ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 52,616: 0 823 1,680 42,741 41,968 44,421 44,471: 8,195 8,145
Old : 52,616: 0 823 1,680 42,741 41,968 44,421 44,471: 8,195 8,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 1,180: 0 0 0 1,220 1,220 1,220 1,220: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 3.2 81.2 79.8 84.4 84.5: 15.6 15.5
Old : 100.0: 0.0 1.6 3.2 81.2 79.8 84.4 84.5: 15.6 15.5
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 : 27: 0 1 1 20 22 21 23:
Old : 27: 0 1 1 20 22 21 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 : 66.5 49.2 78.4 69.1 60.0 47.8 65.3 63.4
Old : 66.5 49.2 78.4 69.1 60.0 47.8 65.3 63.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 45,475: 0 2,265 625 38,164 35,968 38,789 38,858: 6,686 6,617
Old : 45,475: 0 2,265 625 38,164 35,968 38,789 38,858: 6,686 6,617
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 505: 0 -200 0 305 505 305 305: 200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.0 1.4 83.9 79.1 85.3 85.4: 14.7 14.6
Old : 100.0: 0.0 5.0 1.4 83.9 79.1 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 : 71.3 46.9 81.4 68.0 64.6 45.8 69.2 64.0
Old : 71.3 46.9 81.4 68.0 64.6 45.8 69.2 64.0
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 27,950: 1,930 1,705 615 22,500 22,495 25,045 24,815: 2,905 3,135
Old : 27,950: 1,930 1,705 615 22,500 22,495 25,045 24,815: 2,905 3,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 1,680: 480 180 0 1,095 1,395 1,575 1,575: 105 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 6.1 2.2 80.5 80.5 89.6 88.8: 10.4 11.2
Old : 100.0: 6.9 6.1 2.2 80.5 80.5 89.6 88.8: 10.4 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 2 4 13 14 18 18:
Old : 23: 3 2 4 13 14 18 18:
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 : 70.8 56.9 82.7 79.1 65.2 55.4 69.4 68.9
Old : 70.8 56.9 82.7 79.1 65.2 55.4 69.4 68.9
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, September 03, 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 : 22,945: 1,955 1,230 500 18,685 19,230 21,140 20,960: 1,805 1,985
Old : 22,945: 1,955 1,230 500 18,685 19,230 21,140 20,960: 1,805 1,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 955: 480 180 0 620 920 1,100 1,100: -145 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 5.4 2.2 81.4 83.8 92.1 91.3: 7.9 8.7
Old : 100.0: 8.5 5.4 2.2 81.4 83.8 92.1 91.3: 7.9 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 2 2 10 15 15 17:
Old : 21: 3 2 2 10 15 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 : 78.3 56.5 88.1 79.2 64.8 56.5 69.4 66.4
Old : 78.3 56.5 88.1 79.2 64.8 56.5 69.4 66.4
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 39,356: 12,690 1,300 3,130 20,954 32,559 36,774 36,989: 2,582 2,367
Old : 39,356: 12,690 1,300 3,130 20,954 32,559 36,774 36,989: 2,582 2,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 3,135: 660 300 -115 2,470 2,830 3,015 3,015: 120 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.2 3.3 8.0 53.2 82.7 93.4 94.0: 6.6 6.0
Old : 100.0: 32.2 3.3 8.0 53.2 82.7 93.4 94.0: 6.6 6.0
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 : 23: 2 1 2 13 20 15 23:
Old : 23: 2 1 2 13 20 15 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 : 61.0 72.9 79.4 83.1 51.0 63.6 62.3 67.8
Old : 61.0 72.9 79.4 83.1 51.0 63.6 62.3 67.8
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 26,684: 7,145 870 3,720 13,954 20,579 24,819 25,169: 1,865 1,515
Old : 26,684: 7,145 870 3,720 13,954 20,579 24,819 25,169: 1,865 1,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 2,055: -320 300 0 2,055 1,435 1,735 1,735: 320 320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 3.3 13.9 52.3 77.1 93.0 94.3: 7.0 5.7
Old : 100.0: 26.8 3.3 13.9 52.3 77.1 93.0 94.3: 7.0 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 2 13 15 15 18:
Old : 20: 1 2 2 13 15 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 75.0 86.6 85.4 57.5 58.3 62.2 62.0
Old : 69.3 75.0 86.6 85.4 57.5 58.3 62.2 62.0
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 82,157: 11,065 2,035 5,285 51,948 60,607 68,298 67,927: 13,859 14,230
Old : 82,157: 11,065 2,035 5,285 51,948 60,607 68,298 67,927: 13,859 14,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 45: -1,355 -1,125 1,095 365 135 105 105: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 2.5 6.4 63.2 73.8 83.1 82.7: 16.9 17.3
Old : 100.0: 13.5 2.5 6.4 63.2 73.8 83.1 82.7: 16.9 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 : 29: 2 3 4 15 22 19 27:
Old : 29: 2 3 4 15 22 19 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 43.6 77.2 60.0 57.5 43.6 65.4 54.0
Old : 65.2 43.6 77.2 60.0 57.5 43.6 65.4 54.0
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, September 03, 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 : 76,743: 7,525 1,595 4,940 51,522 57,036 63,987 63,571: 12,756 13,172
Old : 76,743: 7,525 1,595 4,940 51,522 57,036 63,987 63,571: 12,756 13,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 525: -1,355 -1,200 1,330 610 455 585 585: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 2.1 6.4 67.1 74.3 83.4 82.8: 16.6 17.2
Old : 100.0: 9.8 2.1 6.4 67.1 74.3 83.4 82.8: 16.6 17.2
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: 2 2 3 16 22 19 26:
Old : 28: 2 2 3 16 22 19 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 : 63.8 45.3 75.0 60.4 58.1 43.3 63.4 52.9
Old : 63.8 45.3 75.0 60.4 58.1 43.3 63.4 52.9
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 24,030: 2,460 8,130 1,885 15,952 10,897 20,297 20,912: 3,733 3,118
Old : 24,030: 2,460 8,130 1,885 15,952 10,897 20,297 20,912: 3,733 3,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 70: 45 95 0 -74 -124 -29 -29: 99 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 33.8 7.8 66.4 45.3 84.5 87.0: 15.5 13.0
Old : 100.0: 10.2 33.8 7.8 66.4 45.3 84.5 87.0: 15.5 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 4 3 17 11 23 16:
Old : 29: 4 4 3 17 11 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 : 39.0 59.7 61.8 81.2 36.1 49.3 55.1 64.1
Old : 39.0 59.7 61.8 81.2 36.1 49.3 55.1 64.1
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, September 03, 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 : 23,125: 2,865 7,675 2,180 14,284 10,259 19,329 20,114: 3,796 3,011
Old : 23,125: 2,865 7,675 2,180 14,284 10,259 19,329 20,114: 3,796 3,011
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 120: -50 0 95 -24 -74 21 21: 99 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 33.2 9.4 61.8 44.4 83.6 87.0: 16.4 13.0
Old : 100.0: 12.4 33.2 9.4 61.8 44.4 83.6 87.0: 16.4 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 3 3 16 10 21 15:
Old : 26: 4 3 3 16 10 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.3 58.8 64.7 81.7 35.6 56.2 56.3 65.3
Old : 39.3 58.8 64.7 81.7 35.6 56.2 56.3 65.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 27,919: 9,465 6,200 410 14,522 18,162 24,397 24,772: 3,522 3,147
Old : 27,919: 9,465 6,200 410 14,522 18,162 24,397 24,772: 3,522 3,147
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 22.2 1.5 52.0 65.1 87.4 88.7: 12.6 11.3
Old : 100.0: 33.9 22.2 1.5 52.0 65.1 87.4 88.7: 12.6 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 : 21: 2 3 3 14 7 18 11:
Old : 21: 2 3 3 14 7 18 11:
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 : 69.2 74.6 82.8 87.5 68.0 72.9 79.9 82.7
Old : 69.2 74.6 82.8 87.5 68.0 72.9 79.9 82.7
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, September 03, 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 : 49,447: 26,105 0 0 18,341 44,322 44,446 44,322: 5,001 5,125
Old : 49,447: 26,105 0 0 18,341 44,322 44,446 44,322: 5,001 5,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 150: 125 0 0 25 150 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.8 0.0 0.0 37.1 89.6 89.9 89.6: 10.1 10.4
Old : 100.0: 52.8 0.0 0.0 37.1 89.6 89.9 89.6: 10.1 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 0 0 14 15 19 15:
Old : 24: 5 0 0 14 15 19 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 : 62.2 76.4 83.0 86.7 61.6 76.4 79.3 82.2
Old : 62.2 76.4 83.0 86.7 61.6 76.4 79.3 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 49,780: 25,580 0 0 18,841 44,177 44,421 44,177: 5,359 5,603
Old : 49,780: 25,580 0 0 18,841 44,177 44,421 44,177: 5,359 5,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 50: 50 0 0 0 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 0.0 0.0 37.8 88.7 89.2 88.7: 10.8 11.3
Old : 100.0: 51.4 0.0 0.0 37.8 88.7 89.2 88.7: 10.8 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 0 0 12 15 16 15:
Old : 22: 4 0 0 12 15 16 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 : 60.9 79.1 84.1 86.6 60.3 79.1 82.4 84.6
Old : 60.9 79.1 84.1 86.6 60.3 79.1 82.4 84.6
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, September 03, 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 : 56,490: 25,415 400 1,765 25,730 50,745 52,910 52,910: 3,580 3,580
Old : 56,490: 25,415 400 1,765 25,730 50,745 52,910 52,910: 3,580 3,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 215: 25 0 0 105 130 130 130: 85 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 0.7 3.1 45.5 89.8 93.7 93.7: 6.3 6.3
Old : 100.0: 45.0 0.7 3.1 45.5 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 : 32: 9 1 2 17 14 26 17:
Old : 32: 9 1 2 17 14 26 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.7 78.7 75.4 89.1 49.9 77.8 69.7 81.2
Old : 52.7 78.7 75.4 89.1 49.9 77.8 69.7 81.2
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, September 03, 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 : 55,895: 24,745 150 2,215 25,315 49,920 52,275 52,285: 3,620 3,610
Old : 55,895: 24,745 150 2,215 25,315 49,920 52,275 52,285: 3,620 3,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 240: 25 0 0 115 140 140 140: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 0.3 4.0 45.3 89.3 93.5 93.5: 6.5 6.5
Old : 100.0: 44.3 0.3 4.0 45.3 89.3 93.5 93.5: 6.5 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 : 30: 8 1 3 17 13 26 16:
Old : 30: 8 1 3 17 13 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 : 53.0 77.6 74.7 89.2 50.1 76.9 69.8 80.4
Old : 53.0 77.6 74.7 89.2 50.1 76.9 69.8 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 16,445: 1,795 6,205 535 12,475 8,505 14,805 15,245: 1,640 1,200
Old : 16,445: 1,795 6,205 535 12,475 8,505 14,805 15,245: 1,640 1,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: -50: 0 0 0 10 10 10 10: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 37.7 3.3 75.9 51.7 90.0 92.7: 10.0 7.3
Old : 100.0: 10.9 37.7 3.3 75.9 51.7 90.0 92.7: 10.0 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 5 2 15 9 17 15:
Old : 23: 1 5 2 15 9 17 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 : 55.2 57.8 79.7 84.9 50.1 57.8 70.1 76.4
Old : 55.2 57.8 79.7 84.9 50.1 57.8 70.1 76.4
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, September 03, 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 : 15,980: 2,195 6,505 415 12,065 7,905 14,675 14,825: 1,305 1,155
Old : 15,980: 2,195 6,505 415 12,065 7,905 14,675 14,825: 1,305 1,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 0: 0 0 0 50 50 50 50: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 40.7 2.6 75.5 49.5 91.8 92.8: 8.2 7.2
Old : 100.0: 13.7 40.7 2.6 75.5 49.5 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 : 23: 1 5 2 14 9 16 15:
Old : 23: 1 5 2 14 9 16 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 : 56.9 61.4 81.4 85.4 52.2 61.4 71.9 79.5
Old : 56.9 61.4 81.4 85.4 52.2 61.4 71.9 79.5
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, September 03, 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 : 67,025: 23,665 23,235 2,175 36,425 37,005 62,265 62,415: 4,760 4,610
Old : 67,025: 23,665 23,235 2,175 36,425 37,005 62,265 62,415: 4,760 4,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 750: 1,430 380 100 -1,110 -60 420 420: 330 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.3 34.7 3.2 54.3 55.2 92.9 93.1: 7.1 6.9
Old : 100.0: 35.3 34.7 3.2 54.3 55.2 92.9 93.1: 7.1 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 7 3 6 18 16 28 22:
Old : 33: 7 3 6 18 16 28 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 : 59.2 68.4 72.5 85.9 58.2 66.6 71.5 79.6
Old : 59.2 68.4 72.5 85.9 58.2 66.6 71.5 79.6
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 65,190: 21,035 23,110 2,690 35,990 34,575 59,715 60,375: 5,475 4,815
Old : 65,190: 21,035 23,110 2,690 35,990 34,575 59,715 60,375: 5,475 4,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 635: 1,455 380 100 -1,250 -175 305 305: 330 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 35.5 4.1 55.2 53.0 91.6 92.6: 8.4 7.4
Old : 100.0: 32.3 35.5 4.1 55.2 53.0 91.6 92.6: 8.4 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 7 3 6 17 17 27 23:
Old : 32: 7 3 6 17 17 27 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 : 57.8 69.8 71.5 85.3 56.4 67.6 68.4 79.9
Old : 57.8 69.8 71.5 85.3 56.4 67.6 68.4 79.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 57,816: 16,300 15,950 1,740 37,249 37,769 55,289 55,459: 2,527 2,357
Old : 57,816: 16,300 15,950 1,740 37,249 37,769 55,289 55,459: 2,527 2,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 1,310: 250 300 -80 1,230 1,180 1,400 1,400: -90 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 27.6 3.0 64.4 65.3 95.6 95.9: 4.4 4.1
Old : 100.0: 28.2 27.6 3.0 64.4 65.3 95.6 95.9: 4.4 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 56.5 74.7 77.5 91.7 53.8 70.7 73.5 81.0
Old : 56.5 74.7 77.5 91.7 53.8 70.7 73.5 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 47,437: 11,325 11,495 2,120 32,419 32,554 45,864 46,169: 1,573 1,268
Old : 47,437: 11,325 11,495 2,120 32,419 32,554 45,864 46,169: 1,573 1,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 1,400: 250 300 -80 1,230 1,180 1,400 1,400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 24.2 4.5 68.3 68.6 96.7 97.3: 3.3 2.7
Old : 100.0: 23.9 24.2 4.5 68.3 68.6 96.7 97.3: 3.3 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 59.4 71.0 78.5 92.6 56.1 65.6 72.5 81.0
Old : 59.4 71.0 78.5 92.6 56.1 65.6 72.5 81.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 03, 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 : 155,771: 2,654 28,955 7,940 125,256 98,955 135,850 135,850: 19,921 19,921
Old : 155,771: 2,654 28,955 7,940 125,256 98,955 135,850 135,850: 19,921 19,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 3,222: -870 725 200 4,165 2,570 3,495 3,495: -273 -273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 18.6 5.1 80.4 63.5 87.2 87.2: 12.8 12.8
Old : 100.0: 1.7 18.6 5.1 80.4 63.5 87.2 87.2: 12.8 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 : 43: 2 8 5 26 31 31 41:
Old : 43: 2 8 5 26 31 31 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 : 64.3 39.0 75.3 56.6 61.6 36.8 67.3 53.2
Old : 64.3 39.0 75.3 56.6 61.6 36.8 67.3 53.2
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, September 03, 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 : 141,104: 4,229 28,295 6,720 114,738 90,672 125,687 125,687: 15,417 15,417
Old : 141,104: 4,229 28,295 6,720 114,738 90,672 125,687 125,687: 15,417 15,417
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 3,280: -870 1,025 100 4,395 2,500 3,625 3,625: -345 -345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 20.1 4.8 81.3 64.3 89.1 89.1: 10.9 10.9
Old : 100.0: 3.0 20.1 4.8 81.3 64.3 89.1 89.1: 10.9 10.9
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 : 41: 2 7 3 24 29 27 38:
Old : 41: 2 7 3 24 29 27 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 41.1 78.0 58.8 58.5 39.3 68.1 56.6
Old : 63.5 41.1 78.0 58.8 58.5 39.3 68.1 56.6
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 42,040: 1,270 6,270 2,280 35,005 30,070 38,555 38,620: 3,485 3,420
Old : 42,040: 1,270 6,270 2,280 35,005 30,070 38,555 38,620: 3,485 3,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 295: 0 500 0 295 -205 295 295: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 14.9 5.4 83.3 71.5 91.7 91.9: 8.3 8.1
Old : 100.0: 3.0 14.9 5.4 83.3 71.5 91.7 91.9: 8.3 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 2 2 17 18 20 22:
Old : 26: 3 2 2 17 18 20 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 : 62.6 49.9 80.4 71.8 61.1 47.7 71.5 65.7
Old : 62.6 49.9 80.4 71.8 61.1 47.7 71.5 65.7
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, September 03, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 38,050: 820 5,420 3,700 30,420 25,930 34,940 35,050: 3,110 3,000
Old : 38,050: 820 5,420 3,700 30,420 25,930 34,940 35,050: 3,110 3,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 195: 0 500 0 235 -265 235 235: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 14.2 9.7 79.9 68.1 91.8 92.1: 8.2 7.9
Old : 100.0: 2.2 14.2 9.7 79.9 68.1 91.8 92.1: 8.2 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 17 20 20 23:
Old : 25: 3 1 2 17 20 20 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 : 60.2 46.6 76.5 69.7 54.1 42.7 59.1 57.5
Old : 60.2 46.6 76.5 69.7 54.1 42.7 59.1 57.5
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, September 03, 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 : 33,575: 14,505 0 1,065 16,240 31,080 31,810 32,145: 1,765 1,430
Old : 33,575: 14,505 0 1,065 16,240 31,080 31,810 32,145: 1,765 1,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 625: 80 0 -10 145 255 215 245: 410 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 0.0 3.2 48.4 92.6 94.7 95.7: 5.3 4.3
Old : 100.0: 43.2 0.0 3.2 48.4 92.6 94.7 95.7: 5.3 4.3
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 3 14 14 18 17:
Old : 23: 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 : 64.9 72.7 85.6 86.2 61.1 64.6 75.6 77.2
Old : 64.9 72.7 85.6 86.2 61.1 64.6 75.6 77.2
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, September 03, 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 : 107,912: 6,330 9,865 6,115 76,578 73,103 89,023 89,083: 18,889 18,829
Old : 107,912: 6,330 9,865 6,115 76,578 73,103 89,023 89,083: 18,889 18,829
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 2,230: 400 -1,720 1,330 -495 1,625 1,235 1,235: 995 995
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 9.1 5.7 71.0 67.7 82.5 82.6: 17.5 17.4
Old : 100.0: 5.9 9.1 5.7 71.0 67.7 82.5 82.6: 17.5 17.4
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 : 38: 3 3 3 30 27 35 31:
Old : 38: 3 3 3 30 27 35 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 44.8 53.7 61.5 29.8 32.4 40.8 42.7
Old : 36.4 44.8 53.7 61.5 29.8 32.4 40.8 42.7
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, September 03, 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 : 89,102: 6,235 965 10,000 57,407 63,262 73,642 74,227: 15,460 14,875
Old : 89,102: 6,235 965 10,000 57,407 63,262 73,642 74,227: 15,460 14,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 27, 2019 :
: 1,750: 1,275 -585 485 -95 1,935 1,665 1,835: 85 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 1.1 11.2 64.4 71.0 82.6 83.3: 17.4 16.7
Old : 100.0: 7.0 1.1 11.2 64.4 71.0 82.6 83.3: 17.4 16.7
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 : 34: 3 2 2 25 24 29 27:
Old : 34: 3 2 2 25 24 29 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 47.1 65.2 65.6 30.5 35.7 41.3 45.1
Old : 46.7 47.1 65.2 65.6 30.5 35.7 41.3 45.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 06, 2019