ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 65,936: 0 1,383 495 56,346 54,983 56,841 56,861: 9,095 9,075
Old : 65,936: 0 1,383 495 56,346 54,983 56,841 56,861: 9,095 9,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: 640: 0 500 -500 1,250 770 750 770: -110 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.1 0.8 85.5 83.4 86.2 86.2: 13.8 13.8
Old : 100.0: 0.0 2.1 0.8 85.5 83.4 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 : 26: 0 2 1 18 19 19 21:
Old : 26: 0 2 1 18 19 19 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 : 72.1 52.8 81.9 73.1 67.5 52.3 72.5 66.9
Old : 72.1 52.8 81.9 73.1 67.5 52.3 72.5 66.9
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 12, 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 : 56,411: 0 1,780 305 48,196 46,421 48,501 48,506: 7,910 7,905
Old : 56,411: 0 1,780 305 48,196 46,421 48,501 48,506: 7,910 7,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -971: 0 -15 -70 -418 -383 -488 -468: -483 -503
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 0.5 85.4 82.3 86.0 86.0: 14.0 14.0
Old : 100.0: 0.0 3.2 0.5 85.4 82.3 86.0 86.0: 14.0 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 1 1 16 18 17 19:
Old : 23: 0 1 1 16 18 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.0 54.3 81.3 73.2 71.9 53.4 75.3 67.8
Old : 74.0 54.3 81.3 73.2 71.9 53.4 75.3 67.8
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, November 12, 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 : 26,665: 2,290 2,050 50 21,823 22,028 24,163 24,128: 2,502 2,537
Old : 26,665: 2,290 2,050 50 21,823 22,028 24,163 24,128: 2,502 2,537
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -840: -25 -110 -25 -504 -249 -554 -384: -286 -456
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 7.7 0.2 81.8 82.6 90.6 90.5: 9.4 9.5
Old : 100.0: 8.6 7.7 0.2 81.8 82.6 90.6 90.5: 9.4 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 2 1 12 15 15 18:
Old : 23: 3 2 1 12 15 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.3 51.0 84.4 76.4 62.9 47.6 70.3 68.6
Old : 71.3 51.0 84.4 76.4 62.9 47.6 70.3 68.6
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 12, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 23,145: 2,180 1,670 110 18,845 19,320 21,135 21,100: 2,010 2,045
Old : 23,145: 2,180 1,670 110 18,845 19,320 21,135 21,100: 2,010 2,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -950: 0 -10 -30 -770 -755 -800 -795: -150 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 7.2 0.5 81.4 83.5 91.3 91.2: 8.7 8.8
Old : 100.0: 9.4 7.2 0.5 81.4 83.5 91.3 91.2: 8.7 8.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 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 : 71.9 48.7 87.2 74.2 59.4 45.8 63.9 61.7
Old : 71.9 48.7 87.2 74.2 59.4 45.8 63.9 61.7
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, November 12, 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 : 46,632: 12,495 685 4,625 26,155 38,485 43,275 43,795: 3,357 2,837
Old : 46,632: 12,495 685 4,625 26,155 38,485 43,275 43,795: 3,357 2,837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -1,258: -35 0 -110 -853 -888 -998 -998: -260 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 1.5 9.9 56.1 82.5 92.8 93.9: 7.2 6.1
Old : 100.0: 26.8 1.5 9.9 56.1 82.5 92.8 93.9: 7.2 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 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 : 61.2 66.6 77.6 79.9 46.1 49.9 53.7 55.6
Old : 61.2 66.6 77.6 79.9 46.1 49.9 53.7 55.6
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 12, 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 : 25,835: 4,670 605 4,085 14,714 19,049 23,469 23,739: 2,366 2,096
Old : 25,835: 4,670 605 4,085 14,714 19,049 23,469 23,739: 2,366 2,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -660: -450 -275 10 -180 -355 -620 -620: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 2.3 15.8 57.0 73.7 90.8 91.9: 9.2 8.1
Old : 100.0: 18.1 2.3 15.8 57.0 73.7 90.8 91.9: 9.2 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 : 64.1 70.0 80.0 81.6 49.0 54.0 56.8 58.3
Old : 64.1 70.0 80.0 81.6 49.0 54.0 56.8 58.3
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 12, 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 : 25,765: 260 11,800 2,075 22,335 11,125 24,670 25,000: 1,095 765
Old : 25,765: 260 11,800 2,075 22,335 11,125 24,670 25,000: 1,095 765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -420: -200 -50 0 -110 -320 -310 -370: -110 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 45.8 8.1 86.7 43.2 95.8 97.0: 4.2 3.0
Old : 100.0: 1.0 45.8 8.1 86.7 43.2 95.8 97.0: 4.2 3.0
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: 1 1 2 18 15 20 17:
Old : 22: 1 1 2 18 15 20 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 : 62.0 80.4 83.9 90.7 44.6 52.8 52.6 56.1
Old : 62.0 80.4 83.9 90.7 44.6 52.8 52.6 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 93,236: 12,340 2,735 2,235 59,981 69,096 74,556 74,066: 18,680 19,170
Old : 93,236: 12,340 2,735 2,235 59,981 69,096 74,556 74,066: 18,680 19,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -3,897: 835 -125 -1,140 -2,517 -1,517 -2,822 -2,782: -1,075 -1,115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 2.9 2.4 64.3 74.1 80.0 79.4: 20.0 20.6
Old : 100.0: 13.2 2.9 2.4 64.3 74.1 80.0 79.4: 20.0 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 : 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 : 52.9 47.6 68.8 62.3 47.2 46.9 57.4 56.3
Old : 52.9 47.6 68.8 62.3 47.2 46.9 57.4 56.3
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 12, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 89,168: 10,705 2,720 2,210 58,598 66,023 71,513 70,953: 17,655 18,215
Old : 89,168: 10,705 2,720 2,210 58,598 66,023 71,513 70,953: 17,655 18,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -3,348: 955 100 -1,260 -2,261 -1,366 -2,566 -2,526: -782 -822
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 3.1 2.5 65.7 74.0 80.2 79.6: 19.8 20.4
Old : 100.0: 12.0 3.1 2.5 65.7 74.0 80.2 79.6: 19.8 20.4
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: 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 : 54.8 46.9 68.9 62.7 49.5 46.1 58.1 55.5
Old : 54.8 46.9 68.9 62.7 49.5 46.1 58.1 55.5
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 12, 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 : 26,325: 3,360 11,155 845 18,000 11,255 22,205 23,255: 4,120 3,070
Old : 26,325: 3,360 11,155 845 18,000 11,255 22,205 23,255: 4,120 3,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -561: 125 700 -50 -381 -971 -306 -321: -255 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 42.4 3.2 68.4 42.8 84.3 88.3: 15.7 11.7
Old : 100.0: 12.8 42.4 3.2 68.4 42.8 84.3 88.3: 15.7 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 : 27: 3 5 4 18 11 24 17:
Old : 27: 3 5 4 18 11 24 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 : 38.1 59.7 59.8 78.2 36.5 52.2 54.9 63.6
Old : 38.1 59.7 59.8 78.2 36.5 52.2 54.9 63.6
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 12, 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 : 27,400: 4,355 11,250 1,825 16,457 11,297 22,637 24,372: 4,763 3,028
Old : 27,400: 4,355 11,250 1,825 16,457 11,297 22,637 24,372: 4,763 3,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -536: 60 735 -85 -261 -946 -286 -296: -250 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 41.1 6.7 60.1 41.2 82.6 88.9: 17.4 11.1
Old : 100.0: 15.9 41.1 6.7 60.1 41.2 82.6 88.9: 17.4 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 4 4 16 11 22 17:
Old : 25: 4 4 4 16 11 22 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 : 38.0 61.9 60.4 78.5 35.1 55.6 53.0 63.9
Old : 38.0 61.9 60.4 78.5 35.1 55.6 53.0 63.9
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 12, 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 : 26,558: 9,290 5,845 450 13,669 17,514 23,409 23,809: 3,149 2,749
Old : 26,558: 9,290 5,845 450 13,669 17,514 23,409 23,809: 3,149 2,749
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -711: -250 -155 -20 -291 -366 -561 -541: -150 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 22.0 1.7 51.5 65.9 88.1 89.6: 11.9 10.4
Old : 100.0: 35.0 22.0 1.7 51.5 65.9 88.1 89.6: 11.9 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 68.5 74.7 84.6 86.9 67.2 70.3 77.6 79.8
Old : 68.5 74.7 84.6 86.9 67.2 70.3 77.6 79.8
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 12, 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 : 25,688: 9,290 5,705 440 12,727 16,972 22,457 23,117: 3,231 2,571
Old : 25,688: 9,290 5,705 440 12,727 16,972 22,457 23,117: 3,231 2,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -843: -300 -180 -30 -711 -476 -1,041 -686: 198 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.2 22.2 1.7 49.5 66.1 87.4 90.0: 12.6 10.0
Old : 100.0: 36.2 22.2 1.7 49.5 66.1 87.4 90.0: 12.6 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 3 3 13 7 16 11:
Old : 20: 1 3 3 13 7 16 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 : 69.0 76.8 84.2 88.6 67.6 72.5 78.5 81.9
Old : 69.0 76.8 84.2 88.6 67.6 72.5 78.5 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 12, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 53,901: 27,695 0 0 21,998 49,568 49,693 49,568: 4,208 4,333
Old : 53,901: 27,695 0 0 21,998 49,568 49,693 49,568: 4,208 4,333
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -2,247: -1,445 0 0 -400 -1,823 -1,845 -1,823: -402 -424
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.4 0.0 0.0 40.8 92.0 92.2 92.0: 7.8 8.0
Old : 100.0: 51.4 0.0 0.0 40.8 92.0 92.2 92.0: 7.8 8.0
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 : 24: 5 0 0 13 16 18 16:
Old : 24: 5 0 0 13 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 : 65.8 80.1 86.6 88.6 65.0 79.9 83.0 87.1
Old : 65.8 80.1 86.6 88.6 65.0 79.9 83.0 87.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 54,737: 27,200 0 0 23,272 50,375 50,472 50,375: 4,265 4,362
Old : 54,737: 27,200 0 0 23,272 50,375 50,472 50,375: 4,265 4,362
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -2,133: -1,245 0 0 -470 -1,698 -1,715 -1,698: -418 -435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.7 0.0 0.0 42.5 92.0 92.2 92.0: 7.8 8.0
Old : 100.0: 49.7 0.0 0.0 42.5 92.0 92.2 92.0: 7.8 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 0 0 14 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 : 63.3 81.7 87.4 88.7 62.5 81.5 84.6 87.7
Old : 63.3 81.7 87.4 88.7 62.5 81.5 84.6 87.7
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 12, 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 : 63,140: 32,045 75 1,290 26,050 58,200 59,385 59,565: 3,755 3,575
Old : 63,140: 32,045 75 1,290 26,050 58,200 59,385 59,565: 3,755 3,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -2,540: -1,430 75 -200 -340 -1,845 -1,970 -1,970: -570 -570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.8 0.1 2.0 41.3 92.2 94.1 94.3: 5.9 5.7
Old : 100.0: 50.8 0.1 2.0 41.3 92.2 94.1 94.3: 5.9 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 7 1 2 18 13 25 16:
Old : 32: 7 1 2 18 13 25 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 76.5 78.1 89.5 55.6 75.9 74.4 85.3
Old : 57.7 76.5 78.1 89.5 55.6 75.9 74.4 85.3
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 12, 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 : 62,515: 31,445 0 1,540 26,080 57,705 59,065 59,245: 3,450 3,270
Old : 62,515: 31,445 0 1,540 26,080 57,705 59,065 59,245: 3,450 3,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -2,515: -1,430 0 -175 -315 -1,745 -1,920 -1,920: -595 -595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 0.0 2.5 41.7 92.3 94.5 94.8: 5.5 5.2
Old : 100.0: 50.3 0.0 2.5 41.7 92.3 94.5 94.8: 5.5 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 0 2 18 13 25 15:
Old : 31: 7 0 2 18 13 25 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 : 57.6 75.5 78.1 89.7 55.1 74.7 74.4 84.2
Old : 57.6 75.5 78.1 89.7 55.1 74.7 74.4 84.2
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 12, 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 : 18,345: 1,810 5,835 330 15,260 11,305 17,400 17,470: 945 875
Old : 18,345: 1,810 5,835 330 15,260 11,305 17,400 17,470: 945 875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -650: -280 -525 -25 -175 60 -480 -490: -170 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 31.8 1.8 83.2 61.6 94.8 95.2: 5.2 4.8
Old : 100.0: 9.9 31.8 1.8 83.2 61.6 94.8 95.2: 5.2 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 4 1 15 10 17 15:
Old : 23: 2 4 1 15 10 17 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 : 53.9 59.3 78.1 87.6 42.9 56.1 60.1 69.6
Old : 53.9 59.3 78.1 87.6 42.9 56.1 60.1 69.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 17,790: 2,595 5,835 205 13,230 10,900 16,030 16,940: 1,760 850
Old : 17,790: 2,595 5,835 205 13,230 10,900 16,030 16,940: 1,760 850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -670: -270 -525 -25 -160 60 -455 -490: -215 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 32.8 1.2 74.4 61.3 90.1 95.2: 9.9 4.8
Old : 100.0: 14.6 32.8 1.2 74.4 61.3 90.1 95.2: 9.9 4.8
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 : 22: 2 4 1 14 10 16 15:
Old : 22: 2 4 1 14 10 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.2 59.0 78.9 88.2 47.0 57.8 60.2 71.8
Old : 57.2 59.0 78.9 88.2 47.0 57.8 60.2 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 68,305: 21,285 20,190 2,235 39,925 41,125 63,445 63,550: 4,860 4,755
Old : 68,305: 21,285 20,190 2,235 39,925 41,125 63,445 63,550: 4,860 4,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -2,275: -800 35 0 -1,065 -1,915 -1,865 -1,880: -410 -395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 29.6 3.3 58.5 60.2 92.9 93.0: 7.1 7.0
Old : 100.0: 31.2 29.6 3.3 58.5 60.2 92.9 93.0: 7.1 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 60.9 64.7 75.2 82.1 59.7 63.3 73.7 78.0
Old : 60.9 64.7 75.2 82.1 59.7 63.3 73.7 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 12, 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 : 65,135: 18,615 20,190 2,380 39,375 37,905 60,370 60,475: 4,765 4,660
Old : 65,135: 18,615 20,190 2,380 39,375 37,905 60,370 60,475: 4,765 4,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -2,470: -680 35 -25 -1,420 -2,150 -2,125 -2,140: -345 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 31.0 3.7 60.5 58.2 92.7 92.8: 7.3 7.2
Old : 100.0: 28.6 31.0 3.7 60.5 58.2 92.7 92.8: 7.3 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 : 32: 8 2 4 16 17 26 21:
Old : 32: 8 2 4 16 17 26 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 : 60.7 66.1 74.9 81.5 59.1 64.3 71.9 78.3
Old : 60.7 66.1 74.9 81.5 59.1 64.3 71.9 78.3
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 12, 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 : 55,238: 12,165 13,870 2,365 38,297 36,942 52,827 53,177: 2,411 2,061
Old : 55,238: 12,165 13,870 2,365 38,297 36,942 52,827 53,177: 2,411 2,061
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -1,280: -355 -55 -15 -818 -1,113 -1,188 -1,183: -92 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.0 25.1 4.3 69.3 66.9 95.6 96.3: 4.4 3.7
Old : 100.0: 22.0 25.1 4.3 69.3 66.9 95.6 96.3: 4.4 3.7
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 : 33: 3 3 1 23 16 26 20:
Old : 33: 3 3 1 23 16 26 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.6 72.5 76.5 89.3 45.2 68.6 69.4 81.5
Old : 49.6 72.5 76.5 89.3 45.2 68.6 69.4 81.5
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 12, 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 : 46,404: 8,215 10,690 2,905 34,014 31,679 45,134 45,274: 1,270 1,130
Old : 46,404: 8,215 10,690 2,905 34,014 31,679 45,134 45,274: 1,270 1,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -1,220: -430 -30 -40 -625 -1,035 -1,095 -1,105: -125 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 23.0 6.3 73.3 68.3 97.3 97.6: 2.7 2.4
Old : 100.0: 17.7 23.0 6.3 73.3 68.3 97.3 97.6: 2.7 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 3 3 23 16 27 21:
Old : 32: 3 3 3 23 16 27 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 : 53.4 67.9 76.7 89.4 48.2 62.7 68.7 78.3
Old : 53.4 67.9 76.7 89.4 48.2 62.7 68.7 78.3
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 12, 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 : 159,765: 1,325 29,966 8,169 126,362 97,721 135,856 135,856: 23,909 23,909
Old : 159,765: 1,325 29,966 8,169 126,362 97,721 135,856 135,856: 23,909 23,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -5,510: 175 -4,190 1,040 -6,844 -2,479 -5,629 -5,629: 119 119
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 18.8 5.1 79.1 61.2 85.0 85.0: 15.0 15.0
Old : 100.0: 0.8 18.8 5.1 79.1 61.2 85.0 85.0: 15.0 15.0
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 : 44: 2 9 5 28 30 34 40:
Old : 44: 2 9 5 28 30 34 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 : 57.6 37.2 70.2 53.3 54.9 35.5 61.5 48.0
Old : 57.6 37.2 70.2 53.3 54.9 35.5 61.5 48.0
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 12, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 144,379: 3,604 30,185 8,445 115,346 88,765 127,395 127,395: 16,984 16,984
Old : 144,379: 3,604 30,185 8,445 115,346 88,765 127,395 127,395: 16,984 16,984
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -5,050: 2,604 -1,736 -1,389 -5,864 -1,524 -4,649 -4,649: -401 -401
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 20.9 5.8 79.9 61.5 88.2 88.2: 11.8 11.8
Old : 100.0: 2.5 20.9 5.8 79.9 61.5 88.2 88.2: 11.8 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 3 7 6 25 29 32 38:
Old : 42: 3 7 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 : 58.0 42.9 73.2 59.2 53.0 41.1 61.1 54.2
Old : 58.0 42.9 73.2 59.2 53.0 41.1 61.1 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 56,180: 25 10,365 2,055 49,295 38,960 51,375 51,380: 4,805 4,800
Old : 56,180: 25 10,365 2,055 49,295 38,960 51,375 51,380: 4,805 4,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -630: -35 -390 -220 -780 -425 -1,035 -1,035: 405 405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.4 3.7 87.7 69.3 91.4 91.5: 8.6 8.5
Old : 100.0: 0.0 18.4 3.7 87.7 69.3 91.4 91.5: 8.6 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 4 2 17 18 20 22:
Old : 27: 1 4 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 : 63.4 48.3 80.5 68.4 59.5 45.4 68.8 57.9
Old : 63.4 48.3 80.5 68.4 59.5 45.4 68.8 57.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 48,105: 0 9,365 2,705 41,220 31,875 43,925 43,945: 4,180 4,160
Old : 48,105: 0 9,365 2,705 41,220 31,875 43,925 43,945: 4,180 4,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -914: -175 -335 65 -1,294 -1,129 -1,404 -1,399: 490 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 19.5 5.6 85.7 66.3 91.3 91.4: 8.7 8.6
Old : 100.0: 0.0 19.5 5.6 85.7 66.3 91.3 91.4: 8.7 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 : 25: 0 3 2 18 21 20 24:
Old : 25: 0 3 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 : 58.5 49.8 75.3 71.4 55.1 43.7 64.4 54.5
Old : 58.5 49.8 75.3 71.4 55.1 43.7 64.4 54.5
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 12, 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 : 37,215: 14,610 25 1,060 19,355 34,290 35,025 35,375: 2,190 1,840
Old : 37,215: 14,610 25 1,060 19,355 34,290 35,025 35,375: 2,190 1,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -370: -480 -50 -235 -295 -720 -1,010 -1,005: 640 635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.3 0.1 2.8 52.0 92.1 94.1 95.1: 5.9 4.9
Old : 100.0: 39.3 0.1 2.8 52.0 92.1 94.1 95.1: 5.9 4.9
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 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 : 57.8 74.1 77.0 86.0 55.0 62.6 67.7 73.1
Old : 57.8 74.1 77.0 86.0 55.0 62.6 67.7 73.1
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 12, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 44,665: 25,860 0 1,580 15,335 41,305 42,775 42,885: 1,890 1,780
Old : 44,665: 25,860 0 1,580 15,335 41,305 42,775 42,885: 1,890 1,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -410: 210 0 -340 -805 -590 -935 -930: 525 520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 57.9 0.0 3.5 34.3 92.5 95.8 96.0: 4.2 4.0
Old : 100.0: 57.9 0.0 3.5 34.3 92.5 95.8 96.0: 4.2 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 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 : 74.4 78.2 90.6 91.3 70.5 67.3 78.2 78.8
Old : 74.4 78.2 90.6 91.3 70.5 67.3 78.2 78.8
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 12, 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 : 118,082: 9,040 11,485 3,150 86,072 83,627 98,262 98,262: 19,820 19,820
Old : 118,082: 9,040 11,485 3,150 86,072 83,627 98,262 98,262: 19,820 19,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -5,642: -200 345 -750 -3,947 -4,552 -4,897 -4,957: -745 -685
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 9.7 2.7 72.9 70.8 83.2 83.2: 16.8 16.8
Old : 100.0: 7.7 9.7 2.7 72.9 70.8 83.2 83.2: 16.8 16.8
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 : 36: 3 2 3 29 27 34 30:
Old : 36: 3 2 3 29 27 34 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 : 35.6 41.3 53.3 59.2 28.7 31.3 36.5 39.0
Old : 35.6 41.3 53.3 59.2 28.7 31.3 36.5 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 95,524: 6,895 5,760 7,970 66,204 67,499 81,069 81,229: 14,455 14,295
Old : 95,524: 6,895 5,760 7,970 66,204 67,499 81,069 81,229: 14,455 14,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -3,195: -75 -105 -80 -2,100 -2,085 -2,255 -2,270: -940 -925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 6.0 8.3 69.3 70.7 84.9 85.0: 15.1 15.0
Old : 100.0: 7.2 6.0 8.3 69.3 70.7 84.9 85.0: 15.1 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 1 3 3 26 27 30 30:
Old : 33: 1 3 3 26 27 30 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 : 43.4 45.1 62.0 63.0 32.4 31.3 40.5 40.5
Old : 43.4 45.1 62.0 63.0 32.4 31.3 40.5 40.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 12, 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 : 32,250: 5,820 300 580 23,305 28,885 29,705 29,765: 2,545 2,485
Old : 32,250: 5,820 300 580 23,305 28,885 29,705 29,765: 2,545 2,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -1,365: -240 0 -65 -915 -1,160 -1,220 -1,225: -145 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 0.9 1.8 72.3 89.6 92.1 92.3: 7.9 7.7
Old : 100.0: 18.0 0.9 1.8 72.3 89.6 92.1 92.3: 7.9 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 : 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 : 62.6 73.6 81.5 86.4 62.4 69.6 74.7 77.0
Old : 62.6 73.6 81.5 86.4 62.4 69.6 74.7 77.0
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 12, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 31,190: 4,450 495 510 24,065 28,030 29,025 29,035: 2,165 2,155
Old : 31,190: 4,450 495 510 24,065 28,030 29,025 29,035: 2,165 2,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 5, 2019 :
: -1,210: -155 -35 5 -915 -1,040 -1,065 -1,070: -145 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 1.6 1.6 77.2 89.9 93.1 93.1: 6.9 6.9
Old : 100.0: 14.3 1.6 1.6 77.2 89.9 93.1 93.1: 6.9 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 : 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 : 63.9 72.9 81.4 87.2 63.8 67.6 74.2 76.5
Old : 63.9 72.9 81.4 87.2 63.8 67.6 74.2 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 15, 2019