25 45 15 20 -160: 111 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 3.2 18.8 51.6 72.3 95.8 94.3: 4.2 5.7
Old : 100.0: 25.5 3.2 18.8 51.6 72.3 95.8 94.3: 4.2 5.7
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: 1 2 2 12 14 14 17:
Old : 20: 1 2 2 12 14 14 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 : 72.6 71.6 90.9 85.7 41.7 37.3 47.1 44.8
Old : 72.6 71.6 90.9 85.7 41.7 37.3 47.1 44.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 02, 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 : 75,118: 13,975 3,505 3,005 45,836 55,903 62,816 62,413: 12,302 12,705
Old : 75,118: 13,975 3,505 3,005 45,836 55,903 62,816 62,413: 12,302 12,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 190: 0 -600 0 250 820 250 220: -60 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 4.7 4.0 61.0 74.4 83.6 83.1: 16.4 16.9
Old : 100.0: 18.6 4.7 4.0 61.0 74.4 83.6 83.1: 16.4 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 : 27: 2 1 2 14 21 16 24:
Old : 27: 2 1 2 14 21 16 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 : 68.3 43.0 78.8 60.1 62.6 42.3 68.1 57.4
Old : 68.3 43.0 78.8 60.1 62.6 42.3 68.1 57.4
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, July 02, 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 : 74,021: 11,330 3,390 4,350 46,395 53,879 62,075 61,619: 11,946 12,402
Old : 74,021: 11,330 3,390 4,350 46,395 53,879 62,075 61,619: 11,946 12,402
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 280: 0 -915 140 240 1,155 380 380: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 4.6 5.9 62.7 72.8 83.9 83.2: 16.1 16.8
Old : 100.0: 15.3 4.6 5.9 62.7 72.8 83.9 83.2: 16.1 16.8
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 : 28: 2 2 3 15 21 18 25:
Old : 28: 2 2 3 15 21 18 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 : 66.9 46.2 77.7 60.7 59.6 43.9 65.1 55.5
Old : 66.9 46.2 77.7 60.7 59.6 43.9 65.1 55.5
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, July 02, 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 : 26,767: 2,660 9,505 1,980 18,239 11,924 22,879 23,409: 3,888 3,358
Old : 26,767: 2,660 9,505 1,980 18,239 11,924 22,879 23,409: 3,888 3,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 200: 200 0 0 0 200 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 35.5 7.4 68.1 44.5 85.5 87.5: 14.5 12.5
Old : 100.0: 9.9 35.5 7.4 68.1 44.5 85.5 87.5: 14.5 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 : 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 : 39.6 64.4 61.6 80.9 37.1 52.8 55.6 65.8
Old : 39.6 64.4 61.6 80.9 37.1 52.8 55.6 65.8
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, July 02, 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 : 25,287: 3,070 8,850 2,370 15,986 10,901 21,426 22,121: 3,861 3,166
Old : 25,287: 3,070 8,850 2,370 15,986 10,901 21,426 22,121: 3,861 3,166
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 200: 200 0 0 0 200 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 35.0 9.4 63.2 43.1 84.7 87.5: 15.3 12.5
Old : 100.0: 12.1 35.0 9.4 63.2 43.1 84.7 87.5: 15.3 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 : 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 : 40.3 64.0 64.6 81.8 36.0 58.4 56.7 66.3
Old : 40.3 64.0 64.6 81.8 36.0 58.4 56.7 66.3
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, July 02, 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 : 47,648: 25,755 0 0 16,810 42,263 42,565 42,263: 5,083 5,385
Old : 47,648: 25,755 0 0 16,810 42,263 42,565 42,263: 5,083 5,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: -300: -275 0 0 -20 -295 -295 -295: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.1 0.0 0.0 35.3 88.7 89.3 88.7: 10.7 11.3
Old : 100.0: 54.1 0.0 0.0 35.3 88.7 89.3 88.7: 10.7 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 0 0 12 13 16 13:
Old : 22: 4 0 0 12 13 16 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 : 64.1 76.4 82.8 85.8 62.2 76.4 77.6 81.2
Old : 64.1 76.4 82.8 85.8 62.2 76.4 77.6 81.2
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, July 02, 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 : 47,468: 25,155 0 0 16,429 41,710 41,584 41,710: 5,884 5,758
Old : 47,468: 25,155 0 0 16,429 41,710 41,584 41,710: 5,884 5,758
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: -300: -275 0 0 -25 -300 -300 -300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.0 0.0 0.0 34.6 87.9 87.6 87.9: 12.4 12.1
Old : 100.0: 53.0 0.0 0.0 34.6 87.9 87.6 87.9: 12.4 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 : 21: 4 0 0 10 13 14 13:
Old : 21: 4 0 0 10 13 14 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 : 63.2 78.8 82.9 85.5 62.2 78.8 80.8 84.0
Old : 63.2 78.8 82.9 85.5 62.2 78.8 80.8 84.0
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, July 02, 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 : 56,830: 24,245 450 2,230 25,760 49,680 52,235 52,360: 4,595 4,470
Old : 56,830: 24,245 450 2,230 25,760 49,680 52,235 52,360: 4,595 4,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 550: 980 0 0 -530 450 450 450: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 0.8 3.9 45.3 87.4 91.9 92.1: 8.1 7.9
Old : 100.0: 42.7 0.8 3.9 45.3 87.4 91.9 92.1: 8.1 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 : 29: 6 1 3 17 12 23 16:
Old : 29: 6 1 3 17 12 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 : 51.5 80.5 75.1 88.4 48.2 77.8 68.8 81.1
Old : 51.5 80.5 75.1 88.4 48.2 77.8 68.8 81.1
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, July 02, 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 : 55,600: 23,260 100 2,805 24,830 48,110 50,895 51,015: 4,705 4,585
Old : 55,600: 23,260 100 2,805 24,830 48,110 50,895 51,015: 4,705 4,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 550: 1,100 0 0 -550 550 550 550: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 0.2 5.0 44.7 86.5 91.5 91.8: 8.5 8.2
Old : 100.0: 41.8 0.2 5.0 44.7 86.5 91.5 91.8: 8.5 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 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 : 52.1 79.5 73.8 88.7 48.8 76.8 69.0 80.4
Old : 52.1 79.5 73.8 88.7 48.8 76.8 69.0 80.4
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, July 02, 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 25, 2019 :
: 0: 0 0 0 0 0 0 0: 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, July 02, 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 25, 2019 :
: 0: 0 0 0 0 0 0 0: 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, July 02, 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 : 63,055: 20,005 21,610 3,205 35,010 33,835 58,220 58,650: 4,835 4,405
Old : 63,055: 20,005 21,610 3,205 35,010 33,835 58,220 58,650: 4,835 4,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 3,075: 2,900 625 75 100 2,375 3,075 3,075: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 34.3 5.1 55.5 53.7 92.3 93.0: 7.7 7.0
Old : 100.0: 31.7 34.3 5.1 55.5 53.7 92.3 93.0: 7.7 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 : 29: 5 3 5 16 16 24 21:
Old : 29: 5 3 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 : 61.2 68.4 75.0 85.1 60.2 65.2 73.1 78.5
Old : 61.2 68.4 75.0 85.1 60.2 65.2 73.1 78.5
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, July 02, 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 : 62,490: 16,835 21,335 3,965 36,605 32,535 57,405 57,835: 5,085 4,655
Old : 62,490: 16,835 21,335 3,965 36,605 32,535 57,405 57,835: 5,085 4,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 2,975: 2,975 600 0 0 2,375 2,975 2,975: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 34.1 6.3 58.6 52.1 91.9 92.6: 8.1 7.4
Old : 100.0: 26.9 34.1 6.3 58.6 52.1 91.9 92.6: 8.1 7.4
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 : 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 : 58.5 66.9 74.0 84.3 56.8 63.2 68.8 77.9
Old : 58.5 66.9 74.0 84.3 56.8 63.2 68.8 77.9
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, July 02, 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 : 57,911: 16,835 19,715 1,845 36,520 33,965 55,200 55,525: 2,711 2,386
Old : 57,911: 16,835 19,715 1,845 36,520 33,965 55,200 55,525: 2,711 2,386
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: -50: -150 -250 0 50 150 -100 -100: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 34.0 3.2 63.1 58.7 95.3 95.9: 4.7 4.1
Old : 100.0: 29.1 34.0 3.2 63.1 58.7 95.3 95.9: 4.7 4.1
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 : 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 : 56.4 74.8 77.0 92.6 53.4 70.5 71.4 80.8
Old : 56.4 74.8 77.0 92.6 53.4 70.5 71.4 80.8
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, July 02, 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 10,675 2,135 30,408 32,813 45,278 45,623: 1,599 1,254
Old : 46,877: 12,735 10,675 2,135 30,408 32,813 45,278 45,623: 1,599 1,254
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 0: 0 -150 0 0 150 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 22.8 4.6 64.9 70.0 96.6 97.3: 3.4 2.7
Old : 100.0: 27.2 22.8 4.6 64.9 70.0 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 : 56.4 69.5 77.8 92.5 52.6 65.3 72.8 83.0
Old : 56.4 69.5 77.8 92.5 52.6 65.3 72.8 83.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 02, 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 : 148,135: 1,725 23,901 8,914 116,884 94,828 127,523 127,643: 20,612 20,492
Old : 148,135: 1,725 23,901 8,914 116,884 94,828 127,523 127,643: 20,612 20,492
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 2,595: 0 3,395 -770 3,365 -30 2,595 2,595: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 16.1 6.0 78.9 64.0 86.1 86.2: 13.9 13.8
Old : 100.0: 1.2 16.1 6.0 78.9 64.0 86.1 86.2: 13.9 13.8
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 : 42: 2 8 5 26 29 32 38:
Old : 42: 2 8 5 26 29 32 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 : 61.2 40.1 71.5 58.9 57.5 38.4 64.1 51.5
Old : 61.2 40.1 71.5 58.9 57.5 38.4 64.1 51.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 02, 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 : 139,997: 1,375 25,316 7,694 113,961 90,140 123,030 123,150: 16,967 16,847
Old : 139,997: 1,375 25,316 7,694 113,961 90,140 123,030 123,150: 16,967 16,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 4,050: 0 3,765 0 4,040 275 4,040 4,040: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 18.1 5.5 81.4 64.4 87.9 88.0: 12.1 12.0
Old : 100.0: 1.0 18.1 5.5 81.4 64.4 87.9 88.0: 12.1 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 7 5 22 28 28 36:
Old : 40: 2 7 5 22 28 28 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 42.2 76.6 59.4 59.9 40.6 67.9 54.9
Old : 64.4 42.2 76.6 59.4 59.9 40.6 67.9 54.9
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, July 02, 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 : 41,105: 2,150 3,425 2,290 33,265 31,990 37,705 37,705: 3,400 3,400
Old : 41,105: 2,150 3,425 2,290 33,265 31,990 37,705 37,705: 3,400 3,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 3,440: -180 50 50 3,045 2,815 2,915 2,915: 525 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 8.3 5.6 80.9 77.8 91.7 91.7: 8.3 8.3
Old : 100.0: 5.2 8.3 5.6 80.9 77.8 91.7 91.7: 8.3 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 : 26: 3 2 2 15 18 18 22:
Old : 26: 3 2 2 15 18 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 : 64.0 43.9 80.4 67.0 59.7 41.1 69.1 61.0
Old : 64.0 43.9 80.4 67.0 59.7 41.1 69.1 61.0
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, July 02, 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 : 35,695: 2,345 2,550 2,565 27,575 27,440 32,485 32,555: 3,210 3,140
Old : 35,695: 2,345 2,550 2,565 27,575 27,440 32,485 32,555: 3,210 3,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 3,000: 150 50 20 2,245 2,345 2,415 2,415: 585 585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 7.1 7.2 77.3 76.9 91.0 91.2: 9.0 8.8
Old : 100.0: 6.6 7.1 7.2 77.3 76.9 91.0 91.2: 9.0 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 1 2 15 20 18 23:
Old : 25: 3 1 2 15 20 18 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 : 63.5 43.3 82.3 66.1 55.5 41.3 63.8 58.4
Old : 63.5 43.3 82.3 66.1 55.5 41.3 63.8 58.4
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, July 02, 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 : 27,050: 12,810 0 1,085 11,650 24,755 25,545 25,840: 1,505 1,210
Old : 27,050: 12,810 0 1,085 11,650 24,755 25,545 25,840: 1,505 1,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 510: -420 0 30 900 480 510 510: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 0.0 4.0 43.1 91.5 94.4 95.5: 5.6 4.5
Old : 100.0: 47.4 0.0 4.0 43.1 91.5 94.4 95.5: 5.6 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 : 21: 3 0 2 14 14 17 16:
Old : 21: 3 0 2 14 14 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 62.5 87.4 81.2 66.5 52.9 72.9 69.8
Old : 73.0 62.5 87.4 81.2 66.5 52.9 72.9 69.8
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, July 02, 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 : 99,040: 2,565 12,035 5,535 73,543 64,133 81,643 81,703: 17,397 17,337
Old : 99,040: 2,565 12,035 5,535 73,543 64,133 81,643 81,703: 17,397 17,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 3,745: 500 -100 100 1,915 2,515 2,515 2,515: 1,230 1,230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 12.2 5.6 74.3 64.8 82.4 82.5: 17.6 17.5
Old : 100.0: 2.6 12.2 5.6 74.3 64.8 82.4 82.5: 17.6 17.5
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 : 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 : 40.6 41.0 57.7 58.6 32.0 25.6 40.4 35.8
Old : 40.6 41.0 57.7 58.6 32.0 25.6 40.4 35.8
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, July 02, 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 : 82,064: 2,290 2,985 9,150 55,004 54,704 66,444 66,839: 15,620 15,225
Old : 82,064: 2,290 2,985 9,150 55,004 54,704 66,444 66,839: 15,620 15,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 25, 2019 :
: 3,315: 500 530 0 1,620 1,590 2,120 2,120: 1,195 1,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 3.6 11.1 67.0 66.7 81.0 81.4: 19.0 18.6
Old : 100.0: 2.8 3.6 11.1 67.0 66.7 81.0 81.4: 19.0 18.6
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 : 32: 2 3 1 19 24 22 27:
Old : 32: 2 3 1 19 24 22 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 : 48.4 46.7 66.7 63.1 31.6 35.5 42.7 42.2
Old : 48.4 46.7 66.7 63.1 31.6 35.5 42.7 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 8, 2019