ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 81,089: 0 3,745 75 73,675 69,930 73,750 73,750: 7,339 7,339
Old : 81,089: 0 3,745 75 73,675 69,930 73,750 73,750: 7,339 7,339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 1,126: 0 0 0 936 1,027 936 1,027: 190 99
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.6 0.1 90.9 86.2 90.9 90.9: 9.1 9.1
Old : 100.0: 0.0 4.6 0.1 90.9 86.2 90.9 90.9: 9.1 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 : 27: 0 2 1 19 19 20 21:
Old : 27: 0 2 1 19 19 20 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 : 77.4 50.5 85.2 79.0 74.7 49.5 80.1 75.6
Old : 77.4 50.5 85.2 79.0 74.7 49.5 80.1 75.6
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 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 67,693: 0 4,280 30 61,743 57,463 61,773 61,773: 5,920 5,920
Old : 67,693: 0 4,280 30 61,743 57,463 61,773 61,773: 5,920 5,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 465: 0 0 0 415 415 415 415: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.3 0.0 91.2 84.9 91.3 91.3: 8.7 8.7
Old : 100.0: 0.0 6.3 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 : 78.7 54.6 86.7 76.9 76.5 54.2 79.8 74.0
Old : 78.7 54.6 86.7 76.9 76.5 54.2 79.8 74.0
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 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 24,520: 2,070 1,035 175 19,390 20,115 21,635 21,325: 2,885 3,195
Old : 24,520: 2,070 1,035 175 19,390 20,115 21,635 21,325: 2,885 3,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 425: 225 -325 175 -95 275 305 125: 120 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 4.2 0.7 79.1 82.0 88.2 87.0: 11.8 13.0
Old : 100.0: 8.4 4.2 0.7 79.1 82.0 88.2 87.0: 11.8 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 : 21: 4 1 1 8 12 12 14:
Old : 21: 4 1 1 8 12 12 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 : 72.9 51.2 84.1 76.5 64.4 49.2 73.0 71.9
Old : 72.9 51.2 84.1 76.5 64.4 49.2 73.0 71.9
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 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 22,130: 2,130 1,035 175 17,795 18,580 20,100 19,790: 2,030 2,340
Old : 22,130: 2,130 1,035 175 17,795 18,580 20,100 19,790: 2,030 2,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 455: 225 -325 175 -110 260 290 110: 165 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 4.7 0.8 80.4 84.0 90.8 89.4: 9.2 10.6
Old : 100.0: 9.6 4.7 0.8 80.4 84.0 90.8 89.4: 9.2 10.6
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 : 20: 4 1 1 7 14 11 16:
Old : 20: 4 1 1 7 14 11 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.5 52.2 88.6 75.0 62.5 47.5 69.5 67.2
Old : 75.5 52.2 88.6 75.0 62.5 47.5 69.5 67.2
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 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 57,529: 11,500 4,240 4,380 38,639 46,184 54,519 54,804: 3,010 2,725
Old : 57,529: 11,500 4,240 4,380 38,639 46,184 54,519 54,804: 3,010 2,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 103: 0 100 -100 195 95 95 95: 8 8
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 7.4 7.6 67.2 80.3 94.8 95.3: 5.2 4.7
Old : 100.0: 20.0 7.4 7.6 67.2 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 17 16 20 19:
Old : 26: 2 2 2 17 16 20 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 : 64.2 67.6 80.5 84.7 50.1 61.0 64.5 69.6
Old : 64.2 67.6 80.5 84.7 50.1 61.0 64.5 69.6
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 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 39,113: 2,970 360 3,415 30,274 33,169 36,659 36,944: 2,454 2,169
Old : 39,113: 2,970 360 3,415 30,274 33,169 36,659 36,944: 2,454 2,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: -260: 0 0 0 150 -260 150 -260: -410 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.9 8.7 77.4 84.8 93.7 94.5: 6.3 5.5
Old : 100.0: 7.6 0.9 8.7 77.4 84.8 93.7 94.5: 6.3 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 : 25: 2 1 3 17 16 20 19:
Old : 25: 2 1 3 17 16 20 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 : 72.9 70.7 87.0 84.0 64.9 65.2 72.4 72.2
Old : 72.9 70.7 87.0 84.0 64.9 65.2 72.4 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 28,910: 1,035 15,820 90 26,160 11,770 27,285 27,680: 1,625 1,230
Old : 28,910: 1,035 15,820 90 26,160 11,770 27,285 27,680: 1,625 1,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 420: 0 0 0 420 420 420 420: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 54.7 0.3 90.5 40.7 94.4 95.7: 5.6 4.3
Old : 100.0: 3.6 54.7 0.3 90.5 40.7 94.4 95.7: 5.6 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 15 17 17:
Old : 22: 2 1 1 15 15 17 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 : 63.7 74.5 83.0 87.7 53.9 68.9 67.3 73.1
Old : 63.7 74.5 83.0 87.7 53.9 68.9 67.3 73.1
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 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 97,221: 16,195 4,185 1,640 58,556 70,571 76,391 76,396: 20,830 20,825
Old : 97,221: 16,195 4,185 1,640 58,556 70,571 76,391 76,396: 20,830 20,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 2,335: 1,680 200 -75 5 1,485 1,610 1,610: 725 725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 4.3 1.7 60.2 72.6 78.6 78.6: 21.4 21.4
Old : 100.0: 16.7 4.3 1.7 60.2 72.6 78.6 78.6: 21.4 21.4
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 : 30: 1 4 4 19 23 23 28:
Old : 30: 1 4 4 19 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 : 50.9 50.9 70.1 64.5 47.9 49.3 58.4 56.3
Old : 50.9 50.9 70.1 64.5 47.9 49.3 58.4 56.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 92,071: 16,425 6,960 720 54,696 64,151 71,841 71,831: 20,230 20,240
Old : 92,071: 16,425 6,960 720 54,696 64,151 71,841 71,831: 20,230 20,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 2,480: 1,680 225 -75 170 1,625 1,775 1,775: 705 705
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.8 7.6 0.8 59.4 69.7 78.0 78.0: 22.0 22.0
Old : 100.0: 17.8 7.6 0.8 59.4 69.7 78.0 78.0: 22.0 22.0
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: 1 3 4 18 21 22 25:
Old : 28: 1 3 4 18 21 22 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 : 50.3 47.7 69.7 63.4 45.5 47.0 56.6 55.7
Old : 50.3 47.7 69.7 63.4 45.5 47.0 56.6 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 23,791: 3,315 10,025 1,510 15,005 9,175 19,830 20,710: 3,961 3,081
Old : 23,791: 3,315 10,025 1,510 15,005 9,175 19,830 20,710: 3,961 3,081
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 725: -70 485 70 344 -211 344 344: 381 381
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 42.1 6.3 63.1 38.6 83.4 87.0: 16.6 13.0
Old : 100.0: 13.9 42.1 6.3 63.1 38.6 83.4 87.0: 16.6 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 : 28: 1 7 3 18 12 22 19:
Old : 28: 1 7 3 18 12 22 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 : 46.3 60.0 65.7 74.5 46.0 54.5 63.3 65.8
Old : 46.3 60.0 65.7 74.5 46.0 54.5 63.3 65.8
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 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 23,561: 4,450 9,725 1,545 14,156 9,751 20,151 21,021: 3,410 2,540
Old : 23,561: 4,450 9,725 1,545 14,156 9,751 20,151 21,021: 3,410 2,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 725: 0 555 0 460 -95 460 460: 265 265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 41.3 6.6 60.1 41.4 85.5 89.2: 14.5 10.8
Old : 100.0: 18.9 41.3 6.6 60.1 41.4 85.5 89.2: 14.5 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 : 28: 2 6 3 18 12 22 19:
Old : 28: 2 6 3 18 12 22 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 : 46.6 63.2 68.8 77.5 43.7 61.5 62.8 68.6
Old : 46.6 63.2 68.8 77.5 43.7 61.5 62.8 68.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 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 14, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 54,491: 22,450 0 30 29,524 51,880 52,004 51,910: 2,487 2,581
Old : 54,491: 22,450 0 30 29,524 51,880 52,004 51,910: 2,487 2,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 2,880: 250 0 0 2,630 2,880 2,880 2,880: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 0.0 0.1 54.2 95.2 95.4 95.3: 4.6 4.7
Old : 100.0: 41.2 0.0 0.1 54.2 95.2 95.4 95.3: 4.6 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 : 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 : 66.5 86.5 88.7 92.9 66.3 82.5 85.5 86.5
Old : 66.5 86.5 88.7 92.9 66.3 82.5 85.5 86.5
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 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 56,801: 22,160 0 30 32,151 54,191 54,341 54,221: 2,460 2,580
Old : 56,801: 22,160 0 30 32,151 54,191 54,341 54,221: 2,460 2,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 2,300: 150 0 0 2,150 2,300 2,300 2,300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 0.0 0.1 56.6 95.4 95.7 95.5: 4.3 4.5
Old : 100.0: 39.0 0.0 0.1 56.6 95.4 95.7 95.5: 4.3 4.5
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 : 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 : 68.2 89.8 90.3 93.7 67.8 87.4 89.3 90.1
Old : 68.2 89.8 90.3 93.7 67.8 87.4 89.3 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 59,430: 23,444 0 1,430 31,591 55,215 56,465 56,645: 2,965 2,785
Old : 59,430: 23,444 0 1,430 31,591 55,215 56,465 56,645: 2,965 2,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 95: -25 0 45 75 50 95 95: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 0.0 2.4 53.2 92.9 95.0 95.3: 5.0 4.7
Old : 100.0: 39.4 0.0 2.4 53.2 92.9 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 4 19 12 27 16:
Old : 31: 8 0 4 19 12 27 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 : 58.6 82.2 78.5 91.8 56.1 80.9 75.9 88.1
Old : 58.6 82.2 78.5 91.8 56.1 80.9 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 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 50,390: 15,994 0 1,660 30,036 46,210 47,690 47,870: 2,700 2,520
Old : 50,390: 15,994 0 1,660 30,036 46,210 47,690 47,870: 2,700 2,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 95: -25 0 45 75 50 95 95: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 0.0 3.3 59.6 91.7 94.6 95.0: 5.4 5.0
Old : 100.0: 31.7 0.0 3.3 59.6 91.7 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 4 20 12 28 16:
Old : 31: 8 0 4 20 12 28 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 : 53.0 79.9 77.0 90.9 49.5 78.7 73.5 86.7
Old : 53.0 79.9 77.0 90.9 49.5 78.7 73.5 86.7
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 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 20,725: 2,920 4,980 855 14,330 12,915 18,105 18,750: 2,620 1,975
Old : 20,725: 2,920 4,980 855 14,330 12,915 18,105 18,750: 2,620 1,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: -10: 0 -130 -10 -30 100 -40 -40: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 24.0 4.1 69.1 62.3 87.4 90.5: 12.6 9.5
Old : 100.0: 14.1 24.0 4.1 69.1 62.3 87.4 90.5: 12.6 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 : 25: 2 5 3 14 11 18 17:
Old : 25: 2 5 3 14 11 18 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 : 53.3 68.2 78.5 84.0 48.2 67.6 71.3 78.5
Old : 53.3 68.2 78.5 84.0 48.2 67.6 71.3 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 19,805: 3,930 5,030 600 13,205 12,515 17,735 18,145: 2,070 1,660
Old : 19,805: 3,930 5,030 600 13,205 12,515 17,735 18,145: 2,070 1,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: -20: 0 -130 -10 -30 100 -40 -40: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 25.4 3.0 66.7 63.2 89.5 91.6: 10.5 8.4
Old : 100.0: 19.8 25.4 3.0 66.7 63.2 89.5 91.6: 10.5 8.4
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 3 14 9 18 15:
Old : 25: 2 5 3 14 9 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 : 57.0 71.3 80.3 87.3 55.8 70.5 74.8 82.2
Old : 57.0 71.3 80.3 87.3 55.8 70.5 74.8 82.2
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 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 75,120: 17,165 21,170 2,405 49,620 45,875 69,190 69,450: 5,930 5,670
Old : 75,120: 17,165 21,170 2,405 49,620 45,875 69,190 69,450: 5,930 5,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 800: 75 1,320 0 460 -595 535 725: 265 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 28.2 3.2 66.1 61.1 92.1 92.5: 7.9 7.5
Old : 100.0: 22.9 28.2 3.2 66.1 61.1 92.1 92.5: 7.9 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 12 24 18:
Old : 30: 6 2 5 17 12 24 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 : 60.1 72.3 73.7 84.8 56.4 70.6 69.5 82.1
Old : 60.1 72.3 73.7 84.8 56.4 70.6 69.5 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 68,975: 12,835 21,170 2,395 49,135 40,870 64,365 64,435: 4,610 4,540
Old : 68,975: 12,835 21,170 2,395 49,135 40,870 64,365 64,435: 4,610 4,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 765: 75 1,320 0 680 -565 755 755: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 30.7 3.5 71.2 59.3 93.3 93.4: 6.7 6.6
Old : 100.0: 18.6 30.7 3.5 71.2 59.3 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 14 24 19:
Old : 30: 6 2 4 17 14 24 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 : 58.3 75.3 73.3 86.4 54.8 73.8 68.9 82.9
Old : 58.3 75.3 73.3 86.4 54.8 73.8 68.9 82.9
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 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 62,835: 16,513 13,495 4,815 37,686 40,814 59,014 59,124: 3,821 3,711
Old : 62,835: 16,513 13,495 4,815 37,686 40,814 59,014 59,124: 3,821 3,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 625: 675 -475 -55 -87 1,063 533 533: 92 92
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 21.5 7.7 60.0 65.0 93.9 94.1: 6.1 5.9
Old : 100.0: 26.3 21.5 7.7 60.0 65.0 93.9 94.1: 6.1 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 : 28: 4 2 3 18 12 24 15:
Old : 28: 4 2 3 18 12 24 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 : 55.6 72.0 76.6 89.7 51.1 68.9 71.9 82.5
Old : 55.6 72.0 76.6 89.7 51.1 68.9 71.9 82.5
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 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 50,534: 7,543 8,560 5,825 34,454 33,757 47,822 48,142: 2,712 2,392
Old : 50,534: 7,543 8,560 5,825 34,454 33,757 47,822 48,142: 2,712 2,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 150: 150 100 0 0 50 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 16.9 11.5 68.2 66.8 94.6 95.3: 5.4 4.7
Old : 100.0: 14.9 16.9 11.5 68.2 66.8 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 : 54.7 65.4 75.6 90.5 49.0 54.7 65.3 75.2
Old : 54.7 65.4 75.6 90.5 49.0 54.7 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 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 173,598: 5,093 30,462 10,902 117,656 92,347 133,651 133,711: 39,947 39,887
Old : 173,598: 5,093 30,462 10,902 117,656 92,347 133,651 133,711: 39,947 39,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 1,815: 835 825 -1,000 285 475 120 300: 1,695 1,515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 17.5 6.3 67.8 53.2 77.0 77.0: 23.0 23.0
Old : 100.0: 2.9 17.5 6.3 67.8 53.2 77.0 77.0: 23.0 23.0
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 : 43: 2 7 5 27 32 32 41:
Old : 43: 2 7 5 27 32 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 : 46.9 32.6 64.4 49.5 40.5 29.0 52.6 42.1
Old : 46.9 32.6 64.4 49.5 40.5 29.0 52.6 42.1
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 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 138,305: 6,003 16,412 10,376 92,022 81,408 108,401 108,196: 29,904 30,109
Old : 138,305: 6,003 16,412 10,376 92,022 81,408 108,401 108,196: 29,904 30,109
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 895: 835 -325 -985 -25 1,135 -175 -175: 1,070 1,070
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 11.9 7.5 66.5 58.9 78.4 78.2: 21.6 21.8
Old : 100.0: 4.3 11.9 7.5 66.5 58.9 78.4 78.2: 21.6 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 : 40: 2 7 7 23 29 30 38:
Old : 40: 2 7 7 23 29 30 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 : 51.4 31.2 64.2 47.0 40.3 27.4 47.1 38.2
Old : 51.4 31.2 64.2 47.0 40.3 27.4 47.1 38.2
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 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 64,860: 1,145 15,650 2,005 56,065 41,710 59,215 59,365: 5,645 5,495
Old : 64,860: 1,145 15,650 2,005 56,065 41,710 59,215 59,365: 5,645 5,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 365: 105 -470 345 -130 445 320 320: 45 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 24.1 3.1 86.4 64.3 91.3 91.5: 8.7 8.5
Old : 100.0: 1.8 24.1 3.1 86.4 64.3 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 : 59.3 51.6 77.4 71.1 51.3 45.0 64.3 59.4
Old : 59.3 51.6 77.4 71.1 51.3 45.0 64.3 59.4
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 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 57,199: 990 16,125 2,025 47,689 32,674 50,704 50,824: 6,495 6,375
Old : 57,199: 990 16,125 2,025 47,689 32,674 50,704 50,824: 6,495 6,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: -115: 105 -470 345 -1,055 -480 -605 -605: 490 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 28.2 3.5 83.4 57.1 88.6 88.9: 11.4 11.1
Old : 100.0: 1.7 28.2 3.5 83.4 57.1 88.6 88.9: 11.4 11.1
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: 1 3 2 18 20 20 24:
Old : 26: 1 3 2 18 20 20 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 : 51.0 54.0 71.2 74.8 40.6 44.0 52.1 52.1
Old : 51.0 54.0 71.2 74.8 40.6 44.0 52.1 52.1
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 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 43,345: 21,795 0 2,530 15,370 37,690 39,695 40,220: 3,650 3,125
Old : 43,345: 21,795 0 2,530 15,370 37,690 39,695 40,220: 3,650 3,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: -660: 495 0 0 -1,775 -1,280 -1,280 -1,280: 620 620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.3 0.0 5.8 35.5 87.0 91.6 92.8: 8.4 7.2
Old : 100.0: 50.3 0.0 5.8 35.5 87.0 91.6 92.8: 8.4 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 : 24: 4 0 3 14 19 18 22:
Old : 24: 4 0 3 14 19 18 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.5 65.9 80.2 80.1 61.8 61.3 65.8 67.2
Old : 67.5 65.9 80.2 80.1 61.8 61.3 65.8 67.2
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 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 53,985: 38,545 0 2,580 11,310 49,930 52,435 52,510: 1,550 1,475
Old : 53,985: 38,545 0 2,580 11,310 49,930 52,435 52,510: 1,550 1,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 360: 515 0 0 -5 510 510 510: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 71.4 0.0 4.8 21.0 92.5 97.1 97.3: 2.9 2.7
Old : 100.0: 71.4 0.0 4.8 21.0 92.5 97.1 97.3: 2.9 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 0 3 12 17 15 20:
Old : 22: 3 0 3 12 17 15 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 : 88.1 70.2 94.3 86.2 81.2 67.1 82.5 78.7
Old : 88.1 70.2 94.3 86.2 81.2 67.1 82.5 78.7
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 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 163,816: 8,695 3,245 6,725 118,688 125,211 134,108 135,181: 29,708 28,634
Old : 163,816: 8,695 3,245 6,725 118,688 125,211 134,108 135,181: 29,708 28,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 4,543: 0 1,070 25 4,745 3,286 4,770 4,381: -227 162
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 2.0 4.1 72.5 76.4 81.9 82.5: 18.1 17.5
Old : 100.0: 5.3 2.0 4.1 72.5 76.4 81.9 82.5: 18.1 17.5
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 : 36: 4 2 2 28 28 34 30:
Old : 36: 4 2 2 28 28 34 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 : 41.1 47.0 55.8 65.1 25.2 25.3 32.1 32.4
Old : 41.1 47.0 55.8 65.1 25.2 25.3 32.1 32.4
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 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 114,360: 7,510 1,160 7,640 81,215 87,300 96,365 96,100: 17,995 18,260
Old : 114,360: 7,510 1,160 7,640 81,215 87,300 96,365 96,100: 17,995 18,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 14, 2020 :
: 750: -1,670 -580 1,255 1,080 -320 665 355: 85 395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 1.0 6.7 71.0 76.3 84.3 84.0: 15.7 16.0
Old : 100.0: 6.6 1.0 6.7 71.0 76.3 84.3 84.0: 15.7 16.0
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 : 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 : 41.7 45.5 63.1 66.0 29.1 37.0 40.6 45.9
Old : 41.7 45.5 63.1 66.0 29.1 37.0 40.6 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 29,780: 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 14, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 21, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 29,625: 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 14, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 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 24, 2020