ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 83,554: 0 3,745 75 76,224 72,479 76,299 76,299: 7,255 7,255
Old : 83,554: 0 3,745 75 76,224 72,479 76,299 76,299: 7,255 7,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 2,465: 0 0 0 2,549 2,549 2,549 2,549: -84 -84
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.5 0.1 91.2 86.7 91.3 91.3: 8.7 8.7
Old : 100.0: 0.0 4.5 0.1 91.2 86.7 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 : 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 : 78.8 51.5 85.5 79.3 76.2 50.2 81.0 75.7
Old : 78.8 51.5 85.5 79.3 76.2 50.2 81.0 75.7
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 70,213: 0 4,280 30 64,498 60,203 64,528 64,513: 5,685 5,700
Old : 70,213: 0 4,280 30 64,498 60,203 64,528 64,513: 5,685 5,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 2,520: 0 0 0 2,755 2,740 2,755 2,740: -235 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.1 0.0 91.9 85.7 91.9 91.9: 8.1 8.1
Old : 100.0: 0.0 6.1 0.0 91.9 85.7 91.9 91.9: 8.1 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 79.8 55.9 86.8 77.6 77.7 54.6 80.5 73.9
Old : 79.8 55.9 86.8 77.6 77.7 54.6 80.5 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 24,400: 2,070 1,035 175 19,270 19,995 21,515 21,205: 2,885 3,195
Old : 24,400: 2,070 1,035 175 19,270 19,995 21,515 21,205: 2,885 3,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: -120: 0 0 0 -120 -120 -120 -120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 4.2 0.7 79.0 81.9 88.2 86.9: 11.8 13.1
Old : 100.0: 8.5 4.2 0.7 79.0 81.9 88.2 86.9: 11.8 13.1
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 : 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 : 72.2 51.0 84.0 76.4 63.7 48.5 72.4 71.3
Old : 72.2 51.0 84.0 76.4 63.7 48.5 72.4 71.3
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 28, 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 : 22,010: 2,130 1,035 175 17,745 18,530 20,050 19,740: 1,960 2,270
Old : 22,010: 2,130 1,035 175 17,745 18,530 20,050 19,740: 1,960 2,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: -120: 0 0 0 -50 -50 -50 -50: -70 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 4.7 0.8 80.6 84.2 91.1 89.7: 8.9 10.3
Old : 100.0: 9.7 4.7 0.8 80.6 84.2 91.1 89.7: 8.9 10.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 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 : 75.1 52.3 88.8 75.2 62.0 47.0 69.1 66.8
Old : 75.1 52.3 88.8 75.2 62.0 47.0 69.1 66.8
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 58,914: 11,500 4,540 4,380 40,024 47,269 55,904 56,189: 3,010 2,725
Old : 58,914: 11,500 4,540 4,380 40,024 47,269 55,904 56,189: 3,010 2,725
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 1,385: 0 300 0 1,385 1,085 1,385 1,385: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 7.7 7.4 67.9 80.2 94.9 95.4: 5.1 4.6
Old : 100.0: 19.5 7.7 7.4 67.9 80.2 94.9 95.4: 5.1 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 62.5 69.0 79.2 85.5 49.1 62.6 63.2 70.9
Old : 62.5 69.0 79.2 85.5 49.1 62.6 63.2 70.9
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 28, 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 : 39,278: 2,965 655 3,420 30,439 33,034 36,824 37,109: 2,454 2,169
Old : 39,278: 2,965 655 3,420 30,439 33,034 36,824 37,109: 2,454 2,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 165: -5 295 5 165 -135 165 165: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 1.7 8.7 77.5 84.1 93.8 94.5: 6.2 5.5
Old : 100.0: 7.5 1.7 8.7 77.5 84.1 93.8 94.5: 6.2 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: 1 2 3 17 16 20 19:
Old : 25: 1 2 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 : 73.0 70.1 87.1 83.3 65.1 64.6 72.5 71.6
Old : 73.0 70.1 87.1 83.3 65.1 64.6 72.5 71.6
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 30,450: 1,035 15,820 90 27,700 13,310 28,825 29,220: 1,625 1,230
Old : 30,450: 1,035 15,820 90 27,700 13,310 28,825 29,220: 1,625 1,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 1,540: 0 0 0 1,540 1,540 1,540 1,540: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 52.0 0.3 91.0 43.7 94.7 96.0: 5.3 4.0
Old : 100.0: 3.4 52.0 0.3 91.0 43.7 94.7 96.0: 5.3 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 65.2 74.2 83.9 87.9 55.9 69.3 69.4 74.8
Old : 65.2 74.2 83.9 87.9 55.9 69.3 69.4 74.8
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 101,731: 19,090 4,195 1,615 61,241 76,141 81,946 81,951: 19,785 19,780
Old : 101,731: 19,090 4,195 1,615 61,241 76,141 81,946 81,951: 19,785 19,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 4,510: 2,895 10 -25 2,685 5,570 5,555 5,555: -1,045 -1,045
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 4.1 1.6 60.2 74.8 80.6 80.6: 19.4 19.4
Old : 100.0: 18.8 4.1 1.6 60.2 74.8 80.6 80.6: 19.4 19.4
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 3 19 22 22 27:
Old : 30: 1 4 3 19 22 22 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 : 54.8 51.9 72.8 67.1 51.6 50.4 59.9 57.7
Old : 54.8 51.9 72.8 67.1 51.6 50.4 59.9 57.7
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 28, 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 : 96,846: 19,320 6,960 720 57,686 70,036 77,726 77,716: 19,120 19,130
Old : 96,846: 19,320 6,960 720 57,686 70,036 77,726 77,716: 19,120 19,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 4,775: 2,895 0 0 2,990 5,885 5,885 5,885: -1,110 -1,110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 7.2 0.7 59.6 72.3 80.3 80.2: 19.7 19.8
Old : 100.0: 19.9 7.2 0.7 59.6 72.3 80.3 80.2: 19.7 19.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 52.7 48.3 72.6 66.1 49.6 47.7 58.2 56.8
Old : 52.7 48.3 72.6 66.1 49.6 47.7 58.2 56.8
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 25,641: 3,615 12,695 1,510 15,882 7,682 21,007 21,887: 4,634 3,754
Old : 25,641: 3,615 12,695 1,510 15,882 7,682 21,007 21,887: 4,634 3,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 1,850: 300 2,670 0 877 -1,493 1,177 1,177: 673 673
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 49.5 5.9 61.9 30.0 81.9 85.4: 18.1 14.6
Old : 100.0: 14.1 49.5 5.9 61.9 30.0 81.9 85.4: 18.1 14.6
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 : 29: 2 7 3 18 12 23 19:
Old : 29: 2 7 3 18 12 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 62.7 62.5 74.4 42.7 56.0 61.1 64.1
Old : 43.0 62.7 62.5 74.4 42.7 56.0 61.1 64.1
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 25,461: 4,600 12,145 1,845 14,610 7,935 21,055 21,925: 4,406 3,536
Old : 25,461: 4,600 12,145 1,845 14,610 7,935 21,055 21,925: 4,406 3,536
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 1,900: 150 2,420 300 454 -1,816 904 904: 996 996
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.1 47.7 7.2 57.4 31.2 82.7 86.1: 17.3 13.9
Old : 100.0: 18.1 47.7 7.2 57.4 31.2 82.7 86.1: 17.3 13.9
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 : 29: 3 6 3 18 12 23 19:
Old : 29: 3 6 3 18 12 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.4 64.1 65.4 75.3 40.4 59.4 59.9 65.9
Old : 43.4 64.1 65.4 75.3 40.4 59.4 59.9 65.9
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 28, 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: 12,720 6,220 975 16,294 23,659 29,989 30,854: 2,655 1,790
Old : 32,644: 12,720 6,220 975 16,294 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 21, 2020 :
: 0: -300 0 0 300 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 19.1 3.0 49.9 72.5 91.9 94.5: 8.1 5.5
Old : 100.0: 39.0 19.1 3.0 49.9 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 : 68.3 83.4 85.6 93.8 62.9 69.8 73.3 77.4
Old : 68.3 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 28, 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 : 56,651: 24,250 0 30 29,849 54,005 54,129 54,035: 2,522 2,616
Old : 56,651: 24,250 0 30 29,849 54,005 54,129 54,035: 2,522 2,616
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 2,160: 1,800 0 0 325 2,125 2,125 2,125: 35 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.8 0.0 0.1 52.7 95.3 95.5 95.4: 4.5 4.6
Old : 100.0: 42.8 0.0 0.1 52.7 95.3 95.5 95.4: 4.5 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 67.8 86.9 89.2 93.1 67.7 83.0 86.1 87.1
Old : 67.8 86.9 89.2 93.1 67.7 83.0 86.1 87.1
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 58,901: 23,960 0 30 32,451 56,291 56,441 56,321: 2,460 2,580
Old : 58,901: 23,960 0 30 32,451 56,291 56,441 56,321: 2,460 2,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 2,100: 1,800 0 0 300 2,100 2,100 2,100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 0.0 0.1 55.1 95.6 95.8 95.6: 4.2 4.4
Old : 100.0: 40.7 0.0 0.1 55.1 95.6 95.8 95.6: 4.2 4.4
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 : 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 : 69.4 90.1 90.6 93.9 68.9 87.9 89.7 90.4
Old : 69.4 90.1 90.6 93.9 68.9 87.9 89.7 90.4
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 60,655: 24,074 0 1,430 32,186 56,440 57,690 57,870: 2,965 2,785
Old : 60,655: 24,074 0 1,430 32,186 56,440 57,690 57,870: 2,965 2,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 1,225: 630 0 0 595 1,225 1,225 1,225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 0.0 2.4 53.1 93.1 95.1 95.4: 4.9 4.6
Old : 100.0: 39.7 0.0 2.4 53.1 93.1 95.1 95.4: 4.9 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 59.5 81.7 78.9 92.0 56.9 80.4 76.4 88.3
Old : 59.5 81.7 78.9 92.0 56.9 80.4 76.4 88.3
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 28, 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 : 51,015: 16,024 0 1,660 30,631 46,835 48,315 48,495: 2,700 2,520
Old : 51,015: 16,024 0 1,660 30,631 46,835 48,315 48,495: 2,700 2,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 625: 30 0 0 595 625 625 625: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.4 0.0 3.3 60.0 91.8 94.7 95.1: 5.3 4.9
Old : 100.0: 31.4 0.0 3.3 60.0 91.8 94.7 95.1: 5.3 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 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 : 53.6 79.1 77.3 91.0 50.1 77.9 73.8 86.8
Old : 53.6 79.1 77.3 91.0 50.1 77.9 73.8 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 28, 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 : 21,240: 2,920 5,010 880 14,805 13,360 18,605 19,250: 2,635 1,990
Old : 21,240: 2,920 5,010 880 14,805 13,360 18,605 19,250: 2,635 1,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 515: 0 30 25 475 445 500 500: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 23.6 4.1 69.7 62.9 87.6 90.6: 12.4 9.4
Old : 100.0: 13.7 23.6 4.1 69.7 62.9 87.6 90.6: 12.4 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 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 : 50.5 66.6 75.1 84.8 46.9 66.0 68.4 76.9
Old : 50.5 66.6 75.1 84.8 46.9 66.0 68.4 76.9
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 28, 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 : 20,330: 3,930 5,160 625 13,725 12,905 18,280 18,690: 2,050 1,640
Old : 20,330: 3,930 5,160 625 13,725 12,905 18,280 18,690: 2,050 1,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 525: 0 130 25 520 390 545 545: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 25.4 3.1 67.5 63.5 89.9 91.9: 10.1 8.1
Old : 100.0: 19.3 25.4 3.1 67.5 63.5 89.9 91.9: 10.1 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 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 : 55.3 69.5 77.3 88.0 54.7 68.7 73.9 80.8
Old : 55.3 69.5 77.3 88.0 54.7 68.7 73.9 80.8
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 28, 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 : 75,770: 17,415 21,170 2,405 50,040 46,545 69,860 70,120: 5,910 5,650
Old : 75,770: 17,415 21,170 2,405 50,040 46,545 69,860 70,120: 5,910 5,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 650: 250 0 0 420 670 670 670: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 27.9 3.2 66.0 61.4 92.2 92.5: 7.8 7.5
Old : 100.0: 23.0 27.9 3.2 66.0 61.4 92.2 92.5: 7.8 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 60.7 72.0 74.2 84.8 57.1 70.5 69.9 82.0
Old : 60.7 72.0 74.2 84.8 57.1 70.5 69.9 82.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 69,655: 13,085 21,170 2,395 49,605 41,590 65,085 65,155: 4,570 4,500
Old : 69,655: 13,085 21,170 2,395 49,605 41,590 65,085 65,155: 4,570 4,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 680: 250 0 0 470 720 720 720: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 30.4 3.4 71.2 59.7 93.4 93.5: 6.6 6.5
Old : 100.0: 18.8 30.4 3.4 71.2 59.7 93.4 93.5: 6.6 6.5
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 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 : 58.9 75.2 73.9 86.1 55.1 73.6 69.2 82.7
Old : 58.9 75.2 73.9 86.1 55.1 73.6 69.2 82.7
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 28, 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 : 63,641: 16,588 13,175 4,815 38,141 41,664 59,544 59,654: 4,097 3,987
Old : 63,641: 16,588 13,175 4,815 38,141 41,664 59,544 59,654: 4,097 3,987
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 806: 75 -320 0 455 850 530 530: 276 276
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 20.7 7.6 59.9 65.5 93.6 93.7: 6.4 6.3
Old : 100.0: 26.1 20.7 7.6 59.9 65.5 93.6 93.7: 6.4 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 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 : 55.1 72.1 75.8 89.5 50.7 69.1 71.2 81.5
Old : 55.1 72.1 75.8 89.5 50.7 69.1 71.2 81.5
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 28, 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 : 50,765: 7,543 8,190 5,825 34,398 34,071 47,766 48,086: 2,999 2,679
Old : 50,765: 7,543 8,190 5,825 34,398 34,071 47,766 48,086: 2,999 2,679
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 231: 0 -370 0 -56 314 -56 -56: 287 287
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 16.1 11.5 67.8 67.1 94.1 94.7: 5.9 5.3
Old : 100.0: 14.9 16.1 11.5 67.8 67.1 94.1 94.7: 5.9 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 2 5 19 12 25 17:
Old : 28: 4 2 5 19 12 25 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 : 54.4 65.9 75.2 90.0 48.7 55.4 65.0 74.6
Old : 54.4 65.9 75.2 90.0 48.7 55.4 65.0 74.6
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 28, 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 : 179,321: 4,238 32,147 10,622 120,332 92,483 135,192 135,252: 44,129 44,069
Old : 179,321: 4,238 32,147 10,622 120,332 92,483 135,192 135,252: 44,129 44,069
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 5,723: -855 1,685 -280 2,676 136 1,541 1,541: 4,182 4,182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 17.9 5.9 67.1 51.6 75.4 75.4: 24.6 24.6
Old : 100.0: 2.4 17.9 5.9 67.1 51.6 75.4 75.4: 24.6 24.6
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 : 44: 2 8 6 28 32 34 42:
Old : 44: 2 8 6 28 32 34 42:
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 : 44.9 33.4 62.2 47.7 39.0 30.1 50.9 40.4
Old : 44.9 33.4 62.2 47.7 39.0 30.1 50.9 40.4
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 147,014: 5,148 17,482 10,031 98,063 85,524 113,242 113,037: 33,772 33,977
Old : 147,014: 5,148 17,482 10,031 98,063 85,524 113,242 113,037: 33,772 33,977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 8,709: -855 1,070 -345 6,041 4,116 4,841 4,841: 3,868 3,868
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 11.9 6.8 66.7 58.2 77.0 76.9: 23.0 23.1
Old : 100.0: 3.5 11.9 6.8 66.7 58.2 77.0 76.9: 23.0 23.1
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 : 41: 2 8 7 24 29 31 39:
Old : 41: 2 8 7 24 29 31 39:
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 : 50.0 31.3 62.5 46.6 40.5 26.6 46.9 37.3
Old : 50.0 31.3 62.5 46.6 40.5 26.6 46.9 37.3
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 28, 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 : 64,435: 1,145 13,850 2,255 55,895 43,340 59,295 59,445: 5,140 4,990
Old : 64,435: 1,145 13,850 2,255 55,895 43,340 59,295 59,445: 5,140 4,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: -425: 0 -1,800 250 -170 1,630 80 80: -505 -505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 21.5 3.5 86.7 67.3 92.0 92.3: 8.0 7.7
Old : 100.0: 1.8 21.5 3.5 86.7 67.3 92.0 92.3: 8.0 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 3 2 16 19 18 23:
Old : 27: 1 3 2 16 19 18 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 : 59.4 51.7 78.1 71.3 51.4 44.6 64.4 59.1
Old : 59.4 51.7 78.1 71.3 51.4 44.6 64.4 59.1
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 28, 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 : 56,574: 990 14,325 2,275 46,919 33,704 50,184 50,304: 6,390 6,270
Old : 56,574: 990 14,325 2,275 46,919 33,704 50,184 50,304: 6,390 6,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: -625: 0 -1,800 250 -770 1,030 -520 -520: -105 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 25.3 4.0 82.9 59.6 88.7 88.9: 11.3 11.1
Old : 100.0: 1.7 25.3 4.0 82.9 59.6 88.7 88.9: 11.3 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 : 52.3 53.1 71.7 74.8 41.0 41.5 52.7 52.8
Old : 52.3 53.1 71.7 74.8 41.0 41.5 52.7 52.8
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 28, 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 : 44,935: 23,295 0 2,530 15,270 39,090 41,095 41,620: 3,840 3,315
Old : 44,935: 23,295 0 2,530 15,270 39,090 41,095 41,620: 3,840 3,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 1,590: 1,500 0 0 -100 1,400 1,400 1,400: 190 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.8 0.0 5.6 34.0 87.0 91.5 92.6: 8.5 7.4
Old : 100.0: 51.8 0.0 5.6 34.0 87.0 91.5 92.6: 8.5 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 4 0 3 14 20 18 23:
Old : 25: 4 0 3 14 20 18 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 : 69.2 60.4 80.6 75.5 63.4 56.2 66.5 66.7
Old : 69.2 60.4 80.6 75.5 63.4 56.2 66.5 66.7
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 28, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 55,115: 40,325 280 2,300 10,915 51,035 53,540 53,615: 1,575 1,500
Old : 55,115: 40,325 280 2,300 10,915 51,035 53,540 53,615: 1,575 1,500
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 1,130: 1,780 280 -280 -395 1,105 1,105 1,105: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 73.2 0.5 4.2 19.8 92.6 97.1 97.3: 2.9 2.7
Old : 100.0: 73.2 0.5 4.2 19.8 92.6 97.1 97.3: 2.9 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 3 12 18 15 21:
Old : 23: 2 1 3 12 18 15 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 : 88.8 65.7 94.5 82.5 82.8 62.4 83.9 75.9
Old : 88.8 65.7 94.5 82.5 82.8 62.4 83.9 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 168,461: 8,695 6,545 6,690 123,829 127,029 139,214 140,264: 29,247 28,197
Old : 168,461: 8,695 6,545 6,690 123,829 127,029 139,214 140,264: 29,247 28,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 4,645: 0 3,300 -35 5,141 1,818 5,106 5,083: -461 -438
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 3.9 4.0 73.5 75.4 82.6 83.3: 17.4 16.7
Old : 100.0: 5.2 3.9 4.0 73.5 75.4 82.6 83.3: 17.4 16.7
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 : 36: 4 2 2 28 29 34 31:
Old : 36: 4 2 2 28 29 34 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.8 47.3 55.8 66.6 24.5 25.4 32.8 33.3
Old : 40.8 47.3 55.8 66.6 24.5 25.4 32.8 33.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 28, 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 : 120,775: 3,695 1,520 10,555 88,890 90,810 103,140 102,885: 17,635 17,890
Old : 120,775: 3,695 1,520 10,555 88,890 90,810 103,140 102,885: 17,635 17,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 21, 2020 :
: 6,415: -3,815 360 2,915 7,675 3,510 6,775 6,785: -360 -370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 1.3 8.7 73.6 75.2 85.4 85.2: 14.6 14.8
Old : 100.0: 3.1 1.3 8.7 73.6 75.2 85.4 85.2: 14.6 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 3 3 24 25 29 28:
Old : 32: 2 3 3 24 25 29 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 : 41.4 45.6 63.1 66.0 29.2 34.3 39.3 43.0
Old : 41.4 45.6 63.1 66.0 29.2 34.3 39.3 43.0
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 28, 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 21, 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 28, 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 21, 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 May 01, 2020