ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 71,385: 0 2,178 335 61,354 59,186 61,689 61,699: 9,696 9,686
Old : 71,385: 0 2,178 335 61,354 59,186 61,689 61,699: 9,696 9,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 740: 0 0 0 425 425 425 425: 315 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 0.5 85.9 82.9 86.4 86.4: 13.6 13.6
Old : 100.0: 0.0 3.1 0.5 85.9 82.9 86.4 86.4: 13.6 13.6
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 : 29: 0 3 1 17 21 18 24:
Old : 29: 0 3 1 17 21 18 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 : 72.6 52.2 82.0 73.0 66.9 52.0 73.0 66.7
Old : 72.6 52.2 82.0 73.0 66.9 52.0 73.0 66.7
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, December 17, 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 : 58,940: 0 1,915 350 50,100 48,180 50,450 50,445: 8,490 8,495
Old : 58,940: 0 1,915 350 50,100 48,180 50,450 50,445: 8,490 8,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 290: 0 60 0 150 90 150 150: 140 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 0.6 85.0 81.7 85.6 85.6: 14.4 14.4
Old : 100.0: 0.0 3.2 0.6 85.0 81.7 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 : 24: 0 2 1 16 18 17 20:
Old : 24: 0 2 1 16 18 17 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.8 55.7 80.8 73.8 69.9 55.4 74.0 69.9
Old : 72.8 55.7 80.8 73.8 69.9 55.4 74.0 69.9
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, December 17, 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 : 27,175: 2,260 1,880 25 22,214 22,444 24,499 24,349: 2,676 2,826
Old : 27,175: 2,260 1,880 25 22,214 22,444 24,499 24,349: 2,676 2,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 615: 0 0 0 245 245 245 245: 370 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 6.9 0.1 81.7 82.6 90.2 89.6: 9.8 10.4
Old : 100.0: 8.3 6.9 0.1 81.7 82.6 90.2 89.6: 9.8 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 : 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 : 74.9 50.3 84.9 75.3 65.6 47.8 72.9 68.8
Old : 74.9 50.3 84.9 75.3 65.6 47.8 72.9 68.8
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, December 17, 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 : 23,505: 2,155 1,600 80 19,270 19,680 21,505 21,360: 2,000 2,145
Old : 23,505: 2,155 1,600 80 19,270 19,680 21,505 21,360: 2,000 2,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 485: 0 0 0 245 245 245 245: 240 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 6.8 0.3 82.0 83.7 91.5 90.9: 8.5 9.1
Old : 100.0: 9.2 6.8 0.3 82.0 83.7 91.5 90.9: 8.5 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 : 22: 3 2 2 10 16 15 18:
Old : 22: 3 2 2 10 16 15 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.2 47.8 88.5 73.1 62.9 43.5 66.8 62.6
Old : 76.2 47.8 88.5 73.1 62.9 43.5 66.8 62.6
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, December 17, 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 : 48,243: 10,575 845 5,340 29,237 39,147 45,152 45,332: 3,091 2,911
Old : 48,243: 10,575 845 5,340 29,237 39,147 45,152 45,332: 3,091 2,911
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 1,051: -15 160 30 791 616 806 806: 245 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 1.8 11.1 60.6 81.1 93.6 94.0: 6.4 6.0
Old : 100.0: 21.9 1.8 11.1 60.6 81.1 93.6 94.0: 6.4 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 3 18 20 21 23:
Old : 25: 1 2 3 18 20 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.8 68.7 76.7 81.2 43.6 50.7 53.1 55.7
Old : 60.8 68.7 76.7 81.2 43.6 50.7 53.1 55.7
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, December 17, 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 : 26,506: 3,260 530 3,850 16,514 19,664 23,624 24,044: 2,882 2,462
Old : 26,506: 3,260 530 3,850 16,514 19,664 23,624 24,044: 2,882 2,462
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 340: -315 20 -330 550 265 -95 -45: 435 385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 2.0 14.5 62.3 74.2 89.1 90.7: 10.9 9.3
Old : 100.0: 12.3 2.0 14.5 62.3 74.2 89.1 90.7: 10.9 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 3 16 19 19 22:
Old : 23: 1 2 3 16 19 19 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 : 63.0 71.1 78.1 81.5 50.7 56.3 56.8 59.9
Old : 63.0 71.1 78.1 81.5 50.7 56.3 56.8 59.9
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, December 17, 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 : 26,370: 310 12,350 1,895 22,675 10,780 24,880 25,025: 1,490 1,345
Old : 26,370: 310 12,350 1,895 22,675 10,780 24,880 25,025: 1,490 1,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 380: 0 200 -200 585 380 385 380: -5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.2 46.8 7.2 86.0 40.9 94.3 94.9: 5.7 5.1
Old : 100.0: 1.2 46.8 7.2 86.0 40.9 94.3 94.9: 5.7 5.1
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: 1 1 2 19 16 21 18:
Old : 23: 1 1 2 19 16 21 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 : 59.7 79.3 82.2 89.7 44.0 55.4 54.7 58.2
Old : 59.7 79.3 82.2 89.7 44.0 55.4 54.7 58.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 95,713: 14,470 2,540 1,830 60,598 72,073 76,898 76,443: 18,815 19,270
Old : 95,713: 14,470 2,540 1,830 60,598 72,073 76,898 76,443: 18,815 19,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 710: 0 0 0 710 710 710 710: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 2.7 1.9 63.3 75.3 80.3 79.9: 19.7 20.1
Old : 100.0: 15.1 2.7 1.9 63.3 75.3 80.3 79.9: 19.7 20.1
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 : 33: 2 5 3 20 25 23 32:
Old : 33: 2 5 3 20 25 23 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 : 53.0 48.7 69.5 62.0 48.0 47.0 59.3 57.0
Old : 53.0 48.7 69.5 62.0 48.0 47.0 59.3 57.0
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, December 17, 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 : 92,616: 13,280 3,070 1,980 59,463 69,153 74,723 74,203: 17,893 18,413
Old : 92,616: 13,280 3,070 1,980 59,463 69,153 74,723 74,203: 17,893 18,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 925: 0 25 0 950 925 950 950: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 3.3 2.1 64.2 74.7 80.7 80.1: 19.3 19.9
Old : 100.0: 14.3 3.3 2.1 64.2 74.7 80.7 80.1: 19.3 19.9
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: 1 5 3 20 24 23 30:
Old : 32: 1 5 3 20 24 23 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 : 54.5 47.0 68.7 61.4 49.5 45.8 58.4 54.8
Old : 54.5 47.0 68.7 61.4 49.5 45.8 58.4 54.8
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, December 17, 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 : 25,705: 3,360 10,880 945 17,309 11,074 21,614 22,899: 4,091 2,806
Old : 25,705: 3,360 10,880 945 17,309 11,074 21,614 22,899: 4,091 2,806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 440: 0 -75 100 100 415 200 440: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 42.3 3.7 67.3 43.1 84.1 89.1: 15.9 10.9
Old : 100.0: 13.1 42.3 3.7 67.3 43.1 84.1 89.1: 15.9 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 : 28: 3 6 4 17 11 23 18:
Old : 28: 3 6 4 17 11 23 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 : 37.6 61.4 59.1 80.1 35.9 53.0 53.9 64.8
Old : 37.6 61.4 59.1 80.1 35.9 53.0 53.9 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 26,865: 4,540 11,185 1,775 15,811 11,141 22,126 24,101: 4,739 2,764
Old : 26,865: 4,540 11,185 1,775 15,811 11,141 22,126 24,101: 4,739 2,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 415: 125 50 -50 100 415 175 415: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 41.6 6.6 58.9 41.5 82.4 89.7: 17.6 10.3
Old : 100.0: 16.9 41.6 6.6 58.9 41.5 82.4 89.7: 17.6 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 : 26: 4 5 4 15 11 21 18:
Old : 26: 4 5 4 15 11 21 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 : 38.2 63.5 60.5 80.5 34.5 57.2 53.1 65.7
Old : 38.2 63.5 60.5 80.5 34.5 57.2 53.1 65.7
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, December 17, 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 : 27,293: 9,015 6,710 375 14,599 17,209 23,989 24,294: 3,304 2,999
Old : 27,293: 9,015 6,710 375 14,599 17,209 23,989 24,294: 3,304 2,999
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -100: 0 -50 0 -100 -50 -100 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.0 24.6 1.4 53.5 63.1 87.9 89.0: 12.1 11.0
Old : 100.0: 33.0 24.6 1.4 53.5 63.1 87.9 89.0: 12.1 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 4 2 15 9 17 14:
Old : 25: 1 4 2 15 9 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 75.8 83.5 85.9 63.7 71.2 78.2 80.7
Old : 65.0 75.8 83.5 85.9 63.7 71.2 78.2 80.7
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, December 17, 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 : 26,557: 9,015 7,095 365 14,396 16,556 23,776 24,016: 2,781 2,541
Old : 26,557: 9,015 7,095 365 14,396 16,556 23,776 24,016: 2,781 2,541
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -100: 0 100 0 -100 -200 -100 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.9 26.7 1.4 54.2 62.3 89.5 90.4: 10.5 9.6
Old : 100.0: 33.9 26.7 1.4 54.2 62.3 89.5 90.4: 10.5 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 4 2 14 8 16 13:
Old : 24: 1 4 2 14 8 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 77.9 84.2 88.7 64.9 73.4 80.7 83.3
Old : 66.4 77.9 84.2 88.7 64.9 73.4 80.7 83.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 55,069: 25,600 0 0 25,756 51,231 51,356 51,231: 3,713 3,838
Old : 55,069: 25,600 0 0 25,756 51,231 51,356 51,231: 3,713 3,838
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 230: 0 0 0 230 230 230 230: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.5 0.0 0.0 46.8 93.0 93.3 93.0: 6.7 7.0
Old : 100.0: 46.5 0.0 0.0 46.8 93.0 93.3 93.0: 6.7 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 5 0 0 13 16 18 16:
Old : 25: 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 : 61.2 82.7 84.5 90.2 60.2 77.5 79.7 82.8
Old : 61.2 82.7 84.5 90.2 60.2 77.5 79.7 82.8
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, December 17, 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 : 54,529: 25,455 0 0 25,244 50,317 50,699 50,317: 3,830 4,212
Old : 54,529: 25,455 0 0 25,244 50,317 50,699 50,317: 3,830 4,212
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 0.0 0.0 46.3 92.3 93.0 92.3: 7.0 7.7
Old : 100.0: 46.7 0.0 0.0 46.3 92.3 93.0 92.3: 7.0 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 : 22: 4 0 0 13 14 17 14:
Old : 22: 4 0 0 13 14 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 83.4 86.0 90.0 60.7 80.7 83.4 85.8
Old : 61.2 83.4 86.0 90.0 60.7 80.7 83.4 85.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 60,385: 30,455 75 1,265 25,170 55,730 56,890 57,070: 3,495 3,315
Old : 60,385: 30,455 75 1,265 25,170 55,730 56,890 57,070: 3,495 3,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -150: -200 0 50 0 -200 -150 -150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 0.1 2.1 41.7 92.3 94.2 94.5: 5.8 5.5
Old : 100.0: 50.4 0.1 2.1 41.7 92.3 94.2 94.5: 5.8 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 7 2 3 18 13 25 18:
Old : 33: 7 2 3 18 13 25 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 76.5 78.9 89.8 55.9 75.9 74.9 85.9
Old : 57.9 76.5 78.9 89.8 55.9 75.9 74.9 85.9
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, December 17, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 59,500: 29,650 25 1,465 25,230 55,035 56,345 56,525: 3,155 2,975
Old : 59,500: 29,650 25 1,465 25,230 55,035 56,345 56,525: 3,155 2,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -150: -200 0 50 0 -200 -150 -150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 0.0 2.5 42.4 92.5 94.7 95.0: 5.3 5.0
Old : 100.0: 49.8 0.0 2.5 42.4 92.5 94.7 95.0: 5.3 5.0
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 : 31: 6 1 3 18 13 24 17:
Old : 31: 6 1 3 18 13 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 : 57.5 75.4 78.8 90.2 55.2 74.6 74.7 84.6
Old : 57.5 75.4 78.8 90.2 55.2 74.6 74.7 84.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 20,320: 0 6,795 610 17,680 11,065 18,290 18,470: 2,030 1,850
Old : 20,320: 0 6,795 610 17,680 11,065 18,290 18,470: 2,030 1,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 1,635: -850 1,900 5 1,550 -1,200 705 705: 930 930
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 33.4 3.0 87.0 54.5 90.0 90.9: 10.0 9.1
Old : 100.0: 0.0 33.4 3.0 87.0 54.5 90.0 90.9: 10.0 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: 0 6 2 15 11 17 17:
Old : 23: 0 6 2 15 11 17 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 : 56.9 56.3 78.0 83.4 47.8 56.2 65.1 70.3
Old : 56.9 56.3 78.0 83.4 47.8 56.2 65.1 70.3
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, December 17, 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 : 19,150: 45 5,895 905 15,080 10,705 16,030 17,505: 3,120 1,645
Old : 19,150: 45 5,895 905 15,080 10,705 16,030 17,505: 3,120 1,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 1,220: -1,585 925 660 925 -1,105 0 480: 1,220 740
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 30.8 4.7 78.7 55.9 83.7 91.4: 16.3 8.6
Old : 100.0: 0.2 30.8 4.7 78.7 55.9 83.7 91.4: 16.3 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 5 2 13 10 15 16:
Old : 21: 1 5 2 13 10 15 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 59.7 77.2 83.6 48.4 59.6 61.5 70.5
Old : 57.7 59.7 77.2 83.6 48.4 59.6 61.5 70.5
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, December 17, 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 : 68,660: 20,445 21,235 1,960 41,485 40,785 63,890 63,980: 4,770 4,680
Old : 68,660: 20,445 21,235 1,960 41,485 40,785 63,890 63,980: 4,770 4,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 1,025: 600 0 -175 550 1,150 975 975: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 30.9 2.9 60.4 59.4 93.1 93.2: 6.9 6.8
Old : 100.0: 29.8 30.9 2.9 60.4 59.4 93.1 93.2: 6.9 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 6 2 5 15 17 23 22:
Old : 31: 6 2 5 15 17 23 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 : 61.0 64.8 75.6 82.2 59.6 62.9 73.6 78.4
Old : 61.0 64.8 75.6 82.2 59.6 62.9 73.6 78.4
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, December 17, 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 : 65,450: 17,795 21,235 2,120 40,945 37,595 60,860 60,950: 4,590 4,500
Old : 65,450: 17,795 21,235 2,120 40,945 37,595 60,860 60,950: 4,590 4,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 950: 550 0 -250 650 1,200 950 950: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 32.4 3.2 62.6 57.4 93.0 93.1: 7.0 6.9
Old : 100.0: 27.2 32.4 3.2 62.6 57.4 93.0 93.1: 7.0 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 : 31: 6 2 4 16 18 24 22:
Old : 31: 6 2 4 16 18 24 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 66.7 73.9 81.5 58.3 64.6 70.9 78.2
Old : 60.0 66.7 73.9 81.5 58.3 64.6 70.9 78.2
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, December 17, 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 : 54,979: 11,910 14,910 2,415 38,217 35,572 52,542 52,897: 2,437 2,082
Old : 54,979: 11,910 14,910 2,415 38,217 35,572 52,542 52,897: 2,437 2,082
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 625: 100 305 0 525 320 625 625: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 27.1 4.4 69.5 64.7 95.6 96.2: 4.4 3.8
Old : 100.0: 21.7 27.1 4.4 69.5 64.7 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 : 34: 4 4 1 23 14 27 19:
Old : 34: 4 4 1 23 14 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 : 48.8 73.6 75.0 89.9 44.4 68.5 68.9 80.4
Old : 48.8 73.6 75.0 89.9 44.4 68.5 68.9 80.4
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, December 17, 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 : 46,424: 7,835 11,795 2,830 34,550 30,720 45,215 45,345: 1,209 1,079
Old : 46,424: 7,835 11,795 2,830 34,550 30,720 45,215 45,345: 1,209 1,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 680: 100 730 -50 630 0 680 680: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 25.4 6.1 74.4 66.2 97.4 97.7: 2.6 2.3
Old : 100.0: 16.9 25.4 6.1 74.4 66.2 97.4 97.7: 2.6 2.3
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 : 34: 4 4 3 23 16 28 22:
Old : 34: 4 4 3 23 16 28 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 : 53.2 69.2 74.8 89.3 48.0 62.2 67.8 77.6
Old : 53.2 69.2 74.8 89.3 48.0 62.2 67.8 77.6
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, December 17, 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 : 163,710: 10,454 26,800 6,585 118,358 102,012 135,397 135,397: 28,313 28,313
Old : 163,710: 10,454 26,800 6,585 118,358 102,012 135,397 135,397: 28,313 28,313
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 1,120: 1,235 -1,195 265 -1,575 855 -75 -75: 1,195 1,195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 16.4 4.0 72.3 62.3 82.7 82.7: 17.3 17.3
Old : 100.0: 6.4 16.4 4.0 72.3 62.3 82.7 82.7: 17.3 17.3
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 : 44: 4 7 5 27 32 33 42:
Old : 44: 4 7 5 27 32 33 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 35.9 70.1 51.5 49.5 32.2 58.2 44.6
Old : 55.0 35.9 70.1 51.5 49.5 32.2 58.2 44.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 17, 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 : 144,099: 12,769 26,800 7,210 102,667 88,636 122,646 122,646: 21,453 21,453
Old : 144,099: 12,769 26,800 7,210 102,667 88,636 122,646 122,646: 21,453 21,453
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 995: 1,175 -1,640 460 -2,035 780 -400 -400: 1,395 1,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.9 18.6 5.0 71.2 61.5 85.1 85.1: 14.9 14.9
Old : 100.0: 8.9 18.6 5.0 71.2 61.5 85.1 85.1: 14.9 14.9
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 : 42: 4 6 6 24 31 31 40:
Old : 42: 4 6 6 24 31 31 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 : 56.9 40.0 71.1 54.7 50.1 37.6 59.2 50.8
Old : 56.9 40.0 71.1 54.7 50.1 37.6 59.2 50.8
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, December 17, 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 : 58,400: 0 10,230 2,980 49,665 39,590 52,645 52,800: 5,755 5,600
Old : 58,400: 0 10,230 2,980 49,665 39,590 52,645 52,800: 5,755 5,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 310: 0 55 -75 60 5 -15 -15: 325 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.5 5.1 85.0 67.8 90.1 90.4: 9.9 9.6
Old : 100.0: 0.0 17.5 5.1 85.0 67.8 90.1 90.4: 9.9 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 4 2 17 18 19 22:
Old : 26: 0 4 2 17 18 19 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 : 60.9 48.2 78.6 69.1 57.4 44.8 64.9 57.7
Old : 60.9 48.2 78.6 69.1 57.4 44.8 64.9 57.7
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, December 17, 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 : 49,395: 0 8,915 3,480 40,370 31,475 43,850 43,870: 5,545 5,525
Old : 49,395: 0 8,915 3,480 40,370 31,475 43,850 43,870: 5,545 5,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: -95: 0 -50 0 -215 -155 -215 -205: 120 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.0 7.0 81.7 63.7 88.8 88.8: 11.2 11.2
Old : 100.0: 0.0 18.0 7.0 81.7 63.7 88.8 88.8: 11.2 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 3 2 16 18 18 21:
Old : 24: 0 3 2 16 18 18 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 : 57.8 48.9 74.8 72.3 55.0 44.2 66.2 58.5
Old : 57.8 48.9 74.8 72.3 55.0 44.2 66.2 58.5
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, December 17, 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 : 42,475: 20,040 0 1,130 17,460 37,410 38,630 38,540: 3,845 3,935
Old : 42,475: 20,040 0 1,130 17,460 37,410 38,630 38,540: 3,845 3,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 3,970: 3,525 0 50 105 3,510 3,680 3,560: 290 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.2 0.0 2.7 41.1 88.1 90.9 90.7: 9.1 9.3
Old : 100.0: 47.2 0.0 2.7 41.1 88.1 90.9 90.7: 9.1 9.3
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: 5 0 3 16 19 21 22:
Old : 26: 5 0 3 16 19 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 71.5 75.4 81.8 57.3 61.8 67.9 70.2
Old : 60.0 71.5 75.4 81.8 57.3 61.8 67.9 70.2
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, December 17, 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 : 49,630: 31,515 0 1,595 14,585 45,920 47,695 47,515: 1,935 2,115
Old : 49,630: 31,515 0 1,595 14,585 45,920 47,695 47,515: 1,935 2,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 3,445: 3,315 0 150 -140 3,055 3,325 3,205: 120 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.5 0.0 3.2 29.4 92.5 96.1 95.7: 3.9 4.3
Old : 100.0: 63.5 0.0 3.2 29.4 92.5 96.1 95.7: 3.9 4.3
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: 4 0 3 12 16 16 19:
Old : 22: 4 0 3 12 16 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 : 77.3 77.3 91.0 89.6 72.3 68.0 78.8 78.9
Old : 77.3 77.3 91.0 89.6 72.3 68.0 78.8 78.9
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, December 17, 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 : 122,365: 10,240 15,735 1,935 91,903 86,348 104,078 104,018: 18,287 18,347
Old : 122,365: 10,240 15,735 1,935 91,903 86,348 104,078 104,018: 18,287 18,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 2,490: 325 3,170 -720 2,815 -90 2,420 2,360: 70 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 12.9 1.6 75.1 70.6 85.1 85.0: 14.9 15.0
Old : 100.0: 8.4 12.9 1.6 75.1 70.6 85.1 85.0: 14.9 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 : 37: 3 3 4 29 28 35 32:
Old : 37: 3 3 4 29 28 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 : 37.3 39.2 55.8 60.1 31.4 30.3 39.1 41.0
Old : 37.3 39.2 55.8 60.1 31.4 30.3 39.1 41.0
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, December 17, 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 : 97,774: 7,230 11,275 6,080 70,534 66,604 83,844 83,959: 13,930 13,815
Old : 97,774: 7,230 11,275 6,080 70,534 66,604 83,844 83,959: 13,930 13,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 190: 0 3,390 -1,180 1,275 -2,175 95 35: 95 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 11.5 6.2 72.1 68.1 85.8 85.9: 14.2 14.1
Old : 100.0: 7.4 11.5 6.2 72.1 68.1 85.8 85.9: 14.2 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 : 34: 1 4 3 27 28 31 32:
Old : 34: 1 4 3 27 28 31 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 : 45.2 46.0 63.3 65.8 36.2 36.3 44.8 47.3
Old : 45.2 46.0 63.3 65.8 36.2 36.3 44.8 47.3
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, December 17, 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 : 31,040: 5,480 300 655 22,515 27,750 28,650 28,705: 2,390 2,335
Old : 31,040: 5,480 300 655 22,515 27,750 28,650 28,705: 2,390 2,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 1.0 2.1 72.5 89.4 92.3 92.5: 7.7 7.5
Old : 100.0: 17.7 1.0 2.1 72.5 89.4 92.3 92.5: 7.7 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 : 20: 2 1 2 13 12 15 15:
Old : 20: 2 1 2 13 12 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 74.8 81.2 87.1 61.9 70.5 74.7 77.2
Old : 62.2 74.8 81.2 87.1 61.9 70.5 74.7 77.2
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, December 17, 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 : 30,180: 4,220 460 645 23,285 27,050 28,150 28,155: 2,030 2,025
Old : 30,180: 4,220 460 645 23,285 27,050 28,150 28,155: 2,030 2,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 10, 2019 :
: 25: 25 0 0 0 25 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 1.5 2.1 77.2 89.6 93.3 93.3: 6.7 6.7
Old : 100.0: 14.0 1.5 2.1 77.2 89.6 93.3 93.3: 6.7 6.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 1 2 13 11 16 14:
Old : 21: 3 1 2 13 11 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 74.3 81.7 87.4 63.7 68.8 74.4 76.8
Old : 64.2 74.3 81.7 87.4 63.7 68.8 74.4 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 20, 2019