ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 89,002: 0 4,240 0 81,516 77,276 81,516 81,516: 7,486 7,486
Old : 89,002: 0 4,240 0 81,516 77,276 81,516 81,516: 7,486 7,486
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 75: 0 0 0 75 75 75 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.8 0.0 91.6 86.8 91.6 91.6: 8.4 8.4
Old : 100.0: 0.0 4.8 0.0 91.6 86.8 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 0 18 21 18 23:
Old : 28: 0 2 0 18 21 18 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.0 54.4 86.4 79.9 76.4 51.8 80.8 76.1
Old : 79.0 54.4 86.4 79.9 76.4 51.8 80.8 76.1
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 16, 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 : 74,392: 0 4,680 0 68,577 63,897 68,577 68,577: 5,815 5,815
Old : 74,392: 0 4,680 0 68,577 63,897 68,577 68,577: 5,815 5,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 161: 0 0 0 161 161 161 161: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.3 0.0 92.2 85.9 92.2 92.2: 7.8 7.8
Old : 100.0: 0.0 6.3 0.0 92.2 85.9 92.2 92.2: 7.8 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 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 : 79.1 57.9 87.3 80.5 76.9 55.4 80.0 75.9
Old : 79.1 57.9 87.3 80.5 76.9 55.4 80.0 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 25,885: 2,240 1,005 0 20,985 21,920 23,225 22,925: 2,660 2,960
Old : 25,885: 2,240 1,005 0 20,985 21,920 23,225 22,925: 2,660 2,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 680: 0 0 0 380 380 380 380: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 3.9 0.0 81.1 84.7 89.7 88.6: 10.3 11.4
Old : 100.0: 8.7 3.9 0.0 81.1 84.7 89.7 88.6: 10.3 11.4
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 : 22: 4 1 0 12 11 16 12:
Old : 22: 4 1 0 12 11 16 12:
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 : 64.9 50.2 81.2 80.5 43.2 47.5 52.0 58.0
Old : 64.9 50.2 81.2 80.5 43.2 47.5 52.0 58.0
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 16, 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 : 59,316: 11,620 5,050 3,900 39,949 46,794 55,469 55,744: 3,847 3,572
Old : 59,316: 11,620 5,050 3,900 39,949 46,794 55,469 55,744: 3,847 3,572
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 220: 0 300 -50 270 -30 220 220: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 8.5 6.6 67.3 78.9 93.5 94.0: 6.5 6.0
Old : 100.0: 19.6 8.5 6.6 67.3 78.9 93.5 94.0: 6.5 6.0
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 : 27: 2 2 2 18 17 21 20:
Old : 27: 2 2 2 18 17 21 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 : 62.6 71.1 79.3 85.4 50.8 65.9 66.6 74.0
Old : 62.6 71.1 79.3 85.4 50.8 65.9 66.6 74.0
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 16, 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 : 38,607: 2,565 2,035 3,310 30,436 31,241 36,311 36,586: 2,296 2,021
Old : 38,607: 2,565 2,035 3,310 30,436 31,241 36,311 36,586: 2,296 2,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 670: 0 300 0 620 320 620 620: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 5.3 8.6 78.8 80.9 94.1 94.8: 5.9 5.2
Old : 100.0: 6.6 5.3 8.6 78.8 80.9 94.1 94.8: 5.9 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 17 17 20 20:
Old : 24: 1 2 3 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 : 72.7 69.8 87.6 85.8 61.0 65.6 74.0 73.7
Old : 72.7 69.8 87.6 85.8 61.0 65.6 74.0 73.7
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 16, 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 : 33,900: 885 16,420 90 31,545 15,815 32,520 32,325: 1,380 1,575
Old : 33,900: 885 16,420 90 31,545 15,815 32,520 32,325: 1,380 1,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 40: 0 0 0 40 40 40 40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 48.4 0.3 93.1 46.7 95.9 95.4: 4.1 4.6
Old : 100.0: 2.6 48.4 0.3 93.1 46.7 95.9 95.4: 4.1 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 1 15 14 17 16:
Old : 20: 2 1 1 15 14 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 68.6 83.7 85.9 58.9 62.1 67.9 69.6
Old : 68.8 68.6 83.7 85.9 58.9 62.1 67.9 69.6
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 16, 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 : 100,630: 12,825 4,755 1,515 67,390 75,390 81,730 81,660: 18,900 18,970
Old : 100,630: 12,825 4,755 1,515 67,390 75,390 81,730 81,660: 18,900 18,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 450: 0 0 0 -115 -115 -115 -115: 565 565
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 4.7 1.5 67.0 74.9 81.2 81.1: 18.8 18.9
Old : 100.0: 12.7 4.7 1.5 67.0 74.9 81.2 81.1: 18.8 18.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 2 18 23 20 26:
Old : 29: 1 2 2 18 23 20 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 : 55.6 51.2 73.1 66.7 51.9 49.5 58.4 57.5
Old : 55.6 51.2 73.1 66.7 51.9 49.5 58.4 57.5
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 16, 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 : 95,345: 13,150 7,300 1,070 63,880 69,700 78,100 78,070: 17,245 17,275
Old : 95,345: 13,150 7,300 1,070 63,880 69,700 78,100 78,070: 17,245 17,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 285: 0 0 0 175 175 175 175: 110 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 7.7 1.1 67.0 73.1 81.9 81.9: 18.1 18.1
Old : 100.0: 13.8 7.7 1.1 67.0 73.1 81.9 81.9: 18.1 18.1
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 : 28: 1 2 2 18 21 20 24:
Old : 28: 1 2 2 18 21 20 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.4 47.0 73.1 67.4 50.3 46.6 58.0 55.6
Old : 53.4 47.0 73.1 67.4 50.3 46.6 58.0 55.6
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 16, 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 : 24,834: 3,205 13,950 1,290 15,999 6,104 20,494 21,344: 4,340 3,490
Old : 24,834: 3,205 13,950 1,290 15,999 6,104 20,494 21,344: 4,340 3,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 50: 0 210 -100 150 -60 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 56.2 5.2 64.4 24.6 82.5 85.9: 17.5 14.1
Old : 100.0: 12.9 56.2 5.2 64.4 24.6 82.5 85.9: 17.5 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 4 4 17 11 22 16:
Old : 25: 2 4 4 17 11 22 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 : 39.6 68.4 61.7 78.1 38.1 60.4 59.1 67.4
Old : 39.6 68.4 61.7 78.1 38.1 60.4 59.1 67.4
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 16, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 23,904: 3,205 12,315 1,800 14,775 6,515 19,780 20,630: 4,124 3,274
Old : 23,904: 3,205 12,315 1,800 14,775 6,515 19,780 20,630: 4,124 3,274
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -15: 0 60 0 -15 -75 -15 -15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 51.5 7.5 61.8 27.3 82.7 86.3: 17.3 13.7
Old : 100.0: 13.4 51.5 7.5 61.8 27.3 82.7 86.3: 17.3 13.7
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 : 25: 2 4 4 17 11 22 16:
Old : 25: 2 4 4 17 11 22 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 : 37.8 68.8 61.7 79.4 36.3 59.2 57.6 67.1
Old : 37.8 68.8 61.7 79.4 36.3 59.2 57.6 67.1
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 16, 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 : 63,865: 28,555 0 25 33,270 61,185 61,850 61,210: 2,015 2,655
Old : 63,865: 28,555 0 25 33,270 61,185 61,850 61,210: 2,015 2,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 490: 0 0 0 390 390 390 390: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.7 0.0 0.0 52.1 95.8 96.8 95.8: 3.2 4.2
Old : 100.0: 44.7 0.0 0.0 52.1 95.8 96.8 95.8: 3.2 4.2
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 12 10 16 11:
Old : 21: 4 0 1 12 10 16 11:
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 87.3 91.8 95.0 71.0 85.5 90.1 90.7
Old : 71.1 87.3 91.8 95.0 71.0 85.5 90.1 90.7
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 16, 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 : 62,925: 26,700 215 175 33,540 60,175 60,415 60,565: 2,510 2,360
Old : 62,925: 26,700 215 175 33,540 60,175 60,415 60,565: 2,510 2,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 475: 625 -25 25 -360 290 290 290: 185 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.4 0.3 0.3 53.3 95.6 96.0 96.2: 4.0 3.8
Old : 100.0: 42.4 0.3 0.3 53.3 95.6 96.0 96.2: 4.0 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 : 27: 4 1 3 17 11 22 14:
Old : 27: 4 1 3 17 11 22 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 : 60.3 83.8 79.7 94.7 58.1 83.6 77.5 90.8
Old : 60.3 83.8 79.7 94.7 58.1 83.6 77.5 90.8
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 16, 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 : 53,105: 18,110 215 525 32,080 50,125 50,715 50,865: 2,390 2,240
Old : 53,105: 18,110 215 525 32,080 50,125 50,715 50,865: 2,390 2,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 405: 625 -25 -20 -375 275 230 230: 175 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.1 0.4 1.0 60.4 94.4 95.5 95.8: 4.5 4.2
Old : 100.0: 34.1 0.4 1.0 60.4 94.4 95.5 95.8: 4.5 4.2
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: 4 1 3 18 11 23 14:
Old : 27: 4 1 3 18 11 23 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 : 55.4 80.9 78.1 93.3 53.1 80.5 75.9 90.4
Old : 55.4 80.9 78.1 93.3 53.1 80.5 75.9 90.4
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 16, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 19,810: 2,330 4,760 530 13,570 11,585 16,430 16,875: 3,380 2,935
Old : 19,810: 2,330 4,760 530 13,570 11,585 16,430 16,875: 3,380 2,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 0: 0 30 0 0 0 0 30: 0 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 24.0 2.7 68.5 58.5 82.9 85.2: 17.1 14.8
Old : 100.0: 11.8 24.0 2.7 68.5 58.5 82.9 85.2: 17.1 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 4 1 11 8 13 13:
Old : 20: 2 4 1 11 8 13 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 : 50.7 65.7 74.0 83.0 45.8 65.7 66.8 77.7
Old : 50.7 65.7 74.0 83.0 45.8 65.7 66.8 77.7
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, June 16, 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 : 73,135: 17,890 21,450 2,270 47,070 43,750 67,230 67,470: 5,905 5,665
Old : 73,135: 17,890 21,450 2,270 47,070 43,750 67,230 67,470: 5,905 5,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -330: 0 -1,000 0 -300 700 -300 -300: -30 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 29.3 3.1 64.4 59.8 91.9 92.3: 8.1 7.7
Old : 100.0: 24.5 29.3 3.1 64.4 59.8 91.9 92.3: 8.1 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 : 29: 4 2 3 17 13 22 17:
Old : 29: 4 2 3 17 13 22 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 : 62.4 69.5 74.7 83.5 58.6 67.8 70.7 80.5
Old : 62.4 69.5 74.7 83.5 58.6 67.8 70.7 80.5
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 16, 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 : 67,055: 14,060 21,450 2,270 46,160 38,810 62,490 62,530: 4,565 4,525
Old : 67,055: 14,060 21,450 2,270 46,160 38,810 62,490 62,530: 4,565 4,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -200: 0 -1,000 0 -225 775 -225 -225: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 32.0 3.4 68.8 57.9 93.2 93.3: 6.8 6.7
Old : 100.0: 21.0 32.0 3.4 68.8 57.9 93.2 93.3: 6.8 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 : 29: 4 2 3 17 14 22 18:
Old : 29: 4 2 3 17 14 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 71.8 74.6 83.2 56.6 70.3 68.4 79.3
Old : 60.9 71.8 74.6 83.2 56.6 70.3 68.4 79.3
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 16, 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 : 62,027: 16,565 14,260 4,970 36,566 38,951 58,101 58,181: 3,926 3,846
Old : 62,027: 16,565 14,260 4,970 36,566 38,951 58,101 58,181: 3,926 3,846
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -150: -400 75 175 75 -400 -150 -150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.7 23.0 8.0 59.0 62.8 93.7 93.8: 6.3 6.2
Old : 100.0: 26.7 23.0 8.0 59.0 62.8 93.7 93.8: 6.3 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 : 28: 4 2 3 17 13 23 16:
Old : 28: 4 2 3 17 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 71.1 75.2 88.8 50.5 67.0 70.3 80.5
Old : 55.3 71.1 75.2 88.8 50.5 67.0 70.3 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 50,330: 7,915 9,860 5,510 33,907 32,232 47,332 47,602: 2,998 2,728
Old : 50,330: 7,915 9,860 5,510 33,907 32,232 47,332 47,602: 2,998 2,728
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -205: -450 25 135 100 -375 -215 -215: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 19.6 10.9 67.4 64.0 94.0 94.6: 6.0 5.4
Old : 100.0: 15.7 19.6 10.9 67.4 64.0 94.0 94.6: 6.0 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 : 28: 4 2 5 17 13 23 18:
Old : 28: 4 2 5 17 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 : 53.6 67.0 75.2 89.6 44.2 62.2 62.0 72.9
Old : 53.6 67.0 75.2 89.6 44.2 62.2 62.0 72.9
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 16, 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 : 184,639: 9,184 34,545 7,286 121,892 96,436 138,362 138,267: 46,277 46,372
Old : 184,639: 9,184 34,545 7,286 121,892 96,436 138,362 138,267: 46,277 46,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 420: -400 815 -635 845 -370 -190 -190: 610 610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 18.7 3.9 66.0 52.2 74.9 74.9: 25.1 25.1
Old : 100.0: 5.0 18.7 3.9 66.0 52.2 74.9 74.9: 25.1 25.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 7 4 29 30 34 38:
Old : 41: 2 7 4 29 30 34 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.9 38.0 61.5 51.5 38.3 36.6 50.3 46.2
Old : 43.9 38.0 61.5 51.5 38.3 36.6 50.3 46.2
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 16, 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 : 148,631: 7,869 18,070 8,011 95,594 85,298 111,474 111,379: 37,157 37,252
Old : 148,631: 7,869 18,070 8,011 95,594 85,298 111,474 111,379: 37,157 37,252
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 1,580: -360 1,075 -640 1,683 248 683 683: 897 897
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 12.2 5.4 64.3 57.4 75.0 74.9: 25.0 25.1
Old : 100.0: 5.3 12.2 5.4 64.3 57.4 75.0 74.9: 25.0 25.1
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 : 40: 3 6 4 26 29 31 37:
Old : 40: 3 6 4 26 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 : 47.4 30.7 60.2 45.8 38.6 26.5 44.7 36.3
Old : 47.4 30.7 60.2 45.8 38.6 26.5 44.7 36.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 22,695: 600 350 0 21,160 21,110 21,760 21,460: 935 1,235
Old : 22,695: 600 350 0 21,160 21,110 21,760 21,460: 935 1,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 1.5 0.0 93.2 93.0 95.9 94.6: 4.1 5.4
Old : 100.0: 2.6 1.5 0.0 93.2 93.0 95.9 94.6: 4.1 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 : 20: 1 1 0 12 12 13 13:
Old : 20: 1 1 0 12 12 13 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 : 70.3 83.3 88.4 91.8 64.4 80.2 82.1 84.7
Old : 70.3 83.3 88.4 91.8 64.4 80.2 82.1 84.7
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 16, 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 : 73,156: 1,985 3,935 8,965 57,606 55,886 68,556 68,786: 4,600 4,370
Old : 73,156: 1,985 3,935 8,965 57,606 55,886 68,556 68,786: 4,600 4,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 930: 660 -540 540 -165 1,035 1,035 1,035: -105 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 5.4 12.3 78.7 76.4 93.7 94.0: 6.3 6.0
Old : 100.0: 2.7 5.4 12.3 78.7 76.4 93.7 94.0: 6.3 6.0
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 : 25: 2 1 2 16 18 18 21:
Old : 25: 2 1 2 16 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 : 60.5 50.8 81.0 73.7 40.4 39.0 51.6 49.6
Old : 60.5 50.8 81.0 73.7 40.4 39.0 51.6 49.6
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 16, 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 : 61,579: 1,150 3,385 9,490 45,129 43,014 55,769 55,889: 5,810 5,690
Old : 61,579: 1,150 3,385 9,490 45,129 43,014 55,769 55,889: 5,810 5,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 1,085: 60 -1,140 1,140 10 1,210 1,210 1,210: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 5.5 15.4 73.3 69.9 90.6 90.8: 9.4 9.2
Old : 100.0: 1.9 5.5 15.4 73.3 69.9 90.6 90.8: 9.4 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 2 19 20 21 23:
Old : 25: 2 1 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 : 53.0 53.1 73.0 74.2 33.3 36.7 43.9 45.5
Old : 53.0 53.1 73.0 74.2 33.3 36.7 43.9 45.5
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 16, 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 : 41,475: 16,450 650 3,230 18,095 34,415 37,775 38,295: 3,700 3,180
Old : 41,475: 16,450 650 3,230 18,095 34,415 37,775 38,295: 3,700 3,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -165: 0 600 -175 30 -590 -145 -165: -20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.7 1.6 7.8 43.6 83.0 91.1 92.3: 8.9 7.7
Old : 100.0: 39.7 1.6 7.8 43.6 83.0 91.1 92.3: 8.9 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 : 25: 3 1 3 16 18 20 21:
Old : 25: 3 1 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 : 62.6 54.3 76.3 72.3 52.2 43.4 56.1 55.2
Old : 62.6 54.3 76.3 72.3 52.2 43.4 56.1 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 50,945: 33,045 880 2,030 13,860 46,235 48,935 49,145: 2,010 1,800
Old : 50,945: 33,045 880 2,030 13,860 46,235 48,935 49,145: 2,010 1,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: -75: 0 600 -245 150 -450 -95 -95: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.9 1.7 4.0 27.2 90.8 96.1 96.5: 3.9 3.5
Old : 100.0: 64.9 1.7 4.0 27.2 90.8 96.1 96.5: 3.9 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: 2 1 3 14 18 17 21:
Old : 23: 2 1 3 14 18 17 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 : 82.0 60.8 90.0 80.7 74.2 50.5 76.2 68.5
Old : 82.0 60.8 90.0 80.7 74.2 50.5 76.2 68.5
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 16, 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 : 176,848: 9,040 11,535 6,600 133,456 132,141 149,096 150,276: 27,752 26,571
Old : 176,848: 9,040 11,535 6,600 133,456 132,141 149,096 150,276: 27,752 26,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 1,719: 0 1,200 0 2,168 865 2,168 2,065: -449 -346
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 6.5 3.7 75.5 74.7 84.3 85.0: 15.7 15.0
Old : 100.0: 5.1 6.5 3.7 75.5 74.7 84.3 85.0: 15.7 15.0
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 : 35: 3 2 2 28 29 33 31:
Old : 35: 3 2 2 28 29 33 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 : 43.2 50.7 58.7 68.9 25.0 32.2 33.2 37.3
Old : 43.2 50.7 58.7 68.9 25.0 32.2 33.2 37.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 16, 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 : 117,860: 3,680 7,185 9,140 89,855 86,305 102,675 102,630: 15,185 15,230
Old : 117,860: 3,680 7,185 9,140 89,855 86,305 102,675 102,630: 15,185 15,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 9, 2020 :
: 2,345: 0 1,200 0 2,785 1,755 2,785 2,955: -440 -610
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 6.1 7.8 76.2 73.2 87.1 87.1: 12.9 12.9
Old : 100.0: 3.1 6.1 7.8 76.2 73.2 87.1 87.1: 12.9 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 : 31: 2 2 3 25 26 29 29:
Old : 31: 2 2 3 25 26 29 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.5 46.5 62.7 67.8 26.8 31.2 37.2 40.3
Old : 39.5 46.5 62.7 67.8 26.8 31.2 37.2 40.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 19, 2020