ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 75,761: 0 3,908 165 68,031 64,123 68,196 68,196: 7,565 7,565
Old : 75,761: 0 3,908 165 68,031 64,123 68,196 68,196: 7,565 7,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -2,160: 0 -310 0 -1,540 -1,230 -1,540 -1,540: -620 -620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.2 0.2 89.8 84.6 90.0 90.0: 10.0 10.0
Old : 100.0: 0.0 5.2 0.2 89.8 84.6 90.0 90.0: 10.0 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 1 18 21 19 23:
Old : 28: 0 2 1 18 21 19 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 : 75.4 51.3 84.5 76.6 73.3 51.1 77.9 70.8
Old : 75.4 51.3 84.5 76.6 73.3 51.1 77.9 70.8
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, February 11, 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 : 64,173: 0 4,120 235 57,199 53,079 57,434 57,434: 6,739 6,739
Old : 64,173: 0 4,120 235 57,199 53,079 57,434 57,434: 6,739 6,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -2,378: 0 -310 -20 -1,578 -1,268 -1,598 -1,598: -780 -780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.4 0.4 89.1 82.7 89.5 89.5: 10.5 10.5
Old : 100.0: 0.0 6.4 0.4 89.1 82.7 89.5 89.5: 10.5 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 1 14 21 15 22:
Old : 27: 0 1 1 14 21 15 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 : 76.8 58.8 84.6 76.7 74.7 58.6 78.6 73.8
Old : 76.8 58.8 84.6 76.7 74.7 58.6 78.6 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 25,610: 2,140 1,380 0 20,580 21,200 22,720 22,580: 2,890 3,030
Old : 25,610: 2,140 1,380 0 20,580 21,200 22,720 22,580: 2,890 3,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -1,405: -95 -80 0 -855 -865 -950 -945: -455 -460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 5.4 0.0 80.4 82.8 88.7 88.2: 11.3 11.8
Old : 100.0: 8.4 5.4 0.0 80.4 82.8 88.7 88.2: 11.3 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 : 23: 3 2 0 10 14 13 16:
Old : 23: 3 2 0 10 14 13 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 : 74.4 48.5 85.4 75.7 63.9 48.0 73.3 69.8
Old : 74.4 48.5 85.4 75.7 63.9 48.0 73.3 69.8
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, February 11, 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 : 23,350: 2,160 1,290 25 18,895 19,625 21,080 20,940: 2,270 2,410
Old : 23,350: 2,160 1,290 25 18,895 19,625 21,080 20,940: 2,270 2,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 100: 5 10 -25 105 105 85 90: 15 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 5.5 0.1 80.9 84.0 90.3 89.7: 9.7 10.3
Old : 100.0: 9.3 5.5 0.1 80.9 84.0 90.3 89.7: 9.7 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 2 1 9 14 13 16:
Old : 20: 3 2 1 9 14 13 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 : 75.0 50.9 88.1 74.9 62.5 45.2 68.7 65.0
Old : 75.0 50.9 88.1 74.9 62.5 45.2 68.7 65.0
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, February 11, 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 : 55,861: 10,640 3,325 5,790 34,978 42,468 51,408 51,583: 4,453 4,278
Old : 55,861: 10,640 3,325 5,790 34,978 42,468 51,408 51,583: 4,453 4,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 3,791: -35 515 -345 2,870 2,315 2,490 2,485: 1,301 1,306
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 6.0 10.4 62.6 76.0 92.0 92.3: 8.0 7.7
Old : 100.0: 19.0 6.0 10.4 62.6 76.0 92.0 92.3: 8.0 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 : 26: 1 2 3 19 21 22 24:
Old : 26: 1 2 3 19 21 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.4 63.5 78.0 81.1 40.2 51.7 52.8 56.7
Old : 59.4 63.5 78.0 81.1 40.2 51.7 52.8 56.7
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, February 11, 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 : 36,509: 2,495 385 4,615 25,996 28,511 33,106 33,511: 3,403 2,998
Old : 36,509: 2,495 385 4,615 25,996 28,511 33,106 33,511: 3,403 2,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 4,964: 30 0 -90 4,224 4,229 4,164 4,139: 800 825
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.8 1.1 12.6 71.2 78.1 90.7 91.8: 9.3 8.2
Old : 100.0: 6.8 1.1 12.6 71.2 78.1 90.7 91.8: 9.3 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 3 19 19 22 22:
Old : 25: 2 1 3 19 19 22 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.7 67.4 82.9 82.5 55.9 52.1 59.3 60.3
Old : 67.7 67.4 82.9 82.5 55.9 52.1 59.3 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 27,375: 235 14,715 780 25,485 11,205 26,500 26,700: 875 675
Old : 27,375: 235 14,715 780 25,485 11,205 26,500 26,700: 875 675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -1,545: -300 790 -740 -435 -1,515 -1,475 -1,465: -70 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 53.8 2.8 93.1 40.9 96.8 97.5: 3.2 2.5
Old : 100.0: 0.9 53.8 2.8 93.1 40.9 96.8 97.5: 3.2 2.5
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 2 2 14 13 16 16:
Old : 20: 1 2 2 14 13 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 79.5 84.6 90.2 52.1 64.8 64.3 67.2
Old : 63.9 79.5 84.6 90.2 52.1 64.8 64.3 67.2
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, February 11, 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 : 100,531: 15,455 2,550 2,910 62,576 75,181 80,941 80,641: 19,590 19,890
Old : 100,531: 15,455 2,550 2,910 62,576 75,181 80,941 80,641: 19,590 19,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 4,893: -1,425 -45 750 4,633 3,268 3,958 3,973: 935 920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 2.5 2.9 62.2 74.8 80.5 80.2: 19.5 19.8
Old : 100.0: 15.4 2.5 2.9 62.2 74.8 80.5 80.2: 19.5 19.8
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 : 32: 2 4 3 20 24 24 29:
Old : 32: 2 4 3 20 24 24 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 52.3 69.7 63.3 47.3 50.8 59.0 57.3
Old : 52.0 52.3 69.7 63.3 47.3 50.8 59.0 57.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 94,999: 16,205 5,485 1,395 58,294 68,659 75,894 75,539: 19,105 19,460
Old : 94,999: 16,205 5,485 1,395 58,294 68,659 75,894 75,539: 19,105 19,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 1,286: 0 1,630 -595 910 -700 315 335: 971 951
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 5.8 1.5 61.4 72.3 79.9 79.5: 20.1 20.5
Old : 100.0: 17.1 5.8 1.5 61.4 72.3 79.9 79.5: 20.1 20.5
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 : 31: 1 4 2 20 23 23 27:
Old : 31: 1 4 2 20 23 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.3 48.4 69.3 61.8 48.5 47.3 58.9 56.7
Old : 53.3 48.4 69.3 61.8 48.5 47.3 58.9 56.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 24,758: 3,830 10,795 1,040 15,442 9,392 20,312 21,227: 4,446 3,531
Old : 24,758: 3,830 10,795 1,040 15,442 9,392 20,312 21,227: 4,446 3,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -2,656: -250 -1,210 -175 -2,427 -1,007 -2,852 -2,392: 196 -264
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 43.6 4.2 62.4 37.9 82.0 85.7: 18.0 14.3
Old : 100.0: 15.5 43.6 4.2 62.4 37.9 82.0 85.7: 18.0 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 5 4 17 12 22 18:
Old : 26: 2 5 4 17 12 22 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 : 39.5 59.1 61.1 75.5 37.7 53.2 55.1 65.7
Old : 39.5 59.1 61.1 75.5 37.7 53.2 55.1 65.7
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, February 11, 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 : 25,243: 3,695 9,735 2,300 14,895 9,990 20,890 22,025: 4,353 3,218
Old : 25,243: 3,695 9,735 2,300 14,895 9,990 20,890 22,025: 4,353 3,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -2,731: -625 -1,410 -125 -1,663 -893 -2,413 -2,428: -318 -303
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 38.6 9.1 59.0 39.6 82.8 87.3: 17.2 12.7
Old : 100.0: 14.6 38.6 9.1 59.0 39.6 82.8 87.3: 17.2 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 4 4 16 12 21 18:
Old : 25: 3 4 4 16 12 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 : 39.7 60.2 63.4 77.3 38.0 55.2 54.8 63.7
Old : 39.7 60.2 63.4 77.3 38.0 55.2 54.8 63.7
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, February 11, 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 : 32,069: 12,175 3,130 1,095 15,878 25,468 29,148 29,693: 2,921 2,376
Old : 32,069: 12,175 3,130 1,095 15,878 25,468 29,148 29,693: 2,921 2,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -514: 385 -735 355 -1,069 36 -329 -344: -185 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.0 9.8 3.4 49.5 79.4 90.9 92.6: 9.1 7.4
Old : 100.0: 38.0 9.8 3.4 49.5 79.4 90.9 92.6: 9.1 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 4 2 15 9 18 13:
Old : 24: 1 4 2 15 9 18 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 : 68.9 83.8 84.4 91.4 63.5 70.1 72.2 74.9
Old : 68.9 83.8 84.4 91.4 63.5 70.1 72.2 74.9
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, February 11, 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 : 28,812: 12,175 3,875 645 13,546 22,216 26,366 26,736: 2,446 2,076
Old : 28,812: 12,175 3,875 645 13,546 22,216 26,366 26,736: 2,446 2,076
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -1,092: 385 -260 0 -1,155 -520 -770 -780: -322 -312
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.3 13.4 2.2 47.0 77.1 91.5 92.8: 8.5 7.2
Old : 100.0: 42.3 13.4 2.2 47.0 77.1 91.5 92.8: 8.5 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 4 2 14 8 17 12:
Old : 23: 1 4 2 14 8 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.7 84.6 84.3 92.1 68.4 77.1 80.2 82.9
Old : 68.7 84.6 84.3 92.1 68.4 77.1 80.2 82.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 52,486: 24,305 0 0 25,480 49,670 49,785 49,670: 2,701 2,816
Old : 52,486: 24,305 0 0 25,480 49,670 49,785 49,670: 2,701 2,816
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -3,742: -2,605 0 0 -435 -2,765 -3,040 -2,765: -702 -977
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.3 0.0 0.0 48.5 94.6 94.9 94.6: 5.1 5.4
Old : 100.0: 46.3 0.0 0.0 48.5 94.6 94.9 94.6: 5.1 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 0 0 12 16 17 16:
Old : 24: 5 0 0 12 16 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 83.7 86.9 91.8 62.5 80.1 82.2 84.8
Old : 63.5 83.7 86.9 91.8 62.5 80.1 82.2 84.8
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, February 11, 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 : 53,599: 24,200 0 0 26,579 50,625 50,779 50,625: 2,820 2,974
Old : 53,599: 24,200 0 0 26,579 50,625 50,779 50,625: 2,820 2,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -1,396: -2,595 0 0 1,784 -901 -811 -901: -585 -495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 0.0 0.0 49.6 94.5 94.7 94.5: 5.3 5.5
Old : 100.0: 45.2 0.0 0.0 49.6 94.5 94.7 94.5: 5.3 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 : 22: 4 0 0 14 15 18 15:
Old : 22: 4 0 0 14 15 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.0 86.5 88.1 91.8 64.5 83.7 85.7 87.9
Old : 65.0 86.5 88.1 91.8 64.5 83.7 85.7 87.9
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, February 11, 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 : 54,405: 21,819 0 1,825 27,761 49,760 51,405 51,585: 3,000 2,820
Old : 54,405: 21,819 0 1,825 27,761 49,760 51,405 51,585: 3,000 2,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -4,210: -4,090 0 380 -220 -4,310 -3,930 -3,930: -280 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 0.0 3.4 51.0 91.5 94.5 94.8: 5.5 5.2
Old : 100.0: 40.1 0.0 3.4 51.0 91.5 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 : 30: 7 0 3 19 11 26 14:
Old : 30: 7 0 3 19 11 26 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 : 51.0 76.6 77.5 89.8 46.6 75.1 73.0 86.1
Old : 51.0 76.6 77.5 89.8 46.6 75.1 73.0 86.1
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, February 11, 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 : 53,270: 21,444 0 1,895 27,316 48,940 50,655 50,835: 2,615 2,435
Old : 53,270: 21,444 0 1,895 27,316 48,940 50,655 50,835: 2,615 2,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -4,255: -3,915 0 350 -475 -4,390 -4,040 -4,040: -215 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.3 0.0 3.6 51.3 91.9 95.1 95.4: 4.9 4.6
Old : 100.0: 40.3 0.0 3.6 51.3 91.9 95.1 95.4: 4.9 4.6
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 : 30: 7 0 3 19 11 26 14:
Old : 30: 7 0 3 19 11 26 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 : 50.7 75.7 78.2 89.2 46.0 74.1 72.5 85.4
Old : 50.7 75.7 78.2 89.2 46.0 74.1 72.5 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 with Delta-adjusted Options and Futures Combined, February 11, 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 : 20,805: 135 7,200 1,080 17,455 10,550 18,670 18,830: 2,135 1,975
Old : 20,805: 135 7,200 1,080 17,455 10,550 18,670 18,830: 2,135 1,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -1,545: -50 -280 -195 -1,335 -1,115 -1,580 -1,590: 35 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 34.6 5.2 83.9 50.7 89.7 90.5: 10.3 9.5
Old : 100.0: 0.6 34.6 5.2 83.9 50.7 89.7 90.5: 10.3 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 5 2 14 11 17 16:
Old : 23: 1 5 2 14 11 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.2 63.6 76.5 81.8 51.5 60.4 68.9 74.1
Old : 56.2 63.6 76.5 81.8 51.5 60.4 68.9 74.1
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, February 11, 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 : 19,610: 85 6,170 1,310 16,165 10,535 17,560 18,015: 2,050 1,595
Old : 19,610: 85 6,170 1,310 16,165 10,535 17,560 18,015: 2,050 1,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -1,545: -50 -215 -260 -315 -1,065 -625 -1,540: -920 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 31.5 6.7 82.4 53.7 89.5 91.9: 10.5 8.1
Old : 100.0: 0.4 31.5 6.7 82.4 53.7 89.5 91.9: 10.5 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 5 2 13 10 16 15:
Old : 22: 1 5 2 13 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 : 58.9 64.2 77.4 82.4 52.5 60.7 69.2 73.0
Old : 58.9 64.2 77.4 82.4 52.5 60.7 69.2 73.0
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, February 11, 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 : 71,455: 21,535 19,970 1,160 43,285 44,910 65,980 66,040: 5,475 5,415
Old : 71,455: 21,535 19,970 1,160 43,285 44,910 65,980 66,040: 5,475 5,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -3,030: -2,000 -1,500 10 -735 -1,250 -2,725 -2,740: -305 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.1 27.9 1.6 60.6 62.9 92.3 92.4: 7.7 7.6
Old : 100.0: 30.1 27.9 1.6 60.6 62.9 92.3 92.4: 7.7 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 : 28: 5 2 5 16 15 23 20:
Old : 28: 5 2 5 16 15 23 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 : 61.4 66.3 76.6 81.2 60.9 65.0 75.0 78.8
Old : 61.4 66.3 76.6 81.2 60.9 65.0 75.0 78.8
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, February 11, 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 : 67,820: 18,980 19,970 1,120 42,570 41,640 62,670 62,730: 5,150 5,090
Old : 67,820: 18,980 19,970 1,120 42,570 41,640 62,670 62,730: 5,150 5,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -3,130: -1,875 -1,500 50 -935 -1,325 -2,760 -2,775: -370 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 29.4 1.7 62.8 61.4 92.4 92.5: 7.6 7.5
Old : 100.0: 28.0 29.4 1.7 62.8 61.4 92.4 92.5: 7.6 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 : 28: 5 2 4 17 17 24 21:
Old : 28: 5 2 4 17 17 24 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.1 67.0 76.3 82.0 60.7 65.4 73.9 79.5
Old : 61.1 67.0 76.3 82.0 60.7 65.4 73.9 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 60,251: 13,535 12,040 4,195 39,119 40,954 56,849 57,189: 3,402 3,062
Old : 60,251: 13,535 12,040 4,195 39,119 40,954 56,849 57,189: 3,402 3,062
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -511: 1,030 -15 -535 -1,349 -324 -854 -874: 343 363
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 20.0 7.0 64.9 68.0 94.4 94.9: 5.6 5.1
Old : 100.0: 22.5 20.0 7.0 64.9 68.0 94.4 94.9: 5.6 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 : 32: 5 2 3 22 14 28 18:
Old : 32: 5 2 3 22 14 28 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 71.0 76.6 89.1 51.8 68.3 71.1 81.4
Old : 56.6 71.0 76.6 89.1 51.8 68.3 71.1 81.4
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, February 11, 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 : 48,236: 5,915 7,460 4,540 35,762 34,557 46,217 46,557: 2,019 1,679
Old : 48,236: 5,915 7,460 4,540 35,762 34,557 46,217 46,557: 2,019 1,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -2,008: 910 -620 -540 -2,527 -1,017 -2,157 -2,177: 149 169
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 15.5 9.4 74.1 71.6 95.8 96.5: 4.2 3.5
Old : 100.0: 12.3 15.5 9.4 74.1 71.6 95.8 96.5: 4.2 3.5
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 : 32: 5 2 5 21 14 28 19:
Old : 32: 5 2 5 21 14 28 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.9 63.5 77.4 90.3 51.4 55.5 67.6 76.0
Old : 57.9 63.5 77.4 90.3 51.4 55.5 67.6 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 169,889: 1,300 26,797 11,932 119,639 94,202 132,871 132,931: 37,018 36,958
Old : 169,889: 1,300 26,797 11,932 119,639 94,202 132,871 132,931: 37,018 36,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -4,778: -1,014 -4,712 1,157 -4,602 -844 -4,459 -4,399: -319 -379
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 15.8 7.0 70.4 55.4 78.2 78.2: 21.8 21.8
Old : 100.0: 0.8 15.8 7.0 70.4 55.4 78.2 78.2: 21.8 21.8
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 : 41: 1 7 4 28 32 32 40:
Old : 41: 1 7 4 28 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 : 52.0 29.7 66.0 46.8 46.2 26.2 53.1 39.0
Old : 52.0 29.7 66.0 46.8 46.2 26.2 53.1 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 145,058: 3,412 25,059 10,371 102,132 80,545 115,915 115,975: 29,143 29,083
Old : 145,058: 3,412 25,059 10,371 102,132 80,545 115,915 115,975: 29,143 29,083
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -9,333: -1,167 -4,885 995 -8,045 -4,267 -8,217 -8,157: -1,116 -1,176
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 17.3 7.1 70.4 55.5 79.9 80.0: 20.1 20.0
Old : 100.0: 2.4 17.3 7.1 70.4 55.5 79.9 80.0: 20.1 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 : 40: 2 6 6 25 30 31 38:
Old : 40: 2 6 6 25 30 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 : 49.5 34.1 66.0 50.2 42.4 31.3 51.5 43.8
Old : 49.5 34.1 66.0 50.2 42.4 31.3 51.5 43.8
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, February 11, 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 : 65,190: 0 14,685 1,815 57,595 42,910 59,410 59,410: 5,780 5,780
Old : 65,190: 0 14,685 1,815 57,595 42,910 59,410 59,410: 5,780 5,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 4,245: 0 -860 -515 3,840 4,700 3,325 3,325: 920 920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 22.5 2.8 88.3 65.8 91.1 91.1: 8.9 8.9
Old : 100.0: 0.0 22.5 2.8 88.3 65.8 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 3 18 19 21 23:
Old : 27: 0 4 3 18 19 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 : 61.2 48.7 77.8 70.8 52.6 45.2 64.3 59.5
Old : 61.2 48.7 77.8 70.8 52.6 45.2 64.3 59.5
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, February 11, 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 : 56,550: 0 14,300 1,725 48,715 34,460 50,440 50,485: 6,110 6,065
Old : 56,550: 0 14,300 1,725 48,715 34,460 50,440 50,485: 6,110 6,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 4,901: 0 -670 -765 4,411 5,041 3,646 3,606: 1,255 1,295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 25.3 3.1 86.1 60.9 89.2 89.3: 10.8 10.7
Old : 100.0: 0.0 25.3 3.1 86.1 60.9 89.2 89.3: 10.8 10.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 3 2 18 20 20 23:
Old : 25: 0 3 2 18 20 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 52.2 73.6 74.3 40.5 44.4 52.4 51.9
Old : 53.5 52.2 73.6 74.3 40.5 44.4 52.4 51.9
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, February 11, 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 : 44,075: 20,345 0 1,490 19,255 39,895 41,090 41,385: 2,985 2,690
Old : 44,075: 20,345 0 1,490 19,255 39,895 41,090 41,385: 2,985 2,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 965: -440 -85 330 1,805 1,395 1,695 1,640: -730 -675
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 0.0 3.4 43.7 90.5 93.2 93.9: 6.8 6.1
Old : 100.0: 46.2 0.0 3.4 43.7 90.5 93.2 93.9: 6.8 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 0 3 17 18 21 21:
Old : 25: 4 0 3 17 18 21 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 69.9 77.6 83.1 59.3 63.3 68.0 70.0
Old : 62.8 69.9 77.6 83.1 59.3 63.3 68.0 70.0
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, February 11, 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 : 49,440: 32,730 15 1,765 13,510 46,330 48,005 48,110: 1,435 1,330
Old : 49,440: 32,730 15 1,765 13,510 46,330 48,005 48,110: 1,435 1,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 130: -10 15 180 35 -25 205 170: -75 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.2 0.0 3.6 27.3 93.7 97.1 97.3: 2.9 2.7
Old : 100.0: 66.2 0.0 3.6 27.3 93.7 97.1 97.3: 2.9 2.7
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 4 13 15 17 19:
Old : 21: 3 1 4 13 15 17 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.4 73.5 92.1 90.6 77.9 67.9 80.8 79.3
Old : 82.4 73.5 92.1 90.6 77.9 67.9 80.8 79.3
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, February 11, 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 : 166,320: 10,830 3,250 5,995 110,758 117,780 127,583 127,025: 38,736 39,295
Old : 166,320: 10,830 3,250 5,995 110,758 117,780 127,583 127,025: 38,736 39,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 32,847: -1,685 -2,020 1,330 16,778 16,012 16,423 15,322: 16,424 17,525
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 2.0 3.6 66.6 70.8 76.7 76.4: 23.3 23.6
Old : 100.0: 6.5 2.0 3.6 66.6 70.8 76.7 76.4: 23.3 23.6
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 : 37: 4 2 3 30 28 36 31:
Old : 37: 4 2 3 30 28 36 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 : 34.7 44.0 48.9 58.6 20.4 26.3 27.7 31.2
Old : 34.7 44.0 48.9 58.6 20.4 26.3 27.7 31.2
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, February 11, 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 : 115,340: 8,115 2,135 7,305 81,215 87,255 96,635 96,695: 18,705 18,645
Old : 115,340: 8,115 2,135 7,305 81,215 87,255 96,635 96,695: 18,705 18,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: 6,666: 80 115 -755 6,886 6,791 6,211 6,151: 455 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 1.9 6.3 70.4 75.7 83.8 83.8: 16.2 16.2
Old : 100.0: 7.0 1.9 6.3 70.4 75.7 83.8 83.8: 16.2 16.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 42.9 45.4 63.2 65.2 31.9 37.0 45.1 47.9
Old : 42.9 45.4 63.2 65.2 31.9 37.0 45.1 47.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 30,360: 5,505 300 670 22,720 27,965 28,895 28,935: 1,465 1,425
Old : 30,360: 5,505 300 670 22,720 27,965 28,895 28,935: 1,465 1,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -730: -50 0 -95 -580 -640 -725 -735: -5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 1.0 2.2 74.8 92.1 95.2 95.3: 4.8 4.7
Old : 100.0: 18.1 1.0 2.2 74.8 92.1 95.2 95.3: 4.8 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 2 14 12 16 15:
Old : 21: 2 1 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 : 61.8 79.7 81.5 90.6 61.5 72.5 75.4 78.5
Old : 61.8 79.7 81.5 90.6 61.5 72.5 75.4 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 11, 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 : 29,795: 4,390 300 635 23,090 27,670 28,115 28,605: 1,680 1,190
Old : 29,795: 4,390 300 635 23,090 27,670 28,115 28,605: 1,680 1,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 4, 2020 :
: -675: -10 -25 -135 -620 -570 -765 -730: 90 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 1.0 2.1 77.5 92.9 94.4 96.0: 5.6 4.0
Old : 100.0: 14.7 1.0 2.1 77.5 92.9 94.4 96.0: 5.6 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 2 13 11 15 14:
Old : 20: 2 1 2 13 11 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.7 80.7 82.0 91.2 65.3 73.7 76.4 79.4
Old : 65.7 80.7 82.0 91.2 65.3 73.7 76.4 79.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 14, 2020