ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 79,963: 0 3,745 75 72,739 68,903 72,814 72,723: 7,149 7,240
Old : 79,963: 0 3,745 75 72,739 68,903 72,814 72,723: 7,149 7,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 280: 0 0 0 305 305 305 305: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 0.1 91.0 86.2 91.1 90.9: 8.9 9.1
Old : 100.0: 0.0 4.7 0.1 91.0 86.2 91.1 90.9: 8.9 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 2 1 18 18 19 20:
Old : 26: 0 2 1 18 18 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.3 50.3 85.1 79.1 75.0 49.1 80.4 75.4
Old : 77.3 50.3 85.1 79.1 75.0 49.1 80.4 75.4
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, April 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 67,228: 0 4,280 30 61,328 57,048 61,358 61,358: 5,870 5,870
Old : 67,228: 0 4,280 30 61,328 57,048 61,358 61,358: 5,870 5,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 735: 0 0 0 625 625 625 625: 110 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.4 0.0 91.2 84.9 91.3 91.3: 8.7 8.7
Old : 100.0: 0.0 6.4 0.0 91.2 84.9 91.3 91.3: 8.7 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 : 26: 0 1 1 17 20 18 21:
Old : 26: 0 1 1 17 20 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.3 54.3 86.3 76.8 76.1 53.5 79.3 73.4
Old : 78.3 54.3 86.3 76.8 76.1 53.5 79.3 73.4
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, April 14, 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 : 24,095: 1,845 1,360 0 19,485 19,840 21,330 21,200: 2,765 2,895
Old : 24,095: 1,845 1,360 0 19,485 19,840 21,330 21,200: 2,765 2,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 200: 0 100 0 200 100 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 5.6 0.0 80.9 82.3 88.5 88.0: 11.5 12.0
Old : 100.0: 7.7 5.6 0.0 80.9 82.3 88.5 88.0: 11.5 12.0
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 : 21: 3 2 0 8 12 11 14:
Old : 21: 3 2 0 8 12 11 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 : 75.0 51.4 86.0 77.1 66.8 49.8 75.5 72.9
Old : 75.0 51.4 86.0 77.1 66.8 49.8 75.5 72.9
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, April 14, 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 : 21,675: 1,905 1,360 0 17,905 18,320 19,810 19,680: 1,865 1,995
Old : 21,675: 1,905 1,360 0 17,905 18,320 19,810 19,680: 1,865 1,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 0: 0 100 0 0 -100 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 6.3 0.0 82.6 84.5 91.4 90.8: 8.6 9.2
Old : 100.0: 8.8 6.3 0.0 82.6 84.5 91.4 90.8: 8.6 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 2 0 7 14 10 16:
Old : 20: 3 2 0 7 14 10 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 : 77.9 52.7 90.6 76.0 65.2 48.2 71.6 68.3
Old : 77.9 52.7 90.6 76.0 65.2 48.2 71.6 68.3
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, April 14, 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 : 57,426: 11,500 4,140 4,480 38,444 46,089 54,424 54,709: 3,002 2,717
Old : 57,426: 11,500 4,140 4,480 38,444 46,089 54,424 54,709: 3,002 2,717
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: -63: 0 -25 25 -33 -8 -8 -8: -55 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 7.2 7.8 66.9 80.3 94.8 95.3: 5.2 4.7
Old : 100.0: 20.0 7.2 7.8 66.9 80.3 94.8 95.3: 5.2 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 : 26: 2 2 2 18 16 21 19:
Old : 26: 2 2 2 18 16 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 66.7 80.6 84.9 49.3 59.9 63.8 68.5
Old : 64.1 66.7 80.6 84.9 49.3 59.9 63.8 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 39,373: 2,970 360 3,415 30,124 33,429 36,509 37,204: 2,864 2,169
Old : 39,373: 2,970 360 3,415 30,124 33,429 36,509 37,204: 2,864 2,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 80: 0 0 0 -120 80 -120 80: 200 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 0.9 8.7 76.5 84.9 92.7 94.5: 7.3 5.5
Old : 100.0: 7.5 0.9 8.7 76.5 84.9 92.7 94.5: 7.3 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 3 16 17 19 20:
Old : 24: 2 1 3 16 17 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.4 70.0 86.4 83.2 63.4 63.7 70.6 70.6
Old : 72.4 70.0 86.4 83.2 63.4 63.7 70.6 70.6
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, April 14, 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 : 28,490: 1,035 15,820 90 25,740 11,350 26,865 27,260: 1,625 1,230
Old : 28,490: 1,035 15,820 90 25,740 11,350 26,865 27,260: 1,625 1,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 340: 100 0 0 240 340 340 340: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 55.5 0.3 90.3 39.8 94.3 95.7: 5.7 4.3
Old : 100.0: 3.6 55.5 0.3 90.3 39.8 94.3 95.7: 5.7 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 1 15 14 17 16:
Old : 22: 2 1 1 15 14 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 76.1 83.2 88.0 54.2 70.4 67.8 73.4
Old : 63.6 76.1 83.2 88.0 54.2 70.4 67.8 73.4
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, April 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 94,886: 14,515 3,985 1,715 58,551 69,086 74,781 74,786: 20,105 20,100
Old : 94,886: 14,515 3,985 1,715 58,551 69,086 74,781 74,786: 20,105 20,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 1,420: 900 0 0 -515 385 385 385: 1,035 1,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 4.2 1.8 61.7 72.8 78.8 78.8: 21.2 21.2
Old : 100.0: 15.3 4.2 1.8 61.7 72.8 78.8 78.8: 21.2 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 4 4 19 22 23 27:
Old : 30: 1 4 4 19 22 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 : 50.4 51.9 69.9 64.3 46.2 50.4 58.7 57.4
Old : 50.4 51.9 69.9 64.3 46.2 50.4 58.7 57.4
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, April 14, 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 : 89,591: 14,745 6,735 795 54,526 62,526 70,066 70,056: 19,525 19,535
Old : 89,591: 14,745 6,735 795 54,526 62,526 70,066 70,056: 19,525 19,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 1,905: 900 0 0 80 980 980 980: 925 925
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.5 7.5 0.9 60.9 69.8 78.2 78.2: 21.8 21.8
Old : 100.0: 16.5 7.5 0.9 60.9 69.8 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 : 28: 1 3 4 18 20 22 24:
Old : 28: 1 3 4 18 20 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 : 50.8 48.9 69.4 63.4 45.1 48.2 57.5 57.1
Old : 50.8 48.9 69.4 63.4 45.1 48.2 57.5 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, April 14, 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 : 23,066: 3,385 9,540 1,440 14,661 9,386 19,486 20,366: 3,580 2,700
Old : 23,066: 3,385 9,540 1,440 14,661 9,386 19,486 20,366: 3,580 2,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 475: 0 600 0 -35 -635 -35 -35: 510 510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 41.4 6.2 63.6 40.7 84.5 88.3: 15.5 11.7
Old : 100.0: 14.7 41.4 6.2 63.6 40.7 84.5 88.3: 15.5 11.7
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 : 28: 2 6 3 17 12 21 19:
Old : 28: 2 6 3 17 12 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 59.9 66.3 76.2 47.4 53.9 63.9 67.0
Old : 47.6 59.9 66.3 76.2 47.4 53.9 63.9 67.0
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, April 14, 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 : 22,836: 4,450 9,170 1,545 13,696 9,846 19,691 20,561: 3,145 2,275
Old : 22,836: 4,450 9,170 1,545 13,696 9,846 19,691 20,561: 3,145 2,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 475: 0 600 0 -145 -745 -145 -145: 620 620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 40.2 6.8 60.0 43.1 86.2 90.0: 13.8 10.0
Old : 100.0: 19.5 40.2 6.8 60.0 43.1 86.2 90.0: 13.8 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 6 3 17 12 21 19:
Old : 28: 2 6 3 17 12 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.1 62.8 69.5 78.9 44.8 60.4 63.4 70.3
Old : 48.1 62.8 69.5 78.9 44.8 60.4 63.4 70.3
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, April 14, 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 : 32,644: 13,020 6,220 975 15,994 23,659 29,989 30,854: 2,655 1,790
Old : 32,644: 13,020 6,220 975 15,994 23,659 29,989 30,854: 2,655 1,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 315: 120 360 -70 265 25 315 315: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 19.1 3.0 49.0 72.5 91.9 94.5: 8.1 5.5
Old : 100.0: 39.9 19.1 3.0 49.0 72.5 91.9 94.5: 8.1 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 3 2 13 7 16 10:
Old : 20: 1 3 2 13 7 16 10:
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 : 69.2 83.4 85.6 93.8 62.9 69.8 73.3 77.4
Old : 69.2 83.4 85.6 93.8 62.9 69.8 73.3 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 51,611: 22,200 0 30 26,894 49,000 49,124 49,030: 2,487 2,581
Old : 51,611: 22,200 0 30 26,894 49,000 49,124 49,030: 2,487 2,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 3,420: 1,200 0 0 2,220 3,420 3,420 3,420: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.0 0.0 0.1 52.1 94.9 95.2 95.0: 4.8 5.0
Old : 100.0: 43.0 0.0 0.1 52.1 94.9 95.2 95.0: 4.8 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 0 1 13 14 18 15:
Old : 23: 5 0 1 13 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 : 64.6 85.8 88.1 92.5 64.4 83.5 84.7 87.4
Old : 64.6 85.8 88.1 92.5 64.4 83.5 84.7 87.4
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, April 14, 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 : 54,501: 22,010 0 30 30,001 51,891 52,041 51,921: 2,460 2,580
Old : 54,501: 22,010 0 30 30,001 51,891 52,041 51,921: 2,460 2,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 3,405: 1,200 0 0 2,220 3,420 3,420 3,420: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 0.0 0.1 55.0 95.2 95.5 95.3: 4.5 4.7
Old : 100.0: 40.4 0.0 0.1 55.0 95.2 95.5 95.3: 4.5 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: 4 0 1 13 13 17 14:
Old : 21: 4 0 1 13 13 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 89.3 89.9 93.4 66.4 86.9 88.9 89.6
Old : 66.9 89.3 89.9 93.4 66.4 86.9 88.9 89.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 59,335: 23,469 0 1,385 31,516 55,165 56,370 56,550: 2,965 2,785
Old : 59,335: 23,469 0 1,385 31,516 55,165 56,370 56,550: 2,965 2,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 2,390: 175 0 105 2,060 2,235 2,340 2,340: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.6 0.0 2.3 53.1 93.0 95.0 95.3: 5.0 4.7
Old : 100.0: 39.6 0.0 2.3 53.1 93.0 95.0 95.3: 5.0 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 : 31: 8 0 3 19 12 27 15:
Old : 31: 8 0 3 19 12 27 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 82.3 78.4 91.9 55.9 81.1 75.9 88.1
Old : 58.5 82.3 78.4 91.9 55.9 81.1 75.9 88.1
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, April 14, 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 : 50,295: 16,019 0 1,615 29,961 46,160 47,595 47,775: 2,700 2,520
Old : 50,295: 16,019 0 1,615 29,961 46,160 47,595 47,775: 2,700 2,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 950: -1,625 0 165 2,260 635 800 800: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 0.0 3.2 59.6 91.8 94.6 95.0: 5.4 5.0
Old : 100.0: 31.9 0.0 3.2 59.6 91.8 94.6 95.0: 5.4 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 8 0 3 20 12 28 15:
Old : 31: 8 0 3 20 12 28 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 : 52.8 80.1 76.9 91.0 49.3 78.9 73.4 86.8
Old : 52.8 80.1 76.9 91.0 49.3 78.9 73.4 86.8
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, April 14, 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 : 20,735: 2,920 5,110 865 14,360 12,815 18,145 18,790: 2,590 1,945
Old : 20,735: 2,920 5,110 865 14,360 12,815 18,145 18,790: 2,590 1,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 24.6 4.2 69.3 61.8 87.5 90.6: 12.5 9.4
Old : 100.0: 14.1 24.6 4.2 69.3 61.8 87.5 90.6: 12.5 9.4
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: 2 5 4 14 11 19 17:
Old : 25: 2 5 4 14 11 19 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 : 53.4 68.1 78.6 83.2 47.6 67.6 71.9 78.1
Old : 53.4 68.1 78.6 83.2 47.6 67.6 71.9 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 19,825: 3,930 5,160 610 13,235 12,415 17,775 18,185: 2,050 1,640
Old : 19,825: 3,930 5,160 610 13,235 12,415 17,775 18,185: 2,050 1,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 26.0 3.1 66.8 62.6 89.7 91.7: 10.3 8.3
Old : 100.0: 19.8 26.0 3.1 66.8 62.6 89.7 91.7: 10.3 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 5 4 14 9 19 15:
Old : 25: 2 5 4 14 9 19 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 : 57.1 71.3 80.4 86.4 55.2 70.4 75.4 81.7
Old : 57.1 71.3 80.4 86.4 55.2 70.4 75.4 81.7
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, April 14, 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 : 74,320: 17,090 19,850 2,405 49,160 46,470 68,655 68,725: 5,665 5,595
Old : 74,320: 17,090 19,850 2,405 49,160 46,470 68,655 68,725: 5,665 5,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 1,660: -100 1,320 0 1,545 165 1,445 1,485: 215 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 26.7 3.2 66.1 62.5 92.4 92.5: 7.6 7.5
Old : 100.0: 23.0 26.7 3.2 66.1 62.5 92.4 92.5: 7.6 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 6 2 5 17 14 24 20:
Old : 30: 6 2 5 17 14 24 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 : 60.5 71.3 74.4 84.0 56.9 69.6 69.8 81.2
Old : 60.5 71.3 74.4 84.0 56.9 69.6 69.8 81.2
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, April 14, 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 : 68,210: 12,760 19,850 2,395 48,455 41,435 63,610 63,680: 4,600 4,530
Old : 68,210: 12,760 19,850 2,395 48,455 41,435 63,610 63,680: 4,600 4,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 1,045: -700 1,320 0 1,540 -440 840 880: 205 165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 29.1 3.5 71.0 60.7 93.3 93.4: 6.7 6.6
Old : 100.0: 18.7 29.1 3.5 71.0 60.7 93.3 93.4: 6.7 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 6 2 4 17 15 24 20:
Old : 30: 6 2 4 17 15 24 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.6 74.3 74.0 85.4 54.6 72.6 69.2 81.9
Old : 58.6 74.3 74.0 85.4 54.6 72.6 69.2 81.9
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, April 14, 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 : 62,210: 15,838 13,970 4,870 37,773 39,751 58,481 58,591: 3,729 3,619
Old : 62,210: 15,838 13,970 4,870 37,773 39,751 58,481 58,591: 3,729 3,619
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 1,865: 900 350 300 660 1,210 1,860 1,860: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 22.5 7.8 60.7 63.9 94.0 94.2: 6.0 5.8
Old : 100.0: 25.5 22.5 7.8 60.7 63.9 94.0 94.2: 6.0 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 : 28: 4 2 4 19 12 25 16:
Old : 28: 4 2 4 19 12 25 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 : 55.2 71.8 76.5 89.6 50.7 68.7 71.8 82.3
Old : 55.2 71.8 76.5 89.6 50.7 68.7 71.8 82.3
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, April 14, 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 : 50,384: 7,393 8,460 5,825 34,454 33,707 47,672 47,992: 2,712 2,392
Old : 50,384: 7,393 8,460 5,825 34,454 33,707 47,672 47,992: 2,712 2,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 1,620: 900 400 300 410 910 1,610 1,610: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 16.8 11.6 68.4 66.9 94.6 95.3: 5.4 4.7
Old : 100.0: 14.7 16.8 11.6 68.4 66.9 94.6 95.3: 5.4 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 : 28: 4 2 5 18 12 24 17:
Old : 28: 4 2 5 18 12 24 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 65.4 75.5 90.6 48.8 54.6 65.3 75.2
Old : 54.5 65.4 75.5 90.6 48.8 54.6 65.3 75.2
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, April 14, 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 : 171,783: 4,258 29,637 11,902 117,371 91,872 133,531 133,411: 38,252 38,372
Old : 171,783: 4,258 29,637 11,902 117,371 91,872 133,531 133,411: 38,252 38,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 4,572: 900 -275 590 2,147 3,322 3,637 3,637: 935 935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 17.3 6.9 68.3 53.5 77.7 77.7: 22.3 22.3
Old : 100.0: 2.5 17.3 6.9 68.3 53.5 77.7 77.7: 22.3 22.3
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 : 42: 2 7 6 25 31 31 40:
Old : 42: 2 7 6 25 31 31 40:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 32.5 65.0 49.8 40.9 28.5 51.6 41.7
Old : 47.2 32.5 65.0 49.8 40.9 28.5 51.6 41.7
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, April 14, 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 : 137,410: 5,168 16,737 11,361 92,047 80,273 108,576 108,371: 28,834 29,039
Old : 137,410: 5,168 16,737 11,361 92,047 80,273 108,576 108,371: 28,834 29,039
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 2,345: 900 -2,725 685 -513 3,112 1,072 1,072: 1,273 1,273
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 12.2 8.3 67.0 58.4 79.0 78.9: 21.0 21.1
Old : 100.0: 3.8 12.2 8.3 67.0 58.4 79.0 78.9: 21.0 21.1
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 : 39: 2 7 7 22 28 29 37:
Old : 39: 2 7 7 22 28 29 37:
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 31.7 64.1 48.0 38.6 27.5 45.3 38.5
Old : 50.9 31.7 64.1 48.0 38.6 27.5 45.3 38.5
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, April 14, 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 : 64,495: 1,040 16,120 1,660 56,195 41,265 58,895 59,045: 5,600 5,450
Old : 64,495: 1,040 16,120 1,660 56,195 41,265 58,895 59,045: 5,600 5,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 1,635: 105 1,575 0 1,575 105 1,680 1,680: -45 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 25.0 2.6 87.1 64.0 91.3 91.5: 8.7 8.5
Old : 100.0: 1.6 25.0 2.6 87.1 64.0 91.3 91.5: 8.7 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 3 2 17 19 19 23:
Old : 27: 1 3 2 17 19 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 : 59.6 52.0 78.0 71.7 51.8 47.6 64.2 61.5
Old : 59.6 52.0 78.0 71.7 51.8 47.6 64.2 61.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 57,314: 885 16,595 1,680 48,744 33,154 51,309 51,429: 6,005 5,885
Old : 57,314: 885 16,595 1,680 48,744 33,154 51,309 51,429: 6,005 5,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 1,525: 105 1,575 0 1,370 -100 1,475 1,475: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 29.0 2.9 85.0 57.8 89.5 89.7: 10.5 10.3
Old : 100.0: 1.5 29.0 2.9 85.0 57.8 89.5 89.7: 10.5 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 3 2 18 19 20 23:
Old : 26: 1 3 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 : 51.0 55.4 71.8 76.1 41.0 48.1 54.5 54.6
Old : 51.0 55.4 71.8 76.1 41.0 48.1 54.5 54.6
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, April 14, 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: 21,300 0 2,530 17,145 38,970 40,975 41,500: 3,030 2,505
Old : 44,005: 21,300 0 2,530 17,145 38,970 40,975 41,500: 3,030 2,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 1,485: 1,470 0 0 -105 1,425 1,365 1,425: 120 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.4 0.0 5.7 39.0 88.6 93.1 94.3: 6.9 5.7
Old : 100.0: 48.4 0.0 5.7 39.0 88.6 93.1 94.3: 6.9 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 : 23: 4 0 3 14 17 18 20:
Old : 23: 4 0 3 14 17 18 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 : 67.2 68.1 81.7 81.2 62.1 63.6 68.9 70.8
Old : 67.2 68.1 81.7 81.2 62.1 63.6 68.9 70.8
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, April 14, 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 : 53,625: 38,030 0 2,580 11,315 49,420 51,925 52,000: 1,700 1,625
Old : 53,625: 38,030 0 2,580 11,315 49,420 51,925 52,000: 1,700 1,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 1,355: 1,470 0 0 -115 1,355 1,355 1,355: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 70.9 0.0 4.8 21.1 92.2 96.8 97.0: 3.2 3.0
Old : 100.0: 70.9 0.0 4.8 21.1 92.2 96.8 97.0: 3.2 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 : 21: 3 0 3 12 16 15 19:
Old : 21: 3 0 3 12 16 15 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 : 86.3 70.2 93.9 85.1 79.7 65.8 83.0 77.4
Old : 86.3 70.2 93.9 85.1 79.7 65.8 83.0 77.4
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, April 14, 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 : 159,273: 8,695 2,175 6,700 113,943 121,925 129,338 130,800: 29,935 28,473
Old : 159,273: 8,695 2,175 6,700 113,943 121,925 129,338 130,800: 29,935 28,473
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 1,776: 0 0 0 9,315 12,525 9,315 12,525: -7,539 -10,749
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 1.4 4.2 71.5 76.6 81.2 82.1: 18.8 17.9
Old : 100.0: 5.5 1.4 4.2 71.5 76.6 81.2 82.1: 18.8 17.9
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 : 35: 4 2 2 27 27 33 29:
Old : 35: 4 2 2 27 27 33 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 : 40.3 47.1 54.8 64.0 24.2 25.5 31.0 31.8
Old : 40.3 47.1 54.8 64.0 24.2 25.5 31.0 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 14, 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 : 113,610: 9,180 1,740 6,385 80,135 87,620 95,700 95,745: 17,910 17,865
Old : 113,610: 9,180 1,740 6,385 80,135 87,620 95,700 95,745: 17,910 17,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 1,635: 0 0 0 1,480 1,480 1,480 1,480: 155 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 1.5 5.6 70.5 77.1 84.2 84.3: 15.8 15.7
Old : 100.0: 8.1 1.5 5.6 70.5 77.1 84.2 84.3: 15.8 15.7
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 : 32: 3 2 3 23 25 28 28:
Old : 32: 3 2 3 23 25 28 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 : 43.0 45.4 63.2 64.9 30.8 37.2 43.2 47.6
Old : 43.0 45.4 63.2 64.9 30.8 37.2 43.2 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, April 14, 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 : 29,780: 5,400 300 550 22,300 27,400 28,250 28,250: 1,530 1,530
Old : 29,780: 5,400 300 550 22,300 27,400 28,250 28,250: 1,530 1,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 1,645: 0 0 0 1,800 1,800 1,800 1,800: -155 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 1.0 1.8 74.9 92.0 94.9 94.9: 5.1 5.1
Old : 100.0: 18.1 1.0 1.8 74.9 92.0 94.9 94.9: 5.1 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 : 22: 3 1 1 15 12 18 14:
Old : 22: 3 1 1 15 12 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 : 61.2 79.9 82.7 90.7 61.1 73.6 78.0 82.4
Old : 61.2 79.9 82.7 90.7 61.1 73.6 78.0 82.4
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, April 14, 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 : 29,625: 4,525 300 500 23,040 27,305 28,065 28,105: 1,560 1,520
Old : 29,625: 4,525 300 500 23,040 27,305 28,065 28,105: 1,560 1,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 7, 2020 :
: 2,100: 0 0 0 2,100 2,100 2,100 2,100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 1.0 1.7 77.8 92.2 94.7 94.9: 5.3 5.1
Old : 100.0: 15.3 1.0 1.7 77.8 92.2 94.7 94.9: 5.3 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 : 22: 3 1 1 15 12 18 14:
Old : 22: 3 1 1 15 12 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 : 65.3 80.4 83.2 90.9 65.3 74.7 78.8 83.4
Old : 65.3 80.4 83.2 90.9 65.3 74.7 78.8 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 17, 2020