ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 76,071: 0 4,018 165 68,341 64,323 68,506 68,506: 7,565 7,565
Old : 76,071: 0 4,018 165 68,341 64,323 68,506 68,506: 7,565 7,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 310: 0 110 0 310 200 310 310: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.3 0.2 89.8 84.6 90.1 90.1: 9.9 9.9
Old : 100.0: 0.0 5.3 0.2 89.8 84.6 90.1 90.1: 9.9 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 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 : 75.6 50.9 84.6 76.6 73.4 50.7 78.0 70.9
Old : 75.6 50.9 84.6 76.6 73.4 50.7 78.0 70.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 64,621: 0 4,270 235 57,647 53,377 57,882 57,882: 6,739 6,739
Old : 64,621: 0 4,270 235 57,647 53,377 57,882 57,882: 6,739 6,739
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 448: 0 150 0 448 298 448 448: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.6 0.4 89.2 82.6 89.6 89.6: 10.4 10.4
Old : 100.0: 0.0 6.6 0.4 89.2 82.6 89.6 89.6: 10.4 10.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 77.0 58.9 84.7 76.9 74.7 58.7 78.5 73.7
Old : 77.0 58.9 84.7 76.9 74.7 58.7 78.5 73.7
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 18, 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 : 25,660: 2,140 1,380 0 20,550 21,170 22,690 22,550: 2,970 3,110
Old : 25,660: 2,140 1,380 0 20,550 21,170 22,690 22,550: 2,970 3,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 50: 0 0 0 -30 -30 -30 -30: 80 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 5.4 0.0 80.1 82.5 88.4 87.9: 11.6 12.1
Old : 100.0: 8.3 5.4 0.0 80.1 82.5 88.4 87.9: 11.6 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 : 23: 3 2 0 9 14 12 16:
Old : 23: 3 2 0 9 14 12 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 : 74.3 48.2 85.4 75.2 63.8 47.9 73.2 69.2
Old : 74.3 48.2 85.4 75.2 63.8 47.9 73.2 69.2
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 18, 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 11, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 18, 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 : 56,916: 10,340 3,150 6,265 35,858 43,223 52,463 52,638: 4,453 4,278
Old : 56,916: 10,340 3,150 6,265 35,858 43,223 52,463 52,638: 4,453 4,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,055: -300 -175 475 880 755 1,055 1,055: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 5.5 11.0 63.0 75.9 92.2 92.5: 7.8 7.5
Old : 100.0: 18.2 5.5 11.0 63.0 75.9 92.2 92.5: 7.8 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 : 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 : 59.1 63.4 77.7 81.7 39.4 51.5 52.6 56.4
Old : 59.1 63.4 77.7 81.7 39.4 51.5 52.6 56.4
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 18, 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 : 36,984: 2,195 385 4,915 26,471 28,686 33,581 33,986: 3,403 2,998
Old : 36,984: 2,195 385 4,915 26,471 28,686 33,581 33,986: 3,403 2,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 475: -300 0 300 475 175 475 475: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 1.0 13.3 71.6 77.6 90.8 91.9: 9.2 8.1
Old : 100.0: 5.9 1.0 13.3 71.6 77.6 90.8 91.9: 9.2 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 68.0 66.9 83.2 82.9 55.8 52.1 59.2 60.2
Old : 68.0 66.9 83.2 82.9 55.8 52.1 59.2 60.2
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 18, 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 : 27,600: 235 14,610 780 25,230 11,385 26,245 26,775: 1,355 825
Old : 27,600: 235 14,610 780 25,230 11,385 26,245 26,775: 1,355 825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 225: 0 -105 0 -255 180 -255 75: 480 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 52.9 2.8 91.4 41.3 95.1 97.0: 4.9 3.0
Old : 100.0: 0.9 52.9 2.8 91.4 41.3 95.1 97.0: 4.9 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 64.9 79.8 83.7 90.9 55.0 68.3 65.0 69.5
Old : 64.9 79.8 83.7 90.9 55.0 68.3 65.0 69.5
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 18, 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 : 100,681: 15,370 2,565 2,995 62,726 75,231 81,091 80,791: 19,590 19,890
Old : 100,681: 15,370 2,565 2,995 62,726 75,231 81,091 80,791: 19,590 19,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 150: -85 15 85 150 50 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 2.5 3.0 62.3 74.7 80.5 80.2: 19.5 19.8
Old : 100.0: 15.3 2.5 3.0 62.3 74.7 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: 1 5 3 20 24 24 29:
Old : 32: 1 5 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 52.4 69.7 63.4 47.4 50.9 59.1 57.3
Old : 52.0 52.4 69.7 63.4 47.4 50.9 59.1 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 18, 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 : 95,099: 16,205 5,605 1,395 58,394 68,639 75,994 75,639: 19,105 19,460
Old : 95,099: 16,205 5,605 1,395 58,394 68,639 75,994 75,639: 19,105 19,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 100: 0 120 0 100 -20 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 5.9 1.5 61.4 72.2 79.9 79.5: 20.1 20.5
Old : 100.0: 17.0 5.9 1.5 61.4 72.2 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 48.5 69.4 61.8 48.5 47.2 58.9 56.7
Old : 53.3 48.5 69.4 61.8 48.5 47.2 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 18, 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 : 24,533: 3,830 10,795 1,040 15,217 9,167 20,087 21,002: 4,446 3,531
Old : 24,533: 3,830 10,795 1,040 15,217 9,167 20,087 21,002: 4,446 3,531
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -225: 0 0 0 -225 -225 -225 -225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 44.0 4.2 62.0 37.4 81.9 85.6: 18.1 14.4
Old : 100.0: 15.6 44.0 4.2 62.0 37.4 81.9 85.6: 18.1 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 5 4 18 13 23 19:
Old : 27: 2 5 4 18 13 23 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 : 39.0 59.6 60.8 74.4 37.4 53.7 54.8 64.5
Old : 39.0 59.6 60.8 74.4 37.4 53.7 54.8 64.5
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 18, 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 : 25,093: 3,695 9,735 2,300 14,985 9,840 20,980 21,875: 4,113 3,218
Old : 25,093: 3,695 9,735 2,300 14,985 9,840 20,980 21,875: 4,113 3,218
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -150: 0 0 0 90 -150 90 -150: -240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 38.8 9.2 59.7 39.2 83.6 87.2: 16.4 12.8
Old : 100.0: 14.7 38.8 9.2 59.7 39.2 83.6 87.2: 16.4 12.8
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: 3 4 4 18 13 23 19:
Old : 27: 3 4 4 18 13 23 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 : 39.1 60.6 63.0 76.0 37.4 55.3 54.4 62.3
Old : 39.1 60.6 63.0 76.0 37.4 55.3 54.4 62.3
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 18, 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 : 31,914: 12,175 3,190 1,085 15,831 25,361 29,091 29,636: 2,823 2,278
Old : 31,914: 12,175 3,190 1,085 15,831 25,361 29,091 29,636: 2,823 2,278
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -155: 0 60 -10 -47 -107 -57 -57: -98 -98
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.1 10.0 3.4 49.6 79.5 91.2 92.9: 8.8 7.1
Old : 100.0: 38.1 10.0 3.4 49.6 79.5 91.2 92.9: 8.8 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 69.6 83.4 84.7 91.6 63.8 69.4 71.6 74.3
Old : 69.6 83.4 84.7 91.6 63.8 69.4 71.6 74.3
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 18, 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 : 28,627: 12,175 3,935 645 13,617 22,227 26,437 26,807: 2,190 1,820
Old : 28,627: 12,175 3,935 645 13,617 22,227 26,437 26,807: 2,190 1,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -185: 0 60 0 71 11 71 71: -256 -256
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 13.7 2.3 47.6 77.6 92.3 93.6: 7.7 6.4
Old : 100.0: 42.5 13.7 2.3 47.6 77.6 92.3 93.6: 7.7 6.4
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: 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 : 69.4 84.2 85.1 92.9 68.9 75.9 79.0 81.7
Old : 69.4 84.2 85.1 92.9 68.9 75.9 79.0 81.7
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 18, 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 : 53,461: 24,680 0 0 25,780 50,345 50,460 50,345: 3,001 3,116
Old : 53,461: 24,680 0 0 25,780 50,345 50,460 50,345: 3,001 3,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 975: 375 0 0 300 675 675 675: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.2 0.0 0.0 48.2 94.2 94.4 94.2: 5.6 5.8
Old : 100.0: 46.2 0.0 0.0 48.2 94.2 94.4 94.2: 5.6 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 : 24: 5 0 0 12 15 17 15:
Old : 24: 5 0 0 12 15 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 83.6 86.6 91.6 63.2 80.2 82.5 84.6
Old : 63.6 83.6 86.6 91.6 63.2 80.2 82.5 84.6
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 18, 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 : 56,434: 24,575 0 0 28,739 53,160 53,314 53,160: 3,120 3,274
Old : 56,434: 24,575 0 0 28,739 53,160 53,314 53,160: 3,120 3,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 2,835: 375 0 0 2,160 2,535 2,535 2,535: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.5 0.0 0.0 50.9 94.2 94.5 94.2: 5.5 5.8
Old : 100.0: 43.5 0.0 0.0 50.9 94.2 94.5 94.2: 5.5 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 : 22: 4 0 0 14 14 18 14:
Old : 22: 4 0 0 14 14 18 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 : 65.4 86.8 88.0 91.9 64.8 84.1 86.3 88.1
Old : 65.4 86.8 88.0 91.9 64.8 84.1 86.3 88.1
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 18, 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 : 54,790: 21,869 0 2,125 27,821 49,870 51,815 51,995: 2,975 2,795
Old : 54,790: 21,869 0 2,125 27,821 49,870 51,815 51,995: 2,975 2,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 385: 50 0 300 60 110 410 410: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 0.0 3.9 50.8 91.0 94.6 94.9: 5.4 5.1
Old : 100.0: 39.9 0.0 3.9 50.8 91.0 94.6 94.9: 5.4 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 : 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 : 52.1 76.3 78.2 89.5 47.2 74.7 73.2 85.6
Old : 52.1 76.3 78.2 89.5 47.2 74.7 73.2 85.6
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 18, 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 : 53,695: 21,494 0 2,195 27,276 48,950 50,965 51,145: 2,730 2,550
Old : 53,695: 21,494 0 2,195 27,276 48,950 50,965 51,145: 2,730 2,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 425: 50 0 300 -40 10 310 310: 115 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 0.0 4.1 50.8 91.2 94.9 95.3: 5.1 4.7
Old : 100.0: 40.0 0.0 4.1 50.8 91.2 94.9 95.3: 5.1 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 : 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 : 51.4 75.4 78.7 88.6 45.8 73.7 72.7 84.8
Old : 51.4 75.4 78.7 88.6 45.8 73.7 72.7 84.8
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 18, 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 : 20,730: 135 7,125 1,080 17,380 10,550 18,595 18,755: 2,135 1,975
Old : 20,730: 135 7,125 1,080 17,380 10,550 18,595 18,755: 2,135 1,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -75: 0 -75 0 -75 0 -75 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 34.4 5.2 83.8 50.9 89.7 90.5: 10.3 9.5
Old : 100.0: 0.7 34.4 5.2 83.8 50.9 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 : 56.0 63.4 76.4 81.7 51.6 60.2 68.8 74.0
Old : 56.0 63.4 76.4 81.7 51.6 60.2 68.8 74.0
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 18, 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 6,095 1,385 16,090 10,535 17,560 18,015: 2,050 1,595
Old : 19,610: 85 6,095 1,385 16,090 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 11, 2020 :
: 0: 0 -75 75 -75 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 31.1 7.1 82.0 53.7 89.5 91.9: 10.5 8.1
Old : 100.0: 0.4 31.1 7.1 82.0 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 : 58.5 64.2 77.1 82.4 52.5 60.7 68.8 72.6
Old : 58.5 64.2 77.1 82.4 52.5 60.7 68.8 72.6
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 with Delta-adjusted Options and Futures Combined, February 18, 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 : 74,215: 23,185 19,170 1,860 43,695 47,770 68,740 68,800: 5,475 5,415
Old : 74,215: 23,185 19,170 1,860 43,695 47,770 68,740 68,800: 5,475 5,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 2,760: 1,650 -800 700 410 2,860 2,760 2,760: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 25.8 2.5 58.9 64.4 92.6 92.7: 7.4 7.3
Old : 100.0: 31.2 25.8 2.5 58.9 64.4 92.6 92.7: 7.4 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 61.3 67.8 76.2 82.2 60.8 65.5 74.4 78.6
Old : 61.3 67.8 76.2 82.2 60.8 65.5 74.4 78.6
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 18, 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 : 70,580: 20,630 19,170 1,820 42,980 44,500 65,430 65,490: 5,150 5,090
Old : 70,580: 20,630 19,170 1,820 42,980 44,500 65,430 65,490: 5,150 5,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 2,760: 1,650 -800 700 410 2,860 2,760 2,760: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 27.2 2.6 60.9 63.0 92.7 92.8: 7.3 7.2
Old : 100.0: 29.2 27.2 2.6 60.9 63.0 92.7 92.8: 7.3 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 61.0 68.5 75.8 83.0 60.5 66.0 73.6 79.3
Old : 61.0 68.5 75.8 83.0 60.5 66.0 73.6 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 61,237: 14,443 13,565 3,990 39,244 40,462 57,677 58,017: 3,560 3,220
Old : 61,237: 14,443 13,565 3,990 39,244 40,462 57,677 58,017: 3,560 3,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 986: 908 1,525 -205 125 -492 828 828: 158 158
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.6 22.2 6.5 64.1 66.1 94.2 94.7: 5.8 5.3
Old : 100.0: 23.6 22.2 6.5 64.1 66.1 94.2 94.7: 5.8 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 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 : 57.3 70.6 76.9 89.0 52.6 67.8 71.5 81.6
Old : 57.3 70.6 76.9 89.0 52.6 67.8 71.5 81.6
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 with Delta-adjusted Options and Futures Combined, February 18, 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 : 49,279: 6,948 8,985 4,435 35,774 34,077 47,157 47,497: 2,122 1,782
Old : 49,279: 6,948 8,985 4,435 35,774 34,077 47,157 47,497: 2,122 1,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 1,043: 1,033 1,525 -105 12 -480 940 940: 103 103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 18.2 9.0 72.6 69.2 95.7 96.4: 4.3 3.6
Old : 100.0: 14.1 18.2 9.0 72.6 69.2 95.7 96.4: 4.3 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 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 : 57.3 63.4 76.4 90.2 51.1 55.3 68.3 76.5
Old : 57.3 63.4 76.4 90.2 51.1 55.3 68.3 76.5
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 18, 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 : 173,007: 1,300 28,670 12,412 121,551 94,241 135,263 135,323: 37,744 37,684
Old : 173,007: 1,300 28,670 12,412 121,551 94,241 135,263 135,323: 37,744 37,684
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 3,118: 0 1,873 480 1,912 39 2,392 2,392: 726 726
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 16.6 7.2 70.3 54.5 78.2 78.2: 21.8 21.8
Old : 100.0: 0.8 16.6 7.2 70.3 54.5 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 : 50.9 30.3 66.1 47.5 45.5 25.5 52.0 37.5
Old : 50.9 30.3 66.1 47.5 45.5 25.5 52.0 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 : 147,123: 2,262 25,907 11,686 103,432 79,847 117,380 117,440: 29,743 29,683
Old : 147,123: 2,262 25,907 11,686 103,432 79,847 117,380 117,440: 29,743 29,683
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 2,065: -1,150 848 1,315 1,300 -698 1,465 1,465: 600 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 17.6 7.9 70.3 54.3 79.8 79.8: 20.2 20.2
Old : 100.0: 1.5 17.6 7.9 70.3 54.3 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 : 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 : 48.4 34.7 66.2 50.2 42.0 31.0 51.0 42.9
Old : 48.4 34.7 66.2 50.2 42.0 31.0 51.0 42.9
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 18, 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 : 65,305: 0 14,635 1,865 57,680 43,045 59,545 59,545: 5,760 5,760
Old : 65,305: 0 14,635 1,865 57,680 43,045 59,545 59,545: 5,760 5,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 115: 0 -50 50 85 135 135 135: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 22.4 2.9 88.3 65.9 91.2 91.2: 8.8 8.8
Old : 100.0: 0.0 22.4 2.9 88.3 65.9 91.2 91.2: 8.8 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 : 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 : 61.1 48.6 77.6 70.6 52.5 45.0 64.3 59.2
Old : 61.1 48.6 77.6 70.6 52.5 45.0 64.3 59.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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 11, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 18, 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 : 44,005: 20,220 0 1,505 19,295 39,810 41,020 41,315: 2,985 2,690
Old : 44,005: 20,220 0 1,505 19,295 39,810 41,020 41,315: 2,985 2,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -70: -125 0 15 40 -85 -70 -70: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.9 0.0 3.4 43.8 90.5 93.2 93.9: 6.8 6.1
Old : 100.0: 45.9 0.0 3.4 43.8 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 : 62.6 69.8 77.5 83.1 59.1 63.2 67.9 69.8
Old : 62.6 69.8 77.5 83.1 59.1 63.2 67.9 69.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 18, 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: 32,655 15 1,840 13,510 46,255 48,005 48,110: 1,435 1,330
Old : 49,440: 32,655 15 1,840 13,510 46,255 48,005 48,110: 1,435 1,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: 0: -75 0 75 0 -75 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 0.0 3.7 27.3 93.6 97.1 97.3: 2.9 2.7
Old : 100.0: 66.0 0.0 3.7 27.3 93.6 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 73.3 92.1 90.4 77.7 67.7 80.6 79.2
Old : 82.4 73.3 92.1 90.4 77.7 67.7 80.6 79.2
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 18, 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 : 165,925: 10,605 3,175 6,070 110,521 116,355 127,196 125,600: 38,729 40,325
Old : 165,925: 10,605 3,175 6,070 110,521 116,355 127,196 125,600: 38,729 40,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -395: -225 -75 75 -237 -1,425 -387 -1,425: -8 1,030
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 1.9 3.7 66.6 70.1 76.7 75.7: 23.3 24.3
Old : 100.0: 6.4 1.9 3.7 66.6 70.1 76.7 75.7: 23.3 24.3
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 : 37: 4 2 2 30 28 36 30:
Old : 37: 4 2 2 30 28 36 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 : 34.6 43.1 48.8 57.7 19.6 25.5 27.4 30.3
Old : 34.6 43.1 48.8 57.7 19.6 25.5 27.4 30.3
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 18, 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 : 114,110: 8,455 2,060 7,100 79,915 86,370 95,470 95,530: 18,640 18,580
Old : 114,110: 8,455 2,060 7,100 79,915 86,370 95,470 95,530: 18,640 18,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 11, 2020 :
: -1,230: 340 -75 -205 -1,300 -885 -1,165 -1,165: -65 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 1.8 6.2 70.0 75.7 83.7 83.7: 16.3 16.3
Old : 100.0: 7.4 1.8 6.2 70.0 75.7 83.7 83.7: 16.3 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 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 : 42.2 45.2 62.6 65.0 30.9 36.0 44.5 46.9
Old : 42.2 45.2 62.6 65.0 30.9 36.0 44.5 46.9
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 18, 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 11, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 18, 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 11, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 21, 2020