ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 87,573: 0 4,055 0 79,983 75,928 79,983 79,983: 7,590 7,590
Old : 87,573: 0 4,055 0 79,983 75,928 79,983 79,983: 7,590 7,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -2,118: 0 -185 0 -1,826 -1,641 -1,826 -1,826: -292 -292
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.6 0.0 91.3 86.7 91.3 91.3: 8.7 8.7
Old : 100.0: 0.0 4.6 0.0 91.3 86.7 91.3 91.3: 8.7 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 0 17 21 17 23:
Old : 28: 0 2 0 17 21 17 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 : 78.0 54.9 86.0 79.5 75.8 52.6 80.6 75.2
Old : 78.0 54.9 86.0 79.5 75.8 52.6 80.6 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 73,257: 0 4,555 0 67,197 62,642 67,197 67,197: 6,060 6,060
Old : 73,257: 0 4,555 0 67,197 62,642 67,197 67,197: 6,060 6,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -1,355: 0 -145 0 -1,260 -1,115 -1,260 -1,260: -95 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.2 0.0 91.7 85.5 91.7 91.7: 8.3 8.3
Old : 100.0: 0.0 6.2 0.0 91.7 85.5 91.7 91.7: 8.3 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 20 19 20 20:
Old : 27: 0 1 0 20 19 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 : 77.9 58.3 86.6 80.0 75.9 56.0 79.7 75.5
Old : 77.9 58.3 86.6 80.0 75.9 56.0 79.7 75.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 24,745: 2,050 990 0 20,070 20,840 22,120 21,830: 2,625 2,915
Old : 24,745: 2,050 990 0 20,070 20,840 22,120 21,830: 2,625 2,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -1,090: -190 -15 0 -805 -970 -995 -985: -95 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 4.0 0.0 81.1 84.2 89.4 88.2: 10.6 11.8
Old : 100.0: 8.3 4.0 0.0 81.1 84.2 89.4 88.2: 10.6 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 1 0 13 12 16 13:
Old : 21: 3 1 0 13 12 16 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 : 66.3 50.4 80.9 79.2 43.1 47.6 52.3 57.6
Old : 66.3 50.4 80.9 79.2 43.1 47.6 52.3 57.6
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 58,480: 11,620 6,335 3,825 39,996 45,551 55,441 55,711: 3,039 2,769
Old : 58,480: 11,620 6,335 3,825 39,996 45,551 55,441 55,711: 3,039 2,769
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -1,181: 0 655 -195 -838 -1,498 -1,033 -1,038: -148 -143
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 10.8 6.5 68.4 77.9 94.8 95.3: 5.2 4.7
Old : 100.0: 19.9 10.8 6.5 68.4 77.9 94.8 95.3: 5.2 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 2 2 19 16 22 19:
Old : 26: 2 2 2 19 16 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 : 63.6 72.6 80.5 86.4 50.5 66.8 66.8 74.5
Old : 63.6 72.6 80.5 86.4 50.5 66.8 66.8 74.5
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, July 07, 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 : 39,347: 2,365 3,400 3,345 31,431 30,666 37,141 37,411: 2,206 1,936
Old : 39,347: 2,365 3,400 3,345 31,431 30,666 37,141 37,411: 2,206 1,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -525: -200 615 -15 -220 -1,040 -435 -440: -90 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 8.6 8.5 79.9 77.9 94.4 95.1: 5.6 4.9
Old : 100.0: 6.0 8.6 8.5 79.9 77.9 94.4 95.1: 5.6 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 : 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 : 72.4 67.7 88.0 84.3 59.5 64.5 72.4 70.7
Old : 72.4 67.7 88.0 84.3 59.5 64.5 72.4 70.7
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, July 07, 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 : 22,145: 0 3,415 1,800 18,485 15,250 20,285 20,465: 1,860 1,680
Old : 22,145: 0 3,415 1,800 18,485 15,250 20,285 20,465: 1,860 1,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -1,088: 0 -185 0 -1,023 -838 -1,023 -1,023: -65 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 15.4 8.1 83.5 68.9 91.6 92.4: 8.4 7.6
Old : 100.0: 0.0 15.4 8.1 83.5 68.9 91.6 92.4: 8.4 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 67.3 76.7 84.8 48.5 58.6 59.9 64.9
Old : 52.6 67.3 76.7 84.8 48.5 58.6 59.9 64.9
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, July 07, 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 : 18,675: 0 325 1,800 15,762 15,857 17,562 17,982: 1,113 693
Old : 18,675: 0 325 1,800 15,762 15,857 17,562 17,982: 1,113 693
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -772: 0 0 0 -673 -693 -673 -693: -99 -79
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 9.6 84.4 84.9 94.0 96.3: 6.0 3.7
Old : 100.0: 0.0 1.7 9.6 84.4 84.9 94.0 96.3: 6.0 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 55.6 76.0 78.4 91.3 46.1 61.8 60.6 65.5
Old : 55.6 76.0 78.4 91.3 46.1 61.8 60.6 65.5
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, July 07, 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 : 97,930: 12,095 4,665 1,505 66,995 74,380 80,595 80,550: 17,335 17,380
Old : 97,930: 12,095 4,665 1,505 66,995 74,380 80,595 80,550: 17,335 17,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -2,985: -1,030 -90 -10 -510 -1,425 -1,550 -1,525: -1,435 -1,460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 4.8 1.5 68.4 76.0 82.3 82.3: 17.7 17.7
Old : 100.0: 12.4 4.8 1.5 68.4 76.0 82.3 82.3: 17.7 17.7
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 : 28: 1 2 2 18 22 20 25:
Old : 28: 1 2 2 18 22 20 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 : 55.0 50.4 74.0 67.3 51.4 48.8 58.1 57.1
Old : 55.0 50.4 74.0 67.3 51.4 48.8 58.1 57.1
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, July 07, 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 : 93,000: 12,650 7,135 1,050 63,435 68,895 77,135 77,080: 15,865 15,920
Old : 93,000: 12,650 7,135 1,050 63,435 68,895 77,135 77,080: 15,865 15,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -2,990: -935 -165 -40 -695 -1,455 -1,670 -1,660: -1,320 -1,330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 7.7 1.1 68.2 74.1 82.9 82.9: 17.1 17.1
Old : 100.0: 13.6 7.7 1.1 68.2 74.1 82.9 82.9: 17.1 17.1
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: 2 2 2 18 21 21 24:
Old : 29: 2 2 2 18 21 21 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.4 47.4 73.7 68.0 49.3 46.8 58.1 56.0
Old : 52.4 47.4 73.7 68.0 49.3 46.8 58.1 56.0
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, July 07, 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 : 23,518: 3,230 12,965 995 14,777 5,907 19,002 19,867: 4,516 3,651
Old : 23,518: 3,230 12,965 995 14,777 5,907 19,002 19,867: 4,516 3,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -1,656: -275 -1,025 -195 -1,015 -315 -1,485 -1,535: -171 -121
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 55.1 4.2 62.8 25.1 80.8 84.5: 19.2 15.5
Old : 100.0: 13.7 55.1 4.2 62.8 25.1 80.8 84.5: 19.2 15.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 4 4 17 10 22 15:
Old : 24: 2 4 4 17 10 22 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 : 38.2 67.1 61.0 77.0 36.6 60.8 58.1 69.1
Old : 38.2 67.1 61.0 77.0 36.6 60.8 58.1 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 22,848: 3,230 11,475 1,540 13,874 6,549 18,644 19,564: 4,204 3,284
Old : 22,848: 3,230 11,475 1,540 13,874 6,549 18,644 19,564: 4,204 3,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -1,506: -275 -880 -190 -871 -316 -1,336 -1,386: -170 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 50.2 6.7 60.7 28.7 81.6 85.6: 18.4 14.4
Old : 100.0: 14.1 50.2 6.7 60.7 28.7 81.6 85.6: 18.4 14.4
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 : 24: 2 4 4 17 10 22 15:
Old : 24: 2 4 4 17 10 22 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 : 37.7 68.3 59.8 79.1 35.6 60.3 56.7 69.4
Old : 37.7 68.3 59.8 79.1 35.6 60.3 56.7 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 60,170: 26,015 0 0 32,230 57,820 58,245 57,820: 1,925 2,350
Old : 60,170: 26,015 0 0 32,230 57,820 58,245 57,820: 1,925 2,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -3,870: -2,540 0 -25 -1,340 -3,665 -3,905 -3,690: 35 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 0.0 0.0 53.6 96.1 96.8 96.1: 3.2 3.9
Old : 100.0: 43.2 0.0 0.0 53.6 96.1 96.8 96.1: 3.2 3.9
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 : 20: 4 0 0 11 10 15 10:
Old : 20: 4 0 0 11 10 15 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 87.6 91.9 95.3 69.4 85.5 90.8 91.0
Old : 69.5 87.6 91.9 95.3 69.4 85.5 90.8 91.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 61,050: 26,295 55 190 31,800 58,340 58,285 58,585: 2,765 2,465
Old : 61,050: 26,295 55 190 31,800 58,340 58,285 58,585: 2,765 2,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -3,280: -1,055 -60 0 -2,145 -3,140 -3,200 -3,200: -80 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.1 0.1 0.3 52.1 95.6 95.5 96.0: 4.5 4.0
Old : 100.0: 43.1 0.1 0.3 52.1 95.6 95.5 96.0: 4.5 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 : 27: 4 1 3 16 12 21 15:
Old : 27: 4 1 3 16 12 21 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 : 59.8 83.8 79.7 94.6 57.4 83.4 77.3 90.3
Old : 59.8 83.8 79.7 94.6 57.4 83.4 77.3 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 51,660: 18,105 55 540 30,625 48,825 49,270 49,420: 2,390 2,240
Old : 51,660: 18,105 55 540 30,625 48,825 49,270 49,420: 2,390 2,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -2,720: -655 -60 0 -1,995 -2,590 -2,650 -2,650: -70 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.0 0.1 1.0 59.3 94.5 95.4 95.7: 4.6 4.3
Old : 100.0: 35.0 0.1 1.0 59.3 94.5 95.4 95.7: 4.6 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 1 3 17 12 22 15:
Old : 27: 4 1 3 17 12 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 81.2 78.5 93.4 52.8 80.6 76.2 90.1
Old : 55.0 81.2 78.5 93.4 52.8 80.6 76.2 90.1
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 69,825: 16,935 21,150 2,110 44,790 40,930 63,835 64,190: 5,990 5,635
Old : 69,825: 16,935 21,150 2,110 44,790 40,930 63,835 64,190: 5,990 5,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -3,780: -955 -150 -200 -2,325 -3,115 -3,480 -3,465: -300 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 30.3 3.0 64.1 58.6 91.4 91.9: 8.6 8.1
Old : 100.0: 24.3 30.3 3.0 64.1 58.6 91.4 91.9: 8.6 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 : 28: 4 2 4 16 13 21 18:
Old : 28: 4 2 4 16 13 21 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 : 62.3 69.8 75.0 83.6 57.9 68.5 70.1 80.1
Old : 62.3 69.8 75.0 83.6 57.9 68.5 70.1 80.1
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, July 07, 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 : 64,065: 13,125 21,150 2,110 44,065 36,135 59,300 59,395: 4,765 4,670
Old : 64,065: 13,125 21,150 2,110 44,065 36,135 59,300 59,395: 4,765 4,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -3,560: -935 -150 -200 -2,275 -3,005 -3,410 -3,355: -150 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 33.0 3.3 68.8 56.4 92.6 92.7: 7.4 7.3
Old : 100.0: 20.5 33.0 3.3 68.8 56.4 92.6 92.7: 7.4 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 2 4 16 13 21 18:
Old : 28: 4 2 4 16 13 21 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 : 60.6 71.9 74.4 83.6 55.3 70.6 67.8 78.8
Old : 60.6 71.9 74.4 83.6 55.3 70.6 67.8 78.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 63,447: 17,125 13,710 5,610 37,083 40,568 59,818 59,888: 3,629 3,559
Old : 63,447: 17,125 13,710 5,610 37,083 40,568 59,818 59,888: 3,629 3,559
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -2,550: -640 -900 90 -1,453 -1,203 -2,003 -2,013: -547 -537
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 21.6 8.8 58.4 63.9 94.3 94.4: 5.7 5.6
Old : 100.0: 27.0 21.6 8.8 58.4 63.9 94.3 94.4: 5.7 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 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 : 55.6 72.0 74.2 87.8 50.5 66.9 68.4 77.2
Old : 55.6 72.0 74.2 87.8 50.5 66.9 68.4 77.2
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 52,610: 9,025 9,550 5,905 34,843 34,568 49,773 50,023: 2,837 2,587
Old : 52,610: 9,025 9,550 5,905 34,843 34,568 49,773 50,023: 2,837 2,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -2,140: -90 -660 90 -1,679 -1,129 -1,679 -1,699: -461 -441
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 18.2 11.2 66.2 65.7 94.6 95.1: 5.4 4.9
Old : 100.0: 17.2 18.2 11.2 66.2 65.7 94.6 95.1: 5.4 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 : 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 : 50.5 67.2 75.7 87.9 43.4 59.2 60.9 67.5
Old : 50.5 67.2 75.7 87.9 43.4 59.2 60.9 67.5
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, July 07, 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 : 183,739: 10,032 35,015 7,193 119,912 94,784 137,137 136,992: 46,602 46,747
Old : 183,739: 10,032 35,015 7,193 119,912 94,784 137,137 136,992: 46,602 46,747
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -8,575: 273 -2,015 -398 -5,920 -3,612 -6,045 -6,025: -2,530 -2,550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 19.1 3.9 65.3 51.6 74.6 74.6: 25.4 25.4
Old : 100.0: 5.5 19.1 3.9 65.3 51.6 74.6 74.6: 25.4 25.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 7 5 29 31 35 39:
Old : 43: 2 7 5 29 31 35 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 : 45.4 39.3 61.3 52.1 39.9 37.8 50.3 47.5
Old : 45.4 39.3 61.3 52.1 39.9 37.8 50.3 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 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 : 146,536: 8,937 19,560 7,383 93,790 83,022 110,110 109,965: 36,426 36,571
Old : 146,536: 8,937 19,560 7,383 93,790 83,022 110,110 109,965: 36,426 36,571
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -6,890: 603 -1,135 -468 -5,128 -3,370 -4,993 -4,973: -1,897 -1,917
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 13.3 5.0 64.0 56.7 75.1 75.0: 24.9 25.0
Old : 100.0: 6.1 13.3 5.0 64.0 56.7 75.1 75.0: 24.9 25.0
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 : 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 : 48.1 31.8 59.6 46.5 40.4 27.8 45.8 39.3
Old : 48.1 31.8 59.6 46.5 40.4 27.8 45.8 39.3
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, July 07, 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 : 22,975: 1,500 300 0 20,665 21,625 22,165 21,925: 810 1,050
Old : 22,975: 1,500 300 0 20,665 21,625 22,165 21,925: 810 1,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -610: 0 -50 0 -485 -435 -485 -485: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 1.3 0.0 89.9 94.1 96.5 95.4: 3.5 4.6
Old : 100.0: 6.5 1.3 0.0 89.9 94.1 96.5 95.4: 3.5 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 67.8 80.9 87.8 91.8 60.5 77.9 79.5 82.5
Old : 67.8 80.9 87.8 91.8 60.5 77.9 79.5 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 69,756: 1,755 3,590 8,815 54,971 53,366 65,541 65,771: 4,215 3,985
Old : 69,756: 1,755 3,590 8,815 54,971 53,366 65,541 65,771: 4,215 3,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -3,645: -550 -345 -130 -2,775 -2,980 -3,455 -3,455: -190 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 5.1 12.6 78.8 76.5 94.0 94.3: 6.0 5.7
Old : 100.0: 2.5 5.1 12.6 78.8 76.5 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 : 61.1 50.8 81.6 73.6 40.0 38.1 50.0 48.0
Old : 61.1 50.8 81.6 73.6 40.0 38.1 50.0 48.0
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, July 07, 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 : 59,365: 1,580 3,040 9,065 42,140 40,920 52,785 53,025: 6,580 6,340
Old : 59,365: 1,580 3,040 9,065 42,140 40,920 52,785 53,025: 6,580 6,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -2,785: -240 -345 -305 -2,205 -1,980 -2,750 -2,630: -35 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 5.1 15.3 71.0 68.9 88.9 89.3: 11.1 10.7
Old : 100.0: 2.7 5.1 15.3 71.0 68.9 88.9 89.3: 11.1 10.7
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 2 17 19 20 22:
Old : 25: 3 1 2 17 19 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 51.9 71.4 72.6 32.3 35.7 42.2 45.1
Old : 51.6 51.9 71.4 72.6 32.3 35.7 42.2 45.1
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, July 07, 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 : 45,880: 16,965 1,585 2,830 22,375 38,250 42,170 42,665: 3,710 3,215
Old : 45,880: 16,965 1,585 2,830 22,375 38,250 42,170 42,665: 3,710 3,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -270: 65 35 -400 285 290 -50 -75: -220 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 3.5 6.2 48.8 83.4 91.9 93.0: 8.1 7.0
Old : 100.0: 37.0 3.5 6.2 48.8 83.4 91.9 93.0: 8.1 7.0
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 : 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 : 61.0 56.7 75.1 75.0 50.0 39.8 56.1 55.3
Old : 61.0 56.7 75.1 75.0 50.0 39.8 56.1 55.3
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, July 07, 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 : 54,455: 32,860 1,855 1,890 17,225 48,410 51,975 52,155: 2,480 2,300
Old : 54,455: 32,860 1,855 1,890 17,225 48,410 51,975 52,155: 2,480 2,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -860: -185 -75 -140 -495 -635 -820 -850: -40 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 60.3 3.4 3.5 31.6 88.9 95.4 95.8: 4.6 4.2
Old : 100.0: 60.3 3.4 3.5 31.6 88.9 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 : 81.3 57.3 88.9 79.3 69.6 46.9 71.4 63.5
Old : 81.3 57.3 88.9 79.3 69.6 46.9 71.4 63.5
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, July 07, 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 : 173,136: 9,735 11,870 6,000 128,896 127,914 144,631 145,784: 28,505 27,352
Old : 173,136: 9,735 11,870 6,000 128,896 127,914 144,631 145,784: 28,505 27,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -6,030: -355 -285 -500 -4,344 -4,479 -5,199 -5,264: -831 -766
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 6.9 3.5 74.4 73.9 83.5 84.2: 16.5 15.8
Old : 100.0: 5.6 6.9 3.5 74.4 73.9 83.5 84.2: 16.5 15.8
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 : 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 : 41.4 50.2 56.7 69.5 24.3 33.0 31.5 37.6
Old : 41.4 50.2 56.7 69.5 24.3 33.0 31.5 37.6
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, July 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 119,860: 4,485 7,715 8,270 92,380 89,120 105,135 105,105: 14,725 14,755
Old : 119,860: 4,485 7,715 8,270 92,380 89,120 105,135 105,105: 14,725 14,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 30, 2020 :
: -5,055: -245 260 -800 -2,940 -3,430 -3,985 -3,970: -1,070 -1,085
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 6.4 6.9 77.1 74.4 87.7 87.7: 12.3 12.3
Old : 100.0: 3.7 6.4 6.9 77.1 74.4 87.7 87.7: 12.3 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 3 3 25 27 29 31:
Old : 32: 2 3 3 25 27 29 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 : 39.6 45.0 62.6 67.0 24.4 30.1 33.5 37.6
Old : 39.6 45.0 62.6 67.0 24.4 30.1 33.5 37.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 10, 2020