ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 70,783: 0 2,078 455 60,657 58,599 61,112 61,132: 9,671 9,651
Old : 70,783: 0 2,078 455 60,657 58,599 61,112 61,132: 9,671 9,651
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 2,677: 0 575 -20 2,021 1,446 2,001 2,001: 676 676
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.9 0.6 85.7 82.8 86.3 86.4: 13.7 13.6
Old : 100.0: 0.0 2.9 0.6 85.7 82.8 86.3 86.4: 13.7 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: 0 3 1 18 20 19 23:
Old : 28: 0 3 1 18 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 : 72.6 52.8 82.1 73.0 67.0 52.4 72.9 66.6
Old : 72.6 52.8 82.1 73.0 67.0 52.4 72.9 66.6
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 - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 59,124: 0 1,955 305 50,329 48,379 50,634 50,639: 8,490 8,485
Old : 59,124: 0 1,955 305 50,329 48,379 50,634 50,639: 8,490 8,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 1,383: 0 125 0 803 678 803 803: 580 580
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 0.5 85.1 81.8 85.6 85.6: 14.4 14.4
Old : 100.0: 0.0 3.3 0.5 85.1 81.8 85.6 85.6: 14.4 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 1 16 18 17 20:
Old : 24: 0 2 1 16 18 17 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 : 73.4 55.1 80.8 72.8 70.8 54.2 74.7 68.9
Old : 73.4 55.1 80.8 72.8 70.8 54.2 74.7 68.9
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 - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 27,070: 2,290 2,050 50 22,173 22,258 24,513 24,358: 2,557 2,712
Old : 27,070: 2,290 2,050 50 22,173 22,258 24,513 24,358: 2,557 2,712
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 7.6 0.2 81.9 82.2 90.6 90.0: 9.4 10.0
Old : 100.0: 8.5 7.6 0.2 81.9 82.2 90.6 90.0: 9.4 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 : 23: 3 2 1 12 15 15 18:
Old : 23: 3 2 1 12 15 15 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 : 71.3 49.6 84.4 75.8 63.1 46.1 69.3 66.8
Old : 71.3 49.6 84.4 75.8 63.1 46.1 69.3 66.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Commitments of Traders - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 23,580: 2,180 1,670 110 19,195 19,550 21,485 21,330: 2,095 2,250
Old : 23,580: 2,180 1,670 110 19,195 19,550 21,485 21,330: 2,095 2,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 7.1 0.5 81.4 82.9 91.1 90.5: 8.9 9.5
Old : 100.0: 9.2 7.1 0.5 81.4 82.9 91.1 90.5: 8.9 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 3 2 2 11 17 16 19:
Old : 23: 3 2 2 11 17 16 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 : 71.8 47.7 87.1 73.3 58.5 45.1 62.7 60.8
Old : 71.8 47.7 87.1 73.3 58.5 45.1 62.7 60.8
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 - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 48,447: 10,920 685 5,470 29,020 39,435 45,410 45,590: 3,037 2,857
Old : 48,447: 10,920 685 5,470 29,020 39,435 45,410 45,590: 3,037 2,857
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 1,655: -1,000 0 870 1,720 780 1,590 1,650: 65 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 1.4 11.3 59.9 81.4 93.7 94.1: 6.3 5.9
Old : 100.0: 22.5 1.4 11.3 59.9 81.4 93.7 94.1: 6.3 5.9
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 : 26: 2 1 3 17 22 20 25:
Old : 26: 2 1 3 17 22 20 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 67.0 78.0 80.2 43.3 48.8 50.0 52.6
Old : 62.3 67.0 78.0 80.2 43.3 48.8 50.0 52.6
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 - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 26,565: 3,700 630 4,335 15,984 19,414 24,019 24,379: 2,546 2,186
Old : 26,565: 3,700 630 4,335 15,984 19,414 24,019 24,379: 2,546 2,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 115: -970 0 200 680 -200 -90 0: 205 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.9 2.4 16.3 60.2 73.1 90.4 91.8: 9.6 8.2
Old : 100.0: 13.9 2.4 16.3 60.2 73.1 90.4 91.8: 9.6 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 : 22: 1 2 3 13 17 16 20:
Old : 22: 1 2 3 13 17 16 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 : 64.7 70.5 80.1 82.9 49.4 54.8 56.8 58.8
Old : 64.7 70.5 80.1 82.9 49.4 54.8 56.8 58.8
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 - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 26,660: 160 12,000 2,145 22,700 11,010 25,005 25,155: 1,655 1,505
Old : 26,660: 160 12,000 2,145 22,700 11,010 25,005 25,155: 1,655 1,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 835: -100 120 90 305 -95 295 115: 540 720
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 45.0 8.0 85.1 41.3 93.8 94.4: 6.2 5.6
Old : 100.0: 0.6 45.0 8.0 85.1 41.3 93.8 94.4: 6.2 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 2 18 15 20 17:
Old : 22: 1 1 2 18 15 20 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 : 60.3 78.3 81.1 88.4 43.5 52.9 52.1 55.6
Old : 60.3 78.3 81.1 88.4 43.5 52.9 52.1 55.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 95,155: 12,560 2,790 2,110 61,785 71,065 76,455 75,965: 18,700 19,190
Old : 95,155: 12,560 2,790 2,110 61,785 71,065 76,455 75,965: 18,700 19,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 420: 120 55 -25 305 370 400 400: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 2.9 2.2 64.9 74.7 80.3 79.8: 19.7 20.2
Old : 100.0: 13.2 2.9 2.2 64.9 74.7 80.3 79.8: 19.7 20.2
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 : 33: 2 5 3 20 25 23 32:
Old : 33: 2 5 3 20 25 23 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 49.0 69.2 63.1 46.5 48.2 58.5 57.1
Old : 52.0 49.0 69.2 63.1 46.5 48.2 58.5 57.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Commitments of Traders - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 90,633: 10,930 2,680 2,280 59,766 67,456 72,976 72,416: 17,657 18,217
Old : 90,633: 10,930 2,680 2,280 59,766 67,456 72,976 72,416: 17,657 18,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -55: 0 -90 95 -115 -25 -20 -20: -35 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.1 3.0 2.5 65.9 74.4 80.5 79.9: 19.5 20.1
Old : 100.0: 12.1 3.0 2.5 65.9 74.4 80.5 79.9: 19.5 20.1
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 : 32: 1 5 3 20 24 23 30:
Old : 32: 1 5 3 20 24 23 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.0 47.6 69.2 62.8 48.7 46.8 58.6 55.8
Old : 54.0 47.6 69.2 62.8 48.7 46.8 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 - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 26,525: 3,410 11,280 845 18,150 11,330 22,405 23,455: 4,120 3,070
Old : 26,525: 3,410 11,280 845 18,150 11,330 22,405 23,455: 4,120 3,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 200: 50 125 0 150 75 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 42.5 3.2 68.4 42.7 84.5 88.4: 15.5 11.6
Old : 100.0: 12.9 42.5 3.2 68.4 42.7 84.5 88.4: 15.5 11.6
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: 3 6 4 18 11 24 18:
Old : 28: 3 6 4 18 11 24 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 : 38.2 59.3 59.7 77.8 36.6 51.8 54.9 63.1
Old : 38.2 59.3 59.7 77.8 36.6 51.8 54.9 63.1
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 - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 27,625: 4,430 11,400 1,825 16,607 11,372 22,862 24,597: 4,763 3,028
Old : 27,625: 4,430 11,400 1,825 16,607 11,372 22,862 24,597: 4,763 3,028
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 225: 75 150 0 150 75 225 225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 41.3 6.6 60.1 41.2 82.8 89.0: 17.2 11.0
Old : 100.0: 16.0 41.3 6.6 60.1 41.2 82.8 89.0: 17.2 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 5 4 16 11 22 18:
Old : 26: 4 5 4 16 11 22 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.1 61.5 60.3 78.2 35.1 55.3 53.0 63.6
Old : 38.1 61.5 60.3 78.2 35.1 55.3 53.0 63.6
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 - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 28,363: 9,265 7,320 450 15,105 17,360 24,820 25,130: 3,543 3,233
Old : 28,363: 9,265 7,320 450 15,105 17,360 24,820 25,130: 3,543 3,233
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -10: -25 -25 0 152 62 127 37: -137 -47
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.7 25.8 1.6 53.3 61.2 87.5 88.6: 12.5 11.4
Old : 100.0: 32.7 25.8 1.6 53.3 61.2 87.5 88.6: 12.5 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 4 3 15 8 18 13:
Old : 24: 1 4 3 15 8 18 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 : 64.7 76.5 82.8 86.5 63.4 72.7 78.4 81.6
Old : 64.7 76.5 82.8 86.5 63.4 72.7 78.4 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ
Commitments of Traders - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 27,563: 9,265 7,180 440 14,799 17,124 24,504 24,744: 3,059 2,819
Old : 27,563: 9,265 7,180 440 14,799 17,124 24,504 24,744: 3,059 2,819
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -20: -25 -25 0 118 58 93 33: -113 -53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.6 26.0 1.6 53.7 62.1 88.9 89.8: 11.1 10.2
Old : 100.0: 33.6 26.0 1.6 53.7 62.1 88.9 89.8: 11.1 10.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 4 3 14 7 17 12:
Old : 23: 1 4 3 14 7 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.6 78.3 83.3 88.1 63.9 74.7 80.3 83.5
Old : 65.6 78.3 83.3 88.1 63.9 74.7 80.3 83.5
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 - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 57,441: 28,385 0 0 24,823 53,083 53,208 53,083: 4,233 4,358
Old : 57,441: 28,385 0 0 24,823 53,083 53,208 53,083: 4,233 4,358
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 990: 190 0 0 775 965 965 965: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.4 0.0 0.0 43.2 92.4 92.6 92.4: 7.4 7.6
Old : 100.0: 49.4 0.0 0.0 43.2 92.4 92.6 92.4: 7.4 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 0 0 13 16 18 16:
Old : 24: 5 0 0 13 16 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 : 63.6 80.8 84.4 89.1 62.6 77.7 80.8 84.6
Old : 63.6 80.8 84.4 89.1 62.6 77.7 80.8 84.6
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 - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 56,622: 27,840 0 0 24,277 51,770 52,117 51,770: 4,505 4,852
Old : 56,622: 27,840 0 0 24,277 51,770 52,117 51,770: 4,505 4,852
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 935: 140 0 0 555 445 695 445: 240 490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.2 0.0 0.0 42.9 91.4 92.0 91.4: 8.0 8.6
Old : 100.0: 49.2 0.0 0.0 42.9 91.4 92.0 91.4: 8.0 8.6
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: 4 0 0 13 15 17 15:
Old : 22: 4 0 0 13 15 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 : 63.3 81.7 87.7 88.8 62.4 81.6 84.7 87.5
Old : 63.3 81.7 87.7 88.8 62.4 81.6 84.7 87.5
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 - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 63,685: 32,080 75 1,340 26,510 58,695 59,930 60,110: 3,755 3,575
Old : 63,685: 32,080 75 1,340 26,510 58,695 59,930 60,110: 3,755 3,575
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 175: 125 0 0 50 175 175 175: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.4 0.1 2.1 41.6 92.2 94.1 94.4: 5.9 5.6
Old : 100.0: 50.4 0.1 2.1 41.6 92.2 94.1 94.4: 5.9 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 33: 7 1 2 18 14 25 17:
Old : 33: 7 1 2 18 14 25 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 : 57.3 76.2 77.6 89.2 55.2 75.6 73.8 85.1
Old : 57.3 76.2 77.6 89.2 55.2 75.6 73.8 85.1
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 - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 62,855: 31,275 0 1,590 26,520 57,975 59,385 59,565: 3,470 3,290
Old : 62,855: 31,275 0 1,590 26,520 57,975 59,385 59,565: 3,470 3,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: -30: -80 0 0 30 -50 -50 -50: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.8 0.0 2.5 42.2 92.2 94.5 94.8: 5.5 5.2
Old : 100.0: 49.8 0.0 2.5 42.2 92.2 94.5 94.8: 5.5 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 : 32: 7 0 2 18 14 25 16:
Old : 32: 7 0 2 18 14 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 : 57.0 75.0 77.5 89.3 54.5 74.2 73.6 83.7
Old : 57.0 75.0 77.5 89.3 54.5 74.2 73.6 83.7
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 - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 19,450: 1,860 5,785 330 16,315 12,460 18,505 18,575: 945 875
Old : 19,450: 1,860 5,785 330 16,315 12,460 18,505 18,575: 945 875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 1,105: 50 -50 0 1,055 1,155 1,105 1,105: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 29.7 1.7 83.9 64.1 95.1 95.5: 4.9 4.5
Old : 100.0: 9.6 29.7 1.7 83.9 64.1 95.1 95.5: 4.9 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 : 23: 2 4 1 15 11 17 16:
Old : 23: 2 4 1 15 11 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 60.3 80.1 87.5 44.1 57.3 62.2 70.0
Old : 56.4 60.3 80.1 87.5 44.1 57.3 62.2 70.0
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 - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 18,895: 2,645 5,785 205 14,285 12,055 17,135 18,045: 1,760 850
Old : 18,895: 2,645 5,785 205 14,285 12,055 17,135 18,045: 1,760 850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 1,105: 50 -50 0 1,055 1,155 1,105 1,105: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 30.6 1.1 75.6 63.8 90.7 95.5: 9.3 4.5
Old : 100.0: 14.0 30.6 1.1 75.6 63.8 90.7 95.5: 9.3 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 : 22: 2 4 1 14 11 16 16:
Old : 22: 2 4 1 14 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 : 59.5 60.1 81.0 88.1 48.5 59.0 63.2 72.1
Old : 59.5 60.1 81.0 88.1 48.5 59.0 63.2 72.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Commitments of Traders - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 69,630: 20,145 21,150 2,370 42,050 41,150 64,565 64,670: 5,065 4,960
Old : 69,630: 20,145 21,150 2,370 42,050 41,150 64,565 64,670: 5,065 4,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 25: -265 0 0 290 25 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 30.4 3.4 60.4 59.1 92.7 92.9: 7.3 7.1
Old : 100.0: 28.9 30.4 3.4 60.4 59.1 92.7 92.9: 7.3 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 : 32: 7 2 5 14 16 23 21:
Old : 32: 7 2 5 14 16 23 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 : 60.6 64.4 75.0 81.7 59.0 63.0 73.2 79.0
Old : 60.6 64.4 75.0 81.7 59.0 63.0 73.2 79.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Commitments of Traders - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 66,590: 17,475 21,150 2,605 41,560 37,990 61,640 61,745: 4,950 4,845
Old : 66,590: 17,475 21,150 2,605 41,560 37,990 61,640 61,745: 4,950 4,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 25: -265 0 0 290 25 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 31.8 3.9 62.4 57.1 92.6 92.7: 7.4 7.3
Old : 100.0: 26.2 31.8 3.9 62.4 57.1 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 : 32: 7 2 4 15 18 24 22:
Old : 32: 7 2 4 15 18 24 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 : 59.5 66.1 74.1 81.2 57.4 64.6 70.4 78.4
Old : 59.5 66.1 74.1 81.2 57.4 64.6 70.4 78.4
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 - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 55,798: 12,615 14,640 2,365 38,352 36,677 53,332 53,682: 2,466 2,116
Old : 55,798: 12,615 14,640 2,365 38,352 36,677 53,332 53,682: 2,466 2,116
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 275: 100 220 0 175 55 275 275: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 26.2 4.2 68.7 65.7 95.6 96.2: 4.4 3.8
Old : 100.0: 22.6 26.2 4.2 68.7 65.7 95.6 96.2: 4.4 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 34: 4 3 1 23 16 27 20:
Old : 34: 4 3 1 23 16 27 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 : 49.8 74.5 76.2 90.7 45.4 70.6 69.5 81.4
Old : 49.8 74.5 76.2 90.7 45.4 70.6 69.5 81.4
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 - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 46,899: 8,415 10,900 2,895 34,359 32,014 45,669 45,809: 1,230 1,090
Old : 46,899: 8,415 10,900 2,895 34,359 32,014 45,669 45,809: 1,230 1,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 135: -50 -90 -10 295 335 235 235: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 23.2 6.2 73.3 68.3 97.4 97.7: 2.6 2.3
Old : 100.0: 17.9 23.2 6.2 73.3 68.3 97.4 97.7: 2.6 2.3
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 : 33: 4 3 3 23 16 28 21:
Old : 33: 4 3 3 23 16 28 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 : 52.8 69.4 76.3 90.3 47.5 64.0 68.5 78.1
Old : 52.8 69.4 76.3 90.3 47.5 64.0 68.5 78.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Commitments of Traders - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 168,150: 6,039 29,205 8,655 126,137 102,971 140,831 140,831: 27,319 27,319
Old : 168,150: 6,039 29,205 8,655 126,137 102,971 140,831 140,831: 27,319 27,319
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 8,100: 2,455 1,810 -30 4,629 5,274 7,054 7,054: 1,046 1,046
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 17.4 5.1 75.0 61.2 83.8 83.8: 16.2 16.2
Old : 100.0: 3.6 17.4 5.1 75.0 61.2 83.8 83.8: 16.2 16.2
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 : 44: 2 9 6 28 30 34 41:
Old : 44: 2 9 6 28 30 34 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 : 55.8 35.2 70.1 52.1 50.3 32.6 57.8 44.8
Old : 55.8 35.2 70.1 52.1 50.3 32.6 57.8 44.8
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 - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 148,744: 8,899 30,160 8,720 110,932 89,671 128,551 128,551: 20,193 20,193
Old : 148,744: 8,899 30,160 8,720 110,932 89,671 128,551 128,551: 20,193 20,193
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 3,300: 2,555 1,865 -5 -209 481 2,341 2,341: 959 959
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 20.3 5.9 74.6 60.3 86.4 86.4: 13.6 13.6
Old : 100.0: 6.0 20.3 5.9 74.6 60.3 86.4 86.4: 13.6 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 : 42: 3 7 7 25 29 32 39:
Old : 42: 3 7 7 25 29 32 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 40.8 71.8 56.7 50.7 38.5 59.9 51.6
Old : 58.0 40.8 71.8 56.7 50.7 38.5 59.9 51.6
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 - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 58,660: 25 10,115 3,015 50,510 40,425 53,550 53,555: 5,110 5,105
Old : 58,660: 25 10,115 3,015 50,510 40,425 53,550 53,555: 5,110 5,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 1,135: 0 -150 150 920 1,070 1,070 1,070: 65 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 17.2 5.1 86.1 68.9 91.3 91.3: 8.7 8.7
Old : 100.0: 0.0 17.2 5.1 86.1 68.9 91.3 91.3: 8.7 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 4 2 17 18 20 22:
Old : 27: 1 4 2 17 18 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 : 62.1 48.2 79.7 69.3 58.4 44.9 67.3 58.6
Old : 62.1 48.2 79.7 69.3 58.4 44.9 67.3 58.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Commitments of Traders - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 49,985: 0 9,240 3,565 42,210 32,990 45,775 45,795: 4,210 4,190
Old : 49,985: 0 9,240 3,565 42,210 32,990 45,775 45,795: 4,210 4,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 300: 0 -150 150 200 350 350 350: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 18.5 7.1 84.4 66.0 91.6 91.6: 8.4 8.4
Old : 100.0: 0.0 18.5 7.1 84.4 66.0 91.6 91.6: 8.4 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 3 2 18 21 20 24:
Old : 25: 0 3 2 18 21 20 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.3 49.7 75.5 72.3 53.8 42.8 63.6 55.2
Old : 57.3 49.7 75.5 72.3 53.8 42.8 63.6 55.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Commitments of Traders - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 37,405: 14,555 0 1,115 19,615 34,520 35,285 35,635: 2,120 1,770
Old : 37,405: 14,555 0 1,115 19,615 34,520 35,285 35,635: 2,120 1,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 230: -55 -25 55 230 200 230 230: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.9 0.0 3.0 52.4 92.3 94.3 95.3: 5.7 4.7
Old : 100.0: 38.9 0.0 3.0 52.4 92.3 94.3 95.3: 5.7 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 5 0 4 14 18 19 22:
Old : 25: 5 0 4 14 18 19 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 : 56.2 74.8 75.5 86.5 53.0 63.0 66.4 73.3
Old : 56.2 74.8 75.5 86.5 53.0 63.0 66.4 73.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Commitments of Traders - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 46,115: 26,100 0 1,610 16,660 42,720 44,370 44,330: 1,745 1,785
Old : 46,115: 26,100 0 1,610 16,660 42,720 44,370 44,330: 1,745 1,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 315: -60 0 30 315 285 285 315: 30 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.6 0.0 3.5 36.1 92.6 96.2 96.1: 3.8 3.9
Old : 100.0: 56.6 0.0 3.5 36.1 92.6 96.2 96.1: 3.8 3.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 0 3 11 13 14 16:
Old : 20: 3 0 3 11 13 14 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 : 72.9 77.4 89.7 90.5 66.6 65.4 76.1 76.9
Old : 72.9 77.4 89.7 90.5 66.6 65.4 76.1 76.9
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 - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 120,222: 10,070 11,535 3,155 86,910 85,445 100,135 100,135: 20,087 20,087
Old : 120,222: 10,070 11,535 3,155 86,910 85,445 100,135 100,135: 20,087 20,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 655: 575 70 25 125 630 725 725: -70 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 9.6 2.6 72.3 71.1 83.3 83.3: 16.7 16.7
Old : 100.0: 8.4 9.6 2.6 72.3 71.1 83.3 83.3: 16.7 16.7
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 : 37: 4 2 4 29 27 35 31:
Old : 37: 4 2 4 29 27 35 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 : 35.5 40.4 53.2 59.2 29.5 30.8 36.8 39.6
Old : 35.5 40.4 53.2 59.2 29.5 30.8 36.8 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 98,049: 7,355 5,785 7,995 68,274 69,974 83,624 83,754: 14,425 14,295
Old : 98,049: 7,355 5,785 7,995 68,274 69,974 83,624 83,754: 14,425 14,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 735: 30 -30 30 575 605 635 605: 100 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 5.9 8.2 69.6 71.4 85.3 85.4: 14.7 14.6
Old : 100.0: 7.5 5.9 8.2 69.6 71.4 85.3 85.4: 14.7 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: 1 3 3 26 28 30 31:
Old : 33: 1 3 3 26 28 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 : 43.7 43.8 62.3 63.0 33.4 30.5 41.6 40.3
Old : 43.7 43.8 62.3 63.0 33.4 30.5 41.6 40.3
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 - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 32,325: 5,820 300 580 23,380 28,960 29,780 29,840: 2,545 2,485
Old : 32,325: 5,820 300 580 23,380 28,960 29,780 29,840: 2,545 2,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.0 0.9 1.8 72.3 89.6 92.1 92.3: 7.9 7.7
Old : 100.0: 18.0 0.9 1.8 72.3 89.6 92.1 92.3: 7.9 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 1 13 12 15 14:
Old : 20: 2 1 1 13 12 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 : 62.4 73.6 81.5 86.5 62.3 69.7 74.8 77.1
Old : 62.4 73.6 81.5 86.5 62.3 69.7 74.8 77.1
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 - Futures Only, November 26, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 31,265: 4,450 495 510 24,140 28,105 29,100 29,110: 2,165 2,155
Old : 31,265: 4,450 495 510 24,140 28,105 29,100 29,110: 2,165 2,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 19, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 1.6 1.6 77.2 89.9 93.1 93.1: 6.9 6.9
Old : 100.0: 14.2 1.6 1.6 77.2 89.9 93.1 93.1: 6.9 6.9
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 1 2 13 11 15 14:
Old : 20: 2 1 2 13 11 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 : 63.7 73.0 81.4 87.3 63.6 67.6 74.2 76.5
Old : 63.7 73.0 81.4 87.3 63.6 67.6 74.2 76.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 02, 2019