ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 85,371: 0 4,105 75 78,142 74,037 78,217 78,217: 7,154 7,154
Old : 85,371: 0 4,105 75 78,142 74,037 78,217 78,217: 7,154 7,154
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -803: 0 360 0 -753 -618 -753 -258: -50 -545
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.8 0.1 91.5 86.7 91.6 91.6: 8.4 8.4
Old : 100.0: 0.0 4.8 0.1 91.5 86.7 91.6 91.6: 8.4 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 : 28: 0 2 1 19 20 20 22:
Old : 28: 0 2 1 19 20 20 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 : 78.8 52.0 85.8 78.1 76.2 50.1 79.9 74.2
Old : 78.8 52.0 85.8 78.1 76.2 50.1 79.9 74.2
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, May 12, 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 : 71,328: 0 4,960 0 65,683 60,708 65,683 65,668: 5,645 5,660
Old : 71,328: 0 4,960 0 65,683 60,708 65,683 65,668: 5,645 5,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -660: 0 680 -30 -590 -1,030 -620 -380: -40 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.0 0.0 92.1 85.1 92.1 92.1: 7.9 7.9
Old : 100.0: 0.0 7.0 0.0 92.1 85.1 92.1 92.1: 7.9 7.9
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 : 27: 0 1 0 19 19 19 20:
Old : 27: 0 1 0 19 19 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.0 56.8 86.8 78.4 77.2 54.8 79.8 74.5
Old : 80.0 56.8 86.8 78.4 77.2 54.8 79.8 74.5
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, May 12, 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 : 24,175: 1,955 1,020 150 19,495 20,125 21,600 21,295: 2,575 2,880
Old : 24,175: 1,955 1,020 150 19,495 20,125 21,600 21,295: 2,575 2,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -85: -115 -15 -25 425 210 285 170: -370 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 4.2 0.6 80.6 83.2 89.3 88.1: 10.7 11.9
Old : 100.0: 8.1 4.2 0.6 80.6 83.2 89.3 88.1: 10.7 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 1 1 10 12 14 14:
Old : 21: 4 1 1 10 12 14 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 : 68.9 52.8 83.0 78.5 59.5 49.5 67.6 70.1
Old : 68.9 52.8 83.0 78.5 59.5 49.5 67.6 70.1
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, May 12, 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 : 56,976: 11,620 4,850 3,970 38,453 45,503 54,043 54,323: 2,933 2,653
Old : 56,976: 11,620 4,850 3,970 38,453 45,503 54,043 54,323: 2,933 2,653
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -2,148: 120 10 -370 -1,706 -1,691 -1,956 -2,051: -192 -97
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 8.5 7.0 67.5 79.9 94.9 95.3: 5.1 4.7
Old : 100.0: 20.4 8.5 7.0 67.5 79.9 94.9 95.3: 5.1 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 62.3 69.6 78.8 85.6 48.9 63.7 63.8 72.1
Old : 62.3 69.6 78.8 85.6 48.9 63.7 63.8 72.1
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 37,579: 2,765 780 3,355 29,125 31,390 35,245 35,525: 2,334 2,054
Old : 37,579: 2,765 780 3,355 29,125 31,390 35,245 35,525: 2,334 2,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,701: -200 125 -65 -1,221 -1,656 -1,486 -1,596: -215 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 2.1 8.9 77.5 83.5 93.8 94.5: 6.2 5.5
Old : 100.0: 7.4 2.1 8.9 77.5 83.5 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 : 24: 1 2 3 18 16 21 19:
Old : 24: 1 2 3 18 16 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 70.0 86.9 83.1 64.5 64.2 72.2 70.8
Old : 73.0 70.0 86.9 83.1 64.5 64.2 72.2 70.8
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 31,585: 1,010 15,820 90 28,885 14,475 29,985 30,385: 1,600 1,200
Old : 31,585: 1,010 15,820 90 28,885 14,475 29,985 30,385: 1,600 1,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -535: -25 0 0 -425 -505 -450 -505: -85 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 50.1 0.3 91.5 45.8 94.9 96.2: 5.1 3.8
Old : 100.0: 3.2 50.1 0.3 91.5 45.8 94.9 96.2: 5.1 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 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 : 66.6 70.1 83.9 86.5 58.4 66.2 67.7 72.2
Old : 66.6 70.1 83.9 86.5 58.4 66.2 67.7 72.2
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 100,525: 12,555 4,390 2,215 67,025 75,210 81,795 81,815: 18,730 18,710
Old : 100,525: 12,555 4,390 2,215 67,025 75,210 81,795 81,815: 18,730 18,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,641: -7,255 255 555 6,304 -1,311 -396 -501: -1,245 -1,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 4.4 2.2 66.7 74.8 81.4 81.4: 18.6 18.6
Old : 100.0: 12.5 4.4 2.2 66.7 74.8 81.4 81.4: 18.6 18.6
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: 1 4 4 18 21 22 26:
Old : 29: 1 4 4 18 21 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 51.3 74.5 67.6 52.4 49.9 59.9 58.2
Old : 56.4 51.3 74.5 67.6 52.4 49.9 59.9 58.2
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 95,812: 12,900 7,050 1,665 63,477 69,337 78,042 78,052: 17,770 17,760
Old : 95,812: 12,900 7,050 1,665 63,477 69,337 78,042 78,052: 17,770 17,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -2,014: -7,740 150 885 6,141 -2,069 -714 -1,034: -1,300 -980
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 7.4 1.7 66.3 72.4 81.5 81.5: 18.5 18.5
Old : 100.0: 13.5 7.4 1.7 66.3 72.4 81.5 81.5: 18.5 18.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 2 4 18 20 22 24:
Old : 28: 2 2 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 : 54.4 48.0 74.5 66.9 50.6 46.9 58.6 56.2
Old : 54.4 48.0 74.5 66.9 50.6 46.9 58.6 56.2
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, May 12, 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 : 25,710: 3,710 13,670 1,290 16,529 7,434 21,529 22,394: 4,181 3,316
Old : 25,710: 3,710 13,670 1,290 16,529 7,434 21,529 22,394: 4,181 3,316
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -2,251: -205 -1,125 -240 -1,235 -380 -1,680 -1,745: -571 -506
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 53.2 5.0 64.3 28.9 83.7 87.1: 16.3 12.9
Old : 100.0: 14.4 53.2 5.0 64.3 28.9 83.7 87.1: 16.3 12.9
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: 2 6 3 18 12 23 18:
Old : 28: 2 6 3 18 12 23 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 : 40.0 69.4 61.9 79.0 39.8 62.6 60.5 69.3
Old : 40.0 69.4 61.9 79.0 39.8 62.6 60.5 69.3
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, May 12, 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 : 25,200: 3,710 12,135 2,255 15,265 7,700 21,230 22,090: 3,970 3,110
Old : 25,200: 3,710 12,135 2,255 15,265 7,700 21,230 22,090: 3,970 3,110
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -2,611: -205 -1,100 -595 -1,175 -340 -1,975 -2,035: -636 -576
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 48.2 8.9 60.6 30.6 84.2 87.7: 15.8 12.3
Old : 100.0: 14.7 48.2 8.9 60.6 30.6 84.2 87.7: 15.8 12.3
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: 2 6 3 18 12 23 18:
Old : 28: 2 6 3 18 12 23 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 : 39.0 70.7 63.3 80.5 37.8 61.3 58.3 67.4
Old : 39.0 70.7 63.3 80.5 37.8 61.3 58.3 67.4
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, May 12, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 65,225: 30,660 0 15 32,410 62,945 63,085 62,960: 2,140 2,265
Old : 65,225: 30,660 0 15 32,410 62,945 63,085 62,960: 2,140 2,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 7,374: 5,410 0 -15 2,511 7,740 7,906 7,725: -532 -351
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.0 0.0 0.0 49.7 96.5 96.7 96.5: 3.3 3.5
Old : 100.0: 47.0 0.0 0.0 49.7 96.5 96.7 96.5: 3.3 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 0 1 13 13 18 14:
Old : 23: 5 0 1 13 13 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 : 71.3 87.8 90.8 95.0 71.2 85.1 89.1 90.1
Old : 71.3 87.8 90.8 95.0 71.2 85.1 89.1 90.1
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, May 12, 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 : 67,337: 30,420 0 15 34,827 65,147 65,262 65,162: 2,075 2,175
Old : 67,337: 30,420 0 15 34,827 65,147 65,262 65,162: 2,075 2,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 7,286: 5,460 0 -15 2,376 7,731 7,821 7,716: -535 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.2 0.0 0.0 51.7 96.7 96.9 96.8: 3.1 3.2
Old : 100.0: 45.2 0.0 0.0 51.7 96.7 96.9 96.8: 3.1 3.2
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 : 21: 4 0 1 13 12 17 13:
Old : 21: 4 0 1 13 12 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.1 90.6 92.5 95.8 70.7 88.6 92.1 93.0
Old : 71.1 90.6 92.5 95.8 70.7 88.6 92.1 93.0
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, May 12, 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 : 60,435: 23,515 250 1,165 33,110 56,555 57,790 57,970: 2,645 2,465
Old : 60,435: 23,515 250 1,165 33,110 56,555 57,790 57,970: 2,645 2,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -2,960: -589 225 -345 -1,756 -2,775 -2,690 -2,895: -270 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 0.4 1.9 54.8 93.6 95.6 95.9: 4.4 4.1
Old : 100.0: 38.9 0.4 1.9 54.8 93.6 95.6 95.9: 4.4 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 1 4 19 12 25 16:
Old : 30: 5 1 4 19 12 25 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 82.7 79.2 93.1 58.3 81.4 77.1 89.7
Old : 60.3 82.7 79.2 93.1 58.3 81.4 77.1 89.7
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, May 12, 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 : 50,420: 15,115 240 1,255 31,610 46,665 47,980 48,160: 2,440 2,260
Old : 50,420: 15,115 240 1,255 31,610 46,665 47,980 48,160: 2,440 2,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -3,200: -864 225 -395 -1,641 -2,935 -2,900 -3,105: -300 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 0.5 2.5 62.7 92.6 95.2 95.5: 4.8 4.5
Old : 100.0: 30.0 0.5 2.5 62.7 92.6 95.2 95.5: 4.8 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 : 30: 5 1 4 20 12 26 16:
Old : 30: 5 1 4 20 12 26 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 : 54.4 79.9 77.1 91.9 51.8 78.7 74.5 88.3
Old : 54.4 79.9 77.1 91.9 51.8 78.7 74.5 88.3
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, May 12, 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 : 21,100: 2,220 5,050 810 14,690 12,475 17,720 18,335: 3,380 2,765
Old : 21,100: 2,220 5,050 810 14,690 12,475 17,720 18,335: 3,380 2,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,140: -765 -225 -5 -555 -975 -1,325 -1,205: 185 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 23.9 3.8 69.6 59.1 84.0 86.9: 16.0 13.1
Old : 100.0: 10.5 23.9 3.8 69.6 59.1 84.0 86.9: 16.0 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 : 23: 2 4 2 13 11 16 16:
Old : 23: 2 4 2 13 11 16 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 : 51.0 65.6 73.9 82.9 44.8 65.4 67.1 77.3
Old : 51.0 65.6 73.9 82.9 44.8 65.4 67.1 77.3
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, May 12, 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 : 20,170: 3,055 5,175 540 14,120 12,410 17,715 18,125: 2,455 2,045
Old : 20,170: 3,055 5,175 540 14,120 12,410 17,715 18,125: 2,455 2,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,160: -875 -250 -20 -300 -815 -1,195 -1,085: 35 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 25.7 2.7 70.0 61.5 87.8 89.9: 12.2 10.1
Old : 100.0: 15.1 25.7 2.7 70.0 61.5 87.8 89.9: 12.2 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 4 2 13 9 15 14:
Old : 22: 1 4 2 13 9 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 69.1 78.0 86.9 51.2 69.0 71.6 81.7
Old : 56.4 69.1 78.0 86.9 51.2 69.0 71.6 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 73,785: 16,855 22,840 2,170 49,220 43,445 68,245 68,455: 5,540 5,330
Old : 73,785: 16,855 22,840 2,170 49,220 43,445 68,245 68,455: 5,540 5,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -2,265: -510 410 -210 -1,260 -1,965 -1,980 -1,765: -285 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 31.0 2.9 66.7 58.9 92.5 92.8: 7.5 7.2
Old : 100.0: 22.8 31.0 2.9 66.7 58.9 92.5 92.8: 7.5 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 2 3 18 12 23 16:
Old : 28: 4 2 3 18 12 23 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 : 61.4 72.2 74.6 85.1 57.8 70.7 70.2 82.6
Old : 61.4 72.2 74.6 85.1 57.8 70.7 70.2 82.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 67,775: 12,800 22,840 2,170 48,515 38,490 63,485 63,500: 4,290 4,275
Old : 67,775: 12,800 22,840 2,170 48,515 38,490 63,485 63,500: 4,290 4,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -2,025: -235 410 -200 -1,280 -1,765 -1,715 -1,555: -310 -470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 33.7 3.2 71.6 56.8 93.7 93.7: 6.3 6.3
Old : 100.0: 18.9 33.7 3.2 71.6 56.8 93.7 93.7: 6.3 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 14 23 18:
Old : 28: 4 2 3 18 14 23 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 : 58.9 75.3 74.5 86.3 55.3 73.8 69.6 83.0
Old : 58.9 75.3 74.5 86.3 55.3 73.8 69.6 83.0
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, May 12, 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 : 62,662: 17,015 13,340 4,470 37,026 40,796 58,511 58,606: 4,151 4,056
Old : 62,662: 17,015 13,340 4,470 37,026 40,796 58,511 58,606: 4,151 4,056
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,764: -493 -335 0 -1,166 -1,289 -1,659 -1,624: -105 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.2 21.3 7.1 59.1 65.1 93.4 93.5: 6.6 6.5
Old : 100.0: 27.2 21.3 7.1 59.1 65.1 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 : 27: 3 2 3 18 13 23 16:
Old : 27: 3 2 3 18 13 23 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.3 70.3 75.6 87.3 51.3 67.1 71.6 80.6
Old : 55.3 70.3 75.6 87.3 51.3 67.1 71.6 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 51,122: 7,910 8,810 5,530 34,644 34,039 48,084 48,379: 3,038 2,743
Old : 51,122: 7,910 8,810 5,530 34,644 34,039 48,084 48,379: 3,038 2,743
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,583: -243 -80 -25 -1,205 -1,343 -1,473 -1,448: -110 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 17.2 10.8 67.8 66.6 94.1 94.6: 5.9 5.4
Old : 100.0: 15.5 17.2 10.8 67.8 66.6 94.1 94.6: 5.9 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 2 5 19 12 24 17:
Old : 27: 3 2 5 19 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 : 55.3 64.9 75.8 87.8 48.0 57.7 63.5 71.1
Old : 55.3 64.9 75.8 87.8 48.0 57.7 63.5 71.1
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, May 12, 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 : 185,414: 8,596 29,775 10,009 121,521 100,402 140,126 140,186: 45,288 45,228
Old : 185,414: 8,596 29,775 10,009 121,521 100,402 140,126 140,186: 45,288 45,228
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -62: 2,448 -1,212 -828 -204 3,686 1,416 1,646: -1,478 -1,708
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 16.1 5.4 65.5 54.2 75.6 75.6: 24.4 24.4
Old : 100.0: 4.6 16.1 5.4 65.5 54.2 75.6 75.6: 24.4 24.4
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 : 43: 2 7 5 28 32 33 41:
Old : 43: 2 7 5 28 32 33 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 : 45.6 36.2 62.6 49.2 38.8 33.7 50.5 42.6
Old : 45.6 36.2 62.6 49.2 38.8 33.7 50.5 42.6
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, May 12, 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 : 145,713: 8,196 13,470 10,076 92,358 86,899 110,630 110,445: 35,083 35,268
Old : 145,713: 8,196 13,470 10,076 92,358 86,899 110,630 110,445: 35,083 35,268
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -4,706: 1,738 -2,177 -285 -4,880 -740 -3,427 -3,202: -1,279 -1,504
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 9.2 6.9 63.4 59.6 75.9 75.8: 24.1 24.2
Old : 100.0: 5.6 9.2 6.9 63.4 59.6 75.9 75.8: 24.1 24.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 3 6 6 24 29 31 37:
Old : 40: 3 6 6 24 29 31 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.1 30.5 61.5 45.8 39.1 25.1 45.1 35.3
Old : 49.1 30.5 61.5 45.8 39.1 25.1 45.1 35.3
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, May 12, 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 : 71,576: 1,385 6,100 7,575 57,601 53,106 66,561 66,781: 5,015 4,795
Old : 71,576: 1,385 6,100 7,575 57,601 53,106 66,561 66,781: 5,015 4,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 6,916: 140 -7,750 5,360 1,861 9,486 7,361 7,096: -445 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 8.5 10.6 80.5 74.2 93.0 93.3: 7.0 6.7
Old : 100.0: 1.9 8.5 10.6 80.5 74.2 93.0 93.3: 7.0 6.7
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: 1 2 2 16 19 18 22:
Old : 26: 1 2 2 16 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 : 59.2 52.4 81.0 73.0 43.2 40.7 55.2 49.8
Old : 59.2 52.4 81.0 73.0 43.2 40.7 55.2 49.8
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, May 12, 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 : 59,179: 1,015 6,550 7,000 45,169 39,754 53,184 53,304: 5,995 5,875
Old : 59,179: 1,015 6,550 7,000 45,169 39,754 53,184 53,304: 5,995 5,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 2,870: 25 -7,775 4,725 -1,610 6,130 3,140 3,080: -270 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 11.1 11.8 76.3 67.2 89.9 90.1: 10.1 9.9
Old : 100.0: 1.7 11.1 11.8 76.3 67.2 89.9 90.1: 10.1 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 2 18 20 20 23:
Old : 25: 1 2 2 18 20 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.5 56.3 74.3 77.1 36.5 39.0 48.1 48.2
Old : 50.5 56.3 74.3 77.1 36.5 39.0 48.1 48.2
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, May 12, 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 : 40,905: 17,025 0 3,730 16,545 34,070 37,300 37,800: 3,605 3,105
Old : 40,905: 17,025 0 3,730 16,545 34,070 37,300 37,800: 3,605 3,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -5,210: -7,470 0 1,200 1,390 -6,145 -4,880 -4,945: -330 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.6 0.0 9.1 40.4 83.3 91.2 92.4: 8.8 7.6
Old : 100.0: 41.6 0.0 9.1 40.4 83.3 91.2 92.4: 8.8 7.6
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 : 25: 4 0 3 15 18 19 21:
Old : 25: 4 0 3 15 18 19 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 : 63.5 54.4 77.2 71.6 54.8 45.4 58.1 57.5
Old : 63.5 54.4 77.2 71.6 54.8 45.4 58.1 57.5
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, May 12, 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 : 50,010: 33,825 230 2,375 12,385 46,040 48,585 48,645: 1,425 1,365
Old : 50,010: 33,825 230 2,375 12,385 46,040 48,585 48,645: 1,425 1,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -6,285: -7,700 -50 75 1,590 -6,045 -6,035 -6,020: -250 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.6 0.5 4.7 24.8 92.1 97.2 97.3: 2.8 2.7
Old : 100.0: 67.6 0.5 4.7 24.8 92.1 97.2 97.3: 2.8 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 13 18 16 21:
Old : 23: 2 1 3 13 18 16 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 : 84.7 63.3 93.2 81.5 78.0 54.3 79.6 71.0
Old : 84.7 63.3 93.2 81.5 78.0 54.3 79.6 71.0
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, May 12, 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 : 174,871: 8,575 7,805 6,485 129,624 131,562 144,684 145,852: 30,187 29,018
Old : 174,871: 8,575 7,805 6,485 129,624 131,562 144,684 145,852: 30,187 29,018
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: 890: -420 -40 -205 3,002 2,313 2,377 2,068: -1,487 -1,177
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 4.5 3.7 74.1 75.2 82.7 83.4: 17.3 16.6
Old : 100.0: 4.9 4.5 3.7 74.1 75.2 82.7 83.4: 17.3 16.6
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 : 35: 3 2 2 27 29 32 31:
Old : 35: 3 2 2 27 29 32 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 49.6 56.9 67.6 22.1 30.3 30.5 34.8
Old : 40.8 49.6 56.9 67.6 22.1 30.3 30.5 34.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 12, 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 : 116,445: 3,225 2,685 9,905 87,015 87,315 100,145 99,905: 16,300 16,540
Old : 116,445: 3,225 2,685 9,905 87,015 87,315 100,145 99,905: 16,300 16,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -5,440: -470 -35 -250 -3,495 -3,650 -4,215 -3,935: -1,225 -1,505
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 2.3 8.5 74.7 75.0 86.0 85.8: 14.0 14.2
Old : 100.0: 2.8 2.3 8.5 74.7 75.0 86.0 85.8: 14.0 14.2
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 : 31: 1 3 3 25 24 29 27:
Old : 31: 1 3 3 25 24 29 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 : 41.3 47.0 64.0 67.5 28.2 33.2 39.2 41.7
Old : 41.3 47.0 64.0 67.5 28.2 33.2 39.2 41.7
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, May 12, 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 : 28,290: 4,705 300 945 21,375 25,790 27,025 27,035: 1,265 1,255
Old : 28,290: 4,705 300 945 21,375 25,790 27,025 27,035: 1,265 1,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,635: -695 0 395 -1,050 -1,550 -1,350 -1,155: -285 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 1.1 3.3 75.6 91.2 95.5 95.6: 4.5 4.4
Old : 100.0: 16.6 1.1 3.3 75.6 91.2 95.5 95.6: 4.5 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: 2 1 2 15 12 17 15:
Old : 21: 2 1 2 15 12 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 80.1 83.8 91.2 59.7 74.5 78.4 83.7
Old : 61.4 80.1 83.8 91.2 59.7 74.5 78.4 83.7
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, May 12, 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 : 28,575: 4,420 300 500 21,945 26,105 26,865 26,905: 1,710 1,670
Old : 28,575: 4,420 300 500 21,945 26,105 26,865 26,905: 1,710 1,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 5, 2020 :
: -1,350: -105 0 0 -1,220 -1,120 -1,325 -1,120: -25 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.5 1.0 1.7 76.8 91.4 94.0 94.2: 6.0 5.8
Old : 100.0: 15.5 1.0 1.7 76.8 91.4 94.0 94.2: 6.0 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 1 1 15 12 17 14:
Old : 21: 2 1 1 15 12 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 : 65.2 80.9 83.4 91.5 65.0 76.2 79.8 85.3
Old : 65.2 80.9 83.4 91.5 65.0 76.2 79.8 85.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 15, 2020