ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 39,319: 0 2,365 990 33,854 31,569 34,844 34,924: 4,475 4,395
Old : 39,319: 0 2,365 990 33,854 31,569 34,844 34,924: 4,475 4,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 155: 0 -200 0 75 275 75 75: 80 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.0 2.5 86.1 80.3 88.6 88.8: 11.4 11.2
Old : 100.0: 0.0 6.0 2.5 86.1 80.3 88.6 88.8: 11.4 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 1 1 17 20 18 21:
Old : 24: 0 1 1 17 20 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.3 44.7 84.4 71.1 72.3 43.4 74.3 64.9
Old : 75.3 44.7 84.4 71.1 72.3 43.4 74.3 64.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 35,882: 0 2,115 535 31,827 29,880 32,362 32,530: 3,520 3,352
Old : 35,882: 0 2,115 535 31,827 29,880 32,362 32,530: 3,520 3,352
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 200: 0 0 0 275 275 275 275: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 5.9 1.5 88.7 83.3 90.2 90.7: 9.8 9.3
Old : 100.0: 0.0 5.9 1.5 88.7 83.3 90.2 90.7: 9.8 9.3
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 : 23: 0 1 1 14 21 15 22:
Old : 23: 0 1 1 14 21 15 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 : 77.8 43.3 86.6 72.9 74.9 42.8 78.4 66.6
Old : 77.8 43.3 86.6 72.9 74.9 42.8 78.4 66.6
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 28, 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 : 24,113: 1,100 1,660 555 20,341 19,521 21,996 21,736: 2,117 2,377
Old : 24,113: 1,100 1,660 555 20,341 19,521 21,996 21,736: 2,117 2,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 6.9 2.3 84.4 81.0 91.2 90.1: 8.8 9.9
Old : 100.0: 4.6 6.9 2.3 84.4 81.0 91.2 90.1: 8.8 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 4 1 4 12 12 17 16:
Old : 20: 4 1 4 12 12 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 : 75.7 59.9 86.6 82.3 70.9 56.8 76.2 75.1
Old : 75.7 59.9 86.6 82.3 70.9 56.8 76.2 75.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 25,014: 0 1,995 5,860 18,313 16,318 24,173 24,173: 841 841
Old : 25,014: 0 1,995 5,860 18,313 16,318 24,173 24,173: 841 841
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 45: 0 1,010 -800 828 -182 28 28: 17 17
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.0 23.4 73.2 65.2 96.6 96.6: 3.4 3.4
Old : 100.0: 0.0 8.0 23.4 73.2 65.2 96.6 96.6: 3.4 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: 0 2 2 14 17 16 19:
Old : 21: 0 2 2 14 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 : 65.8 63.8 84.0 80.6 32.7 27.5 38.3 36.6
Old : 65.8 63.8 84.0 80.6 32.7 27.5 38.3 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 22,074: 2,540 1,080 5,930 12,847 14,307 21,317 21,317: 757 757
Old : 22,074: 2,540 1,080 5,930 12,847 14,307 21,317 21,317: 757 757
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 1,365: 600 0 0 765 1,365 1,365 1,365: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 4.9 26.9 58.2 64.8 96.6 96.6: 3.4 3.4
Old : 100.0: 11.5 4.9 26.9 58.2 64.8 96.6 96.6: 3.4 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: 1 1 2 12 16 14 18:
Old : 20: 1 1 2 12 16 14 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 : 74.1 67.1 92.0 83.7 26.3 21.8 33.5 31.8
Old : 74.1 67.1 92.0 83.7 26.3 21.8 33.5 31.8
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 28, 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 : 72,808: 14,005 4,970 3,210 43,801 52,353 61,016 60,533: 11,792 12,275
Old : 72,808: 14,005 4,970 3,210 43,801 52,353 61,016 60,533: 11,792 12,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 845: 1,620 0 -500 -260 1,360 860 860: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 6.8 4.4 60.2 71.9 83.8 83.1: 16.2 16.9
Old : 100.0: 19.2 6.8 4.4 60.2 71.9 83.8 83.1: 16.2 16.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 3 2 16 24 18 29:
Old : 30: 2 3 2 16 24 18 29:
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 : 67.6 44.3 78.6 60.5 63.9 44.3 69.9 58.6
Old : 67.6 44.3 78.6 60.5 63.9 44.3 69.9 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_dap - NODAL EXCHANGE Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 70,268: 11,530 5,120 4,555 43,322 49,161 59,407 58,836: 10,861 11,432
Old : 70,268: 11,530 5,120 4,555 43,322 49,161 59,407 58,836: 10,861 11,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 650: 695 -800 300 -260 1,235 735 735: -85 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 7.3 6.5 61.7 70.0 84.5 83.7: 15.5 16.3
Old : 100.0: 16.4 7.3 6.5 61.7 70.0 84.5 83.7: 15.5 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 3 2 17 23 19 28:
Old : 30: 2 3 2 17 23 19 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 : 66.8 47.3 78.2 62.2 61.8 47.2 66.7 59.1
Old : 66.8 47.3 78.2 62.2 61.8 47.2 66.7 59.1
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 28, 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 : 25,792: 895 9,970 2,095 19,015 10,465 22,005 22,530: 3,787 3,262
Old : 25,792: 895 9,970 2,095 19,015 10,465 22,005 22,530: 3,787 3,262
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 200: 300 450 -175 75 -75 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 38.7 8.1 73.7 40.6 85.3 87.4: 14.7 12.6
Old : 100.0: 3.5 38.7 8.1 73.7 40.6 85.3 87.4: 14.7 12.6
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 : 27: 2 5 3 18 10 22 16:
Old : 27: 2 5 3 18 10 22 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.0 68.9 66.3 82.2 42.5 61.8 61.2 71.5
Old : 44.0 68.9 66.3 82.2 42.5 61.8 61.2 71.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 24,162: 1,195 8,505 2,670 16,602 9,962 20,467 21,137: 3,695 3,025
Old : 24,162: 1,195 8,505 2,670 16,602 9,962 20,467 21,137: 3,695 3,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 500: 390 540 35 75 -75 500 500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 35.2 11.1 68.7 41.2 84.7 87.5: 15.3 12.5
Old : 100.0: 4.9 35.2 11.1 68.7 41.2 84.7 87.5: 15.3 12.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 5 3 17 8 21 14:
Old : 25: 2 5 3 17 8 21 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 : 43.3 69.2 67.6 83.4 40.3 63.9 59.3 69.7
Old : 43.3 69.2 67.6 83.4 40.3 63.9 59.3 69.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 43,263: 21,155 0 25 17,023 37,936 38,203 37,961: 5,060 5,302
Old : 43,263: 21,155 0 25 17,023 37,936 38,203 37,961: 5,060 5,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 1,065: 695 0 0 45 740 740 740: 325 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.9 0.0 0.1 39.3 87.7 88.3 87.7: 11.7 12.3
Old : 100.0: 48.9 0.0 0.1 39.3 87.7 88.3 87.7: 11.7 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 5 0 1 12 18 17 19:
Old : 26: 5 0 1 12 18 17 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 : 58.0 76.5 77.4 84.0 56.5 76.5 74.6 81.7
Old : 58.0 76.5 77.4 84.0 56.5 76.5 74.6 81.7
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 28, 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 : 43,590: 20,795 0 25 17,264 37,945 38,084 37,970: 5,506 5,620
Old : 43,590: 20,795 0 25 17,264 37,945 38,084 37,970: 5,506 5,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 1,065: 695 0 0 68 763 763 763: 302 302
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.7 0.0 0.1 39.6 87.0 87.4 87.1: 12.6 12.9
Old : 100.0: 47.7 0.0 0.1 39.6 87.0 87.4 87.1: 12.6 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 5 0 1 10 14 15 15:
Old : 24: 5 0 1 10 14 15 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 : 57.3 77.7 78.6 85.3 56.6 77.7 76.6 83.8
Old : 57.3 77.7 78.6 85.3 56.6 77.7 76.6 83.8
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 28, 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 : 49,530: 22,815 400 2,210 20,805 43,225 45,830 45,835: 3,700 3,695
Old : 49,530: 22,815 400 2,210 20,805 43,225 45,830 45,835: 3,700 3,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 795: 365 0 50 600 745 1,015 795: -220 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.1 0.8 4.5 42.0 87.3 92.5 92.5: 7.5 7.5
Old : 100.0: 46.1 0.8 4.5 42.0 87.3 92.5 92.5: 7.5 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 7 1 4 17 11 25 15:
Old : 30: 7 1 4 17 11 25 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 : 58.9 80.6 78.1 89.8 53.4 76.9 69.8 80.1
Old : 58.9 80.6 78.1 89.8 53.4 76.9 69.8 80.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 48,905: 22,400 100 2,760 19,455 41,975 44,615 44,835: 4,290 4,070
Old : 48,905: 22,400 100 2,760 19,455 41,975 44,615 44,835: 4,290 4,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 465: 65 0 50 350 415 465 465: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.8 0.2 5.6 39.8 85.8 91.2 91.7: 8.8 8.3
Old : 100.0: 45.8 0.2 5.6 39.8 85.8 91.2 91.7: 8.8 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 6 2 4 17 10 24 15:
Old : 29: 6 2 4 17 10 24 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 79.6 77.9 89.8 54.8 76.0 68.9 78.6
Old : 59.2 79.6 77.9 89.8 54.8 76.0 68.9 78.6
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 28, 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 : 17,775: 1,745 7,225 540 13,775 8,550 16,060 16,315: 1,715 1,460
Old : 17,775: 1,745 7,225 540 13,775 8,550 16,060 16,315: 1,715 1,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 890: 595 500 -100 415 510 910 910: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 40.6 3.0 77.5 48.1 90.4 91.8: 9.6 8.2
Old : 100.0: 9.8 40.6 3.0 77.5 48.1 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 : 25: 1 5 1 16 12 17 18:
Old : 25: 1 5 1 16 12 17 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 : 52.9 47.8 77.2 78.0 49.3 46.6 65.5 68.0
Old : 52.9 47.8 77.2 78.0 49.3 46.6 65.5 68.0
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 with Delta-adjusted Options and Futures Combined, May 28, 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 : 17,315: 1,925 7,725 510 13,235 7,630 15,670 15,865: 1,645 1,450
Old : 17,315: 1,925 7,725 510 13,235 7,630 15,670 15,865: 1,645 1,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 890: 595 500 -100 445 540 940 940: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 44.6 2.9 76.4 44.1 90.5 91.6: 9.5 8.4
Old : 100.0: 11.1 44.6 2.9 76.4 44.1 90.5 91.6: 9.5 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: 1 5 1 15 12 16 18:
Old : 25: 1 5 1 15 12 16 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 : 53.2 50.7 77.6 78.1 49.6 50.7 65.9 69.0
Old : 53.2 50.7 77.6 78.1 49.6 50.7 65.9 69.0
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 28, 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 : 50,665: 8,970 19,155 4,035 32,255 22,700 45,260 45,890: 5,405 4,775
Old : 50,665: 8,970 19,155 4,035 32,255 22,700 45,260 45,890: 5,405 4,775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 295: 100 -200 295 -125 175 270 270: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.7 37.8 8.0 63.7 44.8 89.3 90.6: 10.7 9.4
Old : 100.0: 17.7 37.8 8.0 63.7 44.8 89.3 90.6: 10.7 9.4
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: 5 3 6 15 16 23 22:
Old : 29: 5 3 6 15 16 23 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 : 55.8 67.4 70.6 81.7 53.6 63.2 64.2 69.8
Old : 55.8 67.4 70.6 81.7 53.6 63.2 64.2 69.8
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 28, 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 : 51,895: 9,580 19,240 3,785 33,090 24,050 46,455 47,075: 5,440 4,820
Old : 51,895: 9,580 19,240 3,785 33,090 24,050 46,455 47,075: 5,440 4,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 395: 100 -200 220 50 350 370 370: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 37.1 7.3 63.8 46.3 89.5 90.7: 10.5 9.3
Old : 100.0: 18.5 37.1 7.3 63.8 46.3 89.5 90.7: 10.5 9.3
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 : 29: 4 4 6 15 17 23 23:
Old : 29: 4 4 6 15 17 23 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 : 57.3 64.8 71.0 80.6 55.9 60.3 65.3 70.2
Old : 57.3 64.8 71.0 80.6 55.9 60.3 65.3 70.2
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 28, 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 : 60,620: 18,140 20,260 1,675 37,366 35,591 57,181 57,526: 3,439 3,094
Old : 60,620: 18,140 20,260 1,675 37,366 35,591 57,181 57,526: 3,439 3,094
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 775: 475 325 175 100 250 750 750: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 33.4 2.8 61.6 58.7 94.3 94.9: 5.7 5.1
Old : 100.0: 29.9 33.4 2.8 61.6 58.7 94.3 94.9: 5.7 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 3 3 3 23 11 27 16:
Old : 31: 3 3 3 23 11 27 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 76.7 76.2 90.8 53.8 70.5 71.0 80.1
Old : 56.4 76.7 76.2 90.8 53.8 70.5 71.0 80.1
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 28, 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 : 49,405: 14,265 10,885 1,970 30,993 34,743 47,228 47,598: 2,177 1,807
Old : 49,405: 14,265 10,885 1,970 30,993 34,743 47,228 47,598: 2,177 1,807
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 110: -175 -125 175 85 35 85 85: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.9 22.0 4.0 62.7 70.3 95.6 96.3: 4.4 3.7
Old : 100.0: 28.9 22.0 4.0 62.7 70.3 95.6 96.3: 4.4 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 3 3 22 11 26 16:
Old : 30: 3 3 3 22 11 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 : 57.2 72.2 77.6 90.6 54.0 68.0 73.2 82.5
Old : 57.2 72.2 77.6 90.6 54.0 68.0 73.2 82.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 140,268: 7,809 10,735 10,515 100,757 97,951 119,081 119,201: 21,187 21,067
Old : 140,268: 7,809 10,735 10,515 100,757 97,951 119,081 119,201: 21,187 21,067
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 1,165: 275 1,145 -280 725 -145 720 720: 445 445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 7.7 7.5 71.8 69.8 84.9 85.0: 15.1 15.0
Old : 100.0: 5.6 7.7 7.5 71.8 69.8 84.9 85.0: 15.1 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 42: 4 5 7 27 30 35 38:
Old : 42: 4 5 7 27 30 35 38:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.2 41.6 71.7 58.4 50.5 40.0 58.8 52.4
Old : 60.2 41.6 71.7 58.4 50.5 40.0 58.8 52.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 132,141: 4,824 15,800 8,860 100,522 89,666 114,206 114,326: 17,935 17,815
Old : 132,141: 4,824 15,800 8,860 100,522 89,666 114,206 114,326: 17,935 17,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 770: -40 330 90 335 -35 385 385: 385 385
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 12.0 6.7 76.1 67.9 86.4 86.5: 13.6 13.5
Old : 100.0: 3.7 12.0 6.7 76.1 67.9 86.4 86.5: 13.6 13.5
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 : 40: 3 5 6 23 28 30 35:
Old : 40: 3 5 6 23 28 30 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.4 42.5 76.2 58.4 57.3 40.6 65.1 52.7
Old : 63.4 42.5 76.2 58.4 57.3 40.6 65.1 52.7
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 28, 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 : 39,160: 3,735 4,300 2,240 30,660 30,095 36,635 36,635: 2,525 2,525
Old : 39,160: 3,735 4,300 2,240 30,660 30,095 36,635 36,635: 2,525 2,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 1,020: 1,830 -140 -180 -405 1,565 1,245 1,245: -225 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 11.0 5.7 78.3 76.9 93.6 93.6: 6.4 6.4
Old : 100.0: 9.5 11.0 5.7 78.3 76.9 93.6 93.6: 6.4 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 : 28: 3 3 2 17 19 20 24:
Old : 28: 3 3 2 17 19 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 : 68.3 41.3 82.2 63.8 58.5 40.4 69.1 57.0
Old : 68.3 41.3 82.2 63.8 58.5 40.4 69.1 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 35,030: 3,455 3,200 2,895 26,145 26,470 32,495 32,565: 2,535 2,465
Old : 35,030: 3,455 3,200 2,895 26,145 26,470 32,495 32,565: 2,535 2,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 1,170: 1,640 0 -340 -85 1,560 1,215 1,220: -45 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 9.1 8.3 74.6 75.6 92.8 93.0: 7.2 7.0
Old : 100.0: 9.9 9.1 8.3 74.6 75.6 92.8 93.0: 7.2 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 2 2 15 18 17 22:
Old : 25: 2 2 2 15 18 17 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.3 38.3 82.9 61.9 54.8 33.7 59.9 49.9
Old : 69.3 38.3 82.9 61.9 54.8 33.7 59.9 49.9
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 28, 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 : 27,785: 18,095 0 380 8,040 26,275 26,515 26,655: 1,270 1,130
Old : 27,785: 18,095 0 380 8,040 26,275 26,515 26,655: 1,270 1,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 800: -75 0 40 765 690 730 730: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 65.1 0.0 1.4 28.9 94.6 95.4 95.9: 4.6 4.1
Old : 100.0: 65.1 0.0 1.4 28.9 94.6 95.4 95.9: 4.6 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 0 2 15 17 19 19:
Old : 23: 4 0 2 15 17 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 : 77.8 71.2 89.0 85.6 74.5 62.8 81.2 74.8
Old : 77.8 71.2 89.0 85.6 74.5 62.8 81.2 74.8
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 28, 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 : 32,600: 20,610 0 970 9,880 30,390 31,460 31,360: 1,140 1,240
Old : 32,600: 20,610 0 970 9,880 30,390 31,460 31,360: 1,140 1,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 285: -125 0 125 345 160 345 285: -60 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 63.2 0.0 3.0 30.3 93.2 96.5 96.2: 3.5 3.8
Old : 100.0: 63.2 0.0 3.0 30.3 93.2 96.5 96.2: 3.5 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 : 20: 4 0 2 12 13 16 15:
Old : 20: 4 0 2 12 13 16 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 : 83.5 77.7 93.3 91.2 77.8 67.4 80.8 79.4
Old : 83.5 77.7 93.3 91.2 77.8 67.4 80.8 79.4
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 28, 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 : 81,988: 1,690 17,290 3,440 60,839 45,299 65,969 66,029: 16,019 15,959
Old : 81,988: 1,690 17,290 3,440 60,839 45,299 65,969 66,029: 16,019 15,959
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 90: 50 2,365 -960 1,530 -795 620 610: -530 -520
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 21.1 4.2 74.2 55.3 80.5 80.5: 19.5 19.5
Old : 100.0: 2.1 21.1 4.2 74.2 55.3 80.5 80.5: 19.5 19.5
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 : 35: 3 3 2 27 23 31 27:
Old : 35: 3 3 2 27 23 31 27:
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 : 40.8 42.6 57.9 57.1 31.6 26.8 38.1 34.9
Old : 40.8 42.6 57.9 57.1 31.6 26.8 38.1 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 76,840: 1,615 6,565 7,755 52,510 48,165 61,880 62,485: 14,960 14,355
Old : 76,840: 1,615 6,565 7,755 52,510 48,165 61,880 62,485: 14,960 14,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: -640: 0 1,515 -300 1,655 415 1,355 1,630: -1,995 -2,270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 8.5 10.1 68.3 62.7 80.5 81.3: 19.5 18.7
Old : 100.0: 2.1 8.5 10.1 68.3 62.7 80.5 81.3: 19.5 18.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 3 1 22 23 25 26:
Old : 30: 2 3 1 22 23 25 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 : 43.7 41.9 60.3 60.5 26.6 24.7 33.3 31.9
Old : 43.7 41.9 60.3 60.5 26.6 24.7 33.3 31.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.DEOK_month_on_dap - NODAL EXCHANGE Code-064GAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 28, 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 : 11,023: 3,415 5,820 210 6,983 4,733 10,608 10,763: 415 260
Old : 11,023: 3,415 5,820 210 6,983 4,733 10,608 10,763: 415 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 21, 2019 :
: 10: -60 0 35 35 -25 10 10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.0 52.8 1.9 63.3 42.9 96.2 97.6: 3.8 2.4
Old : 100.0: 31.0 52.8 1.9 63.3 42.9 96.2 97.6: 3.8 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 1 2 13 6 16 8:
Old : 20: 2 1 2 13 6 16 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.9 95.1 79.6 97.6 54.5 93.5 79.3 95.3
Old : 54.9 95.1 79.6 97.6 54.5 93.5 79.3 95.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 31, 2019