ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 65,296: 0 883 995 55,096 54,213 56,091 56,091: 9,205 9,205
Old : 65,296: 0 883 995 55,096 54,213 56,091 56,091: 9,205 9,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 1,410: 0 -300 0 680 980 680 680: 730 730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 1.5 84.4 83.0 85.9 85.9: 14.1 14.1
Old : 100.0: 0.0 1.4 1.5 84.4 83.0 85.9 85.9: 14.1 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 2 1 21 20 22 22:
Old : 27: 0 2 1 21 20 22 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 : 70.6 53.6 80.9 72.1 65.0 53.0 71.1 67.9
Old : 70.6 53.6 80.9 72.1 65.0 53.0 71.1 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 57,382: 0 1,795 375 48,614 46,804 48,989 48,974: 8,393 8,408
Old : 57,382: 0 1,795 375 48,614 46,804 48,989 48,974: 8,393 8,408
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 1,615: 0 -400 185 580 965 765 750: 850 865
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 0.7 84.7 81.6 85.4 85.3: 14.6 14.7
Old : 100.0: 0.0 3.1 0.7 84.7 81.6 85.4 85.3: 14.6 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 : 25: 0 1 1 16 20 17 21:
Old : 25: 0 1 1 16 20 17 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 52.8 80.5 72.4 68.0 51.9 71.5 66.9
Old : 72.2 52.8 80.5 72.4 68.0 51.9 71.5 66.9
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, November 05, 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 : 27,505: 2,315 2,160 75 22,327 22,277 24,717 24,512: 2,788 2,993
Old : 27,505: 2,315 2,160 75 22,327 22,277 24,717 24,512: 2,788 2,993
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 7.9 0.3 81.2 81.0 89.9 89.1: 10.1 10.9
Old : 100.0: 8.4 7.9 0.3 81.2 81.0 89.9 89.1: 10.1 10.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 2 1 12 14 15 17:
Old : 22: 3 2 1 12 14 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.2 50.3 83.5 76.0 60.5 47.1 69.4 68.3
Old : 68.2 50.3 83.5 76.0 60.5 47.1 69.4 68.3
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, November 05, 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 : 24,095: 2,180 1,680 140 19,615 20,075 21,935 21,895: 2,160 2,200
Old : 24,095: 2,180 1,680 140 19,615 20,075 21,935 21,895: 2,160 2,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 7.0 0.6 81.4 83.3 91.0 90.9: 9.0 9.1
Old : 100.0: 9.0 7.0 0.6 81.4 83.3 91.0 90.9: 9.0 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 2 2 11 17 16 19:
Old : 23: 3 2 2 11 17 16 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 : 69.7 48.7 86.4 73.7 58.2 46.0 64.2 61.5
Old : 69.7 48.7 86.4 73.7 58.2 46.0 64.2 61.5
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, November 05, 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 : 47,890: 12,530 685 4,735 27,008 39,373 44,273 44,793: 3,617 3,097
Old : 47,890: 12,530 685 4,735 27,008 39,373 44,273 44,793: 3,617 3,097
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 375: -355 0 225 518 168 388 393: -13 -18
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 1.4 9.9 56.4 82.2 92.4 93.5: 7.6 6.5
Old : 100.0: 26.2 1.4 9.9 56.4 82.2 92.4 93.5: 7.6 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 3 16 22 19 25:
Old : 25: 2 1 3 16 22 19 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 : 59.9 64.9 77.4 78.0 44.9 48.5 53.0 55.1
Old : 59.9 64.9 77.4 78.0 44.9 48.5 53.0 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 26,495: 5,120 880 4,075 14,894 19,404 24,089 24,359: 2,406 2,136
Old : 26,495: 5,120 880 4,075 14,894 19,404 24,089 24,359: 2,406 2,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -260: -300 100 0 7 -393 -293 -293: 33 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 3.3 15.4 56.2 73.2 90.9 91.9: 9.1 8.1
Old : 100.0: 19.3 3.3 15.4 56.2 73.2 90.9 91.9: 9.1 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 3 13 15 16 18:
Old : 20: 1 2 3 13 15 16 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 : 64.3 68.6 80.2 81.5 50.7 53.9 57.9 59.3
Old : 64.3 68.6 80.2 81.5 50.7 53.9 57.9 59.3
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, November 05, 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 : 26,185: 460 11,850 2,075 22,445 11,445 24,980 25,370: 1,205 815
Old : 26,185: 460 11,850 2,075 22,445 11,445 24,980 25,370: 1,205 815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 80: 0 120 -120 120 0 0 0: 80 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 45.3 7.9 85.7 43.7 95.4 96.9: 4.6 3.1
Old : 100.0: 1.8 45.3 7.9 85.7 43.7 95.4 96.9: 4.6 3.1
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 : 21: 1 1 2 17 15 19 17:
Old : 21: 1 1 2 17 15 19 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 : 61.3 79.8 83.0 90.1 44.0 52.6 52.2 55.9
Old : 61.3 79.8 83.0 90.1 44.0 52.6 52.2 55.9
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, November 05, 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 : 97,133: 11,505 2,860 3,375 62,498 70,613 77,378 76,848: 19,755 20,285
Old : 97,133: 11,505 2,860 3,375 62,498 70,613 77,378 76,848: 19,755 20,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 2,975: 750 50 -150 1,417 2,150 2,017 2,050: 958 925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 2.9 3.5 64.3 72.7 79.7 79.1: 20.3 20.9
Old : 100.0: 11.8 2.9 3.5 64.3 72.7 79.7 79.1: 20.3 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 4 3 20 25 23 31:
Old : 32: 2 4 3 20 25 23 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 : 51.7 45.3 68.0 59.8 45.0 44.1 55.8 53.3
Old : 51.7 45.3 68.0 59.8 45.0 44.1 55.8 53.3
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, November 05, 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 : 92,516: 9,750 2,620 3,470 60,859 67,389 74,079 73,479: 18,437 19,037
Old : 92,516: 9,750 2,620 3,470 60,859 67,389 74,079 73,479: 18,437 19,037
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 4,005: 1,260 560 215 1,619 2,320 3,094 3,095: 911 910
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 2.8 3.8 65.8 72.8 80.1 79.4: 19.9 20.6
Old : 100.0: 10.5 2.8 3.8 65.8 72.8 80.1 79.4: 19.9 20.6
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 : 31: 1 4 3 20 24 23 29:
Old : 31: 1 4 3 20 24 23 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 : 53.9 44.9 68.4 60.6 47.5 43.5 56.4 52.7
Old : 53.9 44.9 68.4 60.6 47.5 43.5 56.4 52.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 26,886: 3,235 10,455 895 18,381 12,226 22,511 23,576: 4,375 3,310
Old : 26,886: 3,235 10,455 895 18,381 12,226 22,511 23,576: 4,375 3,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 105: -150 120 50 -57 -87 -157 83: 262 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 38.9 3.3 68.4 45.5 83.7 87.7: 16.3 12.3
Old : 100.0: 12.0 38.9 3.3 68.4 45.5 83.7 87.7: 16.3 12.3
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 5 4 18 11 23 17:
Old : 26: 2 5 4 18 11 23 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 : 36.9 57.9 58.2 77.6 35.3 50.6 53.1 62.1
Old : 36.9 57.9 58.2 77.6 35.3 50.6 53.1 62.1
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, November 05, 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 : 27,936: 4,295 10,515 1,910 16,718 12,243 22,923 24,668: 5,013 3,268
Old : 27,936: 4,295 10,515 1,910 16,718 12,243 22,923 24,668: 5,013 3,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 930: 710 980 15 -57 -87 668 908: 262 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 37.6 6.8 59.8 43.8 82.1 88.3: 17.9 11.7
Old : 100.0: 15.4 37.6 6.8 59.8 43.8 82.1 88.3: 17.9 11.7
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 : 24: 3 4 4 16 11 21 17:
Old : 24: 3 4 4 16 11 21 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 : 36.7 60.1 58.8 78.0 34.0 53.6 51.4 62.7
Old : 36.7 60.1 58.8 78.0 34.0 53.6 51.4 62.7
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, November 05, 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 : 27,269: 9,540 6,000 470 13,960 17,880 23,970 24,350: 3,299 2,919
Old : 27,269: 9,540 6,000 470 13,960 17,880 23,970 24,350: 3,299 2,919
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 150: 0 55 -5 150 100 145 150: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 22.0 1.7 51.2 65.6 87.9 89.3: 12.1 10.7
Old : 100.0: 35.0 22.0 1.7 51.2 65.6 87.9 89.3: 12.1 10.7
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: 1 3 3 14 8 17 12:
Old : 21: 1 3 3 14 8 17 12:
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 : 68.9 74.0 84.2 86.7 67.6 70.3 78.3 80.0
Old : 68.9 74.0 84.2 86.7 67.6 70.3 78.3 80.0
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, November 05, 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 : 26,531: 9,590 5,885 470 13,438 17,448 23,498 23,803: 3,033 2,728
Old : 26,531: 9,590 5,885 470 13,438 17,448 23,498 23,803: 3,033 2,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 150: 0 55 -5 150 100 145 150: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 22.2 1.8 50.7 65.8 88.6 89.7: 11.4 10.3
Old : 100.0: 36.1 22.2 1.8 50.7 65.8 88.6 89.7: 11.4 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 3 3 14 8 18 12:
Old : 22: 2 3 3 14 8 18 12:
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 : 68.9 75.6 83.6 88.1 67.6 72.4 78.9 81.9
Old : 68.9 75.6 83.6 88.1 67.6 72.4 78.9 81.9
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, November 05, 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 : 56,148: 29,140 0 0 22,398 51,391 51,538 51,391: 4,610 4,757
Old : 56,148: 29,140 0 0 22,398 51,391 51,538 51,391: 4,610 4,757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 905: 440 0 0 80 520 520 520: 385 385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 0.0 0.0 39.9 91.5 91.8 91.5: 8.2 8.5
Old : 100.0: 51.9 0.0 0.0 39.9 91.5 91.8 91.5: 8.2 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 : 24: 5 0 0 14 16 19 16:
Old : 24: 5 0 0 14 16 19 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 : 64.9 79.4 85.6 88.2 64.1 79.3 81.8 86.4
Old : 64.9 79.4 85.6 88.2 64.1 79.3 81.8 86.4
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, November 05, 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 : 56,870: 28,445 0 0 23,742 52,073 52,187 52,073: 4,683 4,797
Old : 56,870: 28,445 0 0 23,742 52,073 52,187 52,073: 4,683 4,797
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 881: 420 0 0 111 531 531 531: 350 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.0 0.0 0.0 41.7 91.6 91.8 91.6: 8.2 8.4
Old : 100.0: 50.0 0.0 0.0 41.7 91.6 91.8 91.6: 8.2 8.4
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 : 23: 4 0 0 14 16 18 16:
Old : 23: 4 0 0 14 16 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.1 81.3 86.7 88.3 62.3 81.2 84.1 87.4
Old : 63.1 81.3 86.7 88.3 62.3 81.2 84.1 87.4
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, November 05, 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 : 65,680: 33,475 0 1,490 26,390 60,045 61,355 61,535: 4,325 4,145
Old : 65,680: 33,475 0 1,490 26,390 60,045 61,355 61,535: 4,325 4,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 1,115: 825 0 -200 290 1,115 915 915: 200 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.0 0.0 2.3 40.2 91.4 93.4 93.7: 6.6 6.3
Old : 100.0: 51.0 0.0 2.3 40.2 91.4 93.4 93.7: 6.6 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 : 33: 9 0 3 20 15 29 18:
Old : 33: 9 0 3 20 15 29 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 76.2 76.3 88.5 55.3 75.4 73.1 83.5
Old : 57.5 76.2 76.3 88.5 55.3 75.4 73.1 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, November 05, 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 : 65,030: 32,875 0 1,715 26,395 59,450 60,985 61,165: 4,045 3,865
Old : 65,030: 32,875 0 1,715 26,395 59,450 60,985 61,165: 4,045 3,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 1,250: 825 0 -200 480 1,305 1,105 1,105: 145 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 0.0 2.6 40.6 91.4 93.8 94.1: 6.2 5.9
Old : 100.0: 50.6 0.0 2.6 40.6 91.4 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 : 32: 8 0 2 20 13 28 15:
Old : 32: 8 0 2 20 13 28 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.4 75.1 76.5 88.9 54.7 74.2 73.1 82.3
Old : 57.4 75.1 76.5 88.9 54.7 74.2 73.1 82.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 18,995: 2,090 6,360 355 15,435 11,245 17,880 17,960: 1,115 1,035
Old : 18,995: 2,090 6,360 355 15,435 11,245 17,880 17,960: 1,115 1,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 45: -250 0 70 250 0 70 70: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 33.5 1.9 81.3 59.2 94.1 94.6: 5.9 5.4
Old : 100.0: 11.0 33.5 1.9 81.3 59.2 94.1 94.6: 5.9 5.4
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 5 2 15 9 17 16:
Old : 24: 2 5 2 15 9 17 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 : 58.7 58.8 79.2 87.3 47.4 56.0 61.6 69.9
Old : 58.7 58.8 79.2 87.3 47.4 56.0 61.6 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 18,460: 2,865 6,360 230 13,390 10,840 16,485 17,430: 1,975 1,030
Old : 18,460: 2,865 6,360 230 13,390 10,840 16,485 17,430: 1,975 1,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -10: -25 0 0 25 0 0 0: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 34.5 1.2 72.5 58.7 89.3 94.4: 10.7 5.6
Old : 100.0: 15.5 34.5 1.2 72.5 58.7 89.3 94.4: 10.7 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 : 23: 2 5 2 14 9 16 16:
Old : 23: 2 5 2 14 9 16 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 : 59.6 58.5 79.4 87.9 49.8 57.6 61.1 71.9
Old : 59.6 58.5 79.4 87.9 49.8 57.6 61.1 71.9
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, November 05, 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 : 70,580: 22,085 20,155 2,235 40,990 43,040 65,310 65,430: 5,270 5,150
Old : 70,580: 22,085 20,155 2,235 40,990 43,040 65,310 65,430: 5,270 5,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 1,055: 180 100 205 555 635 940 940: 115 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 28.6 3.2 58.1 61.0 92.5 92.7: 7.5 7.3
Old : 100.0: 31.3 28.6 3.2 58.1 61.0 92.5 92.7: 7.5 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 : 32: 8 2 5 15 15 25 20:
Old : 32: 8 2 5 15 15 25 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 : 60.2 63.8 74.1 81.7 58.9 62.3 72.8 78.0
Old : 60.2 63.8 74.1 81.7 58.9 62.3 72.8 78.0
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, November 05, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 67,605: 19,295 20,155 2,405 40,795 40,055 62,495 62,615: 5,110 4,990
Old : 67,605: 19,295 20,155 2,405 40,795 40,055 62,495 62,615: 5,110 4,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 1,105: 180 100 195 560 640 935 935: 170 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.5 29.8 3.6 60.3 59.2 92.4 92.6: 7.6 7.4
Old : 100.0: 28.5 29.8 3.6 60.3 59.2 92.4 92.6: 7.6 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 8 2 5 16 17 26 22:
Old : 32: 8 2 5 16 17 26 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 65.0 74.2 81.4 58.4 63.3 71.0 78.1
Old : 60.0 65.0 74.2 81.4 58.4 63.3 71.0 78.1
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, November 05, 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 : 56,518: 12,520 13,925 2,380 39,115 38,055 54,015 54,360: 2,503 2,158
Old : 56,518: 12,520 13,925 2,380 39,115 38,055 54,015 54,360: 2,503 2,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 450: 235 -150 0 145 530 380 380: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 24.6 4.2 69.2 67.3 95.6 96.2: 4.4 3.8
Old : 100.0: 22.2 24.6 4.2 69.2 67.3 95.6 96.2: 4.4 3.8
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: 3 3 2 23 15 27 19:
Old : 33: 3 3 2 23 15 27 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 : 52.9 71.5 77.0 88.9 48.8 67.6 68.4 79.5
Old : 52.9 71.5 77.0 88.9 48.8 67.6 68.4 79.5
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, November 05, 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 : 47,624: 8,645 10,720 2,945 34,639 32,714 46,229 46,379: 1,395 1,245
Old : 47,624: 8,645 10,720 2,945 34,639 32,714 46,229 46,379: 1,395 1,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 400: 185 -150 0 145 480 330 330: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 22.5 6.2 72.7 68.7 97.1 97.4: 2.9 2.6
Old : 100.0: 18.2 22.5 6.2 72.7 68.7 97.1 97.4: 2.9 2.6
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: 4 3 3 23 15 28 20:
Old : 33: 4 3 3 23 15 28 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 : 55.8 66.7 77.2 88.7 50.9 61.6 67.8 75.9
Old : 55.8 66.7 77.2 88.7 50.9 61.6 67.8 75.9
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, November 05, 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 : 165,275: 1,150 34,156 7,129 133,206 100,200 141,485 141,485: 23,790 23,790
Old : 165,275: 1,150 34,156 7,129 133,206 100,200 141,485 141,485: 23,790 23,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 1,785: 0 980 350 844 -136 1,194 1,194: 591 591
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 20.7 4.3 80.6 60.6 85.6 85.6: 14.4 14.4
Old : 100.0: 0.7 20.7 4.3 80.6 60.6 85.6 85.6: 14.4 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 44: 2 9 5 29 30 35 40:
Old : 44: 2 9 5 29 30 35 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 : 59.0 37.2 70.7 53.6 56.1 35.7 63.0 48.5
Old : 59.0 37.2 70.7 53.6 56.1 35.7 63.0 48.5
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, November 05, 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 : 149,429: 1,000 31,921 9,834 121,210 90,289 132,044 132,044: 17,385 17,385
Old : 149,429: 1,000 31,921 9,834 121,210 90,289 132,044 132,044: 17,385 17,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 2,725: 0 1,135 930 996 -139 1,926 1,926: 799 799
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 21.4 6.6 81.1 60.4 88.4 88.4: 11.6 11.6
Old : 100.0: 0.7 21.4 6.6 81.1 60.4 88.4 88.4: 11.6 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 : 42: 2 8 6 25 29 32 38:
Old : 42: 2 8 6 25 29 32 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 : 58.2 42.7 73.3 60.0 54.3 40.9 63.2 54.7
Old : 58.2 42.7 73.3 60.0 54.3 40.9 63.2 54.7
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, November 05, 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 : 56,810: 60 10,755 2,275 50,075 39,385 52,410 52,415: 4,400 4,395
Old : 56,810: 60 10,755 2,275 50,075 39,385 52,410 52,415: 4,400 4,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 710: -60 50 -295 1,050 940 695 695: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 18.9 4.0 88.1 69.3 92.3 92.3: 7.7 7.7
Old : 100.0: 0.1 18.9 4.0 88.1 69.3 92.3 92.3: 7.7 7.7
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: 2 3 2 17 18 20 22:
Old : 27: 2 3 2 17 18 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 48.5 80.5 69.1 60.0 45.4 69.5 59.2
Old : 63.9 48.5 80.5 69.1 60.0 45.4 69.5 59.2
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, November 05, 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 : 49,019: 175 9,700 2,640 42,514 33,004 45,329 45,344: 3,690 3,675
Old : 49,019: 175 9,700 2,640 42,514 33,004 45,329 45,344: 3,690 3,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 594: -60 250 -680 1,464 1,139 724 709: -130 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 19.8 5.4 86.7 67.3 92.5 92.5: 7.5 7.5
Old : 100.0: 0.4 19.8 5.4 86.7 67.3 92.5 92.5: 7.5 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 2 18 21 20 24:
Old : 25: 1 2 2 18 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 : 59.0 50.3 74.8 71.7 55.1 44.0 64.1 55.8
Old : 59.0 50.3 74.8 71.7 55.1 44.0 64.1 55.8
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, November 05, 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 : 37,585: 15,090 75 1,295 19,650 35,010 36,035 36,380: 1,550 1,205
Old : 37,585: 15,090 75 1,295 19,650 35,010 36,035 36,380: 1,550 1,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 100: 230 0 300 -460 -230 70 70: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 0.2 3.4 52.3 93.1 95.9 96.8: 4.1 3.2
Old : 100.0: 40.1 0.2 3.4 52.3 93.1 95.9 96.8: 4.1 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 1 3 14 19 18 23:
Old : 25: 4 1 3 14 19 18 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 73.7 79.0 85.8 56.0 61.9 69.3 72.8
Old : 59.7 73.7 79.0 85.8 56.0 61.9 69.3 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 05, 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 : 45,075: 25,650 0 1,920 16,140 41,895 43,710 43,815: 1,365 1,260
Old : 45,075: 25,650 0 1,920 16,140 41,895 43,710 43,815: 1,365 1,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: -260: -220 0 290 -330 -550 -260 -260: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.9 0.0 4.3 35.8 92.9 97.0 97.2: 3.0 2.8
Old : 100.0: 56.9 0.0 4.3 35.8 92.9 97.0 97.2: 3.0 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 : 20: 3 0 3 12 14 15 17:
Old : 20: 3 0 3 12 14 15 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.9 77.2 91.4 91.8 70.5 66.3 77.7 78.0
Old : 74.9 77.2 91.4 91.8 70.5 66.3 77.7 78.0
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, November 05, 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 : 123,724: 9,240 11,140 3,900 90,019 88,179 103,159 103,219: 20,565 20,505
Old : 123,724: 9,240 11,140 3,900 90,019 88,179 103,159 103,219: 20,565 20,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 1,150: -250 1,670 -55 467 -1,453 162 162: 988 988
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 9.0 3.2 72.8 71.3 83.4 83.4: 16.6 16.6
Old : 100.0: 7.5 9.0 3.2 72.8 71.3 83.4 83.4: 16.6 16.6
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 29 35 32:
Old : 38: 4 2 3 29 29 35 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 34.7 41.8 52.5 58.8 28.0 30.7 37.1 38.6
Old : 34.7 41.8 52.5 58.8 28.0 30.7 37.1 38.6
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, November 05, 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 : 98,719: 6,970 5,865 8,050 68,304 69,584 83,324 83,499: 15,395 15,220
Old : 98,719: 6,970 5,865 8,050 68,304 69,584 83,324 83,499: 15,395 15,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 1,995: -210 2,720 -500 2,250 -650 1,540 1,570: 455 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 5.9 8.2 69.2 70.5 84.4 84.6: 15.6 15.4
Old : 100.0: 7.1 5.9 8.2 69.2 70.5 84.4 84.6: 15.6 15.4
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 : 33: 1 2 3 26 28 30 31:
Old : 33: 1 2 3 26 28 30 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 : 41.0 43.2 61.9 61.6 32.2 29.4 39.0 38.9
Old : 41.0 43.2 61.9 61.6 32.2 29.4 39.0 38.9
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, November 05, 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 : 33,615: 6,060 300 645 24,220 30,045 30,925 30,990: 2,690 2,625
Old : 33,615: 6,060 300 645 24,220 30,045 30,925 30,990: 2,690 2,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 0.9 1.9 72.1 89.4 92.0 92.2: 8.0 7.8
Old : 100.0: 18.0 0.9 1.9 72.1 89.4 92.0 92.2: 8.0 7.8
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 : 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 : 63.0 72.3 81.7 85.8 63.0 68.5 74.5 76.5
Old : 63.0 72.3 81.7 85.8 63.0 68.5 74.5 76.5
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, November 05, 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 : 32,400: 4,605 530 505 24,980 29,070 30,090 30,105: 2,310 2,295
Old : 32,400: 4,605 530 505 24,980 29,070 30,090 30,105: 2,310 2,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 29, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 1.6 1.6 77.1 89.7 92.9 92.9: 7.1 7.1
Old : 100.0: 14.2 1.6 1.6 77.1 89.7 92.9 92.9: 7.1 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 : 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 : 64.0 71.6 81.5 86.6 63.9 66.3 74.2 76.0
Old : 64.0 71.6 81.5 86.6 63.9 66.3 74.2 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 08, 2019