ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 89,132: 0 4,405 0 81,996 77,591 81,996 81,996: 7,136 7,136
Old : 89,132: 0 4,405 0 81,996 77,591 81,996 81,996: 7,136 7,136
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 1,386: 0 300 -75 1,439 1,139 1,364 1,364: 22 22
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 0.0 92.0 87.1 92.0 92.0: 8.0 8.0
Old : 100.0: 0.0 4.9 0.0 92.0 87.1 92.0 92.0: 8.0 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 2 0 19 21 19 23:
Old : 29: 0 2 0 19 21 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 78.8 53.0 86.2 79.1 76.5 50.7 80.0 75.1
Old : 78.8 53.0 86.2 79.1 76.5 50.7 80.0 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 74,278: 0 4,960 0 68,668 63,708 68,668 68,668: 5,610 5,610
Old : 74,278: 0 4,960 0 68,668 63,708 68,668 68,668: 5,610 5,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 1,060: 0 0 0 1,060 1,060 1,060 1,060: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.7 0.0 92.4 85.8 92.4 92.4: 7.6 7.6
Old : 100.0: 0.0 6.7 0.0 92.4 85.8 92.4 92.4: 7.6 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 0 19 20 19 21:
Old : 28: 0 1 0 19 20 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 : 79.4 57.5 86.9 79.8 76.8 55.1 79.8 74.9
Old : 79.4 57.5 86.9 79.8 76.8 55.1 79.8 74.9
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, May 26, 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 : 24,130: 2,030 1,020 150 19,375 20,080 21,555 21,250: 2,575 2,880
Old : 24,130: 2,030 1,020 150 19,375 20,080 21,555 21,250: 2,575 2,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: -70: 0 0 0 -70 -70 -70 -70: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 4.2 0.6 80.3 83.2 89.3 88.1: 10.7 11.9
Old : 100.0: 8.4 4.2 0.6 80.3 83.2 89.3 88.1: 10.7 11.9
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 : 21: 4 1 1 10 12 14 14:
Old : 21: 4 1 1 10 12 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.5 52.7 83.0 78.5 59.4 49.4 67.6 70.1
Old : 69.5 52.7 83.0 78.5 59.4 49.4 67.6 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.CENTRL_month_on_dap - NODAL EXCHANGE Code-064CTQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 14,290: 1,625 0 150 11,905 13,650 13,680 13,800: 610 490
Old : 14,290: 1,625 0 150 11,905 13,650 13,680 13,800: 610 490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 780: 0 0 0 780 780 780 780: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 0.0 1.0 83.3 95.5 95.7 96.6: 4.3 3.4
Old : 100.0: 11.4 0.0 1.0 83.3 95.5 95.7 96.6: 4.3 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 1 11 13 13 14:
Old : 20: 2 0 1 11 13 13 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 : 69.3 69.0 87.5 85.8 68.3 67.0 82.8 81.7
Old : 69.3 69.0 87.5 85.8 68.3 67.0 82.8 81.7
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, May 26, 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 : 59,271: 11,620 4,670 4,170 39,498 46,728 55,288 55,568: 3,983 3,703
Old : 59,271: 11,620 4,670 4,170 39,498 46,728 55,288 55,568: 3,983 3,703
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 480: 0 -600 100 -220 380 -120 -120: 600 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 7.9 7.0 66.6 78.8 93.3 93.8: 6.7 6.2
Old : 100.0: 19.6 7.9 7.0 66.6 78.8 93.3 93.8: 6.7 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 2 2 17 17 20 20:
Old : 27: 2 2 2 17 17 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 69.9 78.0 85.3 50.1 64.4 65.0 72.5
Old : 61.4 69.9 78.0 85.3 50.1 64.4 65.0 72.5
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, May 26, 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 : 39,234: 2,765 1,720 3,325 30,810 32,135 36,900 37,180: 2,334 2,054
Old : 39,234: 2,765 1,720 3,325 30,810 32,135 36,900 37,180: 2,334 2,054
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: -250: 0 0 0 -250 -250 -250 -250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 4.4 8.5 78.5 81.9 94.1 94.8: 5.9 5.2
Old : 100.0: 7.0 4.4 8.5 78.5 81.9 94.1 94.8: 5.9 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 3 16 16 19 19:
Old : 24: 1 2 3 16 16 19 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.6 68.8 87.8 83.9 63.6 64.5 73.0 72.9
Old : 73.6 68.8 87.8 83.9 63.6 64.5 73.0 72.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 33,325: 1,010 15,820 90 30,625 16,215 31,725 32,125: 1,600 1,200
Old : 33,325: 1,010 15,820 90 30,625 16,215 31,725 32,125: 1,600 1,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 300: 0 0 0 300 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 47.5 0.3 91.9 48.7 95.2 96.4: 4.8 3.6
Old : 100.0: 3.0 47.5 0.3 91.9 48.7 95.2 96.4: 4.8 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 1 16 15 18 17:
Old : 22: 2 1 1 16 15 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 69.3 82.4 86.3 55.6 60.7 64.5 68.8
Old : 65.8 69.3 82.4 86.3 55.6 60.7 64.5 68.8
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, May 26, 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 : 101,560: 12,955 4,365 2,220 67,675 76,285 82,850 82,870: 18,710 18,690
Old : 101,560: 12,955 4,365 2,220 67,675 76,285 82,850 82,870: 18,710 18,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 615: 400 -25 5 110 535 515 515: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 4.3 2.2 66.6 75.1 81.6 81.6: 18.4 18.4
Old : 100.0: 12.8 4.3 2.2 66.6 75.1 81.6 81.6: 18.4 18.4
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 : 29: 1 3 4 18 22 22 26:
Old : 29: 1 3 4 18 22 22 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.6 50.9 74.6 67.0 52.6 49.5 60.3 57.7
Old : 56.6 50.9 74.6 67.0 52.6 49.5 60.3 57.7
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, May 26, 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 : 97,152: 13,275 7,050 1,625 64,607 70,842 79,507 79,517: 17,645 17,635
Old : 97,152: 13,275 7,050 1,625 64,607 70,842 79,507 79,517: 17,645 17,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 720: 375 0 -40 330 705 665 665: 55 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 7.3 1.7 66.5 72.9 81.8 81.8: 18.2 18.2
Old : 100.0: 13.7 7.3 1.7 66.5 72.9 81.8 81.8: 18.2 18.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 2 4 18 20 22 24:
Old : 28: 2 2 4 18 20 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.6 47.8 74.4 66.5 50.8 46.6 58.6 55.8
Old : 54.6 47.8 74.4 66.5 50.8 46.6 58.6 55.8
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, May 26, 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 : 27,005: 3,410 14,760 1,620 17,289 6,804 22,319 23,184: 4,686 3,821
Old : 27,005: 3,410 14,760 1,620 17,289 6,804 22,319 23,184: 4,686 3,821
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 390: 0 490 0 390 -100 390 390: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 54.7 6.0 64.0 25.2 82.6 85.9: 17.4 14.1
Old : 100.0: 12.6 54.7 6.0 64.0 25.2 82.6 85.9: 17.4 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 5 5 19 13 25 19:
Old : 28: 2 5 5 19 13 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.0 68.3 60.2 77.3 37.7 60.5 57.7 66.1
Old : 39.0 68.3 60.2 77.3 37.7 60.5 57.7 66.1
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, May 26, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 26,595: 3,410 13,225 2,585 16,125 7,170 22,120 22,980: 4,475 3,615
Old : 26,595: 3,410 13,225 2,585 16,125 7,170 22,120 22,980: 4,475 3,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 490: 0 490 0 490 0 490 490: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 49.7 9.7 60.6 27.0 83.2 86.4: 16.8 13.6
Old : 100.0: 12.8 49.7 9.7 60.6 27.0 83.2 86.4: 16.8 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 5 5 19 13 25 19:
Old : 28: 2 5 5 19 13 25 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.3 69.2 61.3 78.5 35.4 58.3 55.4 64.0
Old : 37.3 69.2 61.3 78.5 35.4 58.3 55.4 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 31,158: 11,890 5,465 1,055 15,754 23,024 28,699 29,544: 2,459 1,614
Old : 31,158: 11,890 5,465 1,055 15,754 23,024 28,699 29,544: 2,459 1,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 25: 0 25 0 25 0 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.2 17.5 3.4 50.6 73.9 92.1 94.8: 7.9 5.2
Old : 100.0: 38.2 17.5 3.4 50.6 73.9 92.1 94.8: 7.9 5.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 2 2 13 7 16 10:
Old : 20: 2 2 2 13 7 16 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.9 83.3 86.4 94.4 62.9 68.5 73.0 77.2
Old : 67.9 83.3 86.4 94.4 62.9 68.5 73.0 77.2
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, May 26, 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 : 66,245: 30,445 0 15 33,545 63,865 64,005 63,880: 2,240 2,365
Old : 66,245: 30,445 0 15 33,545 63,865 64,005 63,880: 2,240 2,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 320: -215 0 0 535 320 320 320: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.0 0.0 0.0 50.6 96.4 96.6 96.4: 3.4 3.6
Old : 100.0: 46.0 0.0 0.0 50.6 96.4 96.6 96.4: 3.4 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 0 1 14 13 18 14:
Old : 23: 4 0 1 14 13 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.3 86.8 90.8 94.8 70.2 84.1 89.8 90.1
Old : 70.3 86.8 90.8 94.8 70.2 84.1 89.8 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 67,737: 30,420 0 15 35,127 65,447 65,562 65,462: 2,175 2,275
Old : 67,737: 30,420 0 15 35,127 65,447 65,562 65,462: 2,175 2,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 250: 0 0 0 250 250 250 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.9 0.0 0.0 51.9 96.6 96.8 96.6: 3.2 3.4
Old : 100.0: 44.9 0.0 0.0 51.9 96.6 96.8 96.6: 3.2 3.4
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: 4 0 1 13 12 17 13:
Old : 21: 4 0 1 13 12 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.8 90.5 93.0 95.7 70.4 89.2 92.6 93.5
Old : 70.8 90.5 93.0 95.7 70.4 89.2 92.6 93.5
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, May 26, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 62,415: 25,010 175 1,175 33,515 58,530 59,700 59,880: 2,715 2,535
Old : 62,415: 25,010 175 1,175 33,515 58,530 59,700 59,880: 2,715 2,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 1,910: 1,550 -75 10 400 2,025 1,960 1,960: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.1 0.3 1.9 53.7 93.8 95.7 95.9: 4.3 4.1
Old : 100.0: 40.1 0.3 1.9 53.7 93.8 95.7 95.9: 4.3 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 : 30: 5 1 4 19 12 25 16:
Old : 30: 5 1 4 19 12 25 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 : 60.2 83.2 79.5 93.3 58.0 82.0 77.3 90.0
Old : 60.2 83.2 79.5 93.3 58.0 82.0 77.3 90.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 52,320: 16,560 165 1,235 32,015 48,590 49,810 49,990: 2,510 2,330
Old : 52,320: 16,560 165 1,235 32,015 48,590 49,810 49,990: 2,510 2,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 1,880: 1,550 -75 -20 400 2,025 1,930 1,930: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.7 0.3 2.4 61.2 92.9 95.2 95.5: 4.8 4.5
Old : 100.0: 31.7 0.3 2.4 61.2 92.9 95.2 95.5: 4.8 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 5 1 4 20 12 26 16:
Old : 30: 5 1 4 20 12 26 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 80.7 77.8 92.2 51.7 79.5 75.1 88.8
Old : 54.4 80.7 77.8 92.2 51.7 79.5 75.1 88.8
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, May 26, 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 : 21,100: 2,220 5,050 810 14,690 12,475 17,720 18,335: 3,380 2,765
Old : 21,100: 2,220 5,050 810 14,690 12,475 17,720 18,335: 3,380 2,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 23.9 3.8 69.6 59.1 84.0 86.9: 16.0 13.1
Old : 100.0: 10.5 23.9 3.8 69.6 59.1 84.0 86.9: 16.0 13.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 4 2 13 11 16 16:
Old : 23: 2 4 2 13 11 16 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 : 51.0 65.6 73.9 82.9 44.8 65.4 67.1 77.3
Old : 51.0 65.6 73.9 82.9 44.8 65.4 67.1 77.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 20,170: 3,055 5,175 540 14,120 12,410 17,715 18,125: 2,455 2,045
Old : 20,170: 3,055 5,175 540 14,120 12,410 17,715 18,125: 2,455 2,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 25.7 2.7 70.0 61.5 87.8 89.9: 12.2 10.1
Old : 100.0: 15.1 25.7 2.7 70.0 61.5 87.8 89.9: 12.2 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 4 2 13 9 15 14:
Old : 22: 1 4 2 13 9 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 : 56.4 69.1 78.0 86.9 51.2 69.0 71.6 81.7
Old : 56.4 69.1 78.0 86.9 51.2 69.0 71.6 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 75,995: 18,575 22,340 2,470 49,310 45,755 70,355 70,565: 5,640 5,430
Old : 75,995: 18,575 22,340 2,470 49,310 45,755 70,355 70,565: 5,640 5,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 1,490: 1,000 -500 300 90 1,590 1,390 1,390: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 29.4 3.3 64.9 60.2 92.6 92.9: 7.4 7.1
Old : 100.0: 24.4 29.4 3.3 64.9 60.2 92.6 92.9: 7.4 7.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 2 3 19 13 24 17:
Old : 30: 4 2 3 19 13 24 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 70.3 74.8 84.9 58.3 68.3 70.5 82.4
Old : 62.0 70.3 74.8 84.9 58.3 68.3 70.5 82.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 69,685: 14,470 22,340 2,470 48,205 40,350 65,145 65,160: 4,540 4,525
Old : 69,685: 14,470 22,340 2,470 48,205 40,350 65,145 65,160: 4,540 4,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 1,240: 1,000 -500 300 -310 1,190 990 990: 250 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 32.1 3.5 69.2 57.9 93.5 93.5: 6.5 6.5
Old : 100.0: 20.8 32.1 3.5 69.2 57.9 93.5 93.5: 6.5 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 4 2 3 19 15 24 19:
Old : 30: 4 2 3 19 15 24 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 73.2 74.6 85.1 56.1 71.1 70.0 81.7
Old : 59.7 73.2 74.6 85.1 56.1 71.1 70.0 81.7
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, May 26, 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 : 64,092: 18,140 14,140 4,470 37,381 41,476 59,991 60,086: 4,101 4,006
Old : 64,092: 18,140 14,140 4,470 37,381 41,476 59,991 60,086: 4,101 4,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 905: 525 250 0 430 705 955 955: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 22.1 7.0 58.3 64.7 93.6 93.7: 6.4 6.3
Old : 100.0: 28.3 22.1 7.0 58.3 64.7 93.6 93.7: 6.4 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 2 3 18 13 23 16:
Old : 27: 3 2 3 18 13 23 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.9 70.7 75.8 87.5 52.1 66.9 71.8 80.3
Old : 55.9 70.7 75.8 87.5 52.1 66.9 71.8 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 52,197: 9,035 9,660 5,180 34,894 34,564 49,109 49,404: 3,088 2,793
Old : 52,197: 9,035 9,660 5,180 34,894 34,564 49,109 49,404: 3,088 2,793
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 900: 525 250 0 325 600 850 850: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 18.5 9.9 66.9 66.2 94.1 94.6: 5.9 5.4
Old : 100.0: 17.3 18.5 9.9 66.9 66.2 94.1 94.6: 5.9 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 2 5 18 13 23 18:
Old : 27: 3 2 5 18 13 23 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 65.1 75.4 87.8 47.0 60.3 63.6 73.2
Old : 55.1 65.1 75.4 87.8 47.0 60.3 63.6 73.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 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 : 190,304: 8,526 32,605 9,419 125,711 101,692 143,656 143,716: 46,648 46,588
Old : 190,304: 8,526 32,605 9,419 125,711 101,692 143,656 143,716: 46,648 46,588
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 2,365: -170 2,785 -1,375 3,360 405 1,815 1,815: 550 550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 17.1 4.9 66.1 53.4 75.5 75.5: 24.5 24.5
Old : 100.0: 4.5 17.1 4.9 66.1 53.4 75.5 75.5: 24.5 24.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 43: 2 6 5 30 33 35 41:
Old : 43: 2 6 5 30 33 35 41:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.9 36.6 62.8 49.4 39.1 34.4 50.8 43.6
Old : 44.9 36.6 62.8 49.4 39.1 34.4 50.8 43.6
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, May 26, 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 : 150,658: 7,946 16,200 9,171 96,468 88,029 113,585 113,400: 37,073 37,258
Old : 150,658: 7,946 16,200 9,171 96,468 88,029 113,585 113,400: 37,073 37,258
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 2,370: -410 2,800 -1,255 3,100 -110 1,435 1,435: 935 935
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 10.8 6.1 64.0 58.4 75.4 75.3: 24.6 24.7
Old : 100.0: 5.3 10.8 6.1 64.0 58.4 75.4 75.3: 24.6 24.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 2 6 5 26 29 31 37:
Old : 40: 2 6 5 26 29 31 37:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.2 30.3 60.3 45.3 38.5 26.1 45.8 35.9
Old : 48.2 30.3 60.3 45.3 38.5 26.1 45.8 35.9
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, May 26, 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 : 72,966: 1,385 5,675 7,575 59,231 55,061 68,191 68,311: 4,775 4,655
Old : 72,966: 1,385 5,675 7,575 59,231 55,061 68,191 68,311: 4,775 4,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: -125: 0 -225 0 225 350 225 125: -350 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 7.8 10.4 81.2 75.5 93.5 93.6: 6.5 6.4
Old : 100.0: 1.9 7.8 10.4 81.2 75.5 93.5 93.6: 6.5 6.4
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: 1 2 2 17 20 19 23:
Old : 27: 1 2 2 17 20 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.7 51.3 80.7 73.1 42.5 40.5 54.3 48.8
Old : 59.7 51.3 80.7 73.1 42.5 40.5 54.3 48.8
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, May 26, 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 : 59,809: 1,065 5,725 7,600 45,054 40,514 53,719 53,839: 6,090 5,970
Old : 59,809: 1,065 5,725 7,600 45,054 40,514 53,719 53,839: 6,090 5,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 185: 50 -825 600 -395 480 255 255: -70 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 9.6 12.7 75.3 67.7 89.8 90.0: 10.2 10.0
Old : 100.0: 1.8 9.6 12.7 75.3 67.7 89.8 90.0: 10.2 10.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 2 19 20 21 23:
Old : 25: 1 2 2 19 20 21 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.1 55.6 72.6 76.0 33.7 37.1 44.8 45.3
Old : 51.1 55.6 72.6 76.0 33.7 37.1 44.8 45.3
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, May 26, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 41,725: 16,295 0 3,730 17,905 34,760 37,930 38,490: 3,795 3,235
Old : 41,725: 16,295 0 3,730 17,905 34,760 37,930 38,490: 3,795 3,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 5: -780 0 0 595 -125 -185 -125: 190 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.1 0.0 8.9 42.9 83.3 90.9 92.2: 9.1 7.8
Old : 100.0: 39.1 0.0 8.9 42.9 83.3 90.9 92.2: 9.1 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 0 3 16 18 20 21:
Old : 26: 4 0 3 16 18 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.3 54.9 74.5 73.0 51.9 45.8 56.4 58.4
Old : 60.3 54.9 74.5 73.0 51.9 45.8 56.4 58.4
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, May 26, 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 : 51,400: 33,045 230 2,600 13,855 46,730 49,500 49,560: 1,900 1,840
Old : 51,400: 33,045 230 2,600 13,855 46,730 49,500 49,560: 1,900 1,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 860: -780 50 175 990 160 385 385: 475 475
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 64.3 0.4 5.1 27.0 90.9 96.3 96.4: 3.7 3.6
Old : 100.0: 64.3 0.4 5.1 27.0 90.9 96.3 96.4: 3.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 3 15 18 18 21:
Old : 24: 2 1 3 15 18 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.2 61.4 90.0 81.4 74.3 51.9 76.8 70.4
Old : 81.2 61.4 90.0 81.4 74.3 51.9 76.8 70.4
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, May 26, 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 : 178,761: 9,070 9,300 6,185 133,463 134,557 148,718 150,042: 30,043 28,719
Old : 178,761: 9,070 9,300 6,185 133,463 134,557 148,718 150,042: 30,043 28,719
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 2,043: 75 1,245 -100 2,353 1,209 2,328 2,354: -285 -310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 5.2 3.5 74.7 75.3 83.2 83.9: 16.8 16.1
Old : 100.0: 5.1 5.2 3.5 74.7 75.3 83.2 83.9: 16.8 16.1
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 : 35: 3 2 2 27 29 32 31:
Old : 35: 3 2 2 27 29 32 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 40.9 50.1 57.1 67.8 23.5 30.5 33.1 35.7
Old : 40.9 50.1 57.1 67.8 23.5 30.5 33.1 35.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 117,710: 3,600 4,890 9,065 88,540 87,190 101,205 101,145: 16,505 16,565
Old : 117,710: 3,600 4,890 9,065 88,540 87,190 101,205 101,145: 16,505 16,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 135: 75 2,195 -780 1,130 -1,560 425 -145: -290 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.1 4.2 7.7 75.2 74.1 86.0 85.9: 14.0 14.1
Old : 100.0: 3.1 4.2 7.7 75.2 74.1 86.0 85.9: 14.0 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 2 2 3 25 25 29 28:
Old : 31: 2 2 3 25 25 29 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.8 46.7 62.7 67.6 27.5 31.7 39.3 42.2
Old : 39.8 46.7 62.7 67.6 27.5 31.7 39.3 42.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 28,350: 4,705 300 945 21,435 25,850 27,085 27,095: 1,265 1,255
Old : 28,350: 4,705 300 945 21,435 25,850 27,085 27,095: 1,265 1,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 60: 0 0 0 60 60 60 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.6 1.1 3.3 75.6 91.2 95.5 95.6: 4.5 4.4
Old : 100.0: 16.6 1.1 3.3 75.6 91.2 95.5 95.6: 4.5 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 : 21: 2 1 2 15 12 17 15:
Old : 21: 2 1 2 15 12 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 80.1 83.6 91.2 59.6 74.5 78.4 83.8
Old : 61.2 80.1 83.6 91.2 59.6 74.5 78.4 83.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 26, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 28,635: 4,420 300 500 22,005 26,165 26,925 26,965: 1,710 1,670
Old : 28,635: 4,420 300 500 22,005 26,165 26,925 26,965: 1,710 1,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 19, 2020 :
: 60: 0 0 0 60 60 60 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 1.0 1.7 76.8 91.4 94.0 94.2: 6.0 5.8
Old : 100.0: 15.4 1.0 1.7 76.8 91.4 94.0 94.2: 6.0 5.8
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: 2 1 1 15 12 17 14:
Old : 21: 2 1 1 15 12 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 81.0 83.3 91.5 64.9 76.3 79.6 85.4
Old : 65.1 81.0 83.3 91.5 64.9 76.3 79.6 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 29, 2020