ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 46,706: 0 888 1,475 37,871 37,033 39,346 39,396: 7,360 7,310
Old : 46,706: 0 888 1,475 37,871 37,033 39,346 39,396: 7,360 7,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -653: 0 708 0 -1,003 -1,721 -1,003 -1,013: 350 360
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 3.2 81.1 79.3 84.2 84.3: 15.8 15.7
Old : 100.0: 0.0 1.9 3.2 81.1 79.3 84.2 84.3: 15.8 15.7
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 : 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 : 69.6 45.7 79.3 66.4 61.3 44.7 66.8 61.3
Old : 69.6 45.7 79.3 66.4 61.3 44.7 66.8 61.3
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 41,462: 0 2,255 370 35,066 32,880 35,436 35,505: 6,026 5,957
Old : 41,462: 0 2,255 370 35,066 32,880 35,436 35,505: 6,026 5,957
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,365: 0 1,015 -290 -1,037 -2,080 -1,327 -1,355: -38 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.4 0.9 84.6 79.3 85.5 85.6: 14.5 14.4
Old : 100.0: 0.0 5.4 0.9 84.6 79.3 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 : 23: 0 1 1 14 19 15 20:
Old : 23: 0 1 1 14 19 15 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 : 73.4 44.3 82.4 67.2 66.3 43.7 71.7 64.2
Old : 73.4 44.3 82.4 67.2 66.3 43.7 71.7 64.2
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, August 06, 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 : 25,545: 1,075 1,350 440 21,665 21,160 23,180 22,950: 2,365 2,595
Old : 25,545: 1,075 1,350 440 21,665 21,160 23,180 22,950: 2,365 2,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -271: 25 230 -340 130 -65 -185 -175: -86 -96
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 5.3 1.7 84.8 82.8 90.7 89.8: 9.3 10.2
Old : 100.0: 4.2 5.3 1.7 84.8 82.8 90.7 89.8: 9.3 10.2
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 : 22: 4 1 3 13 14 18 17:
Old : 22: 4 1 3 13 14 18 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 : 75.4 59.8 85.8 80.0 66.6 56.0 68.8 67.3
Old : 75.4 59.8 85.8 80.0 66.6 56.0 68.8 67.3
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, August 06, 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 : 21,090: 1,125 950 250 18,115 18,110 19,490 19,310: 1,600 1,780
Old : 21,090: 1,125 950 250 18,115 18,110 19,490 19,310: 1,600 1,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 375: -100 130 -130 655 425 425 425: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 4.5 1.2 85.9 85.9 92.4 91.6: 7.6 8.4
Old : 100.0: 5.3 4.5 1.2 85.9 85.9 92.4 91.6: 7.6 8.4
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 : 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 : 83.7 60.9 90.4 79.4 67.0 57.3 70.0 67.7
Old : 83.7 60.9 90.4 79.4 67.0 57.3 70.0 67.7
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 32,566: 10,160 1,305 2,895 17,184 26,254 30,239 30,454: 2,327 2,112
Old : 32,566: 10,160 1,305 2,895 17,184 26,254 30,239 30,454: 2,327 2,112
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -141: 500 -240 -500 113 853 113 113: -254 -254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 4.0 8.9 52.8 80.6 92.9 93.5: 7.1 6.5
Old : 100.0: 31.2 4.0 8.9 52.8 80.6 92.9 93.5: 7.1 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 2 2 13 16 15 19:
Old : 21: 1 2 2 13 16 15 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 : 60.4 69.5 79.2 81.4 46.8 58.2 58.2 62.1
Old : 60.4 69.5 79.2 81.4 46.8 58.2 58.2 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 22,109: 6,580 620 3,420 10,948 17,018 20,948 21,058: 1,161 1,051
Old : 22,109: 6,580 620 3,420 10,948 17,018 20,948 21,058: 1,161 1,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -966: 390 -250 -390 -751 -121 -751 -761: -215 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 2.8 15.5 49.5 77.0 94.7 95.2: 5.3 4.8
Old : 100.0: 29.8 2.8 15.5 49.5 77.0 94.7 95.2: 5.3 4.8
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 : 20: 1 2 2 13 14 15 17:
Old : 20: 1 2 2 13 14 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.0 72.0 86.2 86.1 52.6 49.5 55.7 55.2
Old : 70.0 72.0 86.2 86.1 52.6 49.5 55.7 55.2
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 77,797: 12,265 3,475 4,290 47,933 56,352 64,488 64,117: 13,309 13,680
Old : 77,797: 12,265 3,475 4,290 47,933 56,352 64,488 64,117: 13,309 13,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,855: -1,975 -15 540 568 -1,375 -867 -850: -988 -1,005
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 4.5 5.5 61.6 72.4 82.9 82.4: 17.1 17.6
Old : 100.0: 15.8 4.5 5.5 61.6 72.4 82.9 82.4: 17.1 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 : 28: 2 2 4 14 20 18 24:
Old : 28: 2 2 4 14 20 18 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 43.1 77.4 59.8 60.4 42.4 65.6 56.0
Old : 67.5 43.1 77.4 59.8 60.4 42.4 65.6 56.0
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, August 06, 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 : 73,043: 8,725 3,235 3,945 47,877 52,951 60,547 60,131: 12,496 12,912
Old : 73,043: 8,725 3,235 3,945 47,877 52,951 60,547 60,131: 12,496 12,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -2,346: -865 -90 -250 -461 -1,216 -1,576 -1,556: -770 -790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 4.4 5.4 65.5 72.5 82.9 82.3: 17.1 17.7
Old : 100.0: 11.9 4.4 5.4 65.5 72.5 82.9 82.3: 17.1 17.7
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: 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 : 65.6 45.5 75.2 60.9 59.0 43.0 64.2 54.8
Old : 65.6 45.5 75.2 60.9 59.0 43.0 64.2 54.8
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 23,940: 2,415 7,175 2,400 15,418 11,213 20,233 20,788: 3,707 3,152
Old : 23,940: 2,415 7,175 2,400 15,418 11,213 20,233 20,788: 3,707 3,152
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,971: -145 -990 70 -1,635 -810 -1,710 -1,730: -261 -241
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 30.0 10.0 64.4 46.8 84.5 86.8: 15.5 13.2
Old : 100.0: 10.1 30.0 10.0 64.4 46.8 84.5 86.8: 15.5 13.2
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 : 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 : 39.3 59.1 62.8 80.7 34.9 49.4 53.9 62.2
Old : 39.3 59.1 62.8 80.7 34.9 49.4 53.9 62.2
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 23,085: 3,775 7,675 1,840 13,700 10,525 19,315 20,040: 3,770 3,045
Old : 23,085: 3,775 7,675 1,840 13,700 10,525 19,315 20,040: 3,770 3,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,606: 115 -650 -165 -1,380 -635 -1,430 -1,450: -176 -156
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 33.2 8.0 59.3 45.6 83.7 86.8: 16.3 13.2
Old : 100.0: 16.4 33.2 8.0 59.3 45.6 83.7 86.8: 16.3 13.2
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: 4 3 3 16 9 21 14:
Old : 25: 4 3 3 16 9 21 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.2 59.7 66.1 81.2 34.0 56.3 56.3 67.1
Old : 41.2 59.7 66.1 81.2 34.0 56.3 56.3 67.1
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 43,542: 22,980 0 0 15,991 38,847 38,971 38,847: 4,571 4,695
Old : 43,542: 22,980 0 0 15,991 38,847 38,971 38,847: 4,571 4,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -3,310: -2,205 0 0 -750 -2,957 -2,955 -2,957: -355 -353
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 0.0 0.0 36.7 89.2 89.5 89.2: 10.5 10.8
Old : 100.0: 52.8 0.0 0.0 36.7 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 : 63.7 75.4 83.1 85.6 63.0 75.4 78.2 82.0
Old : 63.7 75.4 83.1 85.6 63.0 75.4 78.2 82.0
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, August 06, 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 : 44,010: 22,630 0 0 16,226 39,152 38,856 39,152: 5,154 4,858
Old : 44,010: 22,630 0 0 16,226 39,152 38,856 39,152: 5,154 4,858
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -2,691: -1,780 0 0 -505 -2,290 -2,285 -2,290: -406 -401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 0.0 0.0 36.9 89.0 88.3 89.0: 11.7 11.0
Old : 100.0: 51.4 0.0 0.0 36.9 89.0 88.3 89.0: 11.7 11.0
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 : 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 : 62.3 77.6 83.5 85.6 61.6 77.6 81.2 84.3
Old : 62.3 77.6 83.5 85.6 61.6 77.6 81.2 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 55,500: 25,695 400 1,765 24,180 49,575 51,640 51,740: 3,860 3,760
Old : 55,500: 25,695 400 1,765 24,180 49,575 51,640 51,740: 3,860 3,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -2,170: -625 0 -285 -910 -1,545 -1,820 -1,830: -350 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 0.7 3.2 43.6 89.3 93.0 93.2: 7.0 6.8
Old : 100.0: 46.3 0.7 3.2 43.6 89.3 93.0 93.2: 7.0 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 7 1 2 16 13 23 16:
Old : 30: 7 1 2 16 13 23 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 79.0 77.3 89.6 52.1 78.6 72.1 82.4
Old : 54.9 79.0 77.3 89.6 52.1 78.6 72.1 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 54,860: 25,025 150 2,215 23,775 48,750 51,015 51,115: 3,845 3,745
Old : 54,860: 25,025 150 2,215 23,775 48,750 51,015 51,115: 3,845 3,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,760: -420 50 -360 -640 -1,120 -1,420 -1,430: -340 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.6 0.3 4.0 43.3 88.9 93.0 93.2: 7.0 6.8
Old : 100.0: 45.6 0.3 4.0 43.3 88.9 93.0 93.2: 7.0 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 1 3 16 12 23 15:
Old : 28: 6 1 3 16 12 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 : 55.3 78.0 76.9 90.0 52.7 77.7 72.3 81.7
Old : 55.3 78.0 76.9 90.0 52.7 77.7 72.3 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, August 06, 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 : 15,880: 1,095 6,280 645 12,450 7,705 14,190 14,630: 1,690 1,250
Old : 15,880: 1,095 6,280 645 12,450 7,705 14,190 14,630: 1,690 1,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -170: -290 -365 0 205 260 -85 -105: -85 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 39.5 4.1 78.4 48.5 89.4 92.1: 10.6 7.9
Old : 100.0: 6.9 39.5 4.1 78.4 48.5 89.4 92.1: 10.6 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 53.2 55.3 78.6 84.1 45.8 55.3 66.3 75.4
Old : 53.2 55.3 78.6 84.1 45.8 55.3 66.3 75.4
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, August 06, 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 : 15,380: 1,495 6,580 490 12,040 7,105 14,025 14,175: 1,355 1,205
Old : 15,380: 1,495 6,580 490 12,040 7,105 14,025 14,175: 1,355 1,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -250: -365 -540 0 200 360 -165 -180: -85 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 42.8 3.2 78.3 46.2 91.2 92.2: 8.8 7.8
Old : 100.0: 9.7 42.8 3.2 78.3 46.2 91.2 92.2: 8.8 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 : 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 : 54.8 59.0 80.3 84.1 47.7 59.0 68.5 78.4
Old : 54.8 59.0 80.3 84.1 47.7 59.0 68.5 78.4
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, August 06, 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 : 64,155: 21,725 22,180 2,220 35,695 35,400 59,640 59,800: 4,515 4,355
Old : 64,155: 21,725 22,180 2,220 35,695 35,400 59,640 59,800: 4,515 4,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,195: 650 435 -660 -1,230 -865 -1,240 -1,090: 45 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 34.6 3.5 55.6 55.2 93.0 93.2: 7.0 6.8
Old : 100.0: 33.9 34.6 3.5 55.6 55.2 93.0 93.2: 7.0 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 5 3 5 17 15 25 20:
Old : 31: 5 3 5 17 15 25 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 : 60.2 69.3 73.7 86.4 59.5 67.3 72.9 80.6
Old : 60.2 69.3 73.7 86.4 59.5 67.3 72.9 80.6
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, August 06, 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 : 63,080: 18,770 22,055 2,775 36,320 33,705 57,865 58,535: 5,215 4,545
Old : 63,080: 18,770 22,055 2,775 36,320 33,705 57,865 58,535: 5,215 4,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,640: 870 560 -940 -1,480 -1,040 -1,550 -1,420: -90 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 35.0 4.4 57.6 53.4 91.7 92.8: 8.3 7.2
Old : 100.0: 29.8 35.0 4.4 57.6 53.4 91.7 92.8: 8.3 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 3 6 16 16 24 22:
Old : 30: 5 3 6 16 16 24 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.3 70.1 71.9 85.3 56.9 67.6 69.7 80.2
Old : 58.3 70.1 71.9 85.3 56.9 67.6 69.7 80.2
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, August 06, 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 : 55,781: 15,650 19,395 1,820 36,022 32,447 53,492 53,662: 2,289 2,119
Old : 55,781: 15,650 19,395 1,820 36,022 32,447 53,492 53,662: 2,289 2,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,875: -530 -980 -100 -1,011 -571 -1,641 -1,651: -234 -224
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 34.8 3.3 64.6 58.2 95.9 96.2: 4.1 3.8
Old : 100.0: 28.1 34.8 3.3 64.6 58.2 95.9 96.2: 4.1 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 : 30: 3 3 3 21 12 26 16:
Old : 30: 3 3 3 21 12 26 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 74.3 77.4 92.2 52.8 69.2 73.0 81.2
Old : 55.8 74.3 77.4 92.2 52.8 69.2 73.0 81.2
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, August 06, 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 : 45,807: 11,925 10,650 1,955 30,569 32,149 44,449 44,754: 1,358 1,053
Old : 45,807: 11,925 10,650 1,955 30,569 32,149 44,449 44,754: 1,358 1,053
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,170: -505 -465 -100 -498 -558 -1,103 -1,123: -67 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 23.2 4.3 66.7 70.2 97.0 97.7: 3.0 2.3
Old : 100.0: 26.0 23.2 4.3 66.7 70.2 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 : 59.4 69.5 79.4 92.8 55.8 65.4 74.1 83.3
Old : 59.4 69.5 79.4 92.8 55.8 65.4 74.1 83.3
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 145,464: 2,124 24,070 9,150 114,445 92,489 125,719 125,709: 19,745 19,755
Old : 145,464: 2,124 24,070 9,150 114,445 92,489 125,719 125,709: 19,745 19,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -5,790: 449 214 -924 -3,992 -3,757 -4,467 -4,467: -1,323 -1,323
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 16.5 6.3 78.7 63.6 86.4 86.4: 13.6 13.6
Old : 100.0: 1.5 16.5 6.3 78.7 63.6 86.4 86.4: 13.6 13.6
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 : 43: 3 7 4 28 31 33 40:
Old : 43: 3 7 4 28 31 33 40:
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 : 62.7 38.6 74.1 56.9 59.3 36.9 65.6 51.8
Old : 62.7 38.6 74.1 56.9 59.3 36.9 65.6 51.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 135,374: 3,699 28,400 6,955 109,412 84,711 120,066 120,066: 15,308 15,308
Old : 135,374: 3,699 28,400 6,955 109,412 84,711 120,066 120,066: 15,308 15,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -4,535: 665 490 -715 -3,547 -3,352 -3,597 -3,577: -938 -958
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 21.0 5.1 80.8 62.6 88.7 88.7: 11.3 11.3
Old : 100.0: 2.7 21.0 5.1 80.8 62.6 88.7 88.7: 11.3 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 : 42: 3 7 3 24 30 28 39:
Old : 42: 3 7 3 24 30 28 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 : 63.1 42.2 77.8 59.8 58.3 40.4 68.4 55.9
Old : 63.1 42.2 77.8 59.8 58.3 40.4 68.4 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 06, 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 : 40,495: 1,270 5,495 2,280 33,600 29,380 37,150 37,155: 3,345 3,340
Old : 40,495: 1,270 5,495 2,280 33,600 29,380 37,150 37,155: 3,345 3,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,645: -310 75 145 -1,530 -1,915 -1,695 -1,695: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 13.6 5.6 83.0 72.6 91.7 91.8: 8.3 8.2
Old : 100.0: 3.1 13.6 5.6 83.0 72.6 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 : 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 46.5 81.8 70.4 63.9 44.9 73.4 65.4
Old : 65.5 46.5 81.8 70.4 63.9 44.9 73.4 65.4
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, August 06, 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 : 36,710: 670 4,920 3,700 29,410 25,210 33,780 33,830: 2,930 2,880
Old : 36,710: 670 4,920 3,700 29,410 25,210 33,780 33,830: 2,930 2,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -1,140: -300 200 260 -790 -1,300 -830 -840: -310 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 13.4 10.1 80.1 68.7 92.0 92.2: 8.0 7.8
Old : 100.0: 1.8 13.4 10.1 80.1 68.7 92.0 92.2: 8.0 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 1 2 16 20 19 23:
Old : 25: 3 1 2 16 20 19 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 : 62.3 45.8 78.1 68.6 55.2 42.1 60.6 57.0
Old : 62.3 45.8 78.1 68.6 55.2 42.1 60.6 57.0
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, August 06, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 33,460: 14,455 0 1,095 16,555 31,315 32,105 32,410: 1,355 1,050
Old : 33,460: 14,455 0 1,095 16,555 31,315 32,105 32,410: 1,355 1,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: 1,865: -535 0 -100 2,570 2,040 1,935 1,940: -70 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 0.0 3.3 49.5 93.6 96.0 96.9: 4.0 3.1
Old : 100.0: 43.2 0.0 3.3 49.5 93.6 96.0 96.9: 4.0 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 0 3 14 14 18 17:
Old : 22: 4 0 3 14 14 18 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 : 68.1 74.1 87.7 87.2 64.3 68.1 78.2 80.1
Old : 68.1 74.1 87.7 87.2 64.3 68.1 78.2 80.1
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, August 06, 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 : 102,227: 5,705 11,290 4,730 73,778 68,253 84,213 84,273: 18,014 17,954
Old : 102,227: 5,705 11,290 4,730 73,778 68,253 84,213 84,273: 18,014 17,954
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -4,765: 425 305 -605 -4,157 -4,037 -4,337 -4,337: -428 -428
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 11.0 4.6 72.2 66.8 82.4 82.4: 17.6 17.6
Old : 100.0: 5.6 11.0 4.6 72.2 66.8 82.4 82.4: 17.6 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 30 26 35 30:
Old : 38: 3 3 3 30 26 35 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 : 36.2 43.9 52.2 60.9 30.2 31.9 41.2 41.4
Old : 36.2 43.9 52.2 60.9 30.2 31.9 41.2 41.4
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, August 06, 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 : 85,128: 5,010 1,880 9,250 55,378 58,893 69,638 70,023: 15,490 15,105
Old : 85,128: 5,010 1,880 9,250 55,378 58,893 69,638 70,023: 15,490 15,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 30, 2019 :
: -4,250: -150 55 -415 -3,595 -3,800 -4,160 -4,160: -90 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 2.2 10.9 65.1 69.2 81.8 82.3: 18.2 17.7
Old : 100.0: 5.9 2.2 10.9 65.1 69.2 81.8 82.3: 18.2 17.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 3 2 20 23 24 26:
Old : 31: 2 3 2 20 23 24 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.3 46.0 64.9 64.8 31.1 34.5 42.4 42.1
Old : 46.3 46.0 64.9 64.8 31.1 34.5 42.4 42.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 09, 2019