ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 72,151: 0 2,443 140 63,276 60,833 63,416 63,416: 8,735 8,735
Old : 72,151: 0 2,443 140 63,276 60,833 63,416 63,416: 8,735 8,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 1,050: 0 0 0 1,230 1,230 1,230 1,230: -180 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 0.2 87.7 84.3 87.9 87.9: 12.1 12.1
Old : 100.0: 0.0 3.4 0.2 87.7 84.3 87.9 87.9: 12.1 12.1
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 : 28: 0 3 1 17 20 18 23:
Old : 28: 0 3 1 17 20 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 : 72.2 52.1 81.5 74.1 67.1 51.9 72.0 66.1
Old : 72.2 52.1 81.5 74.1 67.1 51.9 72.0 66.1
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 - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 59,464: 0 1,760 275 51,505 49,745 51,780 51,780: 7,684 7,684
Old : 59,464: 0 1,760 275 51,505 49,745 51,780 51,780: 7,684 7,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -64: 0 0 0 81 96 81 96: -145 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 0.5 86.6 83.7 87.1 87.1: 12.9 12.9
Old : 100.0: 0.0 3.0 0.5 86.6 83.7 87.1 87.1: 12.9 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 1 15 20 16 22:
Old : 26: 0 2 1 15 20 16 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 : 73.4 57.9 81.4 74.1 69.7 57.4 74.0 69.9
Old : 73.4 57.9 81.4 74.1 69.7 57.4 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 - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 27,615: 2,235 1,760 0 22,100 22,430 24,335 24,190: 3,280 3,425
Old : 27,615: 2,235 1,760 0 22,100 22,430 24,335 24,190: 3,280 3,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 6.4 0.0 80.0 81.2 88.1 87.6: 11.9 12.4
Old : 100.0: 8.1 6.4 0.0 80.0 81.2 88.1 87.6: 11.9 12.4
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 0 11 15 14 17:
Old : 23: 3 2 0 11 15 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.5 49.3 83.9 75.9 63.6 48.9 72.5 69.3
Old : 72.5 49.3 83.9 75.9 63.6 48.9 72.5 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Commitments of Traders - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 23,400: 2,155 1,580 50 19,075 19,505 21,280 21,135: 2,120 2,265
Old : 23,400: 2,155 1,580 50 19,075 19,505 21,280 21,135: 2,120 2,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 6.8 0.2 81.5 83.4 90.9 90.3: 9.1 9.7
Old : 100.0: 9.2 6.8 0.2 81.5 83.4 90.9 90.3: 9.1 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 2 1 9 15 13 17:
Old : 20: 3 2 1 9 15 13 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 51.1 88.3 75.9 62.9 46.2 69.0 66.4
Old : 74.4 51.1 88.3 75.9 62.9 46.2 69.0 66.4
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 - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 49,366: 10,240 2,910 6,010 30,367 37,877 46,617 46,797: 2,749 2,569
Old : 49,366: 10,240 2,910 6,010 30,367 37,877 46,617 46,797: 2,749 2,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -442: 10 240 -160 -330 -425 -480 -345: 38 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 5.9 12.2 61.5 76.7 94.4 94.8: 5.6 5.2
Old : 100.0: 20.7 5.9 12.2 61.5 76.7 94.4 94.8: 5.6 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 : 26: 1 2 3 18 21 21 24:
Old : 26: 1 2 3 18 21 21 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 : 60.6 68.0 79.2 81.6 45.4 53.1 57.9 61.5
Old : 60.6 68.0 79.2 81.6 45.4 53.1 57.9 61.5
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 - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 29,474: 2,305 360 4,575 19,911 22,301 26,791 27,236: 2,683 2,238
Old : 29,474: 2,305 360 4,575 19,911 22,301 26,791 27,236: 2,683 2,238
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 1,432: -100 0 -50 1,668 1,583 1,518 1,533: -86 -101
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 1.2 15.5 67.6 75.7 90.9 92.4: 9.1 7.6
Old : 100.0: 7.8 1.2 15.5 67.6 75.7 90.9 92.4: 9.1 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 3 16 16 19 19:
Old : 22: 2 1 3 16 16 19 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 : 65.1 75.9 80.1 84.1 51.5 58.0 58.1 61.7
Old : 65.1 75.9 80.1 84.1 51.5 58.0 58.1 61.7
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 - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 28,635: 535 13,605 1,720 24,835 12,385 27,090 27,710: 1,545 925
Old : 28,635: 535 13,605 1,720 24,835 12,385 27,090 27,710: 1,545 925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -35: 0 0 0 -35 -35 -35 -35: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 47.5 6.0 86.7 43.3 94.6 96.8: 5.4 3.2
Old : 100.0: 1.9 47.5 6.0 86.7 43.3 94.6 96.8: 5.4 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 2 2 14 12 16 15:
Old : 20: 1 2 2 14 12 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 80.0 81.7 91.3 44.9 59.6 56.2 62.0
Old : 60.1 80.0 81.7 91.3 44.9 59.6 56.2 62.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 94,093: 15,280 2,455 1,800 58,433 70,838 75,513 75,093: 18,580 19,000
Old : 94,093: 15,280 2,455 1,800 58,433 70,838 75,513 75,093: 18,580 19,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -135: 50 25 0 -300 -275 -250 -250: 115 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.2 2.6 1.9 62.1 75.3 80.3 79.8: 19.7 20.2
Old : 100.0: 16.2 2.6 1.9 62.1 75.3 80.3 79.8: 19.7 20.2
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: 2 4 2 20 23 23 28:
Old : 31: 2 4 2 20 23 23 28:
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 : 53.6 48.9 69.8 61.9 48.9 47.3 59.6 57.2
Old : 53.6 48.9 69.8 61.9 48.9 47.3 59.6 57.2
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 - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 91,858: 13,230 2,390 2,530 58,179 68,539 73,939 73,459: 17,919 18,399
Old : 91,858: 13,230 2,390 2,530 58,179 68,539 73,939 73,459: 17,919 18,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 455: 25 -25 25 90 140 140 140: 315 315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 2.6 2.8 63.3 74.6 80.5 80.0: 19.5 20.0
Old : 100.0: 14.4 2.6 2.8 63.3 74.6 80.5 80.0: 19.5 20.0
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 : 30: 2 3 2 20 22 23 26:
Old : 30: 2 3 2 20 22 23 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.3 46.7 68.2 60.5 49.7 45.8 58.0 55.4
Old : 54.3 46.7 68.2 60.5 49.7 45.8 58.0 55.4
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 - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 25,519: 4,305 10,185 885 16,391 10,966 21,581 22,036: 3,938 3,483
Old : 25,519: 4,305 10,185 885 16,391 10,966 21,581 22,036: 3,938 3,483
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 40: 0 40 0 40 0 40 40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 39.9 3.5 64.2 43.0 84.6 86.4: 15.4 13.6
Old : 100.0: 16.9 39.9 3.5 64.2 43.0 84.6 86.4: 15.4 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 : 25: 2 4 4 17 12 22 17:
Old : 25: 2 4 4 17 12 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 : 40.8 59.9 62.0 78.5 39.1 55.7 59.4 67.9
Old : 40.8 59.9 62.0 78.5 39.1 55.7 59.4 67.9
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 - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 26,589: 5,115 10,095 1,995 15,198 11,368 22,308 23,458: 4,281 3,131
Old : 26,589: 5,115 10,095 1,995 15,198 11,368 22,308 23,458: 4,281 3,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 40: -40 0 40 40 0 40 40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 38.0 7.5 57.2 42.8 83.9 88.2: 16.1 11.8
Old : 100.0: 19.2 38.0 7.5 57.2 42.8 83.9 88.2: 16.1 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 : 24: 3 3 4 16 12 21 17:
Old : 24: 3 3 4 16 12 21 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.4 62.4 63.3 80.2 37.7 58.9 56.0 67.6
Old : 41.4 62.4 63.3 80.2 37.7 58.9 56.0 67.6
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 - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 27,858: 8,790 7,115 420 15,643 17,878 24,853 25,413: 3,005 2,445
Old : 27,858: 8,790 7,115 420 15,643 17,878 24,853 25,413: 3,005 2,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 210: 0 0 0 147 267 147 267: 63 -57
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.6 25.5 1.5 56.2 64.2 89.2 91.2: 10.8 8.8
Old : 100.0: 31.6 25.5 1.5 56.2 64.2 89.2 91.2: 10.8 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 : 24: 1 4 2 14 9 16 14:
Old : 24: 1 4 2 14 9 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 : 67.4 78.3 85.0 87.6 61.3 67.4 71.8 75.1
Old : 67.4 78.3 85.0 87.6 61.3 67.4 71.8 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ
Commitments of Traders - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 25,994: 8,790 7,235 365 14,071 16,006 23,226 23,606: 2,768 2,388
Old : 25,994: 8,790 7,235 365 14,071 16,006 23,226 23,606: 2,768 2,388
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.8 27.8 1.4 54.1 61.6 89.4 90.8: 10.6 9.2
Old : 100.0: 33.8 27.8 1.4 54.1 61.6 89.4 90.8: 10.6 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 4 2 13 8 15 13:
Old : 23: 1 4 2 13 8 15 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 : 66.7 79.5 84.6 89.4 65.2 74.4 80.3 83.4
Old : 66.7 79.5 84.6 89.4 65.2 74.4 80.3 83.4
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 - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 55,558: 27,160 0 0 24,995 51,765 52,155 51,765: 3,403 3,793
Old : 55,558: 27,160 0 0 24,995 51,765 52,155 51,765: 3,403 3,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 25: 25 0 0 0 25 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 0.0 0.0 45.0 93.2 93.9 93.2: 6.1 6.8
Old : 100.0: 48.9 0.0 0.0 45.0 93.2 93.9 93.2: 6.1 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 : 23: 5 0 0 11 15 16 15:
Old : 23: 5 0 0 11 15 16 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 84.0 85.9 91.3 62.4 79.6 81.3 83.8
Old : 63.4 84.0 85.9 91.3 62.4 79.6 81.3 83.8
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 - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 54,915: 27,095 0 0 24,390 51,101 51,485 51,101: 3,430 3,814
Old : 54,915: 27,095 0 0 24,390 51,101 51,485 51,101: 3,430 3,814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 0.0 0.0 44.4 93.1 93.8 93.1: 6.2 6.9
Old : 100.0: 49.3 0.0 0.0 44.4 93.1 93.8 93.1: 6.2 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 : 21: 4 0 0 12 14 16 14:
Old : 21: 4 0 0 12 14 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 : 63.7 84.8 87.2 90.8 63.2 82.2 84.5 86.6
Old : 63.7 84.8 87.2 90.8 63.2 82.2 84.5 86.6
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 - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 56,495: 26,930 0 965 25,145 52,255 53,040 53,220: 3,455 3,275
Old : 56,495: 26,930 0 965 25,145 52,255 53,040 53,220: 3,455 3,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -855: -2,375 0 0 1,405 -970 -970 -970: 115 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 0.0 1.7 44.5 92.5 93.9 94.2: 6.1 5.8
Old : 100.0: 47.7 0.0 1.7 44.5 92.5 93.9 94.2: 6.1 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 6 0 2 19 11 25 13:
Old : 29: 6 0 2 19 11 25 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 : 54.6 78.2 78.0 90.5 52.9 77.5 74.4 86.7
Old : 54.6 78.2 78.0 90.5 52.9 77.5 74.4 86.7
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 - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 55,590: 26,380 0 1,115 25,010 51,570 52,505 52,685: 3,085 2,905
Old : 55,590: 26,380 0 1,115 25,010 51,570 52,505 52,685: 3,085 2,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -820: -2,375 0 0 1,465 -910 -910 -910: 90 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.5 0.0 2.0 45.0 92.8 94.5 94.8: 5.5 5.2
Old : 100.0: 47.5 0.0 2.0 45.0 92.8 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 : 29: 6 0 2 19 11 25 13:
Old : 29: 6 0 2 19 11 25 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 : 54.8 77.0 78.2 90.7 52.8 76.1 73.0 85.4
Old : 54.8 77.0 78.2 90.7 52.8 76.1 73.0 85.4
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 - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 21,840: 150 8,545 515 19,090 10,865 19,755 19,925: 2,085 1,915
Old : 21,840: 150 8,545 515 19,090 10,865 19,755 19,925: 2,085 1,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 125: 50 125 0 250 280 300 405: -175 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 39.1 2.4 87.4 49.7 90.5 91.2: 9.5 8.8
Old : 100.0: 0.7 39.1 2.4 87.4 49.7 90.5 91.2: 9.5 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 : 22: 1 5 1 14 10 16 15:
Old : 22: 1 5 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 : 59.0 62.6 78.3 84.0 54.1 60.2 71.2 75.5
Old : 59.0 62.6 78.3 84.0 54.1 60.2 71.2 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Commitments of Traders - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 20,530: 100 7,450 800 16,650 10,740 17,550 18,990: 2,980 1,540
Old : 20,530: 100 7,450 800 16,650 10,740 17,550 18,990: 2,980 1,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 36.3 3.9 81.1 52.3 85.5 92.5: 14.5 7.5
Old : 100.0: 0.5 36.3 3.9 81.1 52.3 85.5 92.5: 14.5 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 5 1 12 9 14 14:
Old : 20: 1 5 1 12 9 14 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 : 61.4 62.5 78.6 84.8 56.1 62.3 68.4 74.6
Old : 61.4 62.5 78.6 84.8 56.1 62.3 68.4 74.6
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 - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 70,700: 22,830 22,320 1,100 41,870 42,455 65,800 65,875: 4,900 4,825
Old : 70,700: 22,830 22,320 1,100 41,870 42,455 65,800 65,875: 4,900 4,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 1,250: 25 0 -30 665 690 660 660: 590 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 31.6 1.6 59.2 60.0 93.1 93.2: 6.9 6.8
Old : 100.0: 32.3 31.6 1.6 59.2 60.0 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 : 27: 4 2 4 15 15 21 19:
Old : 27: 4 2 4 15 15 21 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 : 62.6 67.5 77.6 83.5 62.3 65.6 76.2 79.1
Old : 62.6 67.5 77.6 83.5 62.3 65.6 76.2 79.1
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 - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 66,835: 20,150 22,320 1,020 41,115 39,020 62,285 62,360: 4,550 4,475
Old : 66,835: 20,150 22,320 1,020 41,115 39,020 62,285 62,360: 4,550 4,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 1,100: 25 0 0 740 765 765 765: 335 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 33.4 1.5 61.5 58.4 93.2 93.3: 6.8 6.7
Old : 100.0: 30.1 33.4 1.5 61.5 58.4 93.2 93.3: 6.8 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 : 27: 4 2 3 16 17 22 20:
Old : 27: 4 2 3 16 17 22 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 69.7 76.6 83.6 61.6 67.7 73.7 80.5
Old : 61.8 69.7 76.6 83.6 61.6 67.7 73.7 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Commitments of Traders - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 53,715: 14,230 14,755 1,910 35,553 35,338 51,693 52,003: 2,022 1,712
Old : 53,715: 14,230 14,755 1,910 35,553 35,338 51,693 52,003: 2,022 1,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -129: 75 -1,675 0 -161 1,539 -86 -136: -43 7
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.5 27.5 3.6 66.2 65.8 96.2 96.8: 3.8 3.2
Old : 100.0: 26.5 27.5 3.6 66.2 65.8 96.2 96.8: 3.8 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 4 2 22 14 26 19:
Old : 31: 3 4 2 22 14 26 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.5 78.7 76.5 91.8 49.4 73.7 72.5 82.6
Old : 52.5 78.7 76.5 91.8 49.4 73.7 72.5 82.6
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 - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 43,398: 8,255 10,105 2,140 31,904 30,364 42,299 42,609: 1,099 789
Old : 43,398: 8,255 10,105 2,140 31,904 30,364 42,299 42,609: 1,099 789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -141: 0 -1,525 0 -111 1,364 -111 -161: -30 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 23.3 4.9 73.5 70.0 97.5 98.2: 2.5 1.8
Old : 100.0: 19.0 23.3 4.9 73.5 70.0 97.5 98.2: 2.5 1.8
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: 3 4 4 22 14 27 20:
Old : 31: 3 4 4 22 14 27 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.1 73.1 75.6 91.9 49.8 66.3 70.2 80.0
Old : 54.1 73.1 75.6 91.9 49.8 66.3 70.2 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Commitments of Traders - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 162,053: 3,224 24,725 9,400 116,694 95,243 129,318 129,368: 32,735 32,685
Old : 162,053: 3,224 24,725 9,400 116,694 95,243 129,318 129,368: 32,735 32,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 1,451: -50 -1,315 195 -666 649 -521 -471: 1,972 1,922
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 15.3 5.8 72.0 58.8 79.8 79.8: 20.2 20.2
Old : 100.0: 2.0 15.3 5.8 72.0 58.8 79.8 79.8: 20.2 20.2
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 : 41: 3 5 6 26 32 32 40:
Old : 41: 3 5 6 26 32 32 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 : 52.8 31.7 67.3 47.6 47.6 28.7 53.6 40.9
Old : 52.8 31.7 67.3 47.6 47.6 28.7 53.6 40.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Commitments of Traders - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 140,657: 5,544 25,265 7,676 101,222 81,551 114,442 114,492: 26,215 26,165
Old : 140,657: 5,544 25,265 7,676 101,222 81,551 114,442 114,492: 26,215 26,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 1,135: -50 -1,290 165 -1,171 119 -1,056 -1,006: 2,191 2,141
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 18.0 5.5 72.0 58.0 81.4 81.4: 18.6 18.6
Old : 100.0: 3.9 18.0 5.5 72.0 58.0 81.4 81.4: 18.6 18.6
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 : 40: 3 5 6 24 31 31 38:
Old : 40: 3 5 6 24 31 31 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 : 53.3 36.5 67.1 50.9 47.1 35.2 55.3 45.8
Old : 53.3 36.5 67.1 50.9 47.1 35.2 55.3 45.8
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 - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 60,820: 0 15,475 2,325 53,095 37,620 55,420 55,420: 5,400 5,400
Old : 60,820: 0 15,475 2,325 53,095 37,620 55,420 55,420: 5,400 5,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -75: 0 -75 0 155 230 155 155: -230 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 25.4 3.8 87.3 61.9 91.1 91.1: 8.9 8.9
Old : 100.0: 0.0 25.4 3.8 87.3 61.9 91.1 91.1: 8.9 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 4 2 18 19 20 23:
Old : 27: 0 4 2 18 19 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 50.4 78.1 71.8 56.1 46.5 66.3 61.0
Old : 60.0 50.4 78.1 71.8 56.1 46.5 66.3 61.0
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 - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 52,255: 0 14,895 2,505 44,365 29,510 46,870 46,910: 5,385 5,345
Old : 52,255: 0 14,895 2,505 44,365 29,510 46,870 46,910: 5,385 5,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: -335: 0 -75 -30 -50 25 -80 -80: -255 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 28.5 4.8 84.9 56.5 89.7 89.8: 10.3 10.2
Old : 100.0: 0.0 28.5 4.8 84.9 56.5 89.7 89.8: 10.3 10.2
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 17 17 19 20:
Old : 24: 0 3 2 17 17 19 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 : 58.2 53.0 74.4 76.1 55.9 47.5 67.5 64.8
Old : 58.2 53.0 74.4 76.1 55.9 47.5 67.5 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Commitments of Traders - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 42,820: 20,600 40 1,160 17,165 38,075 38,925 39,275: 3,895 3,545
Old : 42,820: 20,600 40 1,160 17,165 38,075 38,925 39,275: 3,895 3,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 195: -125 0 120 200 75 195 195: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 0.1 2.7 40.1 88.9 90.9 91.7: 9.1 8.3
Old : 100.0: 48.1 0.1 2.7 40.1 88.9 90.9 91.7: 9.1 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 1 4 16 18 21 22:
Old : 26: 4 1 4 16 18 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 : 65.3 65.9 77.8 80.6 61.3 55.8 67.2 66.9
Old : 65.3 65.9 77.8 80.6 61.3 55.8 67.2 66.9
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 - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 49,170: 32,600 0 1,565 13,495 46,235 47,660 47,800: 1,510 1,370
Old : 49,170: 32,600 0 1,565 13,495 46,235 47,660 47,800: 1,510 1,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 70: -75 0 95 0 -75 20 20: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.3 0.0 3.2 27.4 94.0 96.9 97.2: 3.1 2.8
Old : 100.0: 66.3 0.0 3.2 27.4 94.0 96.9 97.2: 3.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 0 3 10 14 14 17:
Old : 20: 4 0 3 10 14 14 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.6 74.2 92.0 90.3 76.6 64.2 80.1 78.9
Old : 82.6 74.2 92.0 90.3 76.6 64.2 80.1 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 - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 125,740: 12,590 5,800 4,490 88,160 94,890 105,240 105,180: 20,500 20,560
Old : 125,740: 12,590 5,800 4,490 88,160 94,890 105,240 105,180: 20,500 20,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 2,480: 290 0 -10 2,215 2,505 2,495 2,495: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 4.6 3.6 70.1 75.5 83.7 83.6: 16.3 16.4
Old : 100.0: 10.0 4.6 3.6 70.1 75.5 83.7 83.6: 16.3 16.4
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 : 37: 4 2 2 29 29 35 31:
Old : 37: 4 2 2 29 29 35 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 35.2 35.9 53.2 58.6 27.9 28.5 38.0 39.8
Old : 35.2 35.9 53.2 58.6 27.9 28.5 38.0 39.8
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 - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 103,384: 7,435 1,885 8,460 70,329 75,979 86,224 86,324: 17,160 17,060
Old : 103,384: 7,435 1,885 8,460 70,329 75,979 86,224 86,324: 17,160 17,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 1,990: 0 0 0 2,020 2,020 2,020 2,020: -30 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 1.8 8.2 68.0 73.5 83.4 83.5: 16.6 16.5
Old : 100.0: 7.2 1.8 8.2 68.0 73.5 83.4 83.5: 16.6 16.5
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 : 34: 2 3 3 27 26 31 30:
Old : 34: 2 3 3 27 26 31 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.4 43.1 60.8 65.3 31.9 35.4 42.6 45.9
Old : 40.4 43.1 60.8 65.3 31.9 35.4 42.6 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Commitments of Traders - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 30,615: 5,555 300 765 23,000 28,305 29,320 29,370: 1,295 1,245
Old : 30,615: 5,555 300 765 23,000 28,305 29,320 29,370: 1,295 1,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 975: 0 0 0 1,375 1,375 1,375 1,375: -400 -400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 1.0 2.5 75.1 92.5 95.8 95.9: 4.2 4.1
Old : 100.0: 18.1 1.0 2.5 75.1 92.5 95.8 95.9: 4.2 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 2 14 11 16 14:
Old : 20: 2 1 2 14 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 : 62.6 79.6 80.7 91.2 62.0 74.3 75.9 79.7
Old : 62.6 79.6 80.7 91.2 62.0 74.3 75.9 79.7
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 - Futures Only, January 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 30,420: 4,410 325 770 23,515 28,045 28,695 29,140: 1,725 1,280
Old : 30,420: 4,410 325 770 23,515 28,045 28,695 29,140: 1,725 1,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 14, 2020 :
: 900: 0 0 0 1,100 1,100 1,100 1,100: -200 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 1.1 2.5 77.3 92.2 94.3 95.8: 5.7 4.2
Old : 100.0: 14.5 1.1 2.5 77.3 92.2 94.3 95.8: 5.7 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 1 2 13 10 16 13:
Old : 20: 3 1 2 13 10 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 : 65.4 79.6 80.9 90.8 64.5 74.1 75.5 79.6
Old : 65.4 79.6 80.9 90.8 64.5 74.1 75.5 79.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 24, 2020