ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 52,995: 0 1,013 1,515 43,885 42,872 45,400 45,400: 7,595 7,595
Old : 52,995: 0 1,013 1,515 43,885 42,872 45,400 45,400: 7,595 7,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -460: 0 50 -75 195 145 120 120: -580 -580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 2.9 82.8 80.9 85.7 85.7: 14.3 14.3
Old : 100.0: 0.0 1.9 2.9 82.8 80.9 85.7 85.7: 14.3 14.3
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 : 69.7 53.7 80.7 72.2 64.3 52.6 70.3 67.2
Old : 69.7 53.7 80.7 72.2 64.3 52.6 70.3 67.2
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 24, 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 : 46,575: 0 2,290 550 39,602 37,295 40,152 40,135: 6,423 6,440
Old : 46,575: 0 2,290 550 39,602 37,295 40,152 40,135: 6,423 6,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -150: 0 -25 -25 147 170 122 120: -272 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 1.2 85.0 80.1 86.2 86.2: 13.8 13.8
Old : 100.0: 0.0 4.9 1.2 85.0 80.1 86.2 86.2: 13.8 13.8
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 : 24: 0 1 1 15 19 16 20:
Old : 24: 0 1 1 15 19 16 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.6 51.0 81.9 70.2 68.3 49.8 71.4 66.6
Old : 72.6 51.0 81.9 70.2 68.3 49.8 71.4 66.6
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 24, 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 : 27,204: 2,360 2,165 175 22,225 22,415 24,760 24,755: 2,444 2,449
Old : 27,204: 2,360 2,165 175 22,225 22,415 24,760 24,755: 2,444 2,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -360: 0 -50 0 95 20 95 -30: -455 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 8.0 0.6 81.7 82.4 91.0 91.0: 9.0 9.0
Old : 100.0: 8.7 8.0 0.6 81.7 82.4 91.0 91.0: 9.0 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: 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 : 73.3 53.8 85.5 76.9 67.6 51.4 70.9 66.9
Old : 73.3 53.8 85.5 76.9 67.6 51.4 70.9 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 22,825: 2,230 1,585 245 18,730 19,250 21,205 21,080: 1,620 1,745
Old : 22,825: 2,230 1,585 245 18,730 19,250 21,205 21,080: 1,620 1,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -195: 0 -50 0 85 10 85 -40: -280 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 6.9 1.1 82.1 84.3 92.9 92.4: 7.1 7.6
Old : 100.0: 9.8 6.9 1.1 82.1 84.3 92.9 92.4: 7.1 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 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 : 77.5 51.6 89.1 76.7 65.1 51.4 68.2 63.9
Old : 77.5 51.6 89.1 76.7 65.1 51.4 68.2 63.9
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 24, 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 : 39,381: 11,475 1,360 3,505 21,276 31,786 36,256 36,651: 3,125 2,730
Old : 39,381: 11,475 1,360 3,505 21,276 31,786 36,256 36,651: 3,125 2,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -375: -30 0 35 -568 -478 -563 -443: 188 68
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 3.5 8.9 54.0 80.7 92.1 93.1: 7.9 6.9
Old : 100.0: 29.1 3.5 8.9 54.0 80.7 92.1 93.1: 7.9 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 : 23: 2 1 2 14 19 16 22:
Old : 23: 2 1 2 14 19 16 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 : 60.1 71.9 78.0 81.7 49.0 61.8 59.0 66.8
Old : 60.1 71.9 78.0 81.7 49.0 61.8 59.0 66.8
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 24, 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 : 24,270: 210 10,270 1,575 21,495 11,825 23,280 23,670: 990 600
Old : 24,270: 210 10,270 1,575 21,495 11,825 23,280 23,670: 990 600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 320: 0 -330 340 -115 235 225 245: 95 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 42.3 6.5 88.6 48.7 95.9 97.5: 4.1 2.5
Old : 100.0: 0.9 42.3 6.5 88.6 48.7 95.9 97.5: 4.1 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 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 : 69.6 78.8 87.2 89.5 47.2 53.4 53.0 56.6
Old : 69.6 78.8 87.2 89.5 47.2 53.4 53.0 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_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 89,382: 11,830 2,520 4,120 57,800 66,697 73,750 73,337: 15,632 16,045
Old : 89,382: 11,830 2,520 4,120 57,800 66,697 73,750 73,337: 15,632 16,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 1,410: 2,450 350 -1,665 -165 1,935 620 620: 790 790
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 2.8 4.6 64.7 74.6 82.5 82.0: 17.5 18.0
Old : 100.0: 13.2 2.8 4.6 64.7 74.6 82.5 82.0: 17.5 18.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 58.5 43.0 76.1 58.7 51.0 43.0 62.5 54.7
Old : 58.5 43.0 76.1 58.7 51.0 43.0 62.5 54.7
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 24, 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 : 84,367: 8,685 1,855 4,180 56,776 62,965 69,641 69,000: 14,726 15,367
Old : 84,367: 8,685 1,855 4,180 56,776 62,965 69,641 69,000: 14,726 15,367
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 2,205: 2,450 300 -1,185 10 2,160 1,275 1,275: 930 930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 2.2 5.0 67.3 74.6 82.5 81.8: 17.5 18.2
Old : 100.0: 10.3 2.2 5.0 67.3 74.6 82.5 81.8: 17.5 18.2
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 : 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 : 60.0 44.5 74.6 60.3 52.6 42.7 59.0 53.7
Old : 60.0 44.5 74.6 60.3 52.6 42.7 59.0 53.7
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 24, 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 : 22,171: 2,440 8,240 855 15,287 10,092 18,582 19,187: 3,589 2,984
Old : 22,171: 2,440 8,240 855 15,287 10,092 18,582 19,187: 3,589 2,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -200: 0 0 0 -260 -250 -260 -250: 60 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 37.2 3.9 69.0 45.5 83.8 86.5: 16.2 13.5
Old : 100.0: 11.0 37.2 3.9 69.0 45.5 83.8 86.5: 16.2 13.5
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: 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 : 39.8 59.2 60.6 81.4 36.9 52.4 57.2 69.2
Old : 39.8 59.2 60.6 81.4 36.9 52.4 57.2 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 22,596: 3,405 8,275 1,430 14,081 9,996 18,916 19,701: 3,680 2,895
Old : 22,596: 3,405 8,275 1,430 14,081 9,996 18,916 19,701: 3,680 2,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 795: 735 585 130 -110 50 755 765: 40 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 36.6 6.3 62.3 44.2 83.7 87.2: 16.3 12.8
Old : 100.0: 15.1 36.6 6.3 62.3 44.2 83.7 87.2: 16.3 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 3 3 16 10 21 15:
Old : 25: 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 : 37.8 63.2 63.3 82.5 34.9 58.9 55.7 69.4
Old : 37.8 63.2 63.3 82.5 34.9 58.9 55.7 69.4
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 24, 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 17, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 24, 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 17, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 24, 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 : 50,607: 24,070 0 0 22,096 46,039 46,166 46,039: 4,441 4,568
Old : 50,607: 24,070 0 0 22,096 46,039 46,166 46,039: 4,441 4,568
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 50: 50 0 0 -15 35 35 35: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.6 0.0 0.0 43.7 91.0 91.2 91.0: 8.8 9.0
Old : 100.0: 47.6 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 60.9 80.4 80.5 86.1
Old : 61.6 80.5 83.7 88.3 60.9 80.4 80.5 86.1
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 24, 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 : 51,294: 23,795 0 0 22,761 46,307 46,556 46,307: 4,738 4,987
Old : 51,294: 23,795 0 0 22,761 46,307 46,556 46,307: 4,738 4,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 10: 0 0 0 10 10 10 10: 0 0
: : :
: : 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 82.6 83.6 87.5
Old : 59.6 82.8 85.1 88.5 59.0 82.6 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 24, 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 : 62,170: 31,970 75 1,680 24,840 56,925 58,490 58,680: 3,680 3,490
Old : 62,170: 31,970 75 1,680 24,840 56,925 58,490 58,680: 3,680 3,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 3,990: 3,500 0 0 425 3,925 3,925 3,925: 65 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 0.1 2.7 40.0 91.6 94.1 94.4: 5.9 5.6
Old : 100.0: 51.4 0.1 2.7 40.0 91.6 94.1 94.4: 5.9 5.6
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 : 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 : 58.1 77.6 77.8 89.3 55.9 76.4 73.7 83.6
Old : 58.1 77.6 77.8 89.3 55.9 76.4 73.7 83.6
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 24, 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 : 61,880: 31,630 0 1,955 24,565 56,395 58,150 58,350: 3,730 3,530
Old : 61,880: 31,630 0 1,955 24,565 56,395 58,150 58,350: 3,730 3,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 4,020: 3,550 0 0 375 3,925 3,925 3,925: 95 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 0.0 3.2 39.7 91.1 94.0 94.3: 6.0 5.7
Old : 100.0: 51.1 0.0 3.2 39.7 91.1 94.0 94.3: 6.0 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 : 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 : 58.4 76.6 78.0 89.3 55.7 75.6 73.8 82.9
Old : 58.4 76.6 78.0 89.3 55.7 75.6 73.8 82.9
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 24, 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 : 15,440: 1,555 5,915 535 11,845 7,905 13,935 14,355: 1,505 1,085
Old : 15,440: 1,555 5,915 535 11,845 7,905 13,935 14,355: 1,505 1,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 15: 50 50 0 -35 -35 15 15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 38.3 3.5 76.7 51.2 90.3 93.0: 9.7 7.0
Old : 100.0: 10.1 38.3 3.5 76.7 51.2 90.3 93.0: 9.7 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 : 23: 2 5 2 15 8 18 14:
Old : 23: 2 5 2 15 8 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 59.8 79.7 85.8 49.6 59.7 69.5 76.4
Old : 55.2 59.8 79.7 85.8 49.6 59.7 69.5 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 24, 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 : 14,895: 1,880 6,040 415 10,945 7,405 13,240 13,860: 1,655 1,035
Old : 14,895: 1,880 6,040 415 10,945 7,405 13,240 13,860: 1,655 1,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 15: 50 50 0 25 -35 75 15: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 40.6 2.8 73.5 49.7 88.9 93.1: 11.1 6.9
Old : 100.0: 12.6 40.6 2.8 73.5 49.7 88.9 93.1: 11.1 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 : 22: 2 5 2 13 8 16 14:
Old : 22: 2 5 2 13 8 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 62.9 82.0 86.2 51.2 62.7 70.6 79.7
Old : 56.6 62.9 82.0 86.2 51.2 62.7 70.6 79.7
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 24, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 63,645: 19,265 20,945 1,880 38,070 36,525 59,215 59,350: 4,430 4,295
Old : 63,645: 19,265 20,945 1,880 38,070 36,525 59,215 59,350: 4,430 4,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -480: -3,700 -3,050 560 2,985 2,335 -155 -155: -325 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.3 32.9 3.0 59.8 57.4 93.0 93.3: 7.0 6.7
Old : 100.0: 30.3 32.9 3.0 59.8 57.4 93.0 93.3: 7.0 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 : 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 : 56.4 67.7 70.7 86.1 55.4 66.0 69.6 80.2
Old : 56.4 67.7 70.7 86.1 55.4 66.0 69.6 80.2
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 24, 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 : 61,660: 16,655 20,945 2,100 38,375 34,210 57,130 57,255: 4,530 4,405
Old : 61,660: 16,655 20,945 2,100 38,375 34,210 57,130 57,255: 4,530 4,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: -650: -3,700 -3,050 560 3,235 2,085 95 -405: -745 -245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 34.0 3.4 62.2 55.5 92.7 92.9: 7.3 7.1
Old : 100.0: 27.0 34.0 3.4 62.2 55.5 92.7 92.9: 7.3 7.1
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: 7 3 5 16 14 26 19:
Old : 30: 7 3 5 16 14 26 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 : 55.2 67.9 69.7 85.1 53.9 66.0 66.8 79.8
Old : 55.2 67.9 69.7 85.1 53.9 66.0 66.8 79.8
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 24, 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 : 56,388: 14,740 15,770 1,640 37,727 37,057 54,107 54,467: 2,281 1,921
Old : 56,388: 14,740 15,770 1,640 37,727 37,057 54,107 54,467: 2,281 1,921
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 1,390: -180 465 25 1,605 755 1,450 1,245: -60 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 28.0 2.9 66.9 65.7 96.0 96.6: 4.0 3.4
Old : 100.0: 26.1 28.0 2.9 66.9 65.7 96.0 96.6: 4.0 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 2 3 21 11 26 15:
Old : 29: 4 2 3 21 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 : 55.4 76.0 77.1 91.6 52.7 72.2 71.9 82.0
Old : 55.4 76.0 77.1 91.6 52.7 72.2 71.9 82.0
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 24, 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 : 45,824: 9,265 11,070 2,230 33,074 31,439 44,569 44,739: 1,255 1,085
Old : 45,824: 9,265 11,070 2,230 33,074 31,439 44,569 44,739: 1,255 1,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 900: -805 -60 310 1,339 479 844 729: 56 171
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 24.2 4.9 72.2 68.6 97.3 97.6: 2.7 2.4
Old : 100.0: 20.2 24.2 4.9 72.2 68.6 97.3 97.6: 2.7 2.4
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 : 30: 5 2 4 22 12 28 17:
Old : 30: 5 2 4 22 12 28 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 : 59.3 71.2 77.2 91.2 56.0 66.7 71.1 81.1
Old : 59.3 71.2 77.2 91.2 56.0 66.7 71.1 81.1
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 24, 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 : 156,319: 1,325 28,016 6,949 129,640 102,962 137,914 137,927: 18,405 18,392
Old : 156,319: 1,325 28,016 6,949 129,640 102,962 137,914 137,927: 18,405 18,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 3,028: 0 -855 -1,135 4,505 5,373 3,370 3,383: -342 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 17.9 4.4 82.9 65.9 88.2 88.2: 11.8 11.8
Old : 100.0: 0.8 17.9 4.4 82.9 65.9 88.2 88.2: 11.8 11.8
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 : 44: 2 9 4 28 30 33 40:
Old : 44: 2 9 4 28 30 33 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 37.0 74.5 55.0 62.1 35.2 68.5 50.6
Old : 65.2 37.0 74.5 55.0 62.1 35.2 68.5 50.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 140,256: 1,674 26,255 7,870 117,022 92,441 126,566 126,566: 13,690 13,690
Old : 140,256: 1,674 26,255 7,870 117,022 92,441 126,566 126,566: 13,690 13,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 1,185: -970 -1,725 160 2,768 3,523 1,958 1,958: -773 -773
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 18.7 5.6 83.4 65.9 90.2 90.2: 9.8 9.8
Old : 100.0: 1.2 18.7 5.6 83.4 65.9 90.2 90.2: 9.8 9.8
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 : 42: 3 7 4 23 27 28 36:
Old : 42: 3 7 4 23 27 28 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 : 64.9 40.5 78.0 59.1 60.9 38.9 69.4 56.1
Old : 64.9 40.5 78.0 59.1 60.9 38.9 69.4 56.1
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 24, 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 : 47,310: 510 10,120 2,115 40,925 31,880 43,550 44,115: 3,760 3,195
Old : 47,310: 510 10,120 2,115 40,925 31,880 43,550 44,115: 3,760 3,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 3,425: 175 2,695 -305 3,490 990 3,360 3,380: 65 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 21.4 4.5 86.5 67.4 92.1 93.2: 7.9 6.8
Old : 100.0: 1.1 21.4 4.5 86.5 67.4 92.1 93.2: 7.9 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 3 2 17 16 20 20:
Old : 26: 2 3 2 17 16 20 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 : 63.7 54.7 78.7 77.4 63.5 53.6 75.1 69.2
Old : 63.7 54.7 78.7 77.4 63.5 53.6 75.1 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 43,910: 585 9,285 3,000 37,235 29,015 40,820 41,300: 3,090 2,610
Old : 43,910: 585 9,285 3,000 37,235 29,015 40,820 41,300: 3,090 2,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 3,745: 175 2,870 -380 3,995 1,320 3,790 3,810: -45 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.3 21.1 6.8 84.8 66.1 93.0 94.1: 7.0 5.9
Old : 100.0: 1.3 21.1 6.8 84.8 66.1 93.0 94.1: 7.0 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 : 25: 2 2 3 17 20 21 23:
Old : 25: 2 2 3 17 20 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 : 59.3 54.1 74.4 76.3 56.5 48.5 65.1 62.4
Old : 59.3 54.1 74.4 76.3 56.5 48.5 65.1 62.4
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 24, 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 : 38,065: 17,490 75 915 18,250 35,605 36,655 36,595: 1,410 1,470
Old : 38,065: 17,490 75 915 18,250 35,605 36,655 36,595: 1,410 1,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 2,150: 1,975 0 -75 320 1,895 2,220 1,820: -70 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 0.2 2.4 47.9 93.5 96.3 96.1: 3.7 3.9
Old : 100.0: 45.9 0.2 2.4 47.9 93.5 96.3 96.1: 3.7 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 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 : 65.9 70.9 81.0 86.7 63.4 62.7 75.6 78.4
Old : 65.9 70.9 81.0 86.7 63.4 62.7 75.6 78.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 24, 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 : 111,500: 9,385 11,680 4,685 78,866 77,031 92,936 93,396: 18,564 18,104
Old : 111,500: 9,385 11,680 4,685 78,866 77,031 92,936 93,396: 18,564 18,104
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 2,395: 2,325 2,170 -540 85 640 1,870 2,270: 525 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 10.5 4.2 70.7 69.1 83.4 83.8: 16.6 16.2
Old : 100.0: 8.4 10.5 4.2 70.7 69.1 83.4 83.8: 16.6 16.2
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 : 38: 3 3 5 29 27 35 32:
Old : 38: 3 3 5 29 27 35 32:
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 : 34.9 46.1 52.3 63.2 30.7 34.4 41.5 42.0
Old : 34.9 46.1 52.3 63.2 30.7 34.4 41.5 42.0
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 24, 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 : 88,489: 7,500 3,900 9,195 57,819 61,974 74,514 75,069: 13,975 13,420
Old : 88,489: 7,500 3,900 9,195 57,819 61,974 74,514 75,069: 13,975 13,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 17, 2019 :
: 2,120: 2,390 2,345 -490 120 505 2,020 2,360: 100 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 4.4 10.4 65.3 70.0 84.2 84.8: 15.8 15.2
Old : 100.0: 8.5 4.4 10.4 65.3 70.0 84.2 84.8: 15.8 15.2
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 : 34: 2 3 3 27 26 31 30:
Old : 34: 2 3 3 27 26 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 47.7 65.9 66.8 33.8 34.2 42.4 43.8
Old : 45.6 47.7 65.9 66.8 33.8 34.2 42.4 43.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 27, 2019