ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 90,661: 0 4,405 0 83,175 78,770 83,175 83,175: 7,486 7,486
Old : 90,661: 0 4,405 0 83,175 78,770 83,175 83,175: 7,486 7,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,529: 0 0 0 1,179 1,179 1,179 1,179: 350 350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 0.0 91.7 86.9 91.7 91.7: 8.3 8.3
Old : 100.0: 0.0 4.9 0.0 91.7 86.9 91.7 91.7: 8.3 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 2 0 19 21 19 23:
Old : 29: 0 2 0 19 21 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.3 53.3 86.1 79.3 77.4 51.2 80.8 75.5
Old : 79.3 53.3 86.1 79.3 77.4 51.2 80.8 75.5
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, June 02, 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 : 75,927: 0 4,960 0 70,127 65,167 70,127 70,127: 5,800 5,800
Old : 75,927: 0 4,960 0 70,127 65,167 70,127 70,127: 5,800 5,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,649: 0 0 0 1,459 1,459 1,459 1,459: 190 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.5 0.0 92.4 85.8 92.4 92.4: 7.6 7.6
Old : 100.0: 0.0 6.5 0.0 92.4 85.8 92.4 92.4: 7.6 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 : 28: 0 1 0 20 20 20 21:
Old : 28: 0 1 0 20 20 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 : 80.0 57.9 87.2 80.0 77.8 55.5 80.7 75.3
Old : 80.0 57.9 87.2 80.0 77.8 55.5 80.7 75.3
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, June 02, 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 : 24,935: 2,205 1,020 150 20,055 20,935 22,410 22,105: 2,525 2,830
Old : 24,935: 2,205 1,020 150 20,055 20,935 22,410 22,105: 2,525 2,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 805: 175 0 0 680 855 855 855: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 4.1 0.6 80.4 84.0 89.9 88.7: 10.1 11.3
Old : 100.0: 8.8 4.1 0.6 80.4 84.0 89.9 88.7: 10.1 11.3
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 : 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 : 67.8 51.5 83.0 78.7 54.7 47.1 62.6 65.7
Old : 67.8 51.5 83.0 78.7 54.7 47.1 62.6 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.CENTRL_month_on_dap - NODAL EXCHANGE Code-064CTQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 14,890: 1,625 0 150 12,505 14,250 14,280 14,400: 610 490
Old : 14,890: 1,625 0 150 12,505 14,250 14,280 14,400: 610 490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 600: 0 0 0 600 600 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 0.0 1.0 84.0 95.7 95.9 96.7: 4.1 3.3
Old : 100.0: 10.9 0.0 1.0 84.0 95.7 95.9 96.7: 4.1 3.3
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: 2 0 1 11 14 13 15:
Old : 20: 2 0 1 11 14 13 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 : 69.2 66.2 88.0 83.0 63.9 64.5 81.4 80.3
Old : 69.2 66.2 88.0 83.0 63.9 64.5 81.4 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 60,671: 11,620 4,670 4,170 40,898 48,128 56,688 56,968: 3,983 3,703
Old : 60,671: 11,620 4,670 4,170 40,898 48,128 56,688 56,968: 3,983 3,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,400: 0 0 0 1,400 1,400 1,400 1,400: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 7.7 6.9 67.4 79.3 93.4 93.9: 6.6 6.1
Old : 100.0: 19.2 7.7 6.9 67.4 79.3 93.4 93.9: 6.6 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 2 17 17 20 20:
Old : 27: 2 2 2 17 17 20 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 : 62.2 70.4 78.6 85.4 51.2 65.1 65.9 73.0
Old : 62.2 70.4 78.6 85.4 51.2 65.1 65.9 73.0
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, June 02, 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 : 39,209: 2,765 1,720 3,325 30,785 32,110 36,875 37,155: 2,334 2,054
Old : 39,209: 2,765 1,720 3,325 30,785 32,110 36,875 37,155: 2,334 2,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -25: 0 0 0 -25 -25 -25 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 4.4 8.5 78.5 81.9 94.0 94.8: 6.0 5.2
Old : 100.0: 7.1 4.4 8.5 78.5 81.9 94.0 94.8: 6.0 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 3 16 16 19 19:
Old : 24: 1 2 3 16 16 19 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 : 73.6 68.8 87.8 83.9 63.6 64.5 73.0 72.9
Old : 73.6 68.8 87.8 83.9 63.6 64.5 73.0 72.9
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, June 02, 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 : 34,455: 1,010 16,420 90 31,755 16,745 32,855 33,255: 1,600 1,200
Old : 34,455: 1,010 16,420 90 31,755 16,745 32,855 33,255: 1,600 1,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,130: 0 600 0 1,130 530 1,130 1,130: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 47.7 0.3 92.2 48.6 95.4 96.5: 4.6 3.5
Old : 100.0: 2.9 47.7 0.3 92.2 48.6 95.4 96.5: 4.6 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 : 22: 2 1 1 16 15 18 17:
Old : 22: 2 1 1 16 15 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 : 66.3 68.9 82.0 85.4 55.9 60.4 65.2 69.7
Old : 66.3 68.9 82.0 85.4 55.9 60.4 65.2 69.7
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, June 02, 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 : 102,215: 13,005 4,390 2,070 68,530 77,085 83,605 83,545: 18,610 18,670
Old : 102,215: 13,005 4,390 2,070 68,530 77,085 83,605 83,545: 18,610 18,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 655: 50 25 -150 855 800 755 675: -100 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 4.3 2.0 67.0 75.4 81.8 81.7: 18.2 18.3
Old : 100.0: 12.7 4.3 2.0 67.0 75.4 81.8 81.7: 18.2 18.3
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 : 30: 1 3 4 19 23 23 27:
Old : 30: 1 3 4 19 23 23 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.8 51.1 73.6 67.2 52.2 49.6 59.3 57.4
Old : 55.8 51.1 73.6 67.2 52.2 49.6 59.3 57.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 96,982: 13,320 7,070 1,450 64,867 71,017 79,637 79,537: 17,345 17,445
Old : 96,982: 13,320 7,070 1,450 64,867 71,017 79,637 79,537: 17,345 17,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -170: 45 20 -175 260 175 130 20: -300 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 7.3 1.5 66.9 73.2 82.1 82.0: 17.9 18.0
Old : 100.0: 13.7 7.3 1.5 66.9 73.2 82.1 82.0: 17.9 18.0
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 : 29: 1 3 4 19 21 23 25:
Old : 29: 1 3 4 19 21 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 47.9 74.0 66.8 50.7 46.7 58.2 55.4
Old : 54.4 47.9 74.0 66.8 50.7 46.7 58.2 55.4
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, June 02, 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 : 26,980: 3,410 14,875 1,605 17,279 6,679 22,294 23,159: 4,686 3,821
Old : 26,980: 3,410 14,875 1,605 17,279 6,679 22,294 23,159: 4,686 3,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -25: 0 115 -15 -10 -125 -25 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 55.1 5.9 64.0 24.8 82.6 85.8: 17.4 14.2
Old : 100.0: 12.6 55.1 5.9 64.0 24.8 82.6 85.8: 17.4 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 : 28: 2 5 5 19 13 25 19:
Old : 28: 2 5 5 19 13 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 68.4 60.2 77.1 37.7 60.7 57.8 66.3
Old : 39.0 68.4 60.2 77.1 37.7 60.7 57.8 66.3
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, June 02, 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 : 26,570: 3,410 13,240 2,570 16,115 7,145 22,095 22,955: 4,475 3,615
Old : 26,570: 3,410 13,240 2,570 16,115 7,145 22,095 22,955: 4,475 3,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -25: 0 15 -15 -10 -25 -25 -25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 49.8 9.7 60.7 26.9 83.2 86.4: 16.8 13.6
Old : 100.0: 12.8 49.8 9.7 60.7 26.9 83.2 86.4: 16.8 13.6
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 : 28: 2 5 5 19 13 25 19:
Old : 28: 2 5 5 19 13 25 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 : 37.3 69.2 61.2 78.5 35.5 58.3 55.5 64.0
Old : 37.3 69.2 61.2 78.5 35.5 58.3 55.5 64.0
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, June 02, 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 : 31,668: 11,890 5,415 1,055 16,188 23,508 29,133 29,978: 2,535 1,690
Old : 31,668: 11,890 5,415 1,055 16,188 23,508 29,133 29,978: 2,535 1,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 510: 0 -50 0 434 484 434 434: 76 76
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.5 17.1 3.3 51.1 74.2 92.0 94.7: 8.0 5.3
Old : 100.0: 37.5 17.1 3.3 51.1 74.2 92.0 94.7: 8.0 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 : 20: 2 2 2 13 7 16 10:
Old : 20: 2 2 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 : 68.0 83.5 86.4 94.2 62.2 68.2 72.6 76.7
Old : 68.0 83.5 86.4 94.2 62.2 68.2 72.6 76.7
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, June 02, 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 : 66,740: 30,520 0 40 33,940 64,335 64,500 64,375: 2,240 2,365
Old : 66,740: 30,520 0 40 33,940 64,335 64,500 64,375: 2,240 2,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 495: 75 0 25 395 470 495 495: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.7 0.0 0.1 50.9 96.4 96.6 96.5: 3.4 3.5
Old : 100.0: 45.7 0.0 0.1 50.9 96.4 96.6 96.5: 3.4 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: 4 0 1 14 13 18 14:
Old : 23: 4 0 1 14 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 : 70.9 86.8 91.3 94.8 70.8 84.2 89.8 90.1
Old : 70.9 86.8 91.3 94.8 70.8 84.2 89.8 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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 68,257: 30,520 0 15 35,547 65,967 66,082 65,982: 2,175 2,275
Old : 68,257: 30,520 0 15 35,547 65,967 66,082 65,982: 2,175 2,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 520: 100 0 0 420 520 520 520: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 0.0 0.0 52.1 96.6 96.8 96.7: 3.2 3.3
Old : 100.0: 44.7 0.0 0.0 52.1 96.6 96.8 96.7: 3.2 3.3
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 : 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 : 71.5 90.6 93.0 95.7 71.1 89.3 92.6 93.6
Old : 71.5 90.6 93.0 95.7 71.1 89.3 92.6 93.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 63,485: 26,185 175 545 34,190 60,390 60,920 61,110: 2,565 2,375
Old : 63,485: 26,185 175 545 34,190 60,390 60,920 61,110: 2,565 2,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,070: 1,175 0 -630 675 1,860 1,220 1,230: -150 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.2 0.3 0.9 53.9 95.1 96.0 96.3: 4.0 3.7
Old : 100.0: 41.2 0.3 0.9 53.9 95.1 96.0 96.3: 4.0 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 6 1 4 19 12 26 16:
Old : 31: 6 1 4 19 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 : 59.3 83.3 79.0 93.9 56.8 82.2 76.5 90.0
Old : 59.3 83.3 79.0 93.9 56.8 82.2 76.5 90.0
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, June 02, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 53,450: 17,135 165 1,105 32,690 49,850 50,930 51,120: 2,520 2,330
Old : 53,450: 17,135 165 1,105 32,690 49,850 50,930 51,120: 2,520 2,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,130: 575 0 -130 675 1,260 1,120 1,130: 10 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 0.3 2.1 61.2 93.3 95.3 95.6: 4.7 4.4
Old : 100.0: 32.1 0.3 2.1 61.2 93.3 95.3 95.6: 4.7 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 : 31: 6 1 4 20 12 27 16:
Old : 31: 6 1 4 20 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 : 53.8 80.8 77.0 91.8 50.9 79.7 74.0 88.7
Old : 53.8 80.8 77.0 91.8 50.9 79.7 74.0 88.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 21,135: 2,220 5,100 810 14,740 12,475 17,770 18,385: 3,365 2,750
Old : 21,135: 2,220 5,100 810 14,740 12,475 17,770 18,385: 3,365 2,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 35: 0 50 0 50 0 50 50: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 24.1 3.8 69.7 59.0 84.1 87.0: 15.9 13.0
Old : 100.0: 10.5 24.1 3.8 69.7 59.0 84.1 87.0: 15.9 13.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 5 2 13 11 16 17:
Old : 24: 2 5 2 13 11 16 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 : 51.2 65.5 74.0 82.8 44.9 65.3 67.2 77.2
Old : 51.2 65.5 74.0 82.8 44.9 65.3 67.2 77.2
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, June 02, 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 : 20,215: 3,055 5,225 540 14,170 12,410 17,765 18,175: 2,450 2,040
Old : 20,215: 3,055 5,225 540 14,170 12,410 17,765 18,175: 2,450 2,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 45: 0 50 0 50 0 50 50: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 25.8 2.7 70.1 61.4 87.9 89.9: 12.1 10.1
Old : 100.0: 15.1 25.8 2.7 70.1 61.4 87.9 89.9: 12.1 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 : 23: 1 5 2 13 9 15 15:
Old : 23: 1 5 2 13 9 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.5 68.9 78.0 86.7 51.1 68.8 71.7 81.5
Old : 56.5 68.9 78.0 86.7 51.1 68.8 71.7 81.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 76,020: 18,650 22,340 2,470 49,260 45,780 70,380 70,590: 5,640 5,430
Old : 76,020: 18,650 22,340 2,470 49,260 45,780 70,380 70,590: 5,640 5,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 25: 75 0 0 -50 25 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 29.4 3.2 64.8 60.2 92.6 92.9: 7.4 7.1
Old : 100.0: 24.5 29.4 3.2 64.8 60.2 92.6 92.9: 7.4 7.1
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: 4 2 3 19 13 24 17:
Old : 30: 4 2 3 19 13 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 : 62.0 70.3 74.7 84.9 58.3 68.3 70.5 82.4
Old : 62.0 70.3 74.7 84.9 58.3 68.3 70.5 82.4
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, June 02, 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 : 69,710: 14,545 22,340 2,470 48,155 40,375 65,170 65,185: 4,540 4,525
Old : 69,710: 14,545 22,340 2,470 48,155 40,375 65,170 65,185: 4,540 4,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 25: 75 0 0 -50 25 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.9 32.0 3.5 69.1 57.9 93.5 93.5: 6.5 6.5
Old : 100.0: 20.9 32.0 3.5 69.1 57.9 93.5 93.5: 6.5 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: 4 2 3 19 15 24 19:
Old : 30: 4 2 3 19 15 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 : 59.7 73.1 74.6 85.1 56.1 71.1 69.9 81.8
Old : 59.7 73.1 74.6 85.1 56.1 71.1 69.9 81.8
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, June 02, 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 : 64,042: 18,155 14,070 4,470 37,331 41,511 59,956 60,051: 4,086 3,991
Old : 64,042: 18,155 14,070 4,470 37,331 41,511 59,956 60,051: 4,086 3,991
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -50: 15 -70 0 -50 35 -35 -35: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 22.0 7.0 58.3 64.8 93.6 93.8: 6.4 6.2
Old : 100.0: 28.3 22.0 7.0 58.3 64.8 93.6 93.8: 6.4 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 56.0 70.8 75.8 87.5 52.1 67.0 71.8 80.3
Old : 56.0 70.8 75.8 87.5 52.1 67.0 71.8 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 52,132: 9,050 9,590 5,165 34,844 34,599 49,059 49,354: 3,073 2,778
Old : 52,132: 9,050 9,590 5,165 34,844 34,599 49,059 49,354: 3,073 2,778
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: -65: 15 -70 -15 -50 35 -50 -50: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 18.4 9.9 66.8 66.4 94.1 94.7: 5.9 5.3
Old : 100.0: 17.4 18.4 9.9 66.8 66.4 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 : 27: 3 2 5 18 13 23 18:
Old : 27: 3 2 5 18 13 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 : 55.1 65.2 75.5 87.8 47.1 60.3 63.7 73.2
Old : 55.1 65.2 75.5 87.8 47.1 60.3 63.7 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 191,514: 8,276 33,875 8,879 127,451 101,912 144,606 144,666: 46,908 46,848
Old : 191,514: 8,276 33,875 8,879 127,451 101,912 144,606 144,666: 46,908 46,848
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,210: -250 1,270 -540 1,740 220 950 950: 260 260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 17.7 4.6 66.5 53.2 75.5 75.5: 24.5 24.5
Old : 100.0: 4.3 17.7 4.6 66.5 53.2 75.5 75.5: 24.5 24.5
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 : 44: 2 7 5 30 33 35 42:
Old : 44: 2 7 5 30 33 35 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 : 45.4 36.8 63.3 50.1 40.5 35.1 51.7 44.5
Old : 45.4 36.8 63.3 50.1 40.5 35.1 51.7 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 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 : 151,653: 7,646 16,870 9,221 97,508 88,099 114,375 114,190: 37,278 37,463
Old : 151,653: 7,646 16,870 9,221 97,508 88,099 114,375 114,190: 37,278 37,463
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 995: -300 670 50 1,040 70 790 790: 205 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 11.1 6.1 64.3 58.1 75.4 75.3: 24.6 24.7
Old : 100.0: 5.0 11.1 6.1 64.3 58.1 75.4 75.3: 24.6 24.7
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 : 41: 2 7 5 26 30 31 39:
Old : 41: 2 7 5 26 30 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 : 48.2 30.5 60.6 45.9 38.5 26.4 46.1 36.5
Old : 48.2 30.5 60.6 45.9 38.5 26.4 46.1 36.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 02, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 74,071: 1,385 4,625 8,775 59,001 55,981 69,161 69,381: 4,910 4,690
Old : 74,071: 1,385 4,625 8,775 59,001 55,981 69,161 69,381: 4,910 4,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,105: 0 -1,050 1,200 -230 920 970 1,070: 135 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 6.2 11.8 79.7 75.6 93.4 93.7: 6.6 6.3
Old : 100.0: 1.9 6.2 11.8 79.7 75.6 93.4 93.7: 6.6 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 : 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 : 60.2 50.7 80.9 73.3 41.6 39.6 53.2 49.3
Old : 60.2 50.7 80.9 73.3 41.6 39.6 53.2 49.3
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, June 02, 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 : 61,189: 1,065 4,700 8,800 45,234 41,719 55,099 55,219: 6,090 5,970
Old : 61,189: 1,065 4,700 8,800 45,234 41,719 55,099 55,219: 6,090 5,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,380: 0 -1,025 1,200 180 1,205 1,380 1,380: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 7.7 14.4 73.9 68.2 90.0 90.2: 10.0 9.8
Old : 100.0: 1.7 7.7 14.4 73.9 68.2 90.0 90.2: 10.0 9.8
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 : 25: 1 2 2 19 20 21 23:
Old : 25: 1 2 2 19 20 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 54.4 73.3 75.0 33.6 36.7 44.5 45.2
Old : 52.1 54.4 73.3 75.0 33.6 36.7 44.5 45.2
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, June 02, 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 : 42,135: 16,195 0 3,730 18,415 35,160 38,340 38,890: 3,795 3,245
Old : 42,135: 16,195 0 3,730 18,415 35,160 38,340 38,890: 3,795 3,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 410: -100 0 0 510 400 410 400: 0 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.4 0.0 8.9 43.7 83.4 91.0 92.3: 9.0 7.7
Old : 100.0: 38.4 0.0 8.9 43.7 83.4 91.0 92.3: 9.0 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 : 26: 4 0 3 16 18 20 21:
Old : 26: 4 0 3 16 18 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 : 60.4 55.3 74.8 73.3 51.1 45.8 55.7 57.6
Old : 60.4 55.3 74.8 73.3 51.1 45.8 55.7 57.6
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, June 02, 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 : 51,700: 32,945 230 2,600 14,255 47,030 49,800 49,860: 1,900 1,840
Old : 51,700: 32,945 230 2,600 14,255 47,030 49,800 49,860: 1,900 1,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 300: -100 0 0 400 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.7 0.4 5.0 27.6 91.0 96.3 96.4: 3.7 3.6
Old : 100.0: 63.7 0.4 5.0 27.6 91.0 96.3 96.4: 3.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 3 15 18 18 21:
Old : 24: 2 1 3 15 18 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 : 80.7 61.6 89.5 81.5 73.7 52.0 76.1 69.8
Old : 80.7 61.6 89.5 81.5 73.7 52.0 76.1 69.8
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, June 02, 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 : 181,022: 9,070 10,250 6,735 134,991 135,186 150,796 152,171: 30,226 28,851
Old : 181,022: 9,070 10,250 6,735 134,991 135,186 150,796 152,171: 30,226 28,851
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 2,261: 0 950 550 1,528 629 2,078 2,129: 183 132
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 5.7 3.7 74.6 74.7 83.3 84.1: 16.7 15.9
Old : 100.0: 5.0 5.7 3.7 74.6 74.7 83.3 84.1: 16.7 15.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 35: 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 : 41.2 51.0 57.1 68.5 23.1 31.6 32.5 35.9
Old : 41.2 51.0 57.1 68.5 23.1 31.6 32.5 35.9
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, June 02, 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 : 119,010: 3,600 5,840 9,375 89,445 87,145 102,420 102,360: 16,590 16,650
Old : 119,010: 3,600 5,840 9,375 89,445 87,145 102,420 102,360: 16,590 16,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 1,300: 0 950 310 905 -45 1,215 1,215: 85 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 4.9 7.9 75.2 73.2 86.1 86.0: 13.9 14.0
Old : 100.0: 3.0 4.9 7.9 75.2 73.2 86.1 86.0: 13.9 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 2 3 25 25 29 28:
Old : 31: 2 2 3 25 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 : 39.2 47.3 62.1 67.6 26.7 31.2 38.4 41.0
Old : 39.2 47.3 62.1 67.6 26.7 31.2 38.4 41.0
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, June 02, 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 : 28,805: 4,705 300 945 21,910 26,325 27,560 27,570: 1,245 1,235
Old : 28,805: 4,705 300 945 21,910 26,325 27,560 27,570: 1,245 1,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 455: 0 0 0 475 475 475 475: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 1.0 3.3 76.1 91.4 95.7 95.7: 4.3 4.3
Old : 100.0: 16.3 1.0 3.3 76.1 91.4 95.7 95.7: 4.3 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 60.5 80.5 84.0 91.4 58.6 73.3 77.2 82.4
Old : 60.5 80.5 84.0 91.4 58.6 73.3 77.2 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, June 02, 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 : 29,035: 4,420 300 500 22,580 26,740 27,500 27,540: 1,535 1,495
Old : 29,035: 4,420 300 500 22,580 26,740 27,500 27,540: 1,535 1,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 26, 2020 :
: 400: 0 0 0 575 575 575 575: -175 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.2 1.0 1.7 77.8 92.1 94.7 94.9: 5.3 5.1
Old : 100.0: 15.2 1.0 1.7 77.8 92.1 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 : 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 : 64.2 81.8 83.8 92.2 64.0 75.6 78.7 84.5
Old : 64.2 81.8 83.8 92.2 64.0 75.6 78.7 84.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 05, 2020