ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 89,691: 0 4,240 0 81,809 77,569 81,809 81,809: 7,882 7,882
Old : 89,691: 0 4,240 0 81,809 77,569 81,809 81,809: 7,882 7,882
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 871: 0 0 0 580 580 580 580: 291 291
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 0.0 91.2 86.5 91.2 91.2: 8.8 8.8
Old : 100.0: 0.0 4.7 0.0 91.2 86.5 91.2 91.2: 8.8 8.8
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 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 : 78.9 54.7 86.0 79.8 76.6 52.2 80.8 75.9
Old : 78.9 54.7 86.0 79.8 76.6 52.2 80.8 75.9
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 30, 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 : 74,612: 0 4,700 0 68,457 63,757 68,457 68,457: 6,155 6,155
Old : 74,612: 0 4,700 0 68,457 63,757 68,457 68,457: 6,155 6,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 240: 0 20 0 0 -20 0 0: 240 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.3 0.0 91.8 85.5 91.8 91.8: 8.2 8.2
Old : 100.0: 0.0 6.3 0.0 91.8 85.5 91.8 91.8: 8.2 8.2
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: 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 : 78.7 58.6 86.3 80.0 76.7 56.3 79.8 75.4
Old : 78.7 58.6 86.3 80.0 76.7 56.3 79.8 75.4
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 30, 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 : 25,835: 2,240 1,005 0 20,875 21,810 23,115 22,815: 2,720 3,020
Old : 25,835: 2,240 1,005 0 20,875 21,810 23,115 22,815: 2,720 3,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -60: 0 0 0 -120 -120 -120 -120: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 3.9 0.0 80.8 84.4 89.5 88.3: 10.5 11.7
Old : 100.0: 8.7 3.9 0.0 80.8 84.4 89.5 88.3: 10.5 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 1 0 13 12 17 13:
Old : 22: 4 1 0 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 : 65.7 49.4 80.8 79.3 42.5 47.4 51.9 58.0
Old : 65.7 49.4 80.8 79.3 42.5 47.4 51.9 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 30, 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 : 59,661: 11,620 5,680 4,020 40,834 47,049 56,474 56,749: 3,187 2,912
Old : 59,661: 11,620 5,680 4,020 40,834 47,049 56,474 56,749: 3,187 2,912
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 403: 0 250 50 533 283 583 583: -180 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.5 9.5 6.7 68.4 78.9 94.7 95.1: 5.3 4.9
Old : 100.0: 19.5 9.5 6.7 68.4 78.9 94.7 95.1: 5.3 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 2 19 17 22 20:
Old : 27: 2 2 2 19 17 22 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 : 63.7 72.3 80.5 86.8 51.3 66.3 67.6 74.0
Old : 63.7 72.3 80.5 86.8 51.3 66.3 67.6 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 30, 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 : 39,872: 2,565 2,785 3,360 31,651 31,706 37,576 37,851: 2,296 2,021
Old : 39,872: 2,565 2,785 3,360 31,651 31,706 37,576 37,851: 2,296 2,021
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 338: 0 250 50 288 38 338 338: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 7.0 8.4 79.4 79.5 94.2 94.9: 5.8 5.1
Old : 100.0: 6.4 7.0 8.4 79.4 79.5 94.2 94.9: 5.8 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 : 24: 1 2 3 17 18 20 21:
Old : 24: 1 2 3 17 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 : 73.0 67.7 88.2 85.2 61.3 64.9 74.7 73.4
Old : 73.0 67.7 88.2 85.2 61.3 64.9 74.7 73.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 23,233: 0 3,600 1,800 19,508 16,088 21,308 21,488: 1,925 1,745
Old : 23,233: 0 3,600 1,800 19,508 16,088 21,308 21,488: 1,925 1,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.5 7.7 84.0 69.2 91.7 92.5: 8.3 7.5
Old : 100.0: 0.0 15.5 7.7 84.0 69.2 91.7 92.5: 8.3 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 2 1 16 13 17 15:
Old : 21: 0 2 1 16 13 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 : 52.6 67.6 76.8 85.1 48.7 59.3 60.3 66.3
Old : 52.6 67.6 76.8 85.1 48.7 59.3 60.3 66.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.N.Y.C._month_off_dap - NODAL EXCHANGE Code-064CZT
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 19,447: 0 325 1,800 16,435 16,550 18,235 18,675: 1,212 772
Old : 19,447: 0 325 1,800 16,435 16,550 18,235 18,675: 1,212 772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 9.3 84.5 85.1 93.8 96.0: 6.2 4.0
Old : 100.0: 0.0 1.7 9.3 84.5 85.1 93.8 96.0: 6.2 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 1 15 10 16 12:
Old : 20: 0 2 1 15 10 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 : 55.5 75.5 77.9 91.0 46.2 61.8 61.1 66.2
Old : 55.5 75.5 77.9 91.0 46.2 61.8 61.1 66.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 33,840: 885 16,420 90 31,545 15,755 32,520 32,265: 1,320 1,575
Old : 33,840: 885 16,420 90 31,545 15,755 32,520 32,265: 1,320 1,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 0: 0 0 0 60 0 60 0: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 48.5 0.3 93.2 46.6 96.1 95.3: 3.9 4.7
Old : 100.0: 2.6 48.5 0.3 93.2 46.6 96.1 95.3: 3.9 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 68.7 68.7 83.9 86.0 59.1 62.2 68.5 69.9
Old : 68.7 68.7 83.9 86.0 59.1 62.2 68.5 69.9
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 30, 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 : 100,915: 13,125 4,755 1,515 67,505 75,805 82,145 82,075: 18,770 18,840
Old : 100,915: 13,125 4,755 1,515 67,505 75,805 82,145 82,075: 18,770 18,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 445: 300 0 0 150 450 450 450: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.0 4.7 1.5 66.9 75.1 81.4 81.3: 18.6 18.7
Old : 100.0: 13.0 4.7 1.5 66.9 75.1 81.4 81.3: 18.6 18.7
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: 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 : 55.7 50.2 73.3 66.4 52.1 48.7 58.0 57.0
Old : 55.7 50.2 73.3 66.4 52.1 48.7 58.0 57.0
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 30, 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 : 95,990: 13,585 7,300 1,090 64,130 70,350 78,805 78,740: 17,185 17,250
Old : 95,990: 13,585 7,300 1,090 64,130 70,350 78,805 78,740: 17,185 17,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 575: 435 0 20 210 610 665 630: -90 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 7.6 1.1 66.8 73.3 82.1 82.0: 17.9 18.0
Old : 100.0: 14.2 7.6 1.1 66.8 73.3 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: 2 2 3 18 21 21 25:
Old : 29: 2 2 3 18 21 21 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 : 53.4 47.5 73.0 67.6 50.4 46.7 57.9 55.7
Old : 53.4 47.5 73.0 67.6 50.4 46.7 57.9 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 25,174: 3,505 13,990 1,190 15,792 6,222 20,487 21,402: 4,687 3,772
Old : 25,174: 3,505 13,990 1,190 15,792 6,222 20,487 21,402: 4,687 3,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: -20: 0 40 -100 45 10 -55 -50: 35 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 55.6 4.7 62.7 24.7 81.4 85.0: 18.6 15.0
Old : 100.0: 13.9 55.6 4.7 62.7 24.7 81.4 85.0: 18.6 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 : 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 : 38.7 67.7 60.9 77.5 37.2 61.0 58.3 69.5
Old : 38.7 67.7 60.9 77.5 37.2 61.0 58.3 69.5
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 30, 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 : 24,354: 3,505 12,355 1,730 14,745 6,865 19,980 20,950: 4,374 3,404
Old : 24,354: 3,505 12,355 1,730 14,745 6,865 19,980 20,950: 4,374 3,404
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 90: 0 40 -70 150 170 80 140: 10 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 50.7 7.1 60.5 28.2 82.0 86.0: 18.0 14.0
Old : 100.0: 14.4 50.7 7.1 60.5 28.2 82.0 86.0: 18.0 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 : 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 : 37.1 68.8 60.2 79.6 35.2 60.5 56.5 69.7
Old : 37.1 68.8 60.2 79.6 35.2 60.5 56.5 69.7
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 30, 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 : 64,040: 28,555 0 25 33,570 61,485 62,150 61,510: 1,890 2,530
Old : 64,040: 28,555 0 25 33,570 61,485 62,150 61,510: 1,890 2,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.6 0.0 0.0 52.4 96.0 97.0 96.0: 3.0 4.0
Old : 100.0: 44.6 0.0 0.0 52.4 96.0 97.0 96.0: 3.0 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 70.9 87.5 92.1 95.2 70.8 85.7 90.3 90.9
Old : 70.9 87.5 92.1 95.2 70.8 85.7 90.3 90.9
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 30, 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 : 64,330: 27,350 115 190 33,945 61,480 61,485 61,785: 2,845 2,545
Old : 64,330: 27,350 115 190 33,945 61,480 61,485 61,785: 2,845 2,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 600: 200 50 -50 440 590 590 590: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.5 0.2 0.3 52.8 95.6 95.6 96.0: 4.4 4.0
Old : 100.0: 42.5 0.2 0.3 52.8 95.6 95.6 96.0: 4.4 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 5 1 3 17 12 23 15:
Old : 29: 5 1 3 17 12 23 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 : 59.3 83.8 79.3 94.6 57.1 83.4 77.0 90.6
Old : 59.3 83.8 79.3 94.6 57.1 83.4 77.0 90.6
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 30, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 54,380: 18,760 115 540 32,620 51,415 51,920 52,070: 2,460 2,310
Old : 54,380: 18,760 115 540 32,620 51,415 51,920 52,070: 2,460 2,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 600: 200 50 -50 440 590 590 590: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.5 0.2 1.0 60.0 94.5 95.5 95.8: 4.5 4.2
Old : 100.0: 34.5 0.2 1.0 60.0 94.5 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 : 29: 5 1 3 18 12 24 15:
Old : 29: 5 1 3 18 12 24 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.7 81.2 78.0 93.4 52.5 80.6 75.8 90.3
Old : 54.7 81.2 78.0 93.4 52.5 80.6 75.8 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 23, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 30, 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 : 73,605: 17,890 21,300 2,310 47,115 44,045 67,315 67,655: 6,290 5,950
Old : 73,605: 17,890 21,300 2,310 47,115 44,045 67,315 67,655: 6,290 5,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 100: -100 0 40 -180 -280 -240 -240: 340 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 28.9 3.1 64.0 59.8 91.5 91.9: 8.5 8.1
Old : 100.0: 24.3 28.9 3.1 64.0 59.8 91.5 91.9: 8.5 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 2 4 17 13 22 18:
Old : 29: 4 2 4 17 13 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 : 62.0 69.6 74.5 83.4 57.8 68.2 69.8 80.0
Old : 62.0 69.6 74.5 83.4 57.8 68.2 69.8 80.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 67,625: 14,060 21,300 2,310 46,340 39,140 62,710 62,750: 4,915 4,875
Old : 67,625: 14,060 21,300 2,310 46,340 39,140 62,710 62,750: 4,915 4,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 200: -100 0 40 -20 -120 -80 -80: 280 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 31.5 3.4 68.5 57.9 92.7 92.8: 7.3 7.2
Old : 100.0: 20.8 31.5 3.4 68.5 57.9 92.7 92.8: 7.3 7.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 2 4 17 14 22 19:
Old : 29: 4 2 4 17 14 22 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.4 71.8 74.2 83.4 55.4 70.4 67.5 79.1
Old : 60.4 71.8 74.2 83.4 55.4 70.4 67.5 79.1
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 30, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 65,997: 17,765 14,610 5,520 38,536 41,771 61,821 61,901: 4,176 4,096
Old : 65,997: 17,765 14,610 5,520 38,536 41,771 61,821 61,901: 4,176 4,096
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 2,420: 400 50 500 1,270 1,620 2,170 2,170: 250 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 22.1 8.4 58.4 63.3 93.7 93.8: 6.3 6.2
Old : 100.0: 26.9 22.1 8.4 58.4 63.3 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 : 29: 4 2 4 19 14 25 18:
Old : 29: 4 2 4 19 14 25 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 : 54.9 70.9 73.8 87.5 49.9 65.9 68.2 77.5
Old : 54.9 70.9 73.8 87.5 49.9 65.9 68.2 77.5
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 30, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 54,750: 9,115 10,210 5,815 36,522 35,697 51,452 51,722: 3,298 3,028
Old : 54,750: 9,115 10,210 5,815 36,522 35,697 51,452 51,722: 3,298 3,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 2,485: 400 50 500 1,335 1,685 2,235 2,235: 250 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 18.6 10.6 66.7 65.2 94.0 94.5: 6.0 5.5
Old : 100.0: 16.6 18.6 10.6 66.7 65.2 94.0 94.5: 6.0 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 2 5 19 14 25 19:
Old : 29: 4 2 5 19 14 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 : 50.6 65.8 74.9 87.6 42.3 58.7 59.6 68.1
Old : 50.6 65.8 74.9 87.6 42.3 58.7 59.6 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 192,314: 9,759 37,030 7,591 125,832 98,396 143,182 143,017: 49,132 49,297
Old : 192,314: 9,759 37,030 7,591 125,832 98,396 143,182 143,017: 49,132 49,297
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 5,000: 725 815 180 1,761 1,671 2,666 2,666: 2,334 2,334
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 19.3 3.9 65.4 51.2 74.5 74.4: 25.5 25.6
Old : 100.0: 5.1 19.3 3.9 65.4 51.2 74.5 74.4: 25.5 25.6
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 : 43: 2 7 5 30 31 36 39:
Old : 43: 2 7 5 30 31 36 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 : 44.8 38.6 60.9 51.3 39.3 37.0 49.8 46.4
Old : 44.8 38.6 60.9 51.3 39.3 37.0 49.8 46.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 153,426: 8,334 20,695 7,851 98,918 86,392 115,103 114,938: 38,323 38,488
Old : 153,426: 8,334 20,695 7,851 98,918 86,392 115,103 114,938: 38,323 38,488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 2,320: 615 955 -110 1,064 719 1,569 1,564: 751 756
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 13.5 5.1 64.5 56.3 75.0 74.9: 25.0 25.1
Old : 100.0: 5.4 13.5 5.1 64.5 56.3 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 : 42: 3 6 5 27 30 33 38:
Old : 42: 3 6 5 27 30 33 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 : 47.0 29.8 59.6 44.7 38.8 25.3 44.7 36.9
Old : 47.0 29.8 59.6 44.7 38.8 25.3 44.7 36.9
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 30, 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 : 23,585: 1,500 350 0 21,150 22,060 22,650 22,410: 935 1,175
Old : 23,585: 1,500 350 0 21,150 22,060 22,650 22,410: 935 1,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 890: 600 0 0 290 950 890 950: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 1.5 0.0 89.7 93.5 96.0 95.0: 4.0 5.0
Old : 100.0: 6.4 1.5 0.0 89.7 93.5 96.0 95.0: 4.0 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 1 1 0 13 13 14 14:
Old : 21: 1 1 0 13 13 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 : 66.4 80.2 87.0 91.4 59.1 77.2 78.8 82.2
Old : 66.4 80.2 87.0 91.4 59.1 77.2 78.8 82.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 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 : 73,401: 2,305 3,935 8,945 57,746 56,346 68,996 69,226: 4,405 4,175
Old : 73,401: 2,305 3,935 8,945 57,746 56,346 68,996 69,226: 4,405 4,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 230: 50 0 100 230 280 380 380: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 5.4 12.2 78.7 76.8 94.0 94.3: 6.0 5.7
Old : 100.0: 3.1 5.4 12.2 78.7 76.8 94.0 94.3: 6.0 5.7
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 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 : 60.7 50.1 81.2 73.2 39.5 38.1 50.4 48.9
Old : 60.7 50.1 81.2 73.2 39.5 38.1 50.4 48.9
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 30, 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 : 62,150: 1,820 3,385 9,370 44,345 42,900 55,535 55,655: 6,615 6,495
Old : 62,150: 1,820 3,385 9,370 44,345 42,900 55,535 55,655: 6,615 6,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 396: 250 0 0 -629 -379 -379 -379: 775 775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 5.4 15.1 71.4 69.0 89.4 89.5: 10.6 10.5
Old : 100.0: 2.9 5.4 15.1 71.4 69.0 89.4 89.5: 10.6 10.5
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 : 26: 3 1 2 19 21 22 24:
Old : 26: 3 1 2 19 21 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.7 51.6 71.4 73.4 31.8 37.1 42.3 45.2
Old : 51.7 51.6 71.4 73.4 31.8 37.1 42.3 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 30, 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 : 46,150: 16,900 1,550 3,230 22,090 37,960 42,220 42,740: 3,930 3,410
Old : 46,150: 16,900 1,550 3,230 22,090 37,960 42,220 42,740: 3,930 3,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 4,065: 300 600 0 3,570 3,270 3,870 3,870: 195 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 3.4 7.0 47.9 82.3 91.5 92.6: 8.5 7.4
Old : 100.0: 36.6 3.4 7.0 47.9 82.3 91.5 92.6: 8.5 7.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 1 3 17 18 22 21:
Old : 26: 4 1 3 17 18 22 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 : 61.6 55.2 75.5 73.6 48.5 39.4 53.6 53.5
Old : 61.6 55.2 75.5 73.6 48.5 39.4 53.6 53.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 30, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 55,315: 33,045 1,930 2,030 17,720 49,045 52,795 53,005: 2,520 2,310
Old : 55,315: 33,045 1,930 2,030 17,720 49,045 52,795 53,005: 2,520 2,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 3,930: 0 600 0 3,860 3,260 3,860 3,860: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 59.7 3.5 3.7 32.0 88.7 95.4 95.8: 4.6 4.2
Old : 100.0: 59.7 3.5 3.7 32.0 88.7 95.4 95.8: 4.6 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 : 23: 2 1 3 15 18 18 21:
Old : 23: 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 : 80.6 57.0 88.8 79.1 69.0 46.7 71.4 63.3
Old : 80.6 57.0 88.8 79.1 69.0 46.7 71.4 63.3
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 30, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 179,166: 10,090 12,155 6,500 133,240 132,394 149,830 151,049: 29,336 28,117
Old : 179,166: 10,090 12,155 6,500 133,240 132,394 149,830 151,049: 29,336 28,117
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 750: 250 200 0 -1,452 -1,356 -1,202 -1,156: 1,952 1,907
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 6.8 3.6 74.4 73.9 83.6 84.3: 16.4 15.7
Old : 100.0: 5.6 6.8 3.6 74.4 73.9 83.6 84.3: 16.4 15.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 36: 3 3 2 28 29 33 32:
Old : 36: 3 3 2 28 29 33 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 50.2 56.9 68.8 24.4 31.7 32.0 36.7
Old : 40.9 50.2 56.9 68.8 24.4 31.7 32.0 36.7
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 30, 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 : 124,915: 4,730 7,455 9,070 95,320 92,550 109,120 109,075: 15,795 15,840
Old : 124,915: 4,730 7,455 9,070 95,320 92,550 109,120 109,075: 15,795 15,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 23, 2020 :
: 4,740: 250 0 50 4,065 4,315 4,365 4,365: 375 375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 6.0 7.3 76.3 74.1 87.4 87.3: 12.6 12.7
Old : 100.0: 3.8 6.0 7.3 76.3 74.1 87.4 87.3: 12.6 12.7
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 : 32: 2 3 3 25 26 29 30:
Old : 32: 2 3 3 25 26 29 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.9 44.6 62.2 66.5 25.0 29.3 34.0 37.4
Old : 38.9 44.6 62.2 66.5 25.0 29.3 34.0 37.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 06, 2020