ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 79,683: 0 3,745 75 72,434 68,598 72,509 72,418: 7,174 7,265
Old : 79,683: 0 3,745 75 72,434 68,598 72,509 72,418: 7,174 7,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -2,500: 0 -125 -20 -2,330 -916 -2,350 -1,061: -150 -1,439
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.7 0.1 90.9 86.1 91.0 90.9: 9.0 9.1
Old : 100.0: 0.0 4.7 0.1 90.9 86.1 91.0 90.9: 9.0 9.1
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 : 26: 0 2 1 18 18 19 20:
Old : 26: 0 2 1 18 18 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.5 50.2 85.2 79.1 75.4 49.1 80.7 75.6
Old : 77.5 50.2 85.2 79.1 75.4 49.1 80.7 75.6
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 with Delta-adjusted Options and Futures Combined, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 66,493: 0 4,280 30 60,703 56,423 60,733 60,733: 5,760 5,760
Old : 66,493: 0 4,280 30 60,703 56,423 60,733 60,733: 5,760 5,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -2,090: 0 -295 0 -1,870 205 -1,870 -90: -220 -2,000
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.4 0.0 91.3 84.9 91.3 91.3: 8.7 8.7
Old : 100.0: 0.0 6.4 0.0 91.3 84.9 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 : 26: 0 1 1 17 20 18 21:
Old : 26: 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 : 78.8 54.2 86.8 76.4 76.6 53.8 79.7 73.5
Old : 78.8 54.2 86.8 76.4 76.6 53.8 79.7 73.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 23,895: 1,845 1,260 0 19,285 19,740 21,130 21,000: 2,765 2,895
Old : 23,895: 1,845 1,260 0 19,285 19,740 21,130 21,000: 2,765 2,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -1,105: -140 -40 0 -730 -825 -870 -865: -235 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.7 5.3 0.0 80.7 82.6 88.4 87.9: 11.6 12.1
Old : 100.0: 7.7 5.3 0.0 80.7 82.6 88.4 87.9: 11.6 12.1
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 : 21: 3 2 0 8 12 11 14:
Old : 21: 3 2 0 8 12 11 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.6 51.4 86.0 77.3 67.3 49.8 75.3 73.0
Old : 75.6 51.4 86.0 77.3 67.3 49.8 75.3 73.0
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 with Delta-adjusted Options and Futures Combined, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 21,675: 1,905 1,260 0 17,905 18,420 19,810 19,680: 1,865 1,995
Old : 21,675: 1,905 1,260 0 17,905 18,420 19,810 19,680: 1,865 1,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -1,000: -140 -40 0 -585 -680 -725 -720: -275 -280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 5.8 0.0 82.6 85.0 91.4 90.8: 8.6 9.2
Old : 100.0: 8.8 5.8 0.0 82.6 85.0 91.4 90.8: 8.6 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 2 0 7 14 10 16:
Old : 20: 3 2 0 7 14 10 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 : 77.9 53.1 90.6 76.4 65.2 48.7 71.6 68.8
Old : 77.9 53.1 90.6 76.4 65.2 48.7 71.6 68.8
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 with Delta-adjusted Options and Futures Combined, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 57,489: 11,500 4,165 4,455 38,477 46,097 54,432 54,717: 3,057 2,772
Old : 57,489: 11,500 4,165 4,455 38,477 46,097 54,432 54,717: 3,057 2,772
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -1,724: -180 455 -230 -1,051 -1,691 -1,461 -1,466: -263 -258
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 7.2 7.7 66.9 80.2 94.7 95.2: 5.3 4.8
Old : 100.0: 20.0 7.2 7.7 66.9 80.2 94.7 95.2: 5.3 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 2 2 18 16 21 19:
Old : 26: 2 2 2 18 16 21 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 : 64.1 66.4 81.0 84.7 49.4 59.3 63.8 67.9
Old : 64.1 66.4 81.0 84.7 49.4 59.3 63.8 67.9
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, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 39,293: 2,970 360 3,415 30,244 33,349 36,629 37,124: 2,664 2,169
Old : 39,293: 2,970 360 3,415 30,244 33,349 36,629 37,124: 2,664 2,169
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -995: -325 -25 0 -582 -897 -907 -922: -88 -73
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.9 8.7 77.0 84.9 93.2 94.5: 6.8 5.5
Old : 100.0: 7.6 0.9 8.7 77.0 84.9 93.2 94.5: 6.8 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 3 16 17 19 20:
Old : 24: 2 1 3 16 17 19 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 : 72.8 69.8 86.9 83.0 63.9 63.4 71.1 70.4
Old : 72.8 69.8 86.9 83.0 63.9 63.4 71.1 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 28,150: 935 15,820 90 25,500 11,010 26,525 26,920: 1,625 1,230
Old : 28,150: 935 15,820 90 25,500 11,010 26,525 26,920: 1,625 1,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -145: 400 -15 -50 -430 -10 -80 -75: -65 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 56.2 0.3 90.6 39.1 94.2 95.6: 5.8 4.4
Old : 100.0: 3.3 56.2 0.3 90.6 39.1 94.2 95.6: 5.8 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 1 1 15 14 17 16:
Old : 22: 2 1 1 15 14 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 : 63.5 76.7 83.3 88.7 54.4 71.2 69.0 74.3
Old : 63.5 76.7 83.3 88.7 54.4 71.2 69.0 74.3
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, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 93,466: 13,615 3,985 1,715 59,066 68,701 74,396 74,401: 19,070 19,065
Old : 93,466: 13,615 3,985 1,715 59,066 68,701 74,396 74,401: 19,070 19,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -3,597: -530 345 -435 -2,077 -2,937 -3,042 -3,027: -555 -570
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 4.3 1.8 63.2 73.5 79.6 79.6: 20.4 20.4
Old : 100.0: 14.6 4.3 1.8 63.2 73.5 79.6 79.6: 20.4 20.4
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 : 30: 1 4 4 19 22 23 27:
Old : 30: 1 4 4 19 22 23 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 : 50.0 53.3 70.4 65.2 46.6 51.8 59.9 58.9
Old : 50.0 53.3 70.4 65.2 46.6 51.8 59.9 58.9
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, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 87,686: 13,845 6,735 795 54,446 61,546 69,086 69,076: 18,600 18,610
Old : 87,686: 13,845 6,735 795 54,446 61,546 69,086 69,076: 18,600 18,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -3,034: -520 255 -185 -1,699 -2,454 -2,404 -2,384: -630 -650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 7.7 0.9 62.1 70.2 78.8 78.8: 21.2 21.2
Old : 100.0: 15.8 7.7 0.9 62.1 70.2 78.8 78.8: 21.2 21.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 3 4 18 20 22 24:
Old : 28: 1 3 4 18 20 22 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.7 50.6 69.7 63.8 44.8 49.9 59.1 59.0
Old : 50.7 50.6 69.7 63.8 44.8 49.9 59.1 59.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 22,591: 3,385 8,940 1,440 14,696 10,021 19,521 20,401: 3,070 2,190
Old : 22,591: 3,385 8,940 1,440 14,696 10,021 19,521 20,401: 3,070 2,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -1,946: -645 -1,845 200 -1,191 -6 -1,636 -1,651: -310 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 39.6 6.4 65.1 44.4 86.4 90.3: 13.6 9.7
Old : 100.0: 15.0 39.6 6.4 65.1 44.4 86.4 90.3: 13.6 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 6 3 17 12 21 19:
Old : 28: 2 6 3 17 12 21 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 : 48.6 61.2 69.0 78.0 48.4 54.5 65.2 68.4
Old : 48.6 61.2 69.0 78.0 48.4 54.5 65.2 68.4
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, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 22,361: 4,450 8,570 1,545 13,841 10,591 19,836 20,706: 2,525 1,655
Old : 22,361: 4,450 8,570 1,545 13,841 10,591 19,836 20,706: 2,525 1,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -1,976: -285 -1,510 -215 -1,260 -45 -1,760 -1,770: -216 -206
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.9 38.3 6.9 61.9 47.4 88.7 92.6: 11.3 7.4
Old : 100.0: 19.9 38.3 6.9 61.9 47.4 88.7 92.6: 11.3 7.4
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: 2 6 3 17 12 21 19:
Old : 28: 2 6 3 17 12 21 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 : 49.1 64.8 72.3 81.2 46.0 61.7 66.1 71.8
Old : 49.1 64.8 72.3 81.2 46.0 61.7 66.1 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 32,329: 12,900 5,860 1,045 15,729 23,634 29,674 30,539: 2,655 1,790
Old : 32,329: 12,900 5,860 1,045 15,729 23,634 29,674 30,539: 2,655 1,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -859: 60 80 0 -645 -685 -585 -605: -274 -254
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 18.1 3.2 48.7 73.1 91.8 94.5: 8.2 5.5
Old : 100.0: 39.9 18.1 3.2 48.7 73.1 91.8 94.5: 8.2 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 3 2 13 7 16 10:
Old : 20: 1 3 2 13 7 16 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.2 83.8 85.7 93.7 63.2 70.3 73.6 77.2
Old : 69.2 83.8 85.7 93.7 63.2 70.3 73.6 77.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 48,191: 21,000 0 30 24,674 45,580 45,704 45,610: 2,487 2,581
Old : 48,191: 21,000 0 30 24,674 45,580 45,704 45,610: 2,487 2,581
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -3,722: -2,060 0 -15 -1,375 -3,065 -3,450 -3,080: -272 -642
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.6 0.0 0.1 51.2 94.6 94.8 94.6: 5.2 5.4
Old : 100.0: 43.6 0.0 0.1 51.2 94.6 94.8 94.6: 5.2 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 5 0 1 13 14 18 15:
Old : 23: 5 0 1 13 14 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.9 84.7 87.3 91.9 61.7 82.4 83.3 86.5
Old : 61.9 84.7 87.3 91.9 61.7 82.4 83.3 86.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 51,096: 20,810 0 30 27,781 48,471 48,621 48,501: 2,475 2,595
Old : 51,096: 20,810 0 30 27,781 48,471 48,621 48,501: 2,475 2,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -3,534: -1,940 0 -15 -1,269 -3,189 -3,224 -3,204: -310 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.7 0.0 0.1 54.4 94.9 95.2 94.9: 4.8 5.1
Old : 100.0: 40.7 0.0 0.1 54.4 94.9 95.2 94.9: 4.8 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 : 21: 4 0 1 13 13 17 14:
Old : 21: 4 0 1 13 13 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 88.6 88.9 93.0 63.9 85.7 87.8 88.7
Old : 64.4 88.6 88.9 93.0 63.9 85.7 87.8 88.7
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, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 56,945: 23,294 0 1,280 29,456 52,930 54,030 54,210: 2,915 2,735
Old : 56,945: 23,294 0 1,280 29,456 52,930 54,030 54,210: 2,915 2,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: 3,195: 3,740 0 -755 275 4,015 3,260 3,260: -65 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.9 0.0 2.2 51.7 92.9 94.9 95.2: 5.1 4.8
Old : 100.0: 40.9 0.0 2.2 51.7 92.9 94.9 95.2: 5.1 4.8
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 : 30: 8 0 2 18 12 26 14:
Old : 30: 8 0 2 18 12 26 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 : 58.8 82.0 79.6 91.7 56.1 80.7 77.0 88.0
Old : 58.8 82.0 79.6 91.7 56.1 80.7 77.0 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 49,345: 17,644 0 1,450 27,701 45,525 46,795 46,975: 2,550 2,370
Old : 49,345: 17,644 0 1,450 27,701 45,525 46,795 46,975: 2,550 2,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -480: 90 0 -815 270 360 -455 -455: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 0.0 2.9 56.1 92.3 94.8 95.2: 5.2 4.8
Old : 100.0: 35.8 0.0 2.9 56.1 92.3 94.8 95.2: 5.2 4.8
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 : 30: 8 0 2 19 12 27 14:
Old : 30: 8 0 2 19 12 27 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 : 54.4 80.3 79.1 91.0 50.8 79.0 75.5 86.8
Old : 54.4 80.3 79.1 91.0 50.8 79.0 75.5 86.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 20,735: 2,920 5,110 865 14,360 12,815 18,145 18,790: 2,590 1,945
Old : 20,735: 2,920 5,110 865 14,360 12,815 18,145 18,790: 2,590 1,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -1,560: 60 -550 -375 -1,165 -585 -1,480 -1,510: -80 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 24.6 4.2 69.3 61.8 87.5 90.6: 12.5 9.4
Old : 100.0: 14.1 24.6 4.2 69.3 61.8 87.5 90.6: 12.5 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 : 25: 2 5 4 14 11 19 17:
Old : 25: 2 5 4 14 11 19 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 : 53.4 68.1 78.6 83.2 47.6 67.6 71.9 78.1
Old : 53.4 68.1 78.6 83.2 47.6 67.6 71.9 78.1
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, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 19,825: 3,930 5,160 610 13,235 12,415 17,775 18,185: 2,050 1,640
Old : 19,825: 3,930 5,160 610 13,235 12,415 17,775 18,185: 2,050 1,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -1,575: -120 -625 -240 -1,130 -645 -1,490 -1,510: -85 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 26.0 3.1 66.8 62.6 89.7 91.7: 10.3 8.3
Old : 100.0: 19.8 26.0 3.1 66.8 62.6 89.7 91.7: 10.3 8.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 5 4 14 9 19 15:
Old : 25: 2 5 4 14 9 19 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 : 57.1 71.3 80.4 86.4 55.2 70.4 75.4 81.7
Old : 57.1 71.3 80.4 86.4 55.2 70.4 75.4 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 72,660: 17,190 18,530 2,405 47,615 46,305 67,210 67,240: 5,450 5,420
Old : 72,660: 17,190 18,530 2,405 47,615 46,305 67,210 67,240: 5,450 5,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -2,070: -875 110 -80 -950 -1,950 -1,905 -1,920: -165 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 25.5 3.3 65.5 63.7 92.5 92.5: 7.5 7.5
Old : 100.0: 23.7 25.5 3.3 65.5 63.7 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 : 29: 6 2 5 16 14 23 20:
Old : 29: 6 2 5 16 14 23 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 : 62.0 70.9 76.0 83.4 58.1 69.3 71.3 80.7
Old : 62.0 70.9 76.0 83.4 58.1 69.3 71.3 80.7
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, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 67,165: 13,460 18,530 2,395 46,915 41,875 62,770 62,800: 4,395 4,365
Old : 67,165: 13,460 18,530 2,395 46,915 41,875 62,770 62,800: 4,395 4,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -2,050: -1,000 110 -80 -640 -1,765 -1,720 -1,735: -330 -315
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 27.6 3.6 69.9 62.3 93.5 93.5: 6.5 6.5
Old : 100.0: 20.0 27.6 3.6 69.9 62.3 93.5 93.5: 6.5 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 6 2 4 16 15 23 20:
Old : 29: 6 2 4 16 15 23 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 : 59.8 73.5 75.6 85.0 56.2 71.8 71.0 82.4
Old : 59.8 73.5 75.6 85.0 56.2 71.8 71.0 82.4
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 with Delta-adjusted Options and Futures Combined, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 60,345: 14,938 13,620 4,570 37,113 38,541 56,621 56,731: 3,724 3,614
Old : 60,345: 14,938 13,620 4,570 37,113 38,541 56,621 56,731: 3,724 3,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -1,391: 10 -225 -115 -1,160 -200 -1,265 -540: -126 -851
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.8 22.6 7.6 61.5 63.9 93.8 94.0: 6.2 6.0
Old : 100.0: 24.8 22.6 7.6 61.5 63.9 93.8 94.0: 6.2 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 2 4 19 12 25 16:
Old : 28: 4 2 4 19 12 25 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 71.2 77.2 89.1 50.8 68.4 72.4 82.5
Old : 55.5 71.2 77.2 89.1 50.8 68.4 72.4 82.5
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, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 48,764: 6,493 8,060 5,525 34,044 32,797 46,062 46,382: 2,702 2,382
Old : 48,764: 6,493 8,060 5,525 34,044 32,797 46,062 46,382: 2,702 2,382
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -1,134: 60 -70 -145 -1,089 -984 -1,174 -1,199: 40 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.3 16.5 11.3 69.8 67.3 94.5 95.1: 5.5 4.9
Old : 100.0: 13.3 16.5 11.3 69.8 67.3 94.5 95.1: 5.5 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 2 5 18 12 24 17:
Old : 28: 4 2 5 18 12 24 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 64.3 76.2 90.3 48.6 54.1 65.6 75.0
Old : 54.5 64.3 76.2 90.3 48.6 54.1 65.6 75.0
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, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 167,211: 3,358 29,912 11,312 115,224 88,550 129,894 129,774: 37,317 37,437
Old : 167,211: 3,358 29,912 11,312 115,224 88,550 129,894 129,774: 37,317 37,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -2,376: 368 4,290 -1,548 -2,344 -5,606 -3,524 -2,864: 1,148 488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 17.9 6.8 68.9 53.0 77.7 77.6: 22.3 22.4
Old : 100.0: 2.0 17.9 6.8 68.9 53.0 77.7 77.6: 22.3 22.4
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 : 42: 2 7 6 26 30 32 39:
Old : 42: 2 7 6 26 30 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 : 47.9 32.5 64.7 49.7 40.9 28.5 51.7 41.5
Old : 47.9 32.5 64.7 49.7 40.9 28.5 51.7 41.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 135,065: 4,268 19,462 10,676 92,560 77,161 107,504 107,299: 27,561 27,766
Old : 135,065: 4,268 19,462 10,676 92,560 77,161 107,504 107,299: 27,561 27,766
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -3,592: -462 -540 80 -3,501 -2,918 -3,883 -3,378: 291 -214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 14.4 7.9 68.5 57.1 79.6 79.4: 20.4 20.6
Old : 100.0: 3.2 14.4 7.9 68.5 57.1 79.6 79.4: 20.4 20.6
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 : 39: 2 7 7 23 27 30 36:
Old : 39: 2 7 7 23 27 30 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 32.6 64.8 49.2 40.2 28.5 46.3 39.7
Old : 51.9 32.6 64.8 49.2 40.2 28.5 46.3 39.7
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, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 62,860: 935 14,545 1,660 54,620 41,160 57,215 57,365: 5,645 5,495
Old : 62,860: 935 14,545 1,660 54,620 41,160 57,215 57,365: 5,645 5,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -725: 165 -220 -245 -800 -405 -880 -870: 155 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 23.1 2.6 86.9 65.5 91.0 91.3: 9.0 8.7
Old : 100.0: 1.5 23.1 2.6 86.9 65.5 91.0 91.3: 9.0 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 3 2 17 19 19 23:
Old : 27: 1 3 2 17 19 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 : 61.1 51.1 77.5 71.4 52.9 46.7 65.4 61.1
Old : 61.1 51.1 77.5 71.4 52.9 46.7 65.4 61.1
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, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 55,789: 780 15,020 1,680 47,374 33,254 49,834 49,954: 5,955 5,835
Old : 55,789: 780 15,020 1,680 47,374 33,254 49,834 49,954: 5,955 5,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -856: 10 -195 -65 -721 -516 -776 -776: -80 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 26.9 3.0 84.9 59.6 89.3 89.5: 10.7 10.5
Old : 100.0: 1.4 26.9 3.0 84.9 59.6 89.3 89.5: 10.7 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 3 2 18 18 20 22:
Old : 26: 1 3 2 18 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 : 52.5 54.4 73.0 76.2 42.1 46.9 54.0 54.0
Old : 52.5 54.4 73.0 76.2 42.1 46.9 54.0 54.0
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, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 42,520: 19,830 0 2,530 17,250 37,545 39,610 40,075: 2,910 2,445
Old : 42,520: 19,830 0 2,530 17,250 37,545 39,610 40,075: 2,910 2,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -1,355: -145 0 -165 -970 -1,130 -1,280 -1,295: -75 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.6 0.0 6.0 40.6 88.3 93.2 94.2: 6.8 5.8
Old : 100.0: 46.6 0.0 6.0 40.6 88.3 93.2 94.2: 6.8 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 4 0 3 14 17 18 20:
Old : 23: 4 0 3 14 17 18 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 : 66.1 69.3 81.1 82.8 60.6 64.5 67.6 70.5
Old : 66.1 69.3 81.1 82.8 60.6 64.5 67.6 70.5
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, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 52,270: 36,560 0 2,580 11,430 48,065 50,570 50,645: 1,700 1,625
Old : 52,270: 36,560 0 2,580 11,430 48,065 50,570 50,645: 1,700 1,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -825: -75 0 -235 -500 -590 -810 -825: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 69.9 0.0 4.9 21.9 92.0 96.7 96.9: 3.3 3.1
Old : 100.0: 69.9 0.0 4.9 21.9 92.0 96.7 96.9: 3.3 3.1
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 : 21: 3 0 3 12 16 15 19:
Old : 21: 3 0 3 12 16 15 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 : 85.7 71.1 93.5 85.9 79.0 66.8 82.2 78.1
Old : 85.7 71.1 93.5 85.9 79.0 66.8 82.2 78.1
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, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 157,497: 8,695 2,175 6,700 104,628 109,400 120,023 118,275: 37,474 39,222
Old : 157,497: 8,695 2,175 6,700 104,628 109,400 120,023 118,275: 37,474 39,222
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -2,875: -240 150 -250 -687 -2,211 -1,177 -2,311: -1,698 -564
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 1.4 4.3 66.4 69.5 76.2 75.1: 23.8 24.9
Old : 100.0: 5.5 1.4 4.3 66.4 69.5 76.2 75.1: 23.8 24.9
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 : 35: 4 2 2 27 27 33 29:
Old : 35: 4 2 2 27 27 33 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 : 37.5 41.5 50.8 58.5 23.6 24.7 30.8 31.2
Old : 37.5 41.5 50.8 58.5 23.6 24.7 30.8 31.2
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, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 111,975: 9,180 1,740 6,385 78,655 86,140 94,220 94,265: 17,755 17,710
Old : 111,975: 9,180 1,740 6,385 78,655 86,140 94,220 94,265: 17,755 17,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -2,181: -234 -25 -451 -506 -760 -1,191 -1,236: -990 -945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 1.6 5.7 70.2 76.9 84.1 84.2: 15.9 15.8
Old : 100.0: 8.2 1.6 5.7 70.2 76.9 84.1 84.2: 15.9 15.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 3 2 3 23 25 28 28:
Old : 32: 3 2 3 23 25 28 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 : 43.5 45.7 63.1 65.7 30.8 37.9 44.7 49.1
Old : 43.5 45.7 63.1 65.7 30.8 37.9 44.7 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 28,135: 5,400 300 550 20,500 25,600 26,450 26,450: 1,685 1,685
Old : 28,135: 5,400 300 550 20,500 25,600 26,450 26,450: 1,685 1,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -1,415: -135 0 -25 -1,100 -1,235 -1,260 -1,260: -155 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 1.1 2.0 72.9 91.0 94.0 94.0: 6.0 6.0
Old : 100.0: 19.2 1.1 2.0 72.9 91.0 94.0 94.0: 6.0 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 1 1 15 12 18 14:
Old : 22: 3 1 1 15 12 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 78.2 81.4 89.6 60.4 71.5 76.1 80.8
Old : 60.6 78.2 81.4 89.6 60.4 71.5 76.1 80.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 07, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 27,525: 4,525 300 500 20,940 25,205 25,965 26,005: 1,560 1,520
Old : 27,525: 4,525 300 500 20,940 25,205 25,965 26,005: 1,560 1,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 31, 2020 :
: -1,425: -60 0 0 -1,270 -1,350 -1,330 -1,350: -95 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 1.1 1.8 76.1 91.6 94.3 94.5: 5.7 5.5
Old : 100.0: 16.4 1.1 1.8 76.1 91.6 94.3 94.5: 5.7 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 1 1 15 12 18 14:
Old : 22: 3 1 1 15 12 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 78.9 82.0 90.2 64.9 72.8 77.1 82.1
Old : 64.9 78.9 82.0 90.2 64.9 72.8 77.1 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 10, 2020