ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 45,424: 0 180 1,475 36,794 36,674 38,269 38,329: 7,155 7,095
Old : 45,424: 0 180 1,475 36,794 36,674 38,269 38,329: 7,155 7,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,395: 0 0 0 635 635 635 635: 760 760
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 3.2 81.0 80.7 84.2 84.4: 15.8 15.6
Old : 100.0: 0.0 0.4 3.2 81.0 80.7 84.2 84.4: 15.8 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 67.9 45.9 78.7 64.8 60.1 44.7 65.0 59.4
Old : 67.9 45.9 78.7 64.8 60.1 44.7 65.0 59.4
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 23, 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 : 40,922: 0 1,000 660 34,068 33,165 34,728 34,825: 6,194 6,097
Old : 40,922: 0 1,000 660 34,068 33,165 34,728 34,825: 6,194 6,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,705: 0 -100 0 990 1,090 990 990: 715 715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.4 1.6 83.3 81.0 84.9 85.1: 15.1 14.9
Old : 100.0: 0.0 2.4 1.6 83.3 81.0 84.9 85.1: 15.1 14.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 1 13 19 14 20:
Old : 23: 0 1 1 13 19 14 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 : 70.3 46.0 81.1 65.7 62.2 45.2 68.1 61.2
Old : 70.3 46.0 81.1 65.7 62.2 45.2 68.1 61.2
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 23, 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 : 25,666: 1,025 1,120 780 21,410 21,075 23,215 22,975: 2,451 2,691
Old : 25,666: 1,025 1,120 780 21,410 21,075 23,215 22,975: 2,451 2,691
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 275: 50 0 0 225 275 275 275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 4.4 3.0 83.4 82.1 90.5 89.5: 9.5 10.5
Old : 100.0: 4.0 4.4 3.0 83.4 82.1 90.5 89.5: 9.5 10.5
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 : 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 : 72.8 58.6 85.3 79.2 64.6 55.3 68.4 67.2
Old : 72.8 58.6 85.3 79.2 64.6 55.3 68.4 67.2
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 23, 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 : 20,540: 1,200 820 380 17,310 17,510 18,890 18,710: 1,650 1,830
Old : 20,540: 1,200 820 380 17,310 17,510 18,890 18,710: 1,650 1,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 275: 25 0 0 250 275 275 275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 4.0 1.9 84.3 85.2 92.0 91.1: 8.0 8.9
Old : 100.0: 5.8 4.0 1.9 84.3 85.2 92.0 91.1: 8.0 8.9
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 : 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 : 81.2 59.1 89.5 77.6 63.1 54.9 68.7 66.3
Old : 81.2 59.1 89.5 77.6 63.1 54.9 68.7 66.3
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 23, 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 : 31,877: 9,615 820 3,440 16,609 25,524 29,664 29,784: 2,213 2,093
Old : 31,877: 9,615 820 3,440 16,609 25,524 29,664 29,784: 2,213 2,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 750: 300 230 -300 750 820 750 750: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 2.6 10.8 52.1 80.1 93.1 93.4: 6.9 6.6
Old : 100.0: 30.2 2.6 10.8 52.1 80.1 93.1 93.4: 6.9 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 : 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 : 64.6 68.3 79.6 81.2 46.2 50.5 54.5 54.8
Old : 64.6 68.3 79.6 81.2 46.2 50.5 54.5 54.8
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 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 78,412: 14,350 3,440 3,645 47,547 58,069 65,542 65,154: 12,870 13,258
Old : 78,412: 14,350 3,440 3,645 47,547 58,069 65,542 65,154: 12,870 13,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 5,405: 385 0 1,145 3,007 3,392 4,537 4,537: 868 868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 4.4 4.6 60.6 74.1 83.6 83.1: 16.4 16.9
Old : 100.0: 18.3 4.4 4.6 60.6 74.1 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 : 28: 2 2 4 14 21 18 25:
Old : 28: 2 2 4 14 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 : 69.3 44.0 78.8 60.7 63.2 42.9 68.2 57.8
Old : 69.3 44.0 78.8 60.7 63.2 42.9 68.2 57.8
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 23, 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 : 74,704: 10,900 3,275 4,040 47,463 54,652 62,403 61,967: 12,301 12,737
Old : 74,704: 10,900 3,275 4,040 47,463 54,652 62,403 61,967: 12,301 12,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 2,645: -815 0 465 2,440 1,625 2,090 2,090: 555 555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 4.4 5.4 63.5 73.2 83.5 83.0: 16.5 17.0
Old : 100.0: 14.6 4.4 5.4 63.5 73.2 83.5 83.0: 16.5 17.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 2 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 : 67.3 46.3 77.2 61.4 60.5 43.5 65.7 56.3
Old : 67.3 46.3 77.2 61.4 60.5 43.5 65.7 56.3
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 23, 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 : 25,851: 2,560 8,165 2,330 17,053 11,963 21,943 22,458: 3,908 3,393
Old : 25,851: 2,560 8,165 2,330 17,053 11,963 21,943 22,458: 3,908 3,393
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 550: 0 -600 350 0 600 350 350: 200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 31.6 9.0 66.0 46.3 84.9 86.9: 15.1 13.1
Old : 100.0: 9.9 31.6 9.0 66.0 46.3 84.9 86.9: 15.1 13.1
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 : 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 60.4 62.1 80.6 36.2 50.0 54.5 63.5
Old : 39.7 60.4 62.1 80.6 36.2 50.0 54.5 63.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 24,631: 3,660 8,325 2,005 15,080 11,100 20,745 21,430: 3,886 3,201
Old : 24,631: 3,660 8,325 2,005 15,080 11,100 20,745 21,430: 3,886 3,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 550: 600 0 -250 0 600 350 350: 200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 33.8 8.1 61.2 45.1 84.2 87.0: 15.8 13.0
Old : 100.0: 14.9 33.8 8.1 61.2 45.1 84.2 87.0: 15.8 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 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 : 41.4 60.3 65.6 81.4 35.4 56.2 55.7 67.0
Old : 41.4 60.3 65.6 81.4 35.4 56.2 55.7 67.0
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 23, 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 : 46,842: 25,185 0 0 16,731 41,794 41,916 41,794: 4,926 5,048
Old : 46,842: 25,185 0 0 16,731 41,794 41,916 41,794: 4,926 5,048
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 590: 315 0 0 15 510 330 510: 260 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.8 0.0 0.0 35.7 89.2 89.5 89.2: 10.5 10.8
Old : 100.0: 53.8 0.0 0.0 35.7 89.2 89.5 89.2: 10.5 10.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 0 0 13 14 17 14:
Old : 23: 4 0 0 13 14 17 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 : 63.6 75.6 82.8 85.5 63.0 75.6 77.6 81.0
Old : 63.6 75.6 82.8 85.5 63.0 75.6 77.6 81.0
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 23, 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 : 46,701: 24,410 0 0 16,731 41,442 41,141 41,442: 5,560 5,259
Old : 46,701: 24,410 0 0 16,731 41,442 41,141 41,442: 5,560 5,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 465: 165 0 0 120 465 285 465: 180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.3 0.0 0.0 35.8 88.7 88.1 88.7: 11.9 11.3
Old : 100.0: 52.3 0.0 0.0 35.8 88.7 88.1 88.7: 11.9 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 11 14 15 14:
Old : 22: 4 0 0 11 14 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 : 62.2 78.3 83.1 85.4 61.6 78.3 81.0 84.0
Old : 62.2 78.3 83.1 85.4 61.6 78.3 81.0 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 23, 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 : 56,810: 25,170 400 2,050 25,325 50,205 52,545 52,655: 4,265 4,155
Old : 56,810: 25,170 400 2,050 25,325 50,205 52,545 52,655: 4,265 4,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,730: 1,200 0 -30 605 1,805 1,775 1,775: -45 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 0.7 3.6 44.6 88.4 92.5 92.7: 7.5 7.3
Old : 100.0: 44.3 0.7 3.6 44.6 88.4 92.5 92.7: 7.5 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 6 1 3 16 13 22 17:
Old : 29: 6 1 3 16 13 22 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 80.4 76.0 89.0 49.8 78.5 70.1 82.3
Old : 52.9 80.4 76.0 89.0 49.8 78.5 70.1 82.3
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 23, 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 : 55,760: 24,295 100 2,575 24,660 48,965 51,530 51,640: 4,230 4,120
Old : 55,760: 24,295 100 2,575 24,660 48,965 51,530 51,640: 4,230 4,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,600: 1,150 0 -80 620 1,770 1,690 1,690: -90 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 0.2 4.6 44.2 87.8 92.4 92.6: 7.6 7.4
Old : 100.0: 43.6 0.2 4.6 44.2 87.8 92.4 92.6: 7.6 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 : 27: 5 1 3 16 12 22 15:
Old : 27: 5 1 3 16 12 22 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 : 53.4 79.6 75.0 89.5 50.6 77.8 70.0 81.7
Old : 53.4 79.6 75.0 89.5 50.6 77.8 70.0 81.7
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 23, 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 : 15,990: 1,385 6,645 645 12,185 7,385 14,215 14,675: 1,775 1,315
Old : 15,990: 1,385 6,645 645 12,185 7,385 14,215 14,675: 1,775 1,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 145: -240 0 145 0 0 -95 145: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 41.6 4.0 76.2 46.2 88.9 91.8: 11.1 8.2
Old : 100.0: 8.7 41.6 4.0 76.2 46.2 88.9 91.8: 11.1 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 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 : 54.5 48.6 77.4 80.0 49.1 48.6 64.8 71.3
Old : 54.5 48.6 77.4 80.0 49.1 48.6 64.8 71.3
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 23, 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 16, 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 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 23, 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 : 65,095: 21,280 21,695 2,880 35,910 36,025 60,070 60,600: 5,025 4,495
Old : 65,095: 21,280 21,695 2,880 35,910 36,025 60,070 60,600: 5,025 4,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,500: 0 0 0 1,075 1,195 1,075 1,195: 425 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 33.3 4.4 55.2 55.3 92.3 93.1: 7.7 6.9
Old : 100.0: 32.7 33.3 4.4 55.2 55.3 92.3 93.1: 7.7 6.9
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: 5 2 4 17 15 24 19:
Old : 29: 5 2 4 17 15 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.3 68.8 73.1 86.5 58.4 65.8 72.2 80.3
Old : 59.3 68.8 73.1 86.5 58.4 65.8 72.2 80.3
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 23, 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 : 64,465: 18,080 21,445 3,685 37,485 34,530 59,250 59,660: 5,215 4,805
Old : 64,465: 18,080 21,445 3,685 37,485 34,530 59,250 59,660: 5,215 4,805
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,575: 0 0 75 1,075 1,075 1,150 1,150: 425 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 33.3 5.7 58.1 53.6 91.9 92.5: 8.1 7.5
Old : 100.0: 28.0 33.3 5.7 58.1 53.6 91.9 92.5: 8.1 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 56.9 69.8 71.3 85.7 55.2 66.4 68.2 79.7
Old : 56.9 69.8 71.3 85.7 55.2 66.4 68.2 79.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 23, 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 : 56,736: 16,180 19,825 1,920 36,173 32,858 54,273 54,603: 2,463 2,133
Old : 56,736: 16,180 19,825 1,920 36,173 32,858 54,273 54,603: 2,463 2,133
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,230: 0 1,080 0 1,380 300 1,380 1,380: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 34.9 3.4 63.8 57.9 95.7 96.2: 4.3 3.8
Old : 100.0: 28.5 34.9 3.4 63.8 57.9 95.7 96.2: 4.3 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 55.4 74.2 77.3 92.5 52.3 70.8 71.9 80.7
Old : 55.4 74.2 77.3 92.5 52.3 70.8 71.9 80.7
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 23, 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 : 46,142: 12,430 10,850 2,110 30,227 32,132 44,767 45,092: 1,375 1,050
Old : 46,142: 12,430 10,850 2,110 30,227 32,132 44,767 45,092: 1,375 1,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 870: 0 720 0 1,020 300 1,020 1,020: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 23.5 4.6 65.5 69.6 97.0 97.7: 3.0 2.3
Old : 100.0: 26.9 23.5 4.6 65.5 69.6 97.0 97.7: 3.0 2.3
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 : 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 : 57.7 69.2 78.9 92.6 53.9 65.0 73.5 83.0
Old : 57.7 69.2 78.9 92.6 53.9 65.0 73.5 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 23, 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 : 151,292: 1,675 24,906 10,099 118,807 95,576 130,581 130,581: 20,711 20,711
Old : 151,292: 1,675 24,906 10,099 118,807 95,576 130,581 130,581: 20,711 20,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 2,825: 0 480 530 1,928 1,448 2,458 2,458: 367 367
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 16.5 6.7 78.5 63.2 86.3 86.3: 13.7 13.7
Old : 100.0: 1.1 16.5 6.7 78.5 63.2 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 30 33 39:
Old : 43: 2 8 4 28 30 33 39:
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 : 62.9 37.8 73.4 56.2 59.4 36.2 65.6 50.3
Old : 62.9 37.8 73.4 56.2 59.4 36.2 65.6 50.3
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 23, 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 : 139,164: 3,034 28,630 7,620 112,349 86,753 123,003 123,003: 16,161 16,161
Old : 139,164: 3,034 28,630 7,620 112,349 86,753 123,003 123,003: 16,161 16,161
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,897: 480 1,570 180 830 -260 1,490 1,490: 407 407
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 20.6 5.5 80.7 62.3 88.4 88.4: 11.6 11.6
Old : 100.0: 2.2 20.6 5.5 80.7 62.3 88.4 88.4: 11.6 11.6
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 : 41: 3 6 3 23 29 27 37:
Old : 41: 3 6 3 23 29 27 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.7 42.0 77.2 58.9 58.5 40.2 67.3 54.7
Old : 63.7 42.0 77.2 58.9 58.5 40.2 67.3 54.7
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 23, 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 : 42,120: 1,625 5,320 2,135 35,070 31,375 38,830 38,830: 3,290 3,290
Old : 42,120: 1,625 5,320 2,135 35,070 31,375 38,830 38,830: 3,290 3,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: -30: -480 200 30 395 -285 -55 -55: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 12.6 5.1 83.3 74.5 92.2 92.2: 7.8 7.8
Old : 100.0: 3.9 12.6 5.1 83.3 74.5 92.2 92.2: 7.8 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: 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 : 65.5 46.6 81.3 69.6 61.9 44.4 70.9 64.6
Old : 65.5 46.6 81.3 69.6 61.9 44.4 70.9 64.6
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 23, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 37,005: 2,020 4,270 2,515 29,390 27,200 33,925 33,985: 3,080 3,020
Old : 37,005: 2,020 4,270 2,515 29,390 27,200 33,925 33,985: 3,080 3,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 195: -480 200 100 550 -130 170 170: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 11.5 6.8 79.4 73.5 91.7 91.8: 8.3 8.2
Old : 100.0: 5.5 11.5 6.8 79.4 73.5 91.7 91.8: 8.3 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 : 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 : 65.1 47.7 81.3 68.6 57.7 45.8 65.0 61.0
Old : 65.1 47.7 81.3 68.6 57.7 45.8 65.0 61.0
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 23, 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 : 31,235: 15,510 0 800 13,500 29,310 29,810 30,110: 1,425 1,125
Old : 31,235: 15,510 0 800 13,500 29,310 29,810 30,110: 1,425 1,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 1,200: 0 0 0 1,200 1,200 1,200 1,200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 0.0 2.6 43.2 93.8 95.4 96.4: 4.6 3.6
Old : 100.0: 49.7 0.0 2.6 43.2 93.8 95.4 96.4: 4.6 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 0 2 14 14 18 16:
Old : 22: 4 0 2 14 14 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 70.4 87.6 85.1 61.3 63.9 76.9 77.4
Old : 65.6 70.4 87.6 85.1 61.3 63.9 76.9 77.4
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 23, 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 : 105,285: 4,580 11,205 5,375 76,848 70,283 86,803 86,863: 18,482 18,422
Old : 105,285: 4,580 11,205 5,375 76,848 70,283 86,803 86,863: 18,482 18,422
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 4,855: 550 -780 130 3,455 4,785 4,135 4,135: 720 720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 10.6 5.1 73.0 66.8 82.4 82.5: 17.6 17.5
Old : 100.0: 4.4 10.6 5.1 73.0 66.8 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 4 30 26 35 31:
Old : 38: 3 3 4 30 26 35 31:
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 : 37.8 43.5 54.0 59.6 29.8 29.3 39.1 37.4
Old : 37.8 43.5 54.0 59.6 29.8 29.3 39.1 37.4
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 23, 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 : 86,463: 3,660 2,495 9,080 58,193 59,743 70,933 71,318: 15,530 15,145
Old : 86,463: 3,660 2,495 9,080 58,193 59,743 70,933 71,318: 15,530 15,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 16, 2019 :
: 2,678: 200 -480 150 2,213 2,893 2,563 2,563: 115 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 2.9 10.5 67.3 69.1 82.0 82.5: 18.0 17.5
Old : 100.0: 4.2 2.9 10.5 67.3 69.1 82.0 82.5: 18.0 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 : 31: 2 3 3 19 23 23 27:
Old : 31: 2 3 3 19 23 23 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 : 49.2 47.8 66.5 64.8 31.9 37.3 44.5 44.1
Old : 49.2 47.8 66.5 64.8 31.9 37.3 44.5 44.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 26, 2019