ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 56,107: 0 168 1,845 46,482 46,074 48,327 48,087: 7,780 8,020
Old : 56,107: 0 168 1,845 46,482 46,074 48,327 48,087: 7,780 8,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 57: 0 -45 -270 262 67 -8 -248: 65 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 3.3 82.8 82.1 86.1 85.7: 13.9 14.3
Old : 100.0: 0.0 0.3 3.3 82.8 82.1 86.1 85.7: 13.9 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 : 26: 0 2 1 19 19 20 21:
Old : 26: 0 2 1 19 19 20 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 : 70.4 54.8 81.0 72.4 63.4 54.2 69.0 66.4
Old : 70.4 54.8 81.0 72.4 63.4 54.2 69.0 66.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 46,918: 0 2,225 345 40,105 37,880 40,450 40,450: 6,468 6,468
Old : 46,918: 0 2,225 345 40,105 37,880 40,450 40,450: 6,468 6,468
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -12: 0 135 -205 148 15 -57 -55: 45 43
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 0.7 85.5 80.7 86.2 86.2: 13.8 13.8
Old : 100.0: 0.0 4.7 0.7 85.5 80.7 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 : 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 : 73.2 51.5 81.2 70.3 68.0 50.7 70.5 64.8
Old : 73.2 51.5 81.2 70.3 68.0 50.7 70.5 64.8
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 08, 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 : 26,040: 2,335 2,160 75 20,967 20,937 23,377 23,172: 2,663 2,868
Old : 26,040: 2,335 2,160 75 20,967 20,937 23,377 23,172: 2,663 2,868
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -1,021: -25 5 -100 -1,115 -1,345 -1,240 -1,440: 219 419
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 8.3 0.3 80.5 80.4 89.8 89.0: 10.2 11.0
Old : 100.0: 9.0 8.3 0.3 80.5 80.4 89.8 89.0: 10.2 11.0
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 : 22: 3 2 1 11 14 14 17:
Old : 22: 3 2 1 11 14 14 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 : 72.3 50.8 85.3 74.0 66.2 48.4 72.1 67.5
Old : 72.3 50.8 85.3 74.0 66.2 48.4 72.1 67.5
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 08, 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 : 22,305: 2,180 1,680 140 18,165 18,625 20,485 20,445: 1,820 1,860
Old : 22,305: 2,180 1,680 140 18,165 18,625 20,485 20,445: 1,820 1,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -520: -50 105 -105 -565 -635 -720 -635: 200 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 7.5 0.6 81.4 83.5 91.8 91.7: 8.2 8.3
Old : 100.0: 9.8 7.5 0.6 81.4 83.5 91.8 91.7: 8.2 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 2 2 10 17 15 19:
Old : 23: 3 2 2 10 17 15 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 : 75.4 49.9 88.2 73.5 64.2 49.9 68.3 64.7
Old : 75.4 49.9 88.2 73.5 64.2 49.9 68.3 64.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 39,995: 11,235 1,035 3,160 22,446 33,041 36,841 37,236: 3,154 2,759
Old : 39,995: 11,235 1,035 3,160 22,446 33,041 36,841 37,236: 3,154 2,759
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 425: 150 -25 -235 670 845 585 585: -160 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 2.6 7.9 56.1 82.6 92.1 93.1: 7.9 6.9
Old : 100.0: 28.1 2.6 7.9 56.1 82.6 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 : 24: 2 1 2 15 21 17 24:
Old : 24: 2 1 2 15 21 17 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 : 58.8 71.1 76.1 81.2 47.7 57.6 57.1 63.0
Old : 58.8 71.1 76.1 81.2 47.7 57.6 57.1 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 90,403: 11,920 2,660 3,385 58,236 66,933 73,541 72,978: 16,862 17,425
Old : 90,403: 11,920 2,660 3,385 58,236 66,933 73,541 72,978: 16,862 17,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -364: -360 140 -535 201 -449 -694 -844: 330 480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 2.9 3.7 64.4 74.0 81.3 80.7: 18.7 19.3
Old : 100.0: 13.2 2.9 3.7 64.4 74.0 81.3 80.7: 18.7 19.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 4 3 17 21 20 27:
Old : 29: 2 4 3 17 21 20 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 : 54.2 42.8 74.0 59.1 47.4 42.5 61.4 54.8
Old : 54.2 42.8 74.0 59.1 47.4 42.5 61.4 54.8
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 08, 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 : 85,046: 9,455 1,960 3,310 56,370 63,264 69,135 68,534: 15,911 16,512
Old : 85,046: 9,455 1,960 3,310 56,370 63,264 69,135 68,534: 15,911 16,512
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -636: 170 155 -870 -286 -231 -986 -946: 350 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 2.3 3.9 66.3 74.4 81.3 80.6: 18.7 19.4
Old : 100.0: 11.1 2.3 3.9 66.3 74.4 81.3 80.6: 18.7 19.4
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 : 28: 2 3 3 18 21 21 26:
Old : 28: 2 3 3 18 21 21 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 44.5 72.7 60.4 49.6 42.2 58.5 54.0
Old : 56.6 44.5 72.7 60.4 49.6 42.2 58.5 54.0
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 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 21,237: 2,670 6,895 825 13,443 10,283 16,938 18,003: 4,299 3,234
Old : 21,237: 2,670 6,895 825 13,443 10,283 16,938 18,003: 4,299 3,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -1,921: -20 -1,195 -5 -2,191 -556 -2,216 -1,756: 295 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 32.5 3.9 63.3 48.4 79.8 84.8: 20.2 15.2
Old : 100.0: 12.6 32.5 3.9 63.3 48.4 79.8 84.8: 20.2 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 : 24: 3 4 3 15 10 20 15:
Old : 24: 3 4 3 15 10 20 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 : 34.8 56.3 57.1 79.5 32.7 49.1 52.4 67.8
Old : 34.8 56.3 57.1 79.5 32.7 49.1 52.4 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 21,932: 4,025 7,400 1,000 12,675 10,565 17,700 18,965: 4,232 2,967
Old : 21,932: 4,025 7,400 1,000 12,675 10,565 17,700 18,965: 4,232 2,967
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -1,706: 220 -875 -270 -1,961 -386 -2,011 -1,531: 305 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 33.7 4.6 57.8 48.2 80.7 86.5: 19.3 13.5
Old : 100.0: 18.4 33.7 4.6 57.8 48.2 80.7 86.5: 19.3 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 : 23: 4 3 3 14 10 19 15:
Old : 23: 4 3 3 14 10 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.6 63.1 59.9 81.2 31.8 58.9 53.0 70.4
Old : 35.6 63.1 59.9 81.2 31.8 58.9 53.0 70.4
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, October 08, 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 : 26,563: 9,540 5,675 475 13,112 17,332 23,127 23,482: 3,436 3,081
Old : 26,563: 9,540 5,675 475 13,112 17,332 23,127 23,482: 3,436 3,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -954: -275 -55 -20 -544 -774 -839 -849: -115 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.9 21.4 1.8 49.4 65.2 87.1 88.4: 12.9 11.6
Old : 100.0: 35.9 21.4 1.8 49.4 65.2 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 : 20: 1 3 3 14 7 17 11:
Old : 20: 1 3 3 14 7 17 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 : 69.6 74.7 82.7 87.2 68.2 71.8 79.4 81.4
Old : 69.6 74.7 82.7 87.2 68.2 71.8 79.4 81.4
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 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 25,786: 9,590 5,210 475 12,713 17,443 22,778 23,128: 3,008 2,658
Old : 25,786: 9,590 5,210 475 12,713 17,443 22,778 23,128: 3,008 2,658
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -833: -285 0 -20 -352 -647 -657 -667: -176 -166
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 20.2 1.8 49.3 67.6 88.3 89.7: 11.7 10.3
Old : 100.0: 37.2 20.2 1.8 49.3 67.6 88.3 89.7: 11.7 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 : 20: 2 3 3 13 7 17 11:
Old : 20: 2 3 3 13 7 17 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 75.7 83.3 88.6 68.4 72.4 79.9 82.3
Old : 69.7 75.7 83.3 88.6 68.4 72.4 79.9 82.3
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 08, 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 : 48,698: 23,550 0 0 21,096 44,499 44,646 44,499: 4,052 4,199
Old : 48,698: 23,550 0 0 21,096 44,499 44,646 44,499: 4,052 4,199
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -3,029: -1,620 0 0 -1,020 -2,640 -2,640 -2,640: -389 -389
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 0.0 0.0 43.3 91.4 91.7 91.4: 8.3 8.6
Old : 100.0: 48.4 0.0 0.0 43.3 91.4 91.7 91.4: 8.3 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 62.4 81.4 84.7 88.6 61.7 81.3 81.7 86.9
Old : 62.4 81.4 84.7 88.6 61.7 81.3 81.7 86.9
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 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 49,504: 23,100 0 0 22,096 44,942 45,196 44,942: 4,308 4,562
Old : 49,504: 23,100 0 0 22,096 44,942 45,196 44,942: 4,308 4,562
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -2,740: -1,595 0 0 -715 -2,315 -2,310 -2,315: -430 -425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 0.0 0.0 44.6 90.8 91.3 90.8: 8.7 9.2
Old : 100.0: 46.7 0.0 0.0 44.6 90.8 91.3 90.8: 8.7 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 0 0 12 14 15 14:
Old : 21: 3 0 0 12 14 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 83.6 85.7 88.9 59.4 83.5 84.0 88.0
Old : 60.0 83.6 85.7 88.9 59.4 83.5 84.0 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 63,090: 32,130 0 1,555 25,700 58,010 59,385 59,565: 3,705 3,525
Old : 63,090: 32,130 0 1,555 25,700 58,010 59,385 59,565: 3,705 3,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -3,200: -1,735 -75 -75 -990 -2,660 -2,800 -2,810: -400 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.9 0.0 2.5 40.7 91.9 94.1 94.4: 5.9 5.6
Old : 100.0: 50.9 0.0 2.5 40.7 91.9 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 : 33: 9 0 3 20 14 29 17:
Old : 33: 9 0 3 20 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 : 57.9 77.2 78.4 89.1 55.9 76.1 73.8 84.2
Old : 57.9 77.2 78.4 89.1 55.9 76.1 73.8 84.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 62,430: 31,730 0 1,755 25,280 57,190 58,765 58,945: 3,665 3,485
Old : 62,430: 31,730 0 1,755 25,280 57,190 58,765 58,945: 3,665 3,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -3,460: -1,795 0 -150 -1,020 -2,835 -2,965 -2,985: -495 -475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 0.0 2.8 40.5 91.6 94.1 94.4: 5.9 5.6
Old : 100.0: 50.8 0.0 2.8 40.5 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 : 32: 8 0 3 20 13 28 16:
Old : 32: 8 0 3 20 13 28 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 : 58.1 76.4 78.6 89.3 55.6 75.5 74.1 83.6
Old : 58.1 76.4 78.6 89.3 55.6 75.5 74.1 83.6
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 08, 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 : 15,590: 1,840 5,950 520 11,395 7,610 13,755 14,080: 1,835 1,510
Old : 15,590: 1,840 5,950 520 11,395 7,610 13,755 14,080: 1,835 1,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -100: 435 -190 -15 -400 205 20 0: -120 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 38.2 3.3 73.1 48.8 88.2 90.3: 11.8 9.7
Old : 100.0: 11.8 38.2 3.3 73.1 48.8 88.2 90.3: 11.8 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 : 21: 2 5 1 12 7 14 13:
Old : 21: 2 5 1 12 7 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 57.0 78.0 82.8 48.9 56.8 64.1 71.5
Old : 55.5 57.0 78.0 82.8 48.9 56.8 64.1 71.5
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 08, 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 : 14,995: 2,290 5,950 400 10,355 7,205 13,045 13,555: 1,950 1,440
Old : 14,995: 2,290 5,950 400 10,355 7,205 13,045 13,555: 1,950 1,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -150: 410 -315 -15 -390 300 5 -30: -155 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 39.7 2.7 69.1 48.0 87.0 90.4: 13.0 9.6
Old : 100.0: 15.3 39.7 2.7 69.1 48.0 87.0 90.4: 13.0 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 : 20: 2 5 1 11 7 13 13:
Old : 20: 2 5 1 11 7 13 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 59.3 80.2 83.7 51.4 59.1 66.3 74.3
Old : 56.9 59.3 80.2 83.7 51.4 59.1 66.3 74.3
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 08, 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 : 62,450: 19,065 20,105 1,830 37,210 36,290 58,105 58,225: 4,345 4,225
Old : 62,450: 19,065 20,105 1,830 37,210 36,290 58,105 58,225: 4,345 4,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -1,715: -160 -665 -35 -1,355 -865 -1,550 -1,565: -165 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.5 32.2 2.9 59.6 58.1 93.0 93.2: 7.0 6.8
Old : 100.0: 30.5 32.2 2.9 59.6 58.1 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: 8 2 5 15 14 25 19:
Old : 31: 8 2 5 15 14 25 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 : 57.5 66.5 72.4 85.2 56.7 64.9 71.2 78.9
Old : 57.5 66.5 72.4 85.2 56.7 64.9 71.2 78.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 59,585: 16,275 20,105 2,015 36,925 33,215 55,215 55,335: 4,370 4,250
Old : 59,585: 16,275 20,105 2,015 36,925 33,215 55,215 55,335: 4,370 4,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -2,275: -340 -665 -50 -1,725 -1,405 -2,115 -2,120: -160 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 33.7 3.4 62.0 55.7 92.7 92.9: 7.3 7.1
Old : 100.0: 27.3 33.7 3.4 62.0 55.7 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: 8 2 4 15 14 25 18:
Old : 30: 8 2 4 15 14 25 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 : 56.6 67.6 72.0 84.7 55.3 65.8 68.4 79.5
Old : 56.6 67.6 72.0 84.7 55.3 65.8 68.4 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 55,708: 14,435 14,570 1,655 37,360 37,570 53,450 53,795: 2,258 1,913
Old : 55,708: 14,435 14,570 1,655 37,360 37,570 53,450 53,795: 2,258 1,913
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -1,485: -755 -920 -10 -677 -527 -1,442 -1,457: -43 -28
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 26.2 3.0 67.1 67.4 95.9 96.6: 4.1 3.4
Old : 100.0: 25.9 26.2 3.0 67.1 67.4 95.9 96.6: 4.1 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 : 30: 3 3 3 21 12 26 16:
Old : 30: 3 3 3 21 12 26 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 74.3 77.4 90.2 52.3 70.6 71.6 82.8
Old : 55.0 74.3 77.4 90.2 52.3 70.6 71.6 82.8
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 08, 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 : 45,964: 9,060 10,065 2,620 33,034 32,179 44,714 44,864: 1,250 1,100
Old : 45,964: 9,060 10,065 2,620 33,034 32,179 44,714 44,864: 1,250 1,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -950: -655 -725 115 -385 -335 -925 -945: -25 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 21.9 5.7 71.9 70.0 97.3 97.6: 2.7 2.4
Old : 100.0: 19.7 21.9 5.7 71.9 70.0 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 : 31: 4 2 4 22 13 28 18:
Old : 31: 4 2 4 22 13 28 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 : 58.4 69.7 76.4 89.6 55.1 64.3 70.0 79.0
Old : 58.4 69.7 76.4 89.6 55.1 64.3 70.0 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 155,819: 1,200 33,381 5,219 129,424 97,243 135,843 135,843: 19,976 19,976
Old : 155,819: 1,200 33,381 5,219 129,424 97,243 135,843 135,843: 19,976 19,976
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -4,600: -125 630 -325 -5,091 -5,859 -5,541 -5,554: 941 954
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 21.4 3.3 83.1 62.4 87.2 87.2: 12.8 12.8
Old : 100.0: 0.8 21.4 3.3 83.1 62.4 87.2 87.2: 12.8 12.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 63.8 38.0 73.5 56.1 60.4 36.2 67.8 50.9
Old : 63.8 38.0 73.5 56.1 60.4 36.2 67.8 50.9
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 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 139,321: 1,050 30,916 7,414 117,259 87,393 125,723 125,723: 13,598 13,598
Old : 139,321: 1,050 30,916 7,414 117,259 87,393 125,723 125,723: 13,598 13,598
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -5,150: -75 325 -480 -4,268 -4,668 -4,823 -4,823: -327 -327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 22.2 5.3 84.2 62.7 90.2 90.2: 9.8 9.8
Old : 100.0: 0.8 22.2 5.3 84.2 62.7 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: 2 8 4 24 29 29 38:
Old : 42: 2 8 4 24 29 29 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.0 43.9 77.1 61.9 60.9 42.1 70.5 57.5
Old : 64.0 43.9 77.1 61.9 60.9 42.1 70.5 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 54,585: 320 10,605 2,355 47,030 37,290 49,705 50,250: 4,880 4,335
Old : 54,585: 320 10,605 2,355 47,030 37,290 49,705 50,250: 4,880 4,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 5,705: -490 -190 200 4,770 4,450 4,480 4,460: 1,225 1,245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 19.4 4.3 86.2 68.3 91.1 92.1: 8.9 7.9
Old : 100.0: 0.6 19.4 4.3 86.2 68.3 91.1 92.1: 8.9 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 3 3 17 17 21 21:
Old : 26: 2 3 3 17 17 21 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 : 61.5 50.0 78.4 70.5 56.2 48.0 67.4 60.4
Old : 61.5 50.0 78.4 70.5 56.2 48.0 67.4 60.4
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 08, 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 : 47,759: 365 9,800 3,205 40,274 31,289 43,844 44,294: 3,915 3,465
Old : 47,759: 365 9,800 3,205 40,274 31,289 43,844 44,294: 3,915 3,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 3,019: -520 240 -65 2,769 1,979 2,184 2,154: 835 865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 20.5 6.7 84.3 65.5 91.8 92.7: 8.2 7.3
Old : 100.0: 0.8 20.5 6.7 84.3 65.5 91.8 92.7: 8.2 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 3 17 20 20 23:
Old : 24: 1 2 3 17 20 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 52.0 71.9 73.8 51.3 45.2 61.4 57.4
Old : 56.6 52.0 71.9 73.8 51.3 45.2 61.4 57.4
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, October 08, 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 : 38,100: 17,080 75 770 18,785 36,135 36,635 36,980: 1,465 1,120
Old : 38,100: 17,080 75 770 18,785 36,135 36,635 36,980: 1,465 1,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -295: 90 0 -275 -145 -50 -330 -325: 35 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.8 0.2 2.0 49.3 94.8 96.2 97.1: 3.8 2.9
Old : 100.0: 44.8 0.2 2.0 49.3 94.8 96.2 97.1: 3.8 2.9
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: 4 1 3 13 18 17 22:
Old : 25: 4 1 3 13 18 17 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 : 64.0 71.5 81.2 88.1 62.2 61.3 74.2 77.7
Old : 64.0 71.5 81.2 88.1 62.2 61.3 74.2 77.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 08, 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 : 115,966: 9,290 11,415 4,220 83,649 81,584 97,159 97,219: 18,807 18,747
Old : 115,966: 9,290 11,415 4,220 83,649 81,584 97,159 97,219: 18,807 18,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -1,514: 225 10 -565 -1,637 -1,422 -1,977 -1,977: 463 463
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 9.8 3.6 72.1 70.4 83.8 83.8: 16.2 16.2
Old : 100.0: 8.0 9.8 3.6 72.1 70.4 83.8 83.8: 16.2 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: 4 2 3 29 27 35 30:
Old : 38: 4 2 3 29 27 35 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.5 44.4 51.4 62.5 29.6 33.3 39.0 42.1
Old : 33.5 44.4 51.4 62.5 29.6 33.3 39.0 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 08, 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 : 91,230: 7,080 3,865 8,780 61,740 65,100 77,600 77,745: 13,630 13,485
Old : 91,230: 7,080 3,865 8,780 61,740 65,100 77,600 77,745: 13,630 13,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -1,544: 275 340 -920 -954 -1,029 -1,599 -1,609: 55 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 4.2 9.6 67.7 71.4 85.1 85.2: 14.9 14.8
Old : 100.0: 7.8 4.2 9.6 67.7 71.4 85.1 85.2: 14.9 14.8
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 : 33: 1 2 3 26 26 30 29:
Old : 33: 1 2 3 26 26 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.1 47.9 66.1 66.4 35.7 34.3 44.0 42.9
Old : 45.1 47.9 66.1 66.4 35.7 34.3 44.0 42.9
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 08, 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 : 33,215: 6,160 300 545 23,820 29,745 30,525 30,590: 2,690 2,625
Old : 33,215: 6,160 300 545 23,820 29,745 30,525 30,590: 2,690 2,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: -180: -240 0 -65 300 90 -5 25: -175 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 0.9 1.6 71.7 89.6 91.9 92.1: 8.1 7.9
Old : 100.0: 18.5 0.9 1.6 71.7 89.6 91.9 92.1: 8.1 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 63.8 73.1 81.5 85.9 63.8 69.3 75.4 77.5
Old : 63.8 73.1 81.5 85.9 63.8 69.3 75.4 77.5
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 08, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 32,000: 4,705 530 405 24,580 28,770 29,690 29,705: 2,310 2,295
Old : 32,000: 4,705 530 405 24,580 28,770 29,690 29,705: 2,310 2,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 1, 2019 :
: 10: -205 -35 -15 345 185 125 135: -115 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 1.7 1.3 76.8 89.9 92.8 92.8: 7.2 7.2
Old : 100.0: 14.7 1.7 1.3 76.8 89.9 92.8 92.8: 7.2 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 64.8 72.5 81.3 86.8 64.7 67.2 76.1 77.0
Old : 64.8 72.5 81.3 86.8 64.7 67.2 76.1 77.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 11, 2019