ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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 : 56,050: 0 213 2,115 46,220 46,007 48,335 48,335: 7,715 7,715
Old : 56,050: 0 213 2,115 46,220 46,007 48,335 48,335: 7,715 7,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 3,055: 0 -800 600 2,335 3,135 2,935 2,935: 120 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 3.8 82.5 82.1 86.2 86.2: 13.8 13.8
Old : 100.0: 0.0 0.4 3.8 82.5 82.1 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 : 28: 0 2 1 20 21 21 23:
Old : 28: 0 2 1 20 21 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 : 68.7 53.6 80.9 72.7 62.4 52.5 69.0 66.5
Old : 68.7 53.6 80.9 72.7 62.4 52.5 69.0 66.5
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, October 01, 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 : 46,930: 0 2,090 550 39,957 37,865 40,507 40,505: 6,423 6,425
Old : 46,930: 0 2,090 550 39,957 37,865 40,507 40,505: 6,423 6,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 355: 0 -200 0 355 570 355 370: 0 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.5 1.2 85.1 80.7 86.3 86.3: 13.7 13.7
Old : 100.0: 0.0 4.5 1.2 85.1 80.7 86.3 86.3: 13.7 13.7
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: 0 1 1 15 20 16 21:
Old : 25: 0 1 1 15 20 16 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 : 71.8 51.8 81.1 70.9 67.5 50.7 71.3 66.8
Old : 71.8 51.8 81.1 70.9 67.5 50.7 71.3 66.8
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, October 01, 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 : 27,061: 2,360 2,155 175 22,082 22,282 24,617 24,612: 2,444 2,449
Old : 27,061: 2,360 2,155 175 22,082 22,282 24,617 24,612: 2,444 2,449
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: -143: 0 -10 0 -143 -133 -143 -143: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 8.0 0.6 81.6 82.3 91.0 91.0: 9.0 9.0
Old : 100.0: 8.7 8.0 0.6 81.6 82.3 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 : 73.1 53.0 85.4 76.2 66.9 50.6 70.2 66.1
Old : 73.1 53.0 85.4 76.2 66.9 50.6 70.2 66.1
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, October 01, 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 1,575 245 18,730 19,260 21,205 21,080: 1,620 1,745
Old : 22,825: 2,230 1,575 245 18,730 19,260 21,205 21,080: 1,620 1,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 0: 0 -10 0 0 10 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 6.9 1.1 82.1 84.4 92.9 92.4: 7.1 7.6
Old : 100.0: 9.8 6.9 1.1 82.1 84.4 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 51.8 89.1 76.8 65.1 51.6 68.2 63.9
Old : 77.5 51.8 89.1 76.8 65.1 51.6 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, October 01, 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 : 39,570: 11,085 1,060 3,395 21,776 32,196 36,256 36,651: 3,314 2,919
Old : 39,570: 11,085 1,060 3,395 21,776 32,196 36,256 36,651: 3,314 2,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 189: -390 -300 -110 500 410 0 0: 189 189
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 2.7 8.6 55.0 81.4 91.6 92.6: 8.4 7.4
Old : 100.0: 28.0 2.7 8.6 55.0 81.4 91.6 92.6: 8.4 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 2 15 20 17 23:
Old : 24: 2 1 2 15 20 17 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 68.3 76.2 79.0 46.0 53.1 54.1 59.4
Old : 60.0 68.3 76.2 79.0 46.0 53.1 54.1 59.4
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, October 01, 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 : 24,275: 860 10,070 1,710 20,715 11,895 23,285 23,675: 990 600
Old : 24,275: 860 10,070 1,710 20,715 11,895 23,285 23,675: 990 600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 5: 650 -200 135 -780 70 5 5: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 41.5 7.0 85.3 49.0 95.9 97.5: 4.1 2.5
Old : 100.0: 3.5 41.5 7.0 85.3 49.0 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 15 18 17:
Old : 21: 2 1 2 15 15 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.6 78.8 85.0 89.5 43.9 52.6 51.5 55.8
Old : 66.6 78.8 85.0 89.5 43.9 52.6 51.5 55.8
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, October 01, 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 : 90,767: 12,280 2,520 3,920 58,035 67,382 74,235 73,822: 16,532 16,945
Old : 90,767: 12,280 2,520 3,920 58,035 67,382 74,235 73,822: 16,532 16,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 1,385: 450 0 -200 235 685 485 485: 900 900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 2.8 4.3 63.9 74.2 81.8 81.3: 18.2 18.7
Old : 100.0: 13.5 2.8 4.3 63.9 74.2 81.8 81.3: 18.2 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 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 : 56.9 43.1 74.9 58.5 49.7 43.1 61.2 54.4
Old : 56.9 43.1 74.9 58.5 49.7 43.1 61.2 54.4
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 85,682: 9,285 1,805 4,180 56,656 63,495 70,121 69,480: 15,561 16,202
Old : 85,682: 9,285 1,805 4,180 56,656 63,495 70,121 69,480: 15,561 16,202
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 1,315: 600 -50 0 -120 530 480 480: 835 835
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 2.1 4.9 66.1 74.1 81.8 81.1: 18.2 18.9
Old : 100.0: 10.8 2.1 4.9 66.1 74.1 81.8 81.1: 18.2 18.9
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 : 27: 2 2 3 17 21 20 25:
Old : 27: 2 2 3 17 21 20 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 : 58.7 43.8 73.8 59.8 51.4 42.5 57.8 53.2
Old : 58.7 43.8 73.8 59.8 51.4 42.5 57.8 53.2
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, October 01, 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 : 23,158: 2,690 8,090 830 15,634 10,839 19,154 19,759: 4,004 3,399
Old : 23,158: 2,690 8,090 830 15,634 10,839 19,154 19,759: 4,004 3,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 987: 250 -150 -25 347 747 572 572: 415 415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 34.9 3.6 67.5 46.8 82.7 85.3: 17.3 14.7
Old : 100.0: 11.6 34.9 3.6 67.5 46.8 82.7 85.3: 17.3 14.7
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 : 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 : 35.9 58.8 57.3 80.0 32.8 52.1 53.0 69.1
Old : 35.9 58.8 57.3 80.0 32.8 52.1 53.0 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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 : 23,638: 3,805 8,275 1,270 14,636 10,951 19,711 20,496: 3,927 3,142
Old : 23,638: 3,805 8,275 1,270 14,636 10,951 19,711 20,496: 3,927 3,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 1,042: 400 0 -160 555 955 795 795: 247 247
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 35.0 5.4 61.9 46.3 83.4 86.7: 16.6 13.3
Old : 100.0: 16.1 35.0 5.4 61.9 46.3 83.4 86.7: 16.6 13.3
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 : 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 : 35.5 63.7 59.5 81.7 32.2 59.7 52.2 69.8
Old : 35.5 63.7 59.5 81.7 32.2 59.7 52.2 69.8
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, October 01, 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 24, 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, October 01, 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 24, 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, October 01, 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 : 51,727: 25,170 0 0 22,116 47,139 47,286 47,139: 4,441 4,588
Old : 51,727: 25,170 0 0 22,116 47,139 47,286 47,139: 4,441 4,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 1,120: 1,100 0 0 20 1,100 1,120 1,100: 0 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.7 0.0 0.0 42.8 91.1 91.4 91.1: 8.6 8.9
Old : 100.0: 48.7 0.0 0.0 42.8 91.1 91.4 91.1: 8.6 8.9
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 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 : 62.3 80.9 83.9 88.5 61.6 80.8 80.8 86.3
Old : 62.3 80.9 83.9 88.5 61.6 80.8 80.8 86.3
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, October 01, 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 : 52,244: 24,695 0 0 22,811 47,257 47,506 47,257: 4,738 4,987
Old : 52,244: 24,695 0 0 22,811 47,257 47,506 47,257: 4,738 4,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 950: 900 0 0 50 950 950 950: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 0.0 0.0 43.7 90.5 90.9 90.5: 9.1 9.5
Old : 100.0: 47.3 0.0 0.0 43.7 90.5 90.9 90.5: 9.1 9.5
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 : 22: 4 0 0 12 15 16 15:
Old : 22: 4 0 0 12 15 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 83.1 85.2 88.7 59.7 83.0 83.8 87.8
Old : 60.4 83.1 85.2 88.7 59.7 83.0 83.8 87.8
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, October 01, 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 : 66,290: 33,865 75 1,630 26,690 60,670 62,185 62,375: 4,105 3,915
Old : 66,290: 33,865 75 1,630 26,690 60,670 62,185 62,375: 4,105 3,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 4,120: 1,895 0 -50 1,850 3,745 3,695 3,695: 425 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.1 0.1 2.5 40.3 91.5 93.8 94.1: 6.2 5.9
Old : 100.0: 51.1 0.1 2.5 40.3 91.5 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 : 35: 9 1 3 20 15 30 18:
Old : 35: 9 1 3 20 15 30 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 : 57.5 77.5 77.9 88.6 55.5 76.4 73.6 83.5
Old : 57.5 77.5 77.9 88.6 55.5 76.4 73.6 83.5
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 65,890: 33,525 0 1,905 26,300 60,025 61,730 61,930: 4,160 3,960
Old : 65,890: 33,525 0 1,905 26,300 60,025 61,730 61,930: 4,160 3,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 4,010: 1,895 0 -50 1,735 3,630 3,580 3,580: 430 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 0.0 2.9 39.9 91.1 93.7 94.0: 6.3 6.0
Old : 100.0: 50.9 0.0 2.9 39.9 91.1 93.7 94.0: 6.3 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 9 0 3 20 13 29 16:
Old : 33: 9 0 3 20 13 29 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 : 57.8 76.7 77.4 88.8 55.2 75.8 73.4 82.9
Old : 57.8 76.7 77.4 88.8 55.2 75.8 73.4 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, October 01, 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 : 15,690: 1,405 6,140 535 11,795 7,405 13,735 14,080: 1,955 1,610
Old : 15,690: 1,405 6,140 535 11,795 7,405 13,735 14,080: 1,955 1,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 250: -150 225 0 -50 -500 -200 -275: 450 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 39.1 3.4 75.2 47.2 87.5 89.7: 12.5 10.3
Old : 100.0: 9.0 39.1 3.4 75.2 47.2 87.5 89.7: 12.5 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 5 2 14 8 17 14:
Old : 23: 2 5 2 14 8 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 58.9 77.3 84.3 47.8 58.7 67.5 73.6
Old : 53.3 58.9 77.3 84.3 47.8 58.7 67.5 73.6
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, October 01, 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 : 15,145: 1,880 6,265 415 10,745 6,905 13,040 13,585: 2,105 1,560
Old : 15,145: 1,880 6,265 415 10,745 6,905 13,040 13,585: 2,105 1,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 250: 0 225 0 -200 -500 -200 -275: 450 525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 41.4 2.7 70.9 45.6 86.1 89.7: 13.9 10.3
Old : 100.0: 12.4 41.4 2.7 70.9 45.6 86.1 89.7: 13.9 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 5 2 12 8 15 14:
Old : 22: 2 5 2 12 8 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 61.8 79.5 85.1 50.4 61.7 69.4 76.8
Old : 54.7 61.8 79.5 85.1 50.4 61.7 69.4 76.8
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, October 01, 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 : 64,165: 19,225 20,770 1,865 38,565 37,155 59,655 59,790: 4,510 4,375
Old : 64,165: 19,225 20,770 1,865 38,565 37,155 59,655 59,790: 4,510 4,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 520: -40 -175 -15 495 630 440 440: 80 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 32.4 2.9 60.1 57.9 93.0 93.2: 7.0 6.8
Old : 100.0: 30.0 32.4 2.9 60.1 57.9 93.0 93.2: 7.0 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 56.5 66.8 70.8 86.1 55.5 65.2 69.6 79.7
Old : 56.5 66.8 70.8 86.1 55.5 65.2 69.6 79.7
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, October 01, 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 : 61,860: 16,615 20,770 2,065 38,650 34,620 57,330 57,455: 4,530 4,405
Old : 61,860: 16,615 20,770 2,065 38,650 34,620 57,330 57,455: 4,530 4,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 200: -40 -175 -35 275 410 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 33.6 3.3 62.5 56.0 92.7 92.9: 7.3 7.1
Old : 100.0: 26.9 33.6 3.3 62.5 56.0 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 : 55.6 67.2 70.0 85.3 54.4 65.4 67.1 80.1
Old : 55.6 67.2 70.0 85.3 54.4 65.4 67.1 80.1
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, October 01, 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 : 57,193: 15,190 15,490 1,665 38,037 38,097 54,892 55,252: 2,301 1,941
Old : 57,193: 15,190 15,490 1,665 38,037 38,097 54,892 55,252: 2,301 1,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 805: 450 -280 25 310 1,040 785 785: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 27.1 2.9 66.5 66.6 96.0 96.6: 4.0 3.4
Old : 100.0: 26.6 27.1 2.9 66.5 66.6 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: 3 2 3 21 11 26 15:
Old : 29: 3 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 75.5 77.6 91.1 52.8 71.7 71.8 81.9
Old : 55.4 75.5 77.6 91.1 52.8 71.7 71.8 81.9
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, October 01, 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 : 46,914: 9,715 10,790 2,505 33,419 32,514 45,639 45,809: 1,275 1,105
Old : 46,914: 9,715 10,790 2,505 33,419 32,514 45,639 45,809: 1,275 1,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 1,090: 450 -280 275 345 1,075 1,070 1,070: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 23.0 5.3 71.2 69.3 97.3 97.6: 2.7 2.4
Old : 100.0: 20.7 23.0 5.3 71.2 69.3 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: 4 2 4 22 12 28 17:
Old : 30: 4 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 : 58.7 70.8 77.2 90.4 55.6 65.9 70.5 79.5
Old : 58.7 70.8 77.2 90.4 55.6 65.9 70.5 79.5
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, October 01, 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 : 160,419: 1,325 32,751 5,544 134,515 103,102 141,384 141,397: 19,035 19,022
Old : 160,419: 1,325 32,751 5,544 134,515 103,102 141,384 141,397: 19,035 19,022
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 4,100: 0 4,735 -1,405 4,875 140 3,470 3,470: 630 630
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 20.4 3.5 83.9 64.3 88.1 88.1: 11.9 11.9
Old : 100.0: 0.8 20.4 3.5 83.9 64.3 88.1 88.1: 11.9 11.9
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 : 44: 2 9 4 28 31 33 41:
Old : 44: 2 9 4 28 31 33 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 38.5 75.0 57.0 62.9 36.4 70.4 52.7
Old : 65.6 38.5 75.0 57.0 62.9 36.4 70.4 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, October 01, 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 : 144,471: 1,125 30,591 7,894 121,527 92,061 130,546 130,546: 13,925 13,925
Old : 144,471: 1,125 30,591 7,894 121,527 92,061 130,546 130,546: 13,925 13,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 4,215: -549 4,336 24 4,505 -380 3,980 3,980: 235 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 21.2 5.5 84.1 63.7 90.4 90.4: 9.6 9.6
Old : 100.0: 0.8 21.2 5.5 84.1 63.7 90.4 90.4: 9.6 9.6
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 : 42: 2 8 4 23 28 28 37:
Old : 42: 2 8 4 23 28 28 37:
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 42.4 78.3 61.8 61.9 40.9 71.9 58.2
Old : 64.8 42.4 78.3 61.8 61.9 40.9 71.9 58.2
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, October 01, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 48,880: 810 10,795 2,155 42,260 32,840 45,225 45,790: 3,655 3,090
Old : 48,880: 810 10,795 2,155 42,260 32,840 45,225 45,790: 3,655 3,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 1,570: 300 675 40 1,335 960 1,675 1,675: -105 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 22.1 4.4 86.5 67.2 92.5 93.7: 7.5 6.3
Old : 100.0: 1.7 22.1 4.4 86.5 67.2 92.5 93.7: 7.5 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 61.4 55.3 77.5 76.3 61.0 53.8 73.1 67.2
Old : 61.4 55.3 77.5 76.3 61.0 53.8 73.1 67.2
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, October 01, 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 : 44,740: 885 9,560 3,270 37,505 29,310 41,660 42,140: 3,080 2,600
Old : 44,740: 885 9,560 3,270 37,505 29,310 41,660 42,140: 3,080 2,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 830: 300 275 270 270 295 840 840: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 21.4 7.3 83.8 65.5 93.1 94.2: 6.9 5.8
Old : 100.0: 2.0 21.4 7.3 83.8 65.5 93.1 94.2: 6.9 5.8
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: 1 2 3 17 21 20 24:
Old : 24: 1 2 3 17 21 20 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.6 53.9 73.5 75.6 54.8 47.9 64.8 60.3
Old : 57.6 53.9 73.5 75.6 54.8 47.9 64.8 60.3
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, October 01, 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 : 38,395: 16,990 75 1,045 18,930 36,185 36,965 37,305: 1,430 1,090
Old : 38,395: 16,990 75 1,045 18,930 36,185 36,965 37,305: 1,430 1,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 330: -500 0 130 680 580 310 710: 20 -380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.3 0.2 2.7 49.3 94.2 96.3 97.2: 3.7 2.8
Old : 100.0: 44.3 0.2 2.7 49.3 94.2 96.3 97.2: 3.7 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 64.2 70.8 81.5 87.6 61.6 60.6 73.6 77.2
Old : 64.2 70.8 81.5 87.6 61.6 60.6 73.6 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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 : 117,480: 9,065 11,405 4,785 85,286 83,006 99,136 99,196: 18,344 18,284
Old : 117,480: 9,065 11,405 4,785 85,286 83,006 99,136 99,196: 18,344 18,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 5,980: -320 -275 100 6,420 5,975 6,200 5,800: -220 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 9.7 4.1 72.6 70.7 84.4 84.4: 15.6 15.6
Old : 100.0: 7.7 9.7 4.1 72.6 70.7 84.4 84.4: 15.6 15.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 4 2 3 29 28 35 31:
Old : 38: 4 2 3 29 28 35 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.3 45.7 52.5 62.7 30.9 33.8 40.4 42.1
Old : 34.3 45.7 52.5 62.7 30.9 33.8 40.4 42.1
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, October 01, 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 : 92,774: 6,805 3,525 9,700 62,694 66,129 79,199 79,354: 13,575 13,420
Old : 92,774: 6,805 3,525 9,700 62,694 66,129 79,199 79,354: 13,575 13,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: 4,285: -695 -375 505 4,875 4,155 4,685 4,285: -400 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 3.8 10.5 67.6 71.3 85.4 85.5: 14.6 14.5
Old : 100.0: 7.3 3.8 10.5 67.6 71.3 85.4 85.5: 14.6 14.5
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 : 33: 2 2 4 27 26 31 30:
Old : 33: 2 2 4 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 : 44.8 46.9 65.5 65.9 34.0 32.2 41.6 40.5
Old : 44.8 46.9 65.5 65.9 34.0 32.2 41.6 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 33,395: 6,400 300 610 23,520 29,655 30,530 30,565: 2,865 2,830
Old : 33,395: 6,400 300 610 23,520 29,655 30,530 30,565: 2,865 2,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 0.9 1.8 70.4 88.8 91.4 91.5: 8.6 8.5
Old : 100.0: 19.2 0.9 1.8 70.4 88.8 91.4 91.5: 8.6 8.5
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 : 20: 2 1 1 13 12 15 14:
Old : 20: 2 1 1 13 12 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 70.7 81.0 84.8 63.2 66.8 74.3 75.9
Old : 64.6 70.7 81.0 84.8 63.2 66.8 74.3 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 01, 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 : 31,990: 4,910 565 420 24,235 28,585 29,565 29,570: 2,425 2,420
Old : 31,990: 4,910 565 420 24,235 28,585 29,565 29,570: 2,425 2,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 24, 2019 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 1.8 1.3 75.8 89.4 92.4 92.4: 7.6 7.6
Old : 100.0: 15.3 1.8 1.3 75.8 89.4 92.4 92.4: 7.6 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 : 20: 2 1 2 13 11 15 14:
Old : 20: 2 1 2 13 11 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 69.8 80.9 86.0 63.6 64.3 75.3 75.9
Old : 64.4 69.8 80.9 86.0 63.6 64.3 75.3 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 04, 2019