ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 : 48,601: 0 1,463 1,350 39,241 37,878 40,591 40,691: 8,010 7,910
Old : 48,601: 0 1,463 1,350 39,241 37,878 40,591 40,691: 8,010 7,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: 1,895: 0 575 -125 1,370 845 1,245 1,295: 650 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 2.8 80.7 77.9 83.5 83.7: 16.5 16.3
Old : 100.0: 0.0 3.0 2.8 80.7 77.9 83.5 83.7: 16.5 16.3
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 : 24: 0 1 1 18 19 19 20:
Old : 24: 0 1 1 18 19 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 46.6 78.2 67.9 60.2 45.1 65.5 62.3
Old : 68.2 46.6 78.2 67.9 60.2 45.1 65.5 62.3
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 13, 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 : 43,415: 0 2,680 430 36,614 33,953 37,044 37,063: 6,371 6,352
Old : 43,415: 0 2,680 430 36,614 33,953 37,044 37,063: 6,371 6,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: 1,953: 0 425 60 1,548 1,073 1,608 1,558: 345 395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.2 1.0 84.3 78.2 85.3 85.4: 14.7 14.6
Old : 100.0: 0.0 6.2 1.0 84.3 78.2 85.3 85.4: 14.7 14.6
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 : 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 : 72.0 46.0 82.1 69.0 64.7 44.8 69.9 65.5
Old : 72.0 46.0 82.1 69.0 64.7 44.8 69.9 65.5
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 13, 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 21,565 21,060 23,080 22,850: 2,465 2,695
Old : 25,545: 1,075 1,350 440 21,565 21,060 23,080 22,850: 2,465 2,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: 0: 0 0 0 -100 -100 -100 -100: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 5.3 1.7 84.4 82.4 90.4 89.4: 9.6 10.6
Old : 100.0: 4.2 5.3 1.7 84.4 82.4 90.4 89.4: 9.6 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 1 3 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 : 75.0 59.4 85.4 79.6 66.2 56.0 68.4 66.9
Old : 75.0 59.4 85.4 79.6 66.2 56.0 68.4 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 18,075 18,070 19,450 19,270: 1,640 1,820
Old : 21,090: 1,125 950 250 18,075 18,070 19,450 19,270: 1,640 1,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: 0: 0 0 0 -40 -40 -40 -40: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 4.5 1.2 85.7 85.7 92.2 91.4: 7.8 8.6
Old : 100.0: 5.3 4.5 1.2 85.7 85.7 92.2 91.4: 7.8 8.6
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 : 20: 3 1 1 9 15 13 16:
Old : 20: 3 1 1 9 15 13 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 : 83.5 59.9 90.2 78.4 67.7 57.3 70.6 67.7
Old : 83.5 59.9 90.2 78.4 67.7 57.3 70.6 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 13, 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 : 32,851: 10,160 1,305 2,895 17,342 26,412 30,397 30,612: 2,454 2,239
Old : 32,851: 10,160 1,305 2,895 17,342 26,412 30,397 30,612: 2,454 2,239
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: 285: 0 0 0 158 158 158 158: 127 127
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.9 4.0 8.8 52.8 80.4 92.5 93.2: 7.5 6.8
Old : 100.0: 30.9 4.0 8.8 52.8 80.4 92.5 93.2: 7.5 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 : 23: 1 2 2 13 18 15 21:
Old : 23: 1 2 2 13 18 15 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 68.7 78.7 80.4 46.6 57.8 58.3 61.9
Old : 59.7 68.7 78.7 80.4 46.6 57.8 58.3 61.9
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 13, 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 : 22,299: 6,580 620 3,420 11,078 17,148 21,078 21,188: 1,221 1,111
Old : 22,299: 6,580 620 3,420 11,078 17,148 21,078 21,188: 1,221 1,111
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: 190: 0 0 0 130 130 130 130: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.5 2.8 15.3 49.7 76.9 94.5 95.0: 5.5 5.0
Old : 100.0: 29.5 2.8 15.3 49.7 76.9 94.5 95.0: 5.5 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 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 : 69.4 74.3 86.3 85.8 53.3 52.0 58.1 57.6
Old : 69.4 74.3 86.3 85.8 53.3 52.0 58.1 57.6
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 13, 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 : 79,322: 12,365 3,035 4,350 48,658 57,617 65,373 65,002: 13,949 14,320
Old : 79,322: 12,365 3,035 4,350 48,658 57,617 65,373 65,002: 13,949 14,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: 1,525: 100 -440 60 725 1,265 885 885: 640 640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 3.8 5.5 61.3 72.6 82.4 81.9: 17.6 18.1
Old : 100.0: 15.6 3.8 5.5 61.3 72.6 82.4 81.9: 17.6 18.1
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: 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 : 66.8 42.7 76.7 58.8 60.1 42.1 65.1 55.0
Old : 66.8 42.7 76.7 58.8 60.1 42.1 65.1 55.0
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 13, 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 : 73,743: 8,825 2,795 4,110 47,987 53,601 60,922 60,506: 12,821 13,237
Old : 73,743: 8,825 2,795 4,110 47,987 53,601 60,922 60,506: 12,821 13,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: 700: 100 -440 165 110 650 375 375: 325 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 3.8 5.6 65.1 72.7 82.6 82.0: 17.4 18.0
Old : 100.0: 12.0 3.8 5.6 65.1 72.7 82.6 82.0: 17.4 18.0
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 : 64.7 44.9 74.3 60.1 58.2 42.0 63.4 53.5
Old : 64.7 44.9 74.3 60.1 58.2 42.0 63.4 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 : 23,750: 2,565 7,825 1,885 15,726 11,021 20,176 20,731: 3,574 3,019
Old : 23,750: 2,565 7,825 1,885 15,726 11,021 20,176 20,731: 3,574 3,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: -190: 150 650 -515 308 -192 -57 -57: -133 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 32.9 7.9 66.2 46.4 85.0 87.3: 15.0 12.7
Old : 100.0: 10.8 32.9 7.9 66.2 46.4 85.0 87.3: 15.0 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 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 : 38.5 59.5 62.4 81.3 35.6 49.8 55.2 63.8
Old : 38.5 59.5 62.4 81.3 35.6 49.8 55.2 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 : 22,795: 3,275 7,675 1,875 14,008 10,333 19,158 19,883: 3,637 2,912
Old : 22,795: 3,275 7,675 1,875 14,008 10,333 19,158 19,883: 3,637 2,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: -290: -500 0 35 308 -192 -157 -157: -133 -133
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 33.7 8.2 61.5 45.3 84.0 87.2: 16.0 12.8
Old : 100.0: 14.4 33.7 8.2 61.5 45.3 84.0 87.2: 16.0 12.8
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: 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 : 38.5 59.8 64.9 81.7 34.9 57.0 56.4 66.2
Old : 38.5 59.8 64.9 81.7 34.9 57.0 56.4 66.2
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 13, 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 : 48,342: 25,680 0 0 17,791 43,347 43,471 43,347: 4,871 4,995
Old : 48,342: 25,680 0 0 17,791 43,347 43,471 43,347: 4,871 4,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: 4,800: 2,700 0 0 1,800 4,500 4,500 4,500: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.1 0.0 0.0 36.8 89.7 89.9 89.7: 10.1 10.3
Old : 100.0: 53.1 0.0 0.0 36.8 89.7 89.9 89.7: 10.1 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 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 : 62.9 77.9 83.1 87.1 62.3 77.9 79.1 82.5
Old : 62.9 77.9 83.1 87.1 62.3 77.9 79.1 82.5
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 13, 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 : 48,810: 25,330 0 0 18,006 43,632 43,336 43,632: 5,474 5,178
Old : 48,810: 25,330 0 0 18,006 43,632 43,336 43,632: 5,474 5,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: 4,800: 2,700 0 0 1,780 4,480 4,480 4,480: 320 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 0.0 0.0 36.9 89.4 88.8 89.4: 11.2 10.6
Old : 100.0: 51.9 0.0 0.0 36.9 89.4 88.8 89.4: 11.2 10.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 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 : 61.8 79.8 83.7 87.0 61.2 79.8 81.9 85.0
Old : 61.8 79.8 83.7 87.0 61.2 79.8 81.9 85.0
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, August 13, 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 : 55,675: 25,445 400 1,765 24,935 49,980 52,145 52,145: 3,530 3,530
Old : 55,675: 25,445 400 1,765 24,935 49,980 52,145 52,145: 3,530 3,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: 175: -250 0 0 755 405 505 405: -330 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 0.7 3.2 44.8 89.8 93.7 93.7: 6.3 6.3
Old : 100.0: 45.7 0.7 3.2 44.8 89.8 93.7 93.7: 6.3 6.3
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 : 31: 8 1 2 16 14 24 17:
Old : 31: 8 1 2 16 14 24 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 : 53.6 78.8 77.0 89.2 50.8 78.3 71.3 82.3
Old : 53.6 78.8 77.0 89.2 50.8 78.3 71.3 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, August 13, 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 : 55,025: 24,775 150 2,215 24,520 49,155 51,510 51,520: 3,515 3,505
Old : 55,025: 24,775 150 2,215 24,520 49,155 51,510 51,520: 3,515 3,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: 165: -250 0 0 745 405 495 405: -330 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 0.3 4.0 44.6 89.3 93.6 93.6: 6.4 6.4
Old : 100.0: 45.0 0.3 4.0 44.6 89.3 93.6 93.6: 6.4 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 7 1 3 16 13 24 16:
Old : 29: 7 1 3 16 13 24 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 : 54.0 77.8 76.5 89.4 51.4 77.5 71.0 81.8
Old : 54.0 77.8 76.5 89.4 51.4 77.5 71.0 81.8
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 13, 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: August 6, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 13, 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: August 6, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 13, 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 : 64,645: 22,225 22,405 2,075 35,820 35,800 60,120 60,280: 4,525 4,365
Old : 64,645: 22,225 22,405 2,075 35,820 35,800 60,120 60,280: 4,525 4,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: 490: 500 225 -145 125 400 480 480: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.4 34.7 3.2 55.4 55.4 93.0 93.2: 7.0 6.8
Old : 100.0: 34.4 34.7 3.2 55.4 55.4 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 : 32: 6 3 6 18 15 27 21:
Old : 32: 6 3 6 18 15 27 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 : 60.8 69.4 73.6 86.5 60.1 67.6 72.8 80.8
Old : 60.8 69.4 73.6 86.5 60.1 67.6 72.8 80.8
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 13, 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 : 63,470: 19,570 22,280 2,590 36,095 34,055 58,255 58,925: 5,215 4,545
Old : 63,470: 19,570 22,280 2,590 36,095 34,055 58,255 58,925: 5,215 4,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: 390: 800 225 -185 -225 350 390 390: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 35.1 4.1 56.9 53.7 91.8 92.8: 8.2 7.2
Old : 100.0: 30.8 35.1 4.1 56.9 53.7 91.8 92.8: 8.2 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 : 31: 6 3 6 17 16 26 22:
Old : 31: 6 3 6 17 16 26 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 : 58.9 69.3 72.3 85.4 57.6 67.0 70.0 80.5
Old : 58.9 69.3 72.3 85.4 57.6 67.0 70.0 80.5
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 13, 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 : 56,681: 16,250 16,920 1,820 36,389 35,889 54,459 54,629: 2,222 2,052
Old : 56,681: 16,250 16,920 1,820 36,389 35,889 54,459 54,629: 2,222 2,052
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: 900: 600 -2,475 0 367 3,442 967 967: -67 -67
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 29.9 3.2 64.2 63.3 96.1 96.4: 3.9 3.6
Old : 100.0: 28.7 29.9 3.2 64.2 63.3 96.1 96.4: 3.9 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 : 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 : 55.9 74.7 77.3 92.3 53.0 69.9 72.9 80.7
Old : 55.9 74.7 77.3 92.3 53.0 69.9 72.9 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, August 13, 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 : 45,792: 11,275 11,175 2,200 30,749 31,154 44,224 44,529: 1,568 1,263
Old : 45,792: 11,275 11,175 2,200 30,749 31,154 44,224 44,529: 1,568 1,263
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: -15: -650 525 245 180 -995 -225 -225: 210 210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.6 24.4 4.8 67.1 68.0 96.6 97.2: 3.4 2.8
Old : 100.0: 24.6 24.4 4.8 67.1 68.0 96.6 97.2: 3.4 2.8
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: 5 2 3 20 11 26 15:
Old : 29: 5 2 3 20 11 26 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 : 59.5 69.3 78.3 92.1 55.9 64.6 72.8 81.5
Old : 59.5 69.3 78.3 92.1 55.9 64.6 72.8 81.5
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 13, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 148,899: 2,324 26,820 8,540 118,604 94,098 129,468 129,458: 19,431 19,441
Old : 148,899: 2,324 26,820 8,540 118,604 94,098 129,468 129,458: 19,431 19,441
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: 3,435: 200 2,750 -610 4,159 1,609 3,749 3,749: -314 -314
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 18.0 5.7 79.7 63.2 87.0 86.9: 13.0 13.1
Old : 100.0: 1.6 18.0 5.7 79.7 63.2 87.0 86.9: 13.0 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 : 42: 2 7 4 28 32 32 41:
Old : 42: 2 7 4 28 32 32 41:
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 : 63.8 38.9 75.0 57.3 60.4 36.6 66.4 52.6
Old : 63.8 38.9 75.0 57.3 60.4 36.6 66.4 52.6
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 13, 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 : 135,234: 3,899 27,160 6,830 108,888 85,627 119,617 119,617: 15,617 15,617
Old : 135,234: 3,899 27,160 6,830 108,888 85,627 119,617 119,617: 15,617 15,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: -140: 200 -1,240 -125 -524 916 -449 -449: 309 309
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 20.1 5.1 80.5 63.3 88.5 88.5: 11.5 11.5
Old : 100.0: 2.9 20.1 5.1 80.5 63.3 88.5 88.5: 11.5 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 7 3 24 30 27 39:
Old : 41: 2 7 3 24 30 27 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 : 62.8 41.8 77.4 59.4 57.7 39.9 67.6 55.5
Old : 62.8 41.8 77.4 59.4 57.7 39.9 67.6 55.5
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 13, 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 : 40,375: 1,270 5,495 2,280 33,480 29,260 37,030 37,035: 3,345 3,340
Old : 40,375: 1,270 5,495 2,280 33,480 29,260 37,030 37,035: 3,345 3,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: -120: 0 0 0 -120 -120 -120 -120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 13.6 5.6 82.9 72.5 91.7 91.7: 8.3 8.3
Old : 100.0: 3.1 13.6 5.6 82.9 72.5 91.7 91.7: 8.3 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 2 2 15 18 18 22:
Old : 26: 3 2 2 15 18 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 46.6 82.0 70.2 63.8 45.1 73.5 65.2
Old : 65.3 46.6 82.0 70.2 63.8 45.1 73.5 65.2
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 13, 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 : 36,610: 670 4,920 3,700 29,310 25,110 33,680 33,730: 2,930 2,880
Old : 36,610: 670 4,920 3,700 29,310 25,110 33,680 33,730: 2,930 2,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: -100: 0 0 0 -100 -100 -100 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 13.4 10.1 80.1 68.6 92.0 92.1: 8.0 7.9
Old : 100.0: 1.8 13.4 10.1 80.1 68.6 92.0 92.1: 8.0 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 : 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 : 62.4 46.0 78.5 68.5 55.7 42.4 61.1 57.1
Old : 62.4 46.0 78.5 68.5 55.7 42.4 61.1 57.1
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 13, 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 : 32,740: 14,335 0 1,095 15,955 30,595 31,385 31,690: 1,355 1,050
Old : 32,740: 14,335 0 1,095 15,955 30,595 31,385 31,690: 1,355 1,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: -720: -120 0 0 -600 -720 -720 -720: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.8 0.0 3.3 48.7 93.4 95.9 96.8: 4.1 3.2
Old : 100.0: 43.8 0.0 3.3 48.7 93.4 95.9 96.8: 4.1 3.2
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 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 : 67.8 73.5 87.4 86.9 63.9 67.4 77.7 79.7
Old : 67.8 73.5 87.4 86.9 63.9 67.4 77.7 79.7
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 13, 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 : 103,412: 5,705 11,245 4,730 74,833 69,353 85,268 85,328: 18,144 18,084
Old : 103,412: 5,705 11,245 4,730 74,833 69,353 85,268 85,328: 18,144 18,084
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: 1,185: 0 -45 0 1,055 1,100 1,055 1,055: 130 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 10.9 4.6 72.4 67.1 82.5 82.5: 17.5 17.5
Old : 100.0: 5.5 10.9 4.6 72.4 67.1 82.5 82.5: 17.5 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 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 : 36.3 44.8 51.6 61.2 30.2 33.4 41.1 42.8
Old : 36.3 44.8 51.6 61.2 30.2 33.4 41.1 42.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 13, 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 : 86,722: 5,010 1,760 9,250 57,117 60,752 71,377 71,762: 15,345 14,960
Old : 86,722: 5,010 1,760 9,250 57,117 60,752 71,377 71,762: 15,345 14,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 6, 2019 :
: 1,594: 0 -120 0 1,739 1,859 1,739 1,739: -145 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 2.0 10.7 65.9 70.1 82.3 82.7: 17.7 17.3
Old : 100.0: 5.8 2.0 10.7 65.9 70.1 82.3 82.7: 17.7 17.3
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 : 32: 2 3 2 22 23 26 26:
Old : 32: 2 3 2 22 23 26 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 : 45.2 47.7 63.5 65.9 30.1 36.7 41.9 43.9
Old : 45.2 47.7 63.5 65.9 30.1 36.7 41.9 43.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 16, 2019