ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 53,455: 0 963 1,590 43,690 42,727 45,280 45,280: 8,175 8,175
Old : 53,455: 0 963 1,590 43,690 42,727 45,280 45,280: 8,175 8,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 160: 0 200 -25 250 10 225 185: -65 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.8 3.0 81.7 79.9 84.7 84.7: 15.3 15.3
Old : 100.0: 0.0 1.8 3.0 81.7 79.9 84.7 84.7: 15.3 15.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 1 20 20 21 22:
Old : 28: 0 2 1 20 20 21 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 : 68.3 52.5 79.8 71.0 62.8 51.4 68.9 65.9
Old : 68.3 52.5 79.8 71.0 62.8 51.4 68.9 65.9
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 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 46,725: 0 2,315 575 39,455 37,125 40,030 40,015: 6,695 6,710
Old : 46,725: 0 2,315 575 39,455 37,125 40,030 40,015: 6,695 6,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 425: 0 50 -50 475 385 425 385: 0 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.0 1.2 84.4 79.5 85.7 85.6: 14.3 14.4
Old : 100.0: 0.0 5.0 1.2 84.4 79.5 85.7 85.6: 14.3 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 1 1 16 20 17 21:
Old : 25: 0 1 1 16 20 17 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 : 71.5 50.0 81.2 69.4 67.4 48.8 70.5 65.6
Old : 71.5 50.0 81.2 69.4 67.4 48.8 70.5 65.6
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 17, 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 : 27,564: 2,360 2,215 175 22,130 22,395 24,665 24,785: 2,899 2,779
Old : 27,564: 2,360 2,215 175 22,130 22,395 24,665 24,785: 2,899 2,779
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 640: 0 200 -20 690 710 670 890: -30 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 8.0 0.6 80.3 81.2 89.5 89.9: 10.5 10.1
Old : 100.0: 8.6 8.0 0.6 80.3 81.2 89.5 89.9: 10.5 10.1
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 : 23: 3 2 2 13 15 17 18:
Old : 23: 3 2 2 13 15 17 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 : 72.3 52.7 83.9 75.8 66.7 50.3 69.7 65.8
Old : 72.3 52.7 83.9 75.8 66.7 50.3 69.7 65.8
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 17, 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 : 23,020: 2,230 1,635 245 18,645 19,240 21,120 21,120: 1,900 1,900
Old : 23,020: 2,230 1,635 245 18,645 19,240 21,120 21,120: 1,900 1,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 495: 0 200 -50 545 525 495 675: 0 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 7.1 1.1 81.0 83.6 91.7 91.7: 8.3 8.3
Old : 100.0: 9.7 7.1 1.1 81.0 83.6 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 : 22: 3 2 2 10 16 15 18:
Old : 22: 3 2 2 10 16 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 : 76.8 50.9 88.2 75.9 64.5 50.4 67.3 63.2
Old : 76.8 50.9 88.2 75.9 64.5 50.4 67.3 63.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 39,756: 11,505 1,360 3,470 21,844 32,264 36,819 37,094: 2,937 2,662
Old : 39,756: 11,505 1,360 3,470 21,844 32,264 36,819 37,094: 2,937 2,662
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 345: -845 0 300 545 -300 0 0: 345 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 3.4 8.7 54.9 81.2 92.6 93.3: 7.4 6.7
Old : 100.0: 28.9 3.4 8.7 54.9 81.2 92.6 93.3: 7.4 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 2 14 20 16 23:
Old : 23: 2 1 2 14 20 16 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 : 61.6 73.1 78.8 82.9 50.3 63.5 60.5 68.0
Old : 61.6 73.1 78.8 82.9 50.3 63.5 60.5 68.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 23,950: 210 10,600 1,235 21,610 11,590 23,055 23,425: 895 525
Old : 23,950: 210 10,600 1,235 21,610 11,590 23,055 23,425: 895 525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 44.3 5.2 90.2 48.4 96.3 97.8: 3.7 2.2
Old : 100.0: 0.9 44.3 5.2 90.2 48.4 96.3 97.8: 3.7 2.2
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 : 21: 2 1 2 15 14 18 16:
Old : 21: 2 1 2 15 14 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.0 79.0 87.5 89.9 49.4 55.8 55.4 59.0
Old : 71.0 79.0 87.5 89.9 49.4 55.8 55.4 59.0
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 17, 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 : 87,972: 9,380 2,170 5,785 57,965 64,762 73,130 72,717: 14,842 15,255
Old : 87,972: 9,380 2,170 5,785 57,965 64,762 73,130 72,717: 14,842 15,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 3,390: 500 50 -250 1,875 2,265 2,125 2,065: 1,265 1,325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 2.5 6.6 65.9 73.6 83.1 82.7: 16.9 17.3
Old : 100.0: 10.7 2.5 6.6 65.9 73.6 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 3 16 22 19 27:
Old : 29: 2 3 3 16 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 : 59.2 42.1 76.6 58.6 49.6 42.1 60.3 52.4
Old : 59.2 42.1 76.6 58.6 49.6 42.1 60.3 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 82,162: 6,235 1,555 5,365 56,766 60,805 68,366 67,725: 13,796 14,437
Old : 82,162: 6,235 1,555 5,365 56,766 60,805 68,366 67,725: 13,796 14,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 3,435: 500 0 -250 2,030 2,470 2,280 2,220: 1,155 1,215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 1.9 6.5 69.1 74.0 83.2 82.4: 16.8 17.6
Old : 100.0: 7.6 1.9 6.5 69.1 74.0 83.2 82.4: 16.8 17.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 3 18 21 21 25:
Old : 27: 2 2 3 18 21 21 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 : 60.8 44.2 75.1 60.3 50.6 41.9 57.0 52.1
Old : 60.8 44.2 75.1 60.3 50.6 41.9 57.0 52.1
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 17, 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 : 22,371: 2,440 8,240 855 15,547 10,342 18,842 19,437: 3,529 2,934
Old : 22,371: 2,440 8,240 855 15,547 10,342 18,842 19,437: 3,529 2,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 312: 0 50 -250 505 455 255 255: 57 57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 36.8 3.8 69.5 46.2 84.2 86.9: 15.8 13.1
Old : 100.0: 10.9 36.8 3.8 69.5 46.2 84.2 86.9: 15.8 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 : 27: 3 4 3 17 11 22 16:
Old : 27: 3 4 3 17 11 22 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 58.7 62.3 80.7 37.7 52.0 57.4 68.9
Old : 41.7 58.7 62.3 80.7 37.7 52.0 57.4 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 21,801: 2,670 7,690 1,300 14,191 9,946 18,161 18,936: 3,640 2,865
Old : 21,801: 2,670 7,690 1,300 14,191 9,946 18,161 18,936: 3,640 2,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 332: 0 50 -250 562 512 312 312: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 35.3 6.0 65.1 45.6 83.3 86.9: 16.7 13.1
Old : 100.0: 12.2 35.3 6.0 65.1 45.6 83.3 86.9: 16.7 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 : 25: 3 4 3 16 10 21 15:
Old : 25: 3 4 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 : 41.4 57.9 63.9 80.9 37.3 54.9 58.5 68.0
Old : 41.4 57.9 63.9 80.9 37.3 54.9 58.5 68.0
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 17, 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 : 27,517: 9,815 5,730 495 13,656 18,106 23,966 24,331: 3,551 3,186
Old : 27,517: 9,815 5,730 495 13,656 18,106 23,966 24,331: 3,551 3,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 695: 600 150 0 25 475 625 625: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 20.8 1.8 49.6 65.8 87.1 88.4: 12.9 11.6
Old : 100.0: 35.7 20.8 1.8 49.6 65.8 87.1 88.4: 12.9 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 69.7 74.7 82.2 87.1 68.4 72.5 79.9 82.1
Old : 69.7 74.7 82.2 87.1 68.4 72.5 79.9 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 26,619: 9,875 5,210 495 13,065 18,090 23,435 23,795: 3,184 2,824
Old : 26,619: 9,875 5,210 495 13,065 18,090 23,435 23,795: 3,184 2,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 745: 650 150 0 355 495 1,005 645: -260 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.1 19.6 1.9 49.1 68.0 88.0 89.4: 12.0 10.6
Old : 100.0: 37.1 19.6 1.9 49.1 68.0 88.0 89.4: 12.0 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 : 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 : 69.8 75.6 82.7 88.4 68.4 73.5 80.4 82.9
Old : 69.8 75.6 82.7 88.4 68.4 73.5 80.4 82.9
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 17, 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 : 50,557: 24,020 0 0 22,111 46,004 46,131 46,004: 4,426 4,553
Old : 50,557: 24,020 0 0 22,111 46,004 46,131 46,004: 4,426 4,553
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 2,235: 50 0 0 2,720 2,770 2,770 2,770: -535 -535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 0.0 0.0 43.7 91.0 91.2 91.0: 8.8 9.0
Old : 100.0: 47.5 0.0 0.0 43.7 91.0 91.2 91.0: 8.8 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 0 0 14 15 18 15:
Old : 23: 4 0 0 14 15 18 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 : 61.6 80.5 83.7 88.3 61.0 80.4 80.5 86.0
Old : 61.6 80.5 83.7 88.3 61.0 80.4 80.5 86.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 51,284: 23,795 0 0 22,751 46,297 46,546 46,297: 4,738 4,987
Old : 51,284: 23,795 0 0 22,751 46,297 46,546 46,297: 4,738 4,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 2,085: 0 0 0 2,610 2,610 2,610 2,610: -525 -525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.4 0.0 0.0 44.4 90.3 90.8 90.3: 9.2 9.7
Old : 100.0: 46.4 0.0 0.0 44.4 90.3 90.8 90.3: 9.2 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 0 0 12 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 : 59.6 82.8 85.1 88.5 59.0 82.7 83.6 87.5
Old : 59.6 82.8 85.1 88.5 59.0 82.7 83.6 87.5
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 17, 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 : 58,180: 28,470 75 1,680 24,415 53,000 54,565 54,755: 3,615 3,425
Old : 58,180: 28,470 75 1,680 24,415 53,000 54,565 54,755: 3,615 3,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 3,985: 3,985 -150 150 -240 3,895 3,895 3,895: 90 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 0.1 2.9 42.0 91.1 93.8 94.1: 6.2 5.9
Old : 100.0: 48.9 0.1 2.9 42.0 91.1 93.8 94.1: 6.2 5.9
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 : 34: 9 1 3 19 14 29 17:
Old : 34: 9 1 3 19 14 29 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 : 56.1 79.5 76.7 90.2 53.8 78.6 72.3 81.9
Old : 56.1 79.5 76.7 90.2 53.8 78.6 72.3 81.9
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 17, 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 : 57,860: 28,080 0 1,955 24,190 52,470 54,225 54,425: 3,635 3,435
Old : 57,860: 28,080 0 1,955 24,190 52,470 54,225 54,425: 3,635 3,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 3,925: 4,060 -25 25 -245 3,840 3,840 3,840: 85 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 0.0 3.4 41.8 90.7 93.7 94.1: 6.3 5.9
Old : 100.0: 48.5 0.0 3.4 41.8 90.7 93.7 94.1: 6.3 5.9
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 : 32: 9 0 3 19 12 28 15:
Old : 32: 9 0 3 19 12 28 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 : 56.4 78.5 76.8 90.4 53.5 77.8 72.3 81.3
Old : 56.4 78.5 76.8 90.4 53.5 77.8 72.3 81.3
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 17, 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 : 15,425: 1,505 5,865 535 11,880 7,940 13,920 14,340: 1,505 1,085
Old : 15,425: 1,505 5,865 535 11,880 7,940 13,920 14,340: 1,505 1,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 38.0 3.5 77.0 51.5 90.2 93.0: 9.8 7.0
Old : 100.0: 9.8 38.0 3.5 77.0 51.5 90.2 93.0: 9.8 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 4 2 14 8 16 13:
Old : 21: 1 4 2 14 8 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 60.1 80.0 86.1 49.5 60.1 69.8 76.9
Old : 55.1 60.1 80.0 86.1 49.5 60.1 69.8 76.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 14,880: 1,830 5,990 415 10,920 7,440 13,165 13,845: 1,715 1,035
Old : 14,880: 1,830 5,990 415 10,920 7,440 13,165 13,845: 1,715 1,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 40.3 2.8 73.4 50.0 88.5 93.0: 11.5 7.0
Old : 100.0: 12.3 40.3 2.8 73.4 50.0 88.5 93.0: 11.5 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 4 2 12 8 14 13:
Old : 20: 1 4 2 12 8 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 63.2 81.9 86.5 51.1 63.2 70.5 80.2
Old : 56.5 63.2 81.9 86.5 51.1 63.2 70.5 80.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 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 : 64,125: 22,965 23,995 1,320 35,085 34,190 59,370 59,505: 4,755 4,620
Old : 64,125: 22,965 23,995 1,320 35,085 34,190 59,370 59,505: 4,755 4,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 315: 225 300 -170 225 150 280 280: 35 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 37.4 2.1 54.7 53.3 92.6 92.8: 7.4 7.2
Old : 100.0: 35.8 37.4 2.1 54.7 53.3 92.6 92.8: 7.4 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: 7 3 6 17 14 27 20:
Old : 31: 7 3 6 17 14 27 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 : 59.5 71.1 73.4 85.8 58.5 70.3 71.9 80.9
Old : 59.5 71.1 73.4 85.8 58.5 70.3 71.9 80.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 62,310: 20,355 23,995 1,540 35,140 32,125 57,035 57,660: 5,275 4,650
Old : 62,310: 20,355 23,995 1,540 35,140 32,125 57,035 57,660: 5,275 4,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 305: 225 300 -185 275 200 315 315: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 38.5 2.5 56.4 51.6 91.5 92.5: 8.5 7.5
Old : 100.0: 32.7 38.5 2.5 56.4 51.6 91.5 92.5: 8.5 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 7 3 5 16 15 26 20:
Old : 30: 7 3 5 16 15 26 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 : 58.1 71.1 73.3 86.1 56.9 70.1 70.1 81.9
Old : 58.1 71.1 73.3 86.1 56.9 70.1 70.1 81.9
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 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 54,998: 14,920 15,305 1,615 36,122 36,302 52,657 53,222: 2,341 1,776
Old : 54,998: 14,920 15,305 1,615 36,122 36,302 52,657 53,222: 2,341 1,776
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 255: 50 125 -65 270 195 255 255: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.1 27.8 2.9 65.7 66.0 95.7 96.8: 4.3 3.2
Old : 100.0: 27.1 27.8 2.9 65.7 66.0 95.7 96.8: 4.3 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 : 28: 3 3 3 20 10 25 14:
Old : 28: 3 3 3 20 10 25 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.0 76.9 77.9 93.2 54.3 73.0 73.5 82.3
Old : 57.0 76.9 77.9 93.2 54.3 73.0 73.5 82.3
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 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 44,924: 10,070 11,130 1,920 31,735 30,960 43,725 44,010: 1,199 914
Old : 44,924: 10,070 11,130 1,920 31,735 30,960 43,725 44,010: 1,199 914
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 250: -75 25 0 275 175 200 200: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.4 24.8 4.3 70.6 68.9 97.3 98.0: 2.7 2.0
Old : 100.0: 22.4 24.8 4.3 70.6 68.9 97.3 98.0: 2.7 2.0
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 3 3 20 11 26 15:
Old : 29: 4 3 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 : 60.6 72.5 78.2 93.4 57.3 68.1 73.1 81.5
Old : 60.6 72.5 78.2 93.4 57.3 68.1 73.1 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, September 17, 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 : 153,291: 1,325 28,871 8,084 125,135 97,589 134,544 134,544: 18,747 18,747
Old : 153,291: 1,325 28,871 8,084 125,135 97,589 134,544 134,544: 18,747 18,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 3,785: -2,174 2,386 1,534 4,325 -235 3,685 3,685: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 18.8 5.3 81.6 63.7 87.8 87.8: 12.2 12.2
Old : 100.0: 0.9 18.8 5.3 81.6 63.7 87.8 87.8: 12.2 12.2
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 : 44: 2 9 3 26 30 30 40:
Old : 44: 2 9 3 26 30 30 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 38.2 76.0 56.2 62.3 36.2 68.0 52.7
Old : 65.3 38.2 76.0 56.2 62.3 36.2 68.0 52.7
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 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 139,071: 2,644 27,980 7,710 114,254 88,918 124,608 124,608: 14,463 14,463
Old : 139,071: 2,644 27,980 7,710 114,254 88,918 124,608 124,608: 14,463 14,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 3,875: -2,250 2,310 1,735 4,431 -129 3,916 3,916: -41 -41
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 20.1 5.5 82.2 63.9 89.6 89.6: 10.4 10.4
Old : 100.0: 1.9 20.1 5.5 82.2 63.9 89.6 89.6: 10.4 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 : 42: 3 7 3 23 27 27 36:
Old : 42: 3 7 3 23 27 27 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.8 40.6 78.7 58.9 59.8 39.0 68.3 56.3
Old : 64.8 40.6 78.7 58.9 59.8 39.0 68.3 56.3
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 17, 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 : 43,885: 335 7,425 2,420 37,435 30,890 40,190 40,735: 3,695 3,150
Old : 43,885: 335 7,425 2,420 37,435 30,890 40,190 40,735: 3,695 3,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 2,080: -870 480 295 2,535 1,305 1,960 2,080: 120 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 16.9 5.5 85.3 70.4 91.6 92.8: 8.4 7.2
Old : 100.0: 0.8 16.9 5.5 85.3 70.4 91.6 92.8: 8.4 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 : 26: 2 3 3 17 15 21 19:
Old : 26: 2 3 3 17 15 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 51.1 78.5 76.1 63.3 50.0 73.7 65.9
Old : 63.5 51.1 78.5 76.1 63.3 50.0 73.7 65.9
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 17, 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 : 40,165: 410 6,415 3,380 33,240 27,695 37,030 37,490: 3,135 2,675
Old : 40,165: 410 6,415 3,380 33,240 27,695 37,030 37,490: 3,135 2,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 1,520: -555 795 -95 2,215 865 1,565 1,565: -45 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 16.0 8.4 82.8 69.0 92.2 93.3: 7.8 6.7
Old : 100.0: 1.0 16.0 8.4 82.8 69.0 92.2 93.3: 7.8 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 2 17 20 20 23:
Old : 25: 2 2 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 : 59.2 50.4 75.5 74.0 56.4 44.5 63.6 59.4
Old : 59.2 50.4 75.5 74.0 56.4 44.5 63.6 59.4
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 17, 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 : 35,915: 15,515 75 990 17,930 33,710 34,435 34,775: 1,480 1,140
Old : 35,915: 15,515 75 990 17,930 33,710 34,435 34,775: 1,480 1,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 3,635: 1,800 0 100 1,900 3,700 3,800 3,800: -165 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 0.2 2.8 49.9 93.9 95.9 96.8: 4.1 3.2
Old : 100.0: 43.2 0.2 2.8 49.9 93.9 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 : 23: 4 1 3 13 15 17 19:
Old : 23: 4 1 3 13 15 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 69.6 80.9 86.4 61.7 60.6 74.1 77.3
Old : 64.5 69.6 80.9 86.4 61.7 60.6 74.1 77.3
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 17, 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 : 109,105: 7,060 9,510 5,225 78,781 76,391 91,066 91,126: 18,039 17,979
Old : 109,105: 7,060 9,510 5,225 78,781 76,391 91,066 91,126: 18,039 17,979
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 4,990: -275 225 -175 4,935 4,435 4,485 4,485: 505 505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 8.7 4.8 72.2 70.0 83.5 83.5: 16.5 16.5
Old : 100.0: 6.5 8.7 4.8 72.2 70.0 83.5 83.5: 16.5 16.5
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 5 29 28 35 33:
Old : 38: 3 3 5 29 28 35 33:
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 : 32.8 45.9 50.9 62.7 28.7 33.9 39.7 41.7
Old : 32.8 45.9 50.9 62.7 28.7 33.9 39.7 41.7
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 17, 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 : 86,369: 5,110 1,555 9,685 57,699 61,469 72,494 72,709: 13,875 13,660
Old : 86,369: 5,110 1,555 9,685 57,699 61,469 72,494 72,709: 13,875 13,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 10, 2019 :
: 280: -450 300 -40 1,375 635 885 895: -605 -615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 1.8 11.2 66.8 71.2 83.9 84.2: 16.1 15.8
Old : 100.0: 5.9 1.8 11.2 66.8 71.2 83.9 84.2: 16.1 15.8
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 : 34: 2 3 3 26 25 30 29:
Old : 34: 2 3 3 26 25 30 29:
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 : 45.4 47.9 64.9 67.0 31.1 35.6 40.5 42.5
Old : 45.4 47.9 64.9 67.0 31.1 35.6 40.5 42.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 20, 2019