ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 76,447: 0 4,018 165 68,249 64,231 68,414 68,414: 8,033 8,033
Old : 76,447: 0 4,018 165 68,249 64,231 68,414 68,414: 8,033 8,033
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 376: 0 0 0 -92 -92 -92 -92: 468 468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.3 0.2 89.3 84.0 89.5 89.5: 10.5 10.5
Old : 100.0: 0.0 5.3 0.2 89.3 84.0 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 : 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 : 75.0 50.6 84.0 75.9 72.7 50.3 77.4 70.1
Old : 75.0 50.6 84.0 75.9 72.7 50.3 77.4 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 64,692: 0 4,270 235 57,468 53,198 57,703 57,703: 6,989 6,989
Old : 64,692: 0 4,270 235 57,468 53,198 57,703 57,703: 6,989 6,989
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 71: 0 0 0 -179 -179 -179 -179: 250 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.6 0.4 88.8 82.2 89.2 89.2: 10.8 10.8
Old : 100.0: 0.0 6.6 0.4 88.8 82.2 89.2 89.2: 10.8 10.8
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 1 1 15 21 16 22:
Old : 27: 0 1 1 15 21 16 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.2 57.2 84.2 75.6 73.7 57.0 77.6 72.9
Old : 76.2 57.2 84.2 75.6 73.7 57.0 77.6 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 25,880: 2,140 1,380 0 20,790 21,410 22,930 22,790: 2,950 3,090
Old : 25,880: 2,140 1,380 0 20,790 21,410 22,930 22,790: 2,950 3,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 220: 0 0 0 240 240 240 240: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 5.3 0.0 80.3 82.7 88.6 88.1: 11.4 11.9
Old : 100.0: 8.3 5.3 0.0 80.3 82.7 88.6 88.1: 11.4 11.9
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 : 23: 3 2 0 9 15 12 17:
Old : 23: 3 2 0 9 15 12 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.2 48.2 85.6 74.4 62.8 47.9 70.9 67.0
Old : 73.2 48.2 85.6 74.4 62.8 47.9 70.9 67.0
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 25, 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 : 23,470: 2,160 1,290 25 19,185 19,915 21,370 21,230: 2,100 2,240
Old : 23,470: 2,160 1,290 25 19,185 19,915 21,370 21,230: 2,100 2,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 120: 0 0 0 290 290 290 290: -170 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 5.5 0.1 81.7 84.9 91.1 90.5: 8.9 9.5
Old : 100.0: 9.2 5.5 0.1 81.7 84.9 91.1 90.5: 8.9 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 : 20: 3 2 1 9 15 13 17:
Old : 20: 3 2 1 9 15 13 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 50.3 88.8 74.5 60.4 45.2 66.5 62.9
Old : 74.1 50.3 88.8 74.5 60.4 45.2 66.5 62.9
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 25, 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 : 58,621: 10,640 3,680 5,985 37,615 44,750 54,240 54,415: 4,381 4,206
Old : 58,621: 10,640 3,680 5,985 37,615 44,750 54,240 54,415: 4,381 4,206
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 1,705: 300 530 -280 1,757 1,527 1,777 1,777: -72 -72
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.2 6.3 10.2 64.2 76.3 92.5 92.8: 7.5 7.2
Old : 100.0: 18.2 6.3 10.2 64.2 76.3 92.5 92.8: 7.5 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 : 26: 1 2 3 21 22 24 25:
Old : 26: 1 2 3 21 22 24 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 63.5 78.2 82.0 39.9 52.5 54.0 57.2
Old : 60.6 63.5 78.2 82.0 39.9 52.5 54.0 57.2
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 25, 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 : 37,449: 2,495 385 4,615 26,936 29,451 34,046 34,451: 3,403 2,998
Old : 37,449: 2,495 385 4,615 26,936 29,451 34,046 34,451: 3,403 2,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 465: 300 0 -300 465 765 465 465: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 1.0 12.3 71.9 78.6 90.9 92.0: 9.1 8.0
Old : 100.0: 6.7 1.0 12.3 71.9 78.6 90.9 92.0: 9.1 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 3 18 20 21 23:
Old : 25: 2 1 3 18 20 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.5 65.6 82.4 81.4 56.4 51.9 59.8 60.0
Old : 68.5 65.6 82.4 81.4 56.4 51.9 59.8 60.0
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 25, 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 : 28,640: 535 14,610 730 26,020 12,295 27,285 27,635: 1,355 1,005
Old : 28,640: 535 14,610 730 26,020 12,295 27,285 27,635: 1,355 1,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 1,040: 300 0 -50 790 910 1,040 860: 0 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 51.0 2.5 90.9 42.9 95.3 96.5: 4.7 3.5
Old : 100.0: 1.9 51.0 2.5 90.9 42.9 95.3 96.5: 4.7 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 : 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 : 65.7 78.2 83.9 89.3 56.1 67.1 65.7 68.9
Old : 65.7 78.2 83.9 89.3 56.1 67.1 65.7 68.9
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 25, 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 : 101,471: 14,905 3,195 2,725 63,706 75,116 81,336 81,036: 20,135 20,435
Old : 101,471: 14,905 3,195 2,725 63,706 75,116 81,336 81,036: 20,135 20,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 790: -465 630 -270 980 -115 245 245: 545 545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 3.1 2.7 62.8 74.0 80.2 79.9: 19.8 20.1
Old : 100.0: 14.7 3.1 2.7 62.8 74.0 80.2 79.9: 19.8 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 1 5 4 20 24 24 30:
Old : 32: 1 5 4 20 24 24 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 : 51.7 52.5 69.7 63.5 47.4 51.0 59.3 56.8
Old : 51.7 52.5 69.7 63.5 47.4 51.0 59.3 56.8
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 25, 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 : 95,654: 15,565 6,160 1,320 59,389 68,439 76,274 75,919: 19,380 19,735
Old : 95,654: 15,565 6,160 1,320 59,389 68,439 76,274 75,919: 19,380 19,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 555: -640 555 -75 995 -200 280 280: 275 275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 6.4 1.4 62.1 71.5 79.7 79.4: 20.3 20.6
Old : 100.0: 16.3 6.4 1.4 62.1 71.5 79.7 79.4: 20.3 20.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 1 4 3 20 23 23 28:
Old : 31: 1 4 3 20 23 23 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.3 49.2 69.8 62.2 47.0 47.9 58.7 57.1
Old : 52.3 49.2 69.8 62.2 47.0 47.9 58.7 57.1
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 25, 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 : 25,053: 3,830 10,745 1,100 15,599 9,599 20,529 21,444: 4,524 3,609
Old : 25,053: 3,830 10,745 1,100 15,599 9,599 20,529 21,444: 4,524 3,609
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 520: 0 -50 60 382 432 442 442: 78 78
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 42.9 4.4 62.3 38.3 81.9 85.6: 18.1 14.4
Old : 100.0: 15.3 42.9 4.4 62.3 38.3 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 : 40.0 59.3 61.3 74.1 38.4 53.4 54.4 63.9
Old : 40.0 59.3 61.3 74.1 38.4 53.4 54.4 63.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 25,203: 3,695 9,685 2,300 15,045 9,950 21,040 21,935: 4,163 3,268
Old : 25,203: 3,695 9,685 2,300 15,045 9,950 21,040 21,935: 4,163 3,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 110: 0 -50 0 60 110 60 60: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 38.4 9.1 59.7 39.5 83.5 87.0: 16.5 13.0
Old : 100.0: 14.7 38.4 9.1 59.7 39.5 83.5 87.0: 16.5 13.0
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 : 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 : 39.3 60.7 63.1 76.0 37.6 55.4 54.5 62.5
Old : 39.3 60.7 63.1 76.0 37.6 55.4 54.5 62.5
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 25, 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 : 32,619: 12,175 4,860 820 17,150 25,010 30,145 30,690: 2,474 1,929
Old : 32,619: 12,175 4,860 820 17,150 25,010 30,145 30,690: 2,474 1,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 705: 0 1,670 -265 1,319 -351 1,054 1,054: -349 -349
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.3 14.9 2.5 52.6 76.7 92.4 94.1: 7.6 5.9
Old : 100.0: 37.3 14.9 2.5 52.6 76.7 92.4 94.1: 7.6 5.9
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 : 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 : 68.0 84.7 84.9 92.9 62.3 71.8 73.3 76.0
Old : 68.0 84.7 84.9 92.9 62.3 71.8 73.3 76.0
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 25, 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 : 29,367: 12,175 5,405 190 14,837 21,977 27,202 27,572: 2,165 1,795
Old : 29,367: 12,175 5,405 190 14,837 21,977 27,202 27,572: 2,165 1,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 740: 0 1,470 -455 1,220 -250 765 765: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 18.4 0.6 50.5 74.8 92.6 93.9: 7.4 6.1
Old : 100.0: 41.5 18.4 0.6 50.5 74.8 92.6 93.9: 7.4 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 : 23: 1 4 1 14 8 16 12:
Old : 23: 1 4 1 14 8 16 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 : 68.4 84.3 86.7 93.2 67.1 77.8 80.9 83.5
Old : 68.4 84.3 86.7 93.2 67.1 77.8 80.9 83.5
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 25, 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 : 54,856: 25,980 0 45 25,830 51,695 51,855 51,740: 3,001 3,116
Old : 54,856: 25,980 0 45 25,830 51,695 51,855 51,740: 3,001 3,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 1,395: 1,300 0 45 50 1,350 1,395 1,395: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.4 0.0 0.1 47.1 94.2 94.5 94.3: 5.5 5.7
Old : 100.0: 47.4 0.0 0.1 47.1 94.2 94.5 94.3: 5.5 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 0 1 12 15 17 16:
Old : 24: 5 0 1 12 15 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 : 64.3 83.8 86.8 91.5 64.0 80.4 82.6 84.8
Old : 64.3 83.8 86.8 91.5 64.0 80.4 82.6 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 25, 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 : 57,729: 25,775 0 45 28,789 54,410 54,609 54,455: 3,120 3,274
Old : 57,729: 25,775 0 45 28,789 54,410 54,609 54,455: 3,120 3,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 1,295: 1,200 0 45 50 1,250 1,295 1,295: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 0.0 0.1 49.9 94.3 94.6 94.3: 5.4 5.7
Old : 100.0: 44.6 0.0 0.1 49.9 94.3 94.6 94.3: 5.4 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 0 1 14 14 18 15:
Old : 22: 4 0 1 14 14 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 : 66.1 87.0 88.3 92.0 65.6 84.4 86.6 88.3
Old : 66.1 87.0 88.3 92.0 65.6 84.4 86.6 88.3
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 25, 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 : 55,175: 22,369 0 1,995 27,671 50,220 52,035 52,215: 3,140 2,960
Old : 55,175: 22,369 0 1,995 27,671 50,220 52,035 52,215: 3,140 2,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 385: 500 0 -130 -150 350 220 220: 165 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 0.0 3.6 50.2 91.0 94.3 94.6: 5.7 5.4
Old : 100.0: 40.5 0.0 3.6 50.2 91.0 94.3 94.6: 5.7 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 : 31: 7 0 3 19 12 26 15:
Old : 31: 7 0 3 19 12 26 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 76.4 77.8 89.0 48.2 74.8 73.0 85.1
Old : 53.0 76.4 77.8 89.0 48.2 74.8 73.0 85.1
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 25, 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 : 53,950: 21,794 0 2,095 27,231 49,205 51,120 51,300: 2,830 2,650
Old : 53,950: 21,794 0 2,095 27,231 49,205 51,120 51,300: 2,830 2,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 255: 300 0 -100 -45 255 155 155: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 0.0 3.9 50.5 91.2 94.8 95.1: 5.2 4.9
Old : 100.0: 40.4 0.0 3.9 50.5 91.2 94.8 95.1: 5.2 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 7 0 3 19 12 26 15:
Old : 31: 7 0 3 19 12 26 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 : 52.3 75.6 78.4 88.5 46.5 74.0 72.6 84.5
Old : 52.3 75.6 78.4 88.5 46.5 74.0 72.6 84.5
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 25, 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 : 22,675: 865 5,455 1,695 17,980 13,550 20,540 20,700: 2,135 1,975
Old : 22,675: 865 5,455 1,695 17,980 13,550 20,540 20,700: 2,135 1,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 1,945: 730 -1,670 615 600 3,000 1,945 1,945: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 24.1 7.5 79.3 59.8 90.6 91.3: 9.4 8.7
Old : 100.0: 3.8 24.1 7.5 79.3 59.8 90.6 91.3: 9.4 8.7
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 : 23: 2 4 2 14 11 17 16:
Old : 23: 2 4 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 : 52.0 66.1 76.9 83.3 47.8 63.5 65.5 74.7
Old : 52.0 66.1 76.9 83.3 47.8 63.5 65.5 74.7
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 25, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 21,840: 1,920 5,530 1,180 16,690 13,535 19,790 20,245: 2,050 1,595
Old : 21,840: 1,920 5,530 1,180 16,690 13,535 19,790 20,245: 2,050 1,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 2,230: 1,835 -565 -205 600 3,000 2,230 2,230: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 25.3 5.4 76.4 62.0 90.6 92.7: 9.4 7.3
Old : 100.0: 8.8 25.3 5.4 76.4 62.0 90.6 92.7: 9.4 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 : 22: 2 4 2 13 10 16 15:
Old : 22: 2 4 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 : 56.1 68.6 79.2 84.8 50.5 65.5 69.6 77.5
Old : 56.1 68.6 79.2 84.8 50.5 65.5 69.6 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 73,185: 23,035 17,970 1,860 42,840 47,965 67,735 67,795: 5,450 5,390
Old : 73,185: 23,035 17,970 1,860 42,840 47,965 67,735 67,795: 5,450 5,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -1,030: -150 -1,200 0 -855 195 -1,005 -1,005: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.5 24.6 2.5 58.5 65.5 92.6 92.6: 7.4 7.4
Old : 100.0: 31.5 24.6 2.5 58.5 65.5 92.6 92.6: 7.4 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 : 29: 5 2 5 17 16 24 21:
Old : 29: 5 2 5 17 16 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 : 60.9 67.1 75.9 81.9 60.0 64.8 73.8 78.0
Old : 60.9 67.1 75.9 81.9 60.0 64.8 73.8 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 69,530: 20,180 17,970 1,820 42,435 44,705 64,435 64,495: 5,095 5,035
Old : 69,530: 20,180 17,970 1,820 42,435 44,705 64,435 64,495: 5,095 5,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -1,050: -450 -1,200 0 -545 205 -995 -995: -55 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.0 25.8 2.6 61.0 64.3 92.7 92.8: 7.3 7.2
Old : 100.0: 29.0 25.8 2.6 61.0 64.3 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 : 29: 5 2 4 18 18 25 22:
Old : 29: 5 2 4 18 18 25 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 67.5 75.6 82.0 59.4 65.1 72.1 78.3
Old : 60.6 67.5 75.6 82.0 59.4 65.1 72.1 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 62,227: 14,593 14,470 4,015 40,007 40,470 58,615 58,955: 3,612 3,272
Old : 62,227: 14,593 14,470 4,015 40,007 40,470 58,615 58,955: 3,612 3,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 990: 150 905 25 763 8 938 938: 52 52
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 23.3 6.5 64.3 65.0 94.2 94.7: 5.8 5.3
Old : 100.0: 23.5 23.3 6.5 64.3 65.0 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 : 57.0 71.0 76.3 89.0 52.4 67.9 71.0 81.3
Old : 57.0 71.0 76.3 89.0 52.4 67.9 71.0 81.3
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 25, 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 : 50,884: 6,898 10,215 4,360 37,443 34,466 48,701 49,041: 2,183 1,843
Old : 50,884: 6,898 10,215 4,360 37,443 34,466 48,701 49,041: 2,183 1,843
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 1,605: -50 1,230 -75 1,669 389 1,544 1,544: 61 61
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 20.1 8.6 73.6 67.7 95.7 96.4: 4.3 3.6
Old : 100.0: 13.6 20.1 8.6 73.6 67.7 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 : 56.9 64.6 76.9 90.3 49.6 55.7 66.1 74.5
Old : 56.9 64.6 76.9 90.3 49.6 55.7 66.1 74.5
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 25, 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 : 175,172: 1,300 28,870 12,642 123,236 95,726 137,178 137,238: 37,994 37,934
Old : 175,172: 1,300 28,870 12,642 123,236 95,726 137,178 137,238: 37,994 37,934
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 2,165: 0 200 230 1,685 1,485 1,915 1,915: 250 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 16.5 7.2 70.4 54.6 78.3 78.3: 21.7 21.7
Old : 100.0: 0.7 16.5 7.2 70.4 54.6 78.3 78.3: 21.7 21.7
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 : 42: 1 7 4 28 33 32 41:
Old : 42: 1 7 4 28 33 32 41:
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 : 51.1 29.9 66.3 47.7 45.4 25.4 52.2 37.5
Old : 51.1 29.9 66.3 47.7 45.4 25.4 52.2 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 25, 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 : 148,953: 2,512 25,407 11,156 105,297 82,462 118,965 119,025: 29,988 29,928
Old : 148,953: 2,512 25,407 11,156 105,297 82,462 118,965 119,025: 29,988 29,928
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 1,830: 250 -500 -530 1,865 2,615 1,585 1,585: 245 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 17.1 7.5 70.7 55.4 79.9 79.9: 20.1 20.1
Old : 100.0: 1.7 17.1 7.5 70.7 55.4 79.9 79.9: 20.1 20.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 33.7 66.8 49.7 41.5 30.4 50.4 41.9
Old : 49.5 33.7 66.8 49.7 41.5 30.4 50.4 41.9
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 25, 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 : 65,425: 0 13,365 2,600 57,095 43,730 59,695 59,695: 5,730 5,730
Old : 65,425: 0 13,365 2,600 57,095 43,730 59,695 59,695: 5,730 5,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 120: 0 -1,270 735 -585 685 150 150: -30 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 20.4 4.0 87.3 66.8 91.2 91.2: 8.8 8.8
Old : 100.0: 0.0 20.4 4.0 87.3 66.8 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 2 18 19 20 23:
Old : 27: 0 4 2 18 19 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 48.4 78.1 70.8 52.4 42.8 63.9 58.9
Old : 60.9 48.4 78.1 70.8 52.4 42.8 63.9 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 57,035: 0 13,335 2,630 48,450 35,115 51,080 51,080: 5,955 5,955
Old : 57,035: 0 13,335 2,630 48,450 35,115 51,080 51,080: 5,955 5,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 485: 0 -965 905 -265 655 640 595: -155 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 23.4 4.6 84.9 61.6 89.6 89.6: 10.4 10.4
Old : 100.0: 0.0 23.4 4.6 84.9 61.6 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 : 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 : 53.4 51.7 72.7 74.9 40.5 42.3 52.4 51.9
Old : 53.4 51.7 72.7 74.9 40.5 42.3 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 25, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 43,200: 18,845 0 1,975 19,355 38,540 40,175 40,515: 3,025 2,685
Old : 43,200: 18,845 0 1,975 19,355 38,540 40,175 40,515: 3,025 2,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -805: -1,375 0 470 60 -1,270 -845 -800: 40 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 0.0 4.6 44.8 89.2 93.0 93.8: 7.0 6.2
Old : 100.0: 43.6 0.0 4.6 44.8 89.2 93.0 93.8: 7.0 6.2
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: 4 0 3 17 19 21 22:
Old : 25: 4 0 3 17 19 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.8 68.3 77.2 81.9 57.1 61.5 66.0 68.1
Old : 61.8 68.3 77.2 81.9 57.1 61.5 66.0 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 48,710: 31,310 0 2,280 13,635 45,050 47,225 47,330: 1,485 1,380
Old : 48,710: 31,310 0 2,280 13,635 45,050 47,225 47,330: 1,485 1,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: -730: -1,345 -15 440 125 -1,205 -780 -780: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 0.0 4.7 28.0 92.5 97.0 97.2: 3.0 2.8
Old : 100.0: 64.3 0.0 4.7 28.0 92.5 97.0 97.2: 3.0 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 0 3 14 15 18 18:
Old : 21: 4 0 3 14 15 18 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 : 81.7 71.7 91.7 89.0 76.2 65.9 79.1 77.9
Old : 81.7 71.7 91.7 89.0 76.2 65.9 79.1 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 25, 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 : 167,113: 10,865 2,215 7,310 108,567 117,034 126,742 126,559: 40,372 40,555
Old : 167,113: 10,865 2,215 7,310 108,567 117,034 126,742 126,559: 40,372 40,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 1,188: 260 -960 1,240 -1,954 679 -454 959: 1,643 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 1.3 4.4 65.0 70.0 75.8 75.7: 24.2 24.3
Old : 100.0: 6.5 1.3 4.4 65.0 70.0 75.8 75.7: 24.2 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: 5 1 3 30 28 36 31:
Old : 37: 5 1 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 : 32.8 43.4 47.7 58.2 19.4 26.9 27.2 32.1
Old : 32.8 43.4 47.7 58.2 19.4 26.9 27.2 32.1
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 25, 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 : 117,410: 9,610 2,085 7,495 80,990 88,635 98,095 98,215: 19,315 19,195
Old : 117,410: 9,610 2,085 7,495 80,990 88,635 98,095 98,215: 19,315 19,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 3,300: 1,155 25 395 1,075 2,265 2,625 2,685: 675 615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 1.8 6.4 69.0 75.5 83.5 83.7: 16.5 16.3
Old : 100.0: 8.2 1.8 6.4 69.0 75.5 83.5 83.7: 16.5 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 : 35: 2 4 3 27 26 31 31:
Old : 35: 2 4 3 27 26 31 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 : 43.3 44.6 61.9 64.8 30.9 36.4 44.1 47.6
Old : 43.3 44.6 61.9 64.8 30.9 36.4 44.1 47.6
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 25, 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 : 30,710: 5,505 300 670 23,000 28,245 29,175 29,215: 1,535 1,495
Old : 30,710: 5,505 300 670 23,000 28,245 29,175 29,215: 1,535 1,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 350: 0 0 0 280 280 280 280: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 1.0 2.2 74.9 92.0 95.0 95.1: 5.0 4.9
Old : 100.0: 17.9 1.0 2.2 74.9 92.0 95.0 95.1: 5.0 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 2 15 12 17 15:
Old : 21: 2 1 2 15 12 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 : 61.3 79.2 81.1 89.9 60.8 71.5 74.5 77.6
Old : 61.3 79.2 81.1 89.9 60.8 71.5 74.5 77.6
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 25, 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 : 30,075: 4,390 300 635 23,370 27,950 28,395 28,885: 1,680 1,190
Old : 30,075: 4,390 300 635 23,370 27,950 28,395 28,885: 1,680 1,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 18, 2020 :
: 280: 0 0 0 280 280 280 280: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 1.0 2.1 77.7 92.9 94.4 96.0: 5.6 4.0
Old : 100.0: 14.6 1.0 2.1 77.7 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 14 11 16 14:
Old : 20: 2 1 2 14 11 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 80.3 81.8 90.7 64.7 72.8 75.7 78.7
Old : 65.1 80.3 81.8 90.7 64.7 72.8 75.7 78.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 28, 2020