ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 85,802: 0 3,430 0 78,542 75,112 78,542 78,542: 7,260 7,260
Old : 85,802: 0 3,430 0 78,542 75,112 78,542 78,542: 7,260 7,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -4,371: 0 -625 0 -4,171 -3,546 -4,171 -4,171: -200 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.0 0.0 91.5 87.5 91.5 91.5: 8.5 8.5
Old : 100.0: 0.0 4.0 0.0 91.5 87.5 91.5 91.5: 8.5 8.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 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 : 76.2 54.9 85.8 79.1 74.4 52.5 81.0 74.2
Old : 76.2 54.9 85.8 79.1 74.4 52.5 81.0 74.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 72,753: 0 3,850 0 66,763 62,913 66,763 66,763: 5,990 5,990
Old : 72,753: 0 3,850 0 66,763 62,913 66,763 66,763: 5,990 5,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -2,346: 0 -730 0 -2,291 -1,561 -2,291 -2,291: -55 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.3 0.0 91.8 86.5 91.8 91.8: 8.2 8.2
Old : 100.0: 0.0 5.3 0.0 91.8 86.5 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 : 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 : 75.2 57.1 86.5 79.3 74.1 53.6 79.4 73.9
Old : 75.2 57.1 86.5 79.3 74.1 53.6 79.4 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 24,680: 1,310 975 0 20,095 20,150 21,405 21,125: 3,275 3,555
Old : 24,680: 1,310 975 0 20,095 20,150 21,405 21,125: 3,275 3,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,250: -190 -15 0 -750 -915 -940 -930: -310 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 4.0 0.0 81.4 81.6 86.7 85.6: 13.3 14.4
Old : 100.0: 5.3 4.0 0.0 81.4 81.6 86.7 85.6: 13.3 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 : 21: 3 1 0 12 13 15 14:
Old : 21: 3 1 0 12 13 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.0 48.1 80.4 74.6 44.6 46.0 51.9 55.1
Old : 68.0 48.1 80.4 74.6 44.6 46.0 51.9 55.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 59,182: 11,620 6,905 3,750 40,396 45,376 55,766 56,031: 3,416 3,151
Old : 59,182: 11,620 6,905 3,750 40,396 45,376 55,766 56,031: 3,416 3,151
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,843: 0 305 5 -1,740 -2,050 -1,735 -1,740: -108 -103
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 11.7 6.3 68.3 76.7 94.2 94.7: 5.8 5.3
Old : 100.0: 19.6 11.7 6.3 68.3 76.7 94.2 94.7: 5.8 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 2 2 18 19 21 22:
Old : 26: 2 2 2 18 19 21 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 70.8 79.5 84.0 46.4 64.9 63.5 71.6
Old : 59.1 70.8 79.5 84.0 46.4 64.9 63.5 71.6
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, August 11, 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 : 39,481: 2,215 3,995 3,315 31,760 30,245 37,290 37,555: 2,191 1,926
Old : 39,481: 2,215 3,995 3,315 31,760 30,245 37,290 37,555: 2,191 1,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,793: -150 205 0 -1,458 -1,818 -1,608 -1,613: -185 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 10.1 8.4 80.4 76.6 94.5 95.1: 5.5 4.9
Old : 100.0: 5.6 10.1 8.4 80.4 76.6 94.5 95.1: 5.5 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 16 18 19 21:
Old : 24: 1 2 3 16 18 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.8 68.6 86.7 84.9 55.5 64.9 68.6 70.2
Old : 66.8 68.6 86.7 84.9 55.5 64.9 68.6 70.2
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, August 11, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 21,806: 0 3,155 1,800 18,345 15,370 20,145 20,325: 1,661 1,481
Old : 21,806: 0 3,155 1,800 18,345 15,370 20,145 20,325: 1,661 1,481
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -720: 0 -185 0 -640 -455 -640 -640: -80 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.5 8.3 84.1 70.5 92.4 93.2: 7.6 6.8
Old : 100.0: 0.0 14.5 8.3 84.1 70.5 92.4 93.2: 7.6 6.8
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: 0 2 1 17 14 18 16:
Old : 21: 0 2 1 17 14 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.7 62.8 78.8 84.1 51.1 53.2 60.6 62.8
Old : 55.7 62.8 78.8 84.1 51.1 53.2 60.6 62.8
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, August 11, 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 : 93,334: 10,875 2,565 2,570 62,329 70,624 75,774 75,759: 17,560 17,575
Old : 93,334: 10,875 2,565 2,570 62,329 70,624 75,774 75,759: 17,560 17,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -3,946: -1,505 -310 220 -2,091 -3,256 -3,376 -3,346: -570 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 2.7 2.8 66.8 75.7 81.2 81.2: 18.8 18.8
Old : 100.0: 11.7 2.7 2.8 66.8 75.7 81.2 81.2: 18.8 18.8
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: 1 2 2 19 22 21 25:
Old : 28: 1 2 2 19 22 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 : 55.2 49.5 71.1 65.0 51.2 47.4 58.1 54.2
Old : 55.2 49.5 71.1 65.0 51.2 47.4 58.1 54.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 89,634: 12,000 4,960 1,730 59,954 66,949 73,684 73,639: 15,950 15,995
Old : 89,634: 12,000 4,960 1,730 59,954 66,949 73,684 73,639: 15,950 15,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -3,411: -1,335 -435 150 -1,776 -2,651 -2,961 -2,936: -450 -475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 5.5 1.9 66.9 74.7 82.2 82.2: 17.8 17.8
Old : 100.0: 13.4 5.5 1.9 66.9 74.7 82.2 82.2: 17.8 17.8
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 : 29: 2 2 2 18 22 21 25:
Old : 29: 2 2 2 18 22 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 : 52.3 46.7 72.1 66.4 49.0 43.1 56.7 53.7
Old : 52.3 46.7 72.1 66.4 49.0 43.1 56.7 53.7
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, August 11, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 21,837: 2,955 11,815 960 14,098 5,668 18,013 18,443: 3,824 3,394
Old : 21,837: 2,955 11,815 960 14,098 5,668 18,013 18,443: 3,824 3,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,716: -275 -1,200 -35 -739 -249 -1,049 -1,484: -667 -232
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 54.1 4.4 64.6 26.0 82.5 84.5: 17.5 15.5
Old : 100.0: 13.5 54.1 4.4 64.6 26.0 82.5 84.5: 17.5 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 : 25: 2 4 4 18 10 23 15:
Old : 25: 2 4 4 18 10 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 : 38.7 67.0 61.0 77.4 36.4 60.5 58.2 69.5
Old : 38.7 67.0 61.0 77.4 36.4 60.5 58.2 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, August 11, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 21,457: 2,955 10,845 1,220 13,779 6,319 17,954 18,384: 3,503 3,073
Old : 21,457: 2,955 10,845 1,220 13,779 6,319 17,954 18,384: 3,503 3,073
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,451: -275 -755 -245 -230 -240 -750 -1,240: -701 -211
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 50.5 5.7 64.2 29.4 83.7 85.7: 16.3 14.3
Old : 100.0: 13.8 50.5 5.7 64.2 29.4 83.7 85.7: 16.3 14.3
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 : 25: 2 4 4 18 10 23 15:
Old : 25: 2 4 4 18 10 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 : 38.7 67.8 60.5 78.9 36.1 60.4 57.7 69.8
Old : 38.7 67.8 60.5 78.9 36.1 60.4 57.7 69.8
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, August 11, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 71,517: 35,175 0 0 34,725 69,820 69,900 69,820: 1,617 1,697
Old : 71,517: 35,175 0 0 34,725 69,820 69,900 69,820: 1,617 1,697
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -835: -1,790 0 0 1,145 -650 -645 -650: -190 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 0.0 0.0 48.6 97.6 97.7 97.6: 2.3 2.4
Old : 100.0: 49.2 0.0 0.0 48.6 97.6 97.7 97.6: 2.3 2.4
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 : 23: 4 0 0 13 14 17 14:
Old : 23: 4 0 0 13 14 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.7 88.6 93.6 95.2 75.6 85.5 92.4 91.5
Old : 75.7 88.6 93.6 95.2 75.6 85.5 92.4 91.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 70,885: 34,075 0 0 35,350 69,055 69,425 69,055: 1,460 1,830
Old : 70,885: 34,075 0 0 35,350 69,055 69,425 69,055: 1,460 1,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,295: -1,790 0 0 675 -1,080 -1,115 -1,080: -180 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.1 0.0 0.0 49.9 97.4 97.9 97.4: 2.1 2.6
Old : 100.0: 48.1 0.0 0.0 49.9 97.4 97.9 97.4: 2.1 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 0 0 13 11 17 11:
Old : 20: 4 0 0 13 11 17 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 : 75.2 92.0 94.4 96.7 75.1 90.4 94.1 94.3
Old : 75.2 92.0 94.4 96.7 75.1 90.4 94.1 94.3
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, August 11, 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 : 58,135: 24,950 145 175 30,325 55,435 55,450 55,755: 2,685 2,380
Old : 58,135: 24,950 145 175 30,325 55,435 55,450 55,755: 2,685 2,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -3,190: -1,270 65 -15 -1,825 -3,155 -3,110 -3,105: -80 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 0.2 0.3 52.2 95.4 95.4 95.9: 4.6 4.1
Old : 100.0: 42.9 0.2 0.3 52.2 95.4 95.4 95.9: 4.6 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 60.1 83.9 80.3 94.7 57.6 83.4 77.8 90.1
Old : 60.1 83.9 80.3 94.7 57.6 83.4 77.8 90.1
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, August 11, 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 : 49,210: 17,250 95 525 29,110 46,425 46,885 47,045: 2,325 2,165
Old : 49,210: 17,250 95 525 29,110 46,425 46,885 47,045: 2,325 2,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -2,825: -780 15 -15 -1,965 -2,750 -2,760 -2,750: -65 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 0.2 1.1 59.2 94.3 95.3 95.6: 4.7 4.4
Old : 100.0: 35.1 0.2 1.1 59.2 94.3 95.3 95.6: 4.7 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 55.6 81.5 79.0 93.6 53.2 80.7 76.6 89.9
Old : 55.6 81.5 79.0 93.6 53.2 80.7 76.6 89.9
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, August 11, 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 : 17,130: 2,170 3,640 530 11,060 10,060 13,760 14,230: 3,370 2,900
Old : 17,130: 2,170 3,640 530 11,060 10,060 13,760 14,230: 3,370 2,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,470: -110 -445 0 -1,255 -910 -1,365 -1,355: -105 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 21.2 3.1 64.6 58.7 80.3 83.1: 19.7 16.9
Old : 100.0: 12.7 21.2 3.1 64.6 58.7 80.3 83.1: 19.7 16.9
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: 2 3 1 11 9 13 13:
Old : 20: 2 3 1 11 9 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 : 48.9 64.6 71.6 81.2 45.6 64.6 66.5 74.3
Old : 48.9 64.6 71.6 81.2 45.6 64.6 66.5 74.3
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, August 11, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 66,045: 17,070 21,075 1,870 41,535 37,870 60,475 60,815: 5,570 5,230
Old : 66,045: 17,070 21,075 1,870 41,535 37,870 60,475 60,815: 5,570 5,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -3,825: -830 -75 -240 -2,415 -3,185 -3,485 -3,500: -340 -325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.8 31.9 2.8 62.9 57.3 91.6 92.1: 8.4 7.9
Old : 100.0: 25.8 31.9 2.8 62.9 57.3 91.6 92.1: 8.4 7.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 6 2 3 16 15 23 19:
Old : 31: 6 2 3 16 15 23 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 : 61.5 68.7 74.3 82.2 56.3 67.1 68.4 77.5
Old : 61.5 68.7 74.3 82.2 56.3 67.1 68.4 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 60,685: 13,230 21,075 1,870 41,090 33,330 56,190 56,275: 4,495 4,410
Old : 60,685: 13,230 21,075 1,870 41,090 33,330 56,190 56,275: 4,495 4,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -3,645: -810 -75 -240 -2,350 -3,095 -3,400 -3,410: -245 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.8 34.7 3.1 67.7 54.9 92.6 92.7: 7.4 7.3
Old : 100.0: 21.8 34.7 3.1 67.7 54.9 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 : 31: 6 2 3 16 15 23 19:
Old : 31: 6 2 3 16 15 23 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.6 71.4 72.5 82.2 53.8 69.6 65.4 76.5
Old : 59.6 71.4 72.5 82.2 53.8 69.6 65.4 76.5
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, August 11, 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 : 63,612: 17,080 13,340 5,760 37,559 41,354 60,399 60,454: 3,213 3,158
Old : 63,612: 17,080 13,340 5,760 37,559 41,354 60,399 60,454: 3,213 3,158
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -2,315: -690 -805 -100 -1,119 -1,019 -1,909 -1,924: -406 -391
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 21.0 9.1 59.0 65.0 94.9 95.0: 5.1 5.0
Old : 100.0: 26.9 21.0 9.1 59.0 65.0 94.9 95.0: 5.1 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 : 30: 3 3 4 21 14 27 18:
Old : 30: 3 3 4 21 14 27 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 70.0 74.4 87.5 50.6 64.1 66.9 76.3
Old : 54.9 70.0 74.4 87.5 50.6 64.1 66.9 76.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 53,056: 9,255 9,225 6,040 35,243 35,498 50,538 50,763: 2,518 2,293
Old : 53,056: 9,255 9,225 6,040 35,243 35,498 50,538 50,763: 2,518 2,293
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -2,449: -215 -835 -90 -1,835 -1,240 -2,140 -2,165: -309 -284
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 17.4 11.4 66.4 66.9 95.3 95.7: 4.7 4.3
Old : 100.0: 17.4 17.4 11.4 66.4 66.9 95.3 95.7: 4.7 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 : 30: 3 3 4 21 14 27 18:
Old : 30: 3 3 4 21 14 27 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 : 49.7 65.1 73.9 87.6 42.9 55.9 59.3 67.5
Old : 49.7 65.1 73.9 87.6 42.9 55.9 59.3 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, August 11, 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 : 186,007: 1,425 36,975 11,925 127,906 92,281 141,256 141,181: 44,751 44,826
Old : 186,007: 1,425 36,975 11,925 127,906 92,281 141,256 141,181: 44,751 44,826
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -8,356: 30 -1,583 -390 -4,314 -2,651 -4,674 -4,624: -3,682 -3,732
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 19.9 6.4 68.8 49.6 75.9 75.9: 24.1 24.1
Old : 100.0: 0.8 19.9 6.4 68.8 49.6 75.9 75.9: 24.1 24.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 2 6 5 28 30 34 37:
Old : 41: 2 6 5 28 30 34 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.7 38.0 62.2 54.2 39.5 36.8 49.0 46.2
Old : 46.7 38.0 62.2 54.2 39.5 36.8 49.0 46.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 148,360: 1,305 22,430 11,795 98,189 76,989 111,289 111,214: 37,071 37,146
Old : 148,360: 1,305 22,430 11,795 98,189 76,989 111,289 111,214: 37,071 37,146
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -5,946: 0 -1,173 -20 -4,465 -3,242 -4,485 -4,435: -1,461 -1,511
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 15.1 8.0 66.2 51.9 75.0 75.0: 25.0 25.0
Old : 100.0: 0.9 15.1 8.0 66.2 51.9 75.0 75.0: 25.0 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 : 41: 3 5 5 27 29 33 36:
Old : 41: 3 5 5 27 29 33 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.6 33.8 57.8 49.1 36.9 27.3 42.7 39.8
Old : 43.6 33.8 57.8 49.1 36.9 27.3 42.7 39.8
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, August 11, 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 : 22,840: 2,100 250 0 19,715 21,325 21,815 21,575: 1,025 1,265
Old : 22,840: 2,100 250 0 19,715 21,325 21,815 21,575: 1,025 1,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -750: 0 -50 0 -675 -625 -675 -675: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 1.1 0.0 86.3 93.4 95.5 94.5: 4.5 5.5
Old : 100.0: 9.2 1.1 0.0 86.3 93.4 95.5 94.5: 4.5 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 : 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 : 69.7 81.0 87.8 91.4 61.6 78.0 79.6 82.1
Old : 69.7 81.0 87.8 91.4 61.6 78.0 79.6 82.1
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, August 11, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 68,986: 1,630 3,295 8,385 54,286 52,721 64,301 64,401: 4,685 4,585
Old : 68,986: 1,630 3,295 8,385 54,286 52,721 64,301 64,401: 4,685 4,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,735: -250 -345 -430 -1,100 -1,015 -1,780 -1,790: 45 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 4.8 12.2 78.7 76.4 93.2 93.4: 6.8 6.6
Old : 100.0: 2.4 4.8 12.2 78.7 76.4 93.2 93.4: 6.8 6.6
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 : 26: 2 1 2 15 19 17 22:
Old : 26: 2 1 2 15 19 17 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 : 61.7 49.7 81.8 73.2 42.4 38.1 52.0 49.5
Old : 61.7 49.7 81.8 73.2 42.4 38.1 52.0 49.5
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, August 11, 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 : 58,737: 1,415 2,720 8,760 41,747 40,697 51,922 52,177: 6,815 6,560
Old : 58,737: 1,415 2,720 8,760 41,747 40,697 51,922 52,177: 6,815 6,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -1,980: -240 -320 -305 -1,405 -1,325 -1,950 -1,950: -30 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 4.6 14.9 71.1 69.3 88.4 88.8: 11.6 11.2
Old : 100.0: 2.4 4.6 14.9 71.1 69.3 88.4 88.8: 11.6 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 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 : 52.5 51.3 71.6 71.9 35.8 33.9 44.9 47.8
Old : 52.5 51.3 71.6 71.9 35.8 33.9 44.9 47.8
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, August 11, 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 : 45,167: 6,605 2,220 6,955 27,727 32,582 41,287 41,757: 3,880 3,410
Old : 45,167: 6,605 2,220 6,955 27,727 32,582 41,287 41,757: 3,880 3,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -870: -760 35 550 -530 -1,350 -740 -765: -130 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 4.9 15.4 61.4 72.1 91.4 92.5: 8.6 7.5
Old : 100.0: 14.6 4.9 15.4 61.4 72.1 91.4 92.5: 8.6 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 : 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 : 55.0 51.2 74.8 71.0 36.5 32.6 45.0 44.9
Old : 55.0 51.2 74.8 71.0 36.5 32.6 45.0 44.9
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, August 11, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 50,725: 22,325 2,430 5,125 20,105 40,150 47,555 47,705: 3,170 3,020
Old : 50,725: 22,325 2,430 5,125 20,105 40,150 47,555 47,705: 3,170 3,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -815: -935 -25 810 -245 -1,185 -370 -400: -445 -415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.0 4.8 10.1 39.6 79.2 93.8 94.0: 6.2 6.0
Old : 100.0: 44.0 4.8 10.1 39.6 79.2 93.8 94.0: 6.2 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 75.4 45.4 87.4 71.5 54.3 30.0 57.4 48.5
Old : 75.4 45.4 87.4 71.5 54.3 30.0 57.4 48.5
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, August 11, 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 : 178,414: 9,845 1,760 8,365 129,869 138,593 148,079 148,718: 30,334 29,695
Old : 178,414: 9,845 1,760 8,365 129,869 138,593 148,079 148,718: 30,334 29,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -4,167: -180 -510 465 -3,112 -2,838 -2,827 -2,883: -1,340 -1,283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 1.0 4.7 72.8 77.7 83.0 83.4: 17.0 16.6
Old : 100.0: 5.5 1.0 4.7 72.8 77.7 83.0 83.4: 17.0 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 4 4 29 30 35 35:
Old : 38: 3 4 4 29 30 35 35:
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 : 42.4 48.5 58.8 65.8 26.9 30.6 33.8 34.9
Old : 42.4 48.5 58.8 65.8 26.9 30.6 33.8 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 121,945: 7,915 770 7,935 88,325 95,455 104,175 104,160: 17,770 17,785
Old : 121,945: 7,915 770 7,935 88,325 95,455 104,175 104,160: 17,770 17,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2020 :
: -925: 265 -95 -260 -1,445 -1,070 -1,440 -1,425: 515 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 0.6 6.5 72.4 78.3 85.4 85.4: 14.6 14.6
Old : 100.0: 6.5 0.6 6.5 72.4 78.3 85.4 85.4: 14.6 14.6
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 : 33: 3 2 3 26 27 30 31:
Old : 33: 3 2 3 26 27 30 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 : 39.2 43.4 62.9 63.2 22.3 29.7 31.7 34.9
Old : 39.2 43.4 62.9 63.2 22.3 29.7 31.7 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 14, 2020