ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 44,029: 0 180 1,475 36,159 36,039 37,634 37,694: 6,395 6,335
Old : 44,029: 0 180 1,475 36,159 36,039 37,634 37,694: 6,395 6,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 1,301: 0 -400 0 1,191 2,296 1,191 1,896: 110 -595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 3.4 82.1 81.9 85.5 85.6: 14.5 14.4
Old : 100.0: 0.0 0.4 3.4 82.1 81.9 85.5 85.6: 14.5 14.4
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 : 24: 0 1 1 18 19 19 20:
Old : 24: 0 1 1 18 19 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.3 42.5 79.9 63.6 60.6 40.7 63.3 56.1
Old : 68.3 42.5 79.9 63.6 60.6 40.7 63.3 56.1
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, July 16, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 39,217: 0 1,100 660 33,078 32,075 33,738 33,835: 5,479 5,382
Old : 39,217: 0 1,100 660 33,078 32,075 33,738 33,835: 5,479 5,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 1,775: 0 0 0 1,590 2,295 1,590 2,295: 185 -520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.8 1.7 84.3 81.8 86.0 86.3: 14.0 13.7
Old : 100.0: 0.0 2.8 1.7 84.3 81.8 86.0 86.3: 14.0 13.7
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 : 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 : 70.5 44.5 81.8 67.2 65.9 43.6 68.2 60.4
Old : 70.5 44.5 81.8 67.2 65.9 43.6 68.2 60.4
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 16, 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 : 25,391: 975 1,120 780 21,185 20,800 22,940 22,700: 2,451 2,691
Old : 25,391: 975 1,120 780 21,185 20,800 22,940 22,700: 2,451 2,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 705: 0 0 0 725 975 725 975: -20 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 4.4 3.1 83.4 81.9 90.3 89.4: 9.7 10.6
Old : 100.0: 3.8 4.4 3.1 83.4 81.9 90.3 89.4: 9.7 10.6
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 1 3 12 14 17 17:
Old : 22: 4 1 3 12 14 17 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 : 72.7 58.3 85.4 79.0 64.4 55.2 68.3 66.9
Old : 72.7 58.3 85.4 79.0 64.4 55.2 68.3 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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 : 20,265: 1,175 820 380 17,060 17,235 18,615 18,435: 1,650 1,830
Old : 20,265: 1,175 820 380 17,060 17,235 18,615 18,435: 1,650 1,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 4.0 1.9 84.2 85.0 91.9 91.0: 8.1 9.0
Old : 100.0: 5.8 4.0 1.9 84.2 85.0 91.9 91.0: 8.1 9.0
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 : 20: 3 1 1 9 14 13 15:
Old : 20: 3 1 1 9 14 13 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 : 81.3 59.6 89.8 78.3 63.0 55.6 69.1 67.2
Old : 81.3 59.6 89.8 78.3 63.0 55.6 69.1 67.2
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 16, 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 : 31,127: 9,315 590 3,740 15,859 24,704 28,914 29,034: 2,213 2,093
Old : 31,127: 9,315 590 3,740 15,859 24,704 28,914 29,034: 2,213 2,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: -245: 145 -100 -230 -590 -345 -675 -675: 430 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 1.9 12.0 50.9 79.4 92.9 93.3: 7.1 6.7
Old : 100.0: 29.9 1.9 12.0 50.9 79.4 92.9 93.3: 7.1 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 66.0 68.4 81.1 81.7 46.2 49.1 52.7 52.8
Old : 66.0 68.4 81.1 81.7 46.2 49.1 52.7 52.8
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 16, 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 : 73,007: 13,965 3,440 2,500 44,540 54,677 61,005 60,617: 12,002 12,390
Old : 73,007: 13,965 3,440 2,500 44,540 54,677 61,005 60,617: 12,002 12,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 1,430: 1,105 -50 -225 70 1,225 950 950: 480 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.1 4.7 3.4 61.0 74.9 83.6 83.0: 16.4 17.0
Old : 100.0: 19.1 4.7 3.4 61.0 74.9 83.6 83.0: 16.4 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 1 3 14 21 17 25:
Old : 28: 2 1 3 14 21 17 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 43.3 78.8 60.7 63.1 42.6 68.7 58.4
Old : 68.2 43.3 78.8 60.7 63.1 42.6 68.7 58.4
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 16, 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 : 72,059: 11,715 3,275 3,575 45,023 53,027 60,313 59,877: 11,746 12,182
Old : 72,059: 11,715 3,275 3,575 45,023 53,027 60,313 59,877: 11,746 12,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 1,465: 1,105 -50 -300 145 1,300 950 950: 515 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 4.5 5.0 62.5 73.6 83.7 83.1: 16.3 16.9
Old : 100.0: 16.3 4.5 5.0 62.5 73.6 83.7 83.1: 16.3 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 : 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 : 67.1 46.5 77.6 61.9 60.4 44.6 66.1 56.4
Old : 67.1 46.5 77.6 61.9 60.4 44.6 66.1 56.4
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, July 16, 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 : 25,301: 2,560 8,765 1,980 17,053 11,363 21,593 22,108: 3,708 3,193
Old : 25,301: 2,560 8,765 1,980 17,053 11,363 21,593 22,108: 3,708 3,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 50: -50 50 0 100 0 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 34.6 7.8 67.4 44.9 85.3 87.4: 14.7 12.6
Old : 100.0: 10.1 34.6 7.8 67.4 44.9 85.3 87.4: 14.7 12.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 39.7 63.5 62.1 81.0 37.0 51.3 55.7 64.9
Old : 39.7 63.5 62.1 81.0 37.0 51.3 55.7 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 24,081: 3,060 8,325 2,255 15,080 10,500 20,395 21,080: 3,686 3,001
Old : 24,081: 3,060 8,325 2,255 15,080 10,500 20,395 21,080: 3,686 3,001
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 50: -100 0 50 100 0 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 34.6 9.4 62.6 43.6 84.7 87.5: 15.3 12.5
Old : 100.0: 12.7 34.6 9.4 62.6 43.6 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 : 40.9 63.2 65.6 81.8 36.2 57.8 57.0 66.1
Old : 40.9 63.2 65.6 81.8 36.2 57.8 57.0 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, July 16, 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 : 46,252: 24,870 0 0 16,716 41,284 41,586 41,284: 4,666 4,968
Old : 46,252: 24,870 0 0 16,716 41,284 41,586 41,284: 4,666 4,968
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 915: 900 0 0 15 915 915 915: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 0.0 0.0 36.1 89.3 89.9 89.3: 10.1 10.7
Old : 100.0: 53.8 0.0 0.0 36.1 89.3 89.9 89.3: 10.1 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 0 0 12 14 16 14:
Old : 22: 4 0 0 12 14 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 : 64.4 75.8 83.6 85.8 63.1 75.8 78.3 81.2
Old : 64.4 75.8 83.6 85.8 63.1 75.8 78.3 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 16, 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 : 46,236: 24,245 0 0 16,611 40,977 40,856 40,977: 5,380 5,259
Old : 46,236: 24,245 0 0 16,611 40,977 40,856 40,977: 5,380 5,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 960: 900 0 0 60 960 960 960: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.4 0.0 0.0 35.9 88.6 88.4 88.6: 11.6 11.4
Old : 100.0: 52.4 0.0 0.0 35.9 88.6 88.4 88.6: 11.6 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 0 0 10 14 14 14:
Old : 21: 4 0 0 10 14 14 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 : 63.2 78.3 84.0 85.3 62.1 78.3 81.9 83.9
Old : 63.2 78.3 84.0 85.3 62.1 78.3 81.9 83.9
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 16, 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 : 55,080: 23,970 400 2,080 24,720 48,400 50,770 50,880: 4,310 4,200
Old : 55,080: 23,970 400 2,080 24,720 48,400 50,770 50,880: 4,310 4,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 1,185: 1,080 0 -50 115 1,195 1,145 1,145: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 0.7 3.8 44.9 87.9 92.2 92.4: 7.8 7.6
Old : 100.0: 43.5 0.7 3.8 44.9 87.9 92.2 92.4: 7.8 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 : 28: 6 1 3 16 12 22 16:
Old : 28: 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 : 52.4 80.8 75.5 89.1 49.1 78.1 69.8 81.1
Old : 52.4 80.8 75.5 89.1 49.1 78.1 69.8 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 16, 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 : 54,160: 23,145 100 2,655 24,040 47,195 49,840 49,950: 4,320 4,210
Old : 54,160: 23,145 100 2,655 24,040 47,195 49,840 49,950: 4,320 4,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 1,180: 1,080 0 -50 175 1,255 1,205 1,205: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.7 0.2 4.9 44.4 87.1 92.0 92.2: 8.0 7.8
Old : 100.0: 42.7 0.2 4.9 44.4 87.1 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 : 26: 5 1 4 15 11 21 15:
Old : 26: 5 1 4 15 11 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 79.9 74.5 89.5 50.0 77.3 70.0 80.6
Old : 53.0 79.9 74.5 89.5 50.0 77.3 70.0 80.6
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 16, 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 : 15,845: 1,625 6,645 500 12,185 7,385 14,310 14,530: 1,535 1,315
Old : 15,845: 1,625 6,645 500 12,185 7,385 14,310 14,530: 1,535 1,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: -50: 0 -75 0 -50 25 -50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 41.9 3.2 76.9 46.6 90.3 91.7: 9.7 8.3
Old : 100.0: 10.3 41.9 3.2 76.9 46.6 90.3 91.7: 9.7 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 : 55.6 49.1 78.7 80.4 51.1 49.1 66.9 71.9
Old : 55.6 49.1 78.7 80.4 51.1 49.1 66.9 71.9
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 16, 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 : 15,570: 1,860 7,120 490 11,780 6,685 14,130 14,295: 1,440 1,275
Old : 15,570: 1,860 7,120 490 11,780 6,685 14,130 14,295: 1,440 1,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: -50: 0 -75 0 -50 25 -50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 45.7 3.1 75.7 42.9 90.8 91.8: 9.2 8.2
Old : 100.0: 11.9 45.7 3.1 75.7 42.9 90.8 91.8: 9.2 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 56.0 53.0 79.5 80.6 51.2 53.0 66.7 74.2
Old : 56.0 53.0 79.5 80.6 51.2 53.0 66.7 74.2
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 16, 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 : 63,595: 21,280 21,695 2,880 34,835 34,830 58,995 59,405: 4,600 4,190
Old : 63,595: 21,280 21,695 2,880 34,835 34,830 58,995 59,405: 4,600 4,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 2,450: 1,400 0 -25 1,050 2,450 2,425 2,425: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.5 34.1 4.5 54.8 54.8 92.8 93.4: 7.2 6.6
Old : 100.0: 33.5 34.1 4.5 54.8 54.8 92.8 93.4: 7.2 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 2 4 17 16 24 20:
Old : 29: 5 2 4 17 16 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 69.9 74.9 86.2 60.8 67.0 73.3 79.9
Old : 61.6 69.9 74.9 86.2 60.8 67.0 73.3 79.9
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 16, 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 : 62,890: 18,080 21,445 3,610 36,410 33,455 58,100 58,510: 4,790 4,380
Old : 62,890: 18,080 21,445 3,610 36,410 33,455 58,100 58,510: 4,790 4,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 2,450: 1,400 0 -25 1,050 2,450 2,425 2,425: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 34.1 5.7 57.9 53.2 92.4 93.0: 7.6 7.0
Old : 100.0: 28.7 34.1 5.7 57.9 53.2 92.4 93.0: 7.6 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 : 28: 5 2 5 16 16 23 21:
Old : 28: 5 2 5 16 16 23 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.0 69.1 73.6 85.4 57.3 65.6 69.0 79.3
Old : 59.0 69.1 73.6 85.4 57.3 65.6 69.0 79.3
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 16, 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 : 55,506: 16,180 18,745 1,920 34,793 32,558 52,893 53,223: 2,613 2,283
Old : 55,506: 16,180 18,745 1,920 34,793 32,558 52,893 53,223: 2,613 2,283
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 100: 0 0 100 0 0 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 33.8 3.5 62.7 58.7 95.3 95.9: 4.7 4.1
Old : 100.0: 29.2 33.8 3.5 62.7 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: 3 2 3 21 10 26 14:
Old : 29: 3 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 : 56.6 74.5 76.8 92.0 53.5 69.9 71.2 80.0
Old : 56.6 74.5 76.8 92.0 53.5 69.9 71.2 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 45,272: 12,430 10,130 2,110 29,207 31,832 43,747 44,072: 1,525 1,200
Old : 45,272: 12,430 10,130 2,110 29,207 31,832 43,747 44,072: 1,525 1,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 22.4 4.7 64.5 70.3 96.6 97.3: 3.4 2.7
Old : 100.0: 27.5 22.4 4.7 64.5 70.3 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 2 20 11 25 14:
Old : 28: 4 2 2 20 11 25 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 69.7 77.8 92.1 52.5 65.4 72.2 82.3
Old : 56.4 69.7 77.8 92.1 52.5 65.4 72.2 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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 : 148,467: 1,675 24,426 9,569 116,879 94,128 128,123 128,123: 20,344 20,344
Old : 148,467: 1,675 24,426 9,569 116,879 94,128 128,123 128,123: 20,344 20,344
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 3,775: 0 1,230 965 2,843 1,493 3,808 3,688: -33 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 16.5 6.4 78.7 63.4 86.3 86.3: 13.7 13.7
Old : 100.0: 1.1 16.5 6.4 78.7 63.4 86.3 86.3: 13.7 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 8 4 28 29 33 38:
Old : 43: 2 8 4 28 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 : 62.5 38.1 72.9 57.2 58.9 36.9 65.2 51.0
Old : 62.5 38.1 72.9 57.2 58.9 36.9 65.2 51.0
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 16, 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 : 137,267: 2,554 27,060 7,440 111,519 87,013 121,513 121,513: 15,754 15,754
Old : 137,267: 2,554 27,060 7,440 111,519 87,013 121,513 121,513: 15,754 15,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 3,415: 1,179 2,434 21 2,349 974 3,549 3,429: -134 -14
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 19.7 5.4 81.2 63.4 88.5 88.5: 11.5 11.5
Old : 100.0: 1.9 19.7 5.4 81.2 63.4 88.5 88.5: 11.5 11.5
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 : 41: 3 6 3 23 28 27 36:
Old : 41: 3 6 3 23 28 27 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 : 63.7 42.6 77.2 59.2 58.6 40.9 67.2 55.1
Old : 63.7 42.6 77.2 59.2 58.6 40.9 67.2 55.1
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 16, 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 : 42,150: 2,105 5,120 2,105 34,675 31,660 38,885 38,885: 3,265 3,265
Old : 42,150: 2,105 5,120 2,105 34,675 31,660 38,885 38,885: 3,265 3,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 2,330: -80 1,920 180 2,250 250 2,350 2,350: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 12.1 5.0 82.3 75.1 92.3 92.3: 7.7 7.7
Old : 100.0: 5.0 12.1 5.0 82.3 75.1 92.3 92.3: 7.7 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 65.7 45.6 81.5 68.6 61.9 43.2 70.6 63.4
Old : 65.7 45.6 81.5 68.6 61.9 43.2 70.6 63.4
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 16, 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 : 36,810: 2,500 4,070 2,415 28,840 27,330 33,755 33,815: 3,055 2,995
Old : 36,810: 2,500 4,070 2,415 28,840 27,330 33,755 33,815: 3,055 2,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 2,255: -30 1,620 180 2,120 470 2,270 2,270: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 11.1 6.6 78.3 74.2 91.7 91.9: 8.3 8.1
Old : 100.0: 6.8 11.1 6.6 78.3 74.2 91.7 91.9: 8.3 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 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 : 65.9 46.6 83.3 67.6 58.2 44.7 65.8 60.7
Old : 65.9 46.6 83.3 67.6 58.2 44.7 65.8 60.7
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 16, 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 : 30,035: 15,510 0 800 12,300 28,110 28,610 28,910: 1,425 1,125
Old : 30,035: 15,510 0 800 12,300 28,110 28,610 28,910: 1,425 1,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 3,000: 3,000 0 0 150 3,000 3,150 3,000: -150 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.6 0.0 2.7 41.0 93.6 95.3 96.3: 4.7 3.7
Old : 100.0: 51.6 0.0 2.7 41.0 93.6 95.3 96.3: 4.7 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 68.2 69.3 87.1 84.5 63.8 62.5 76.0 76.5
Old : 68.2 69.3 87.1 84.5 63.8 62.5 76.0 76.5
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 16, 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 : 100,430: 4,030 11,985 5,245 73,393 65,498 82,668 82,728: 17,762 17,702
Old : 100,430: 4,030 11,985 5,245 73,393 65,498 82,668 82,728: 17,762 17,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 2,125: 1,920 220 -100 -985 715 835 835: 1,290 1,290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 11.9 5.2 73.1 65.2 82.3 82.4: 17.7 17.6
Old : 100.0: 4.0 11.9 5.2 73.1 65.2 82.3 82.4: 17.7 17.6
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 : 38: 3 3 3 29 25 33 30:
Old : 38: 3 3 3 29 25 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 : 37.3 43.7 53.4 60.3 30.3 29.3 40.0 37.8
Old : 37.3 43.7 53.4 60.3 30.3 29.3 40.0 37.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 16, 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 : 83,785: 3,460 2,975 8,930 55,980 56,850 68,370 68,755: 15,415 15,030
Old : 83,785: 3,460 2,975 8,930 55,980 56,850 68,370 68,755: 15,415 15,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 9, 2019 :
: 3,970: 1,620 45 -90 1,975 3,250 3,505 3,205: 465 765
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 3.6 10.7 66.8 67.9 81.6 82.1: 18.4 17.9
Old : 100.0: 4.1 3.6 10.7 66.8 67.9 81.6 82.1: 18.4 17.9
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 : 31: 2 3 2 19 23 22 27:
Old : 31: 2 3 2 19 23 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 : 48.6 48.4 66.5 64.2 33.4 37.9 46.1 45.5
Old : 48.6 48.4 66.5 64.2 33.4 37.9 46.1 45.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 19, 2019