ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 88,218: 0 4,055 0 80,833 76,778 80,833 80,833: 7,385 7,385
Old : 88,218: 0 4,055 0 80,833 76,778 80,833 80,833: 7,385 7,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 645: 0 0 0 850 850 850 850: -205 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.6 0.0 91.6 87.0 91.6 91.6: 8.4 8.4
Old : 100.0: 0.0 4.6 0.0 91.6 87.0 91.6 91.6: 8.4 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 2 0 17 21 17 23:
Old : 28: 0 2 0 17 21 17 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.7 55.1 85.5 79.4 74.5 52.8 81.0 75.2
Old : 76.7 55.1 85.5 79.4 74.5 52.8 81.0 75.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 73,475: 0 4,555 0 67,440 62,885 67,440 67,440: 6,035 6,035
Old : 73,475: 0 4,555 0 67,440 62,885 67,440 67,440: 6,035 6,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 218: 0 0 0 243 243 243 243: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.2 0.0 91.8 85.6 91.8 91.8: 8.2 8.2
Old : 100.0: 0.0 6.2 0.0 91.8 85.6 91.8 91.8: 8.2 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 1 0 20 19 20 20:
Old : 27: 0 1 0 20 19 20 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.9 58.2 86.1 79.8 74.9 55.9 79.8 75.3
Old : 75.9 58.2 86.1 79.8 74.9 55.9 79.8 75.3
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, July 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 24,745: 1,850 990 0 20,170 20,740 22,020 21,730: 2,725 3,015
Old : 24,745: 1,850 990 0 20,170 20,740 22,020 21,730: 2,725 3,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 0: -200 0 0 100 -100 -100 -100: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.5 4.0 0.0 81.5 83.8 89.0 87.8: 11.0 12.2
Old : 100.0: 7.5 4.0 0.0 81.5 83.8 89.0 87.8: 11.0 12.2
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 : 21: 3 1 0 13 12 16 13:
Old : 21: 3 1 0 13 12 16 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.7 50.4 81.3 78.8 43.9 47.6 52.9 57.6
Old : 66.7 50.4 81.3 78.8 43.9 47.6 52.9 57.6
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, July 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 59,140: 11,620 6,475 3,745 40,496 45,911 55,861 56,131: 3,279 3,009
Old : 59,140: 11,620 6,475 3,745 40,496 45,911 55,861 56,131: 3,279 3,009
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 660: 0 140 -80 500 360 420 420: 240 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 10.9 6.3 68.5 77.6 94.5 94.9: 5.5 5.1
Old : 100.0: 19.6 10.9 6.3 68.5 77.6 94.5 94.9: 5.5 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 : 26: 2 2 2 19 17 22 20:
Old : 26: 2 2 2 19 17 22 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 : 62.8 71.9 80.3 86.2 49.1 66.2 66.1 73.9
Old : 62.8 71.9 80.3 86.2 49.1 66.2 66.1 73.9
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, July 14, 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 : 39,354: 2,365 3,490 3,315 31,478 30,623 37,158 37,428: 2,196 1,926
Old : 39,354: 2,365 3,490 3,315 31,478 30,623 37,158 37,428: 2,196 1,926
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 7: 0 90 -30 47 -43 17 17: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 8.9 8.4 80.0 77.8 94.4 95.1: 5.6 4.9
Old : 100.0: 6.0 8.9 8.4 80.0 77.8 94.4 95.1: 5.6 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 3 17 18 20 21:
Old : 24: 1 2 3 17 18 20 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.2 67.8 87.8 84.2 59.2 64.7 72.2 70.8
Old : 72.2 67.8 87.8 84.2 59.2 64.7 72.2 70.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 22,345: 0 3,340 1,800 18,685 15,525 20,485 20,665: 1,860 1,680
Old : 22,345: 0 3,340 1,800 18,685 15,525 20,485 20,665: 1,860 1,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 200: 0 -75 0 200 275 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 14.9 8.1 83.6 69.5 91.7 92.5: 8.3 7.5
Old : 100.0: 0.0 14.9 8.1 83.6 69.5 91.7 92.5: 8.3 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 : 21: 0 2 1 16 14 17 16:
Old : 21: 0 2 1 16 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 : 52.1 66.6 76.5 84.6 48.0 58.0 59.7 64.9
Old : 52.1 66.6 76.5 84.6 48.0 58.0 59.7 64.9
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, July 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 97,760: 11,545 4,665 1,735 66,675 73,510 79,955 79,910: 17,805 17,850
Old : 97,760: 11,545 4,665 1,735 66,675 73,510 79,955 79,910: 17,805 17,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -170: -550 0 230 -320 -870 -640 -640: 470 470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 4.8 1.8 68.2 75.2 81.8 81.7: 18.2 18.3
Old : 100.0: 11.8 4.8 1.8 68.2 75.2 81.8 81.7: 18.2 18.3
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 : 28: 1 2 2 19 22 21 25:
Old : 28: 1 2 2 19 22 21 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.5 49.3 72.5 66.2 50.7 47.6 57.9 55.9
Old : 54.5 49.3 72.5 66.2 50.7 47.6 57.9 55.9
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, July 14, 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 : 93,160: 12,500 7,135 1,125 63,335 68,645 76,960 76,905: 16,200 16,255
Old : 93,160: 12,500 7,135 1,125 63,335 68,645 76,960 76,905: 16,200 16,255
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 160: -150 0 75 -100 -250 -175 -175: 335 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 7.7 1.2 68.0 73.7 82.6 82.6: 17.4 17.4
Old : 100.0: 13.4 7.7 1.2 68.0 73.7 82.6 82.6: 17.4 17.4
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: 2 2 2 18 21 21 24:
Old : 29: 2 2 2 18 21 21 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 : 52.0 46.3 72.3 67.3 48.8 45.5 57.7 54.5
Old : 52.0 46.3 72.3 67.3 48.8 45.5 57.7 54.5
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, July 14, 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 : 23,503: 3,230 12,965 995 14,787 5,917 19,012 19,877: 4,491 3,626
Old : 23,503: 3,230 12,965 995 14,787 5,917 19,012 19,877: 4,491 3,626
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -15: 0 0 0 10 10 10 10: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 55.2 4.2 62.9 25.2 80.9 84.6: 19.1 15.4
Old : 100.0: 13.7 55.2 4.2 62.9 25.2 80.9 84.6: 19.1 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 4 4 17 10 22 15:
Old : 24: 2 4 4 17 10 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 38.2 67.2 61.0 77.0 36.7 60.7 58.2 68.9
Old : 38.2 67.2 61.0 77.0 36.7 60.7 58.2 68.9
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, July 14, 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 : 22,833: 3,230 11,475 1,540 13,859 6,534 18,629 19,549: 4,204 3,284
Old : 22,833: 3,230 11,475 1,540 13,859 6,534 18,629 19,549: 4,204 3,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -15: 0 0 0 -15 -15 -15 -15: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.1 50.3 6.7 60.7 28.6 81.6 85.6: 18.4 14.4
Old : 100.0: 14.1 50.3 6.7 60.7 28.6 81.6 85.6: 18.4 14.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 4 4 17 10 22 15:
Old : 24: 2 4 4 17 10 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 37.8 68.3 59.8 79.1 35.6 60.1 56.7 69.2
Old : 37.8 68.3 59.8 79.1 35.6 60.1 56.7 69.2
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, July 14, 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 : 65,720: 31,865 0 0 31,980 63,640 63,845 63,640: 1,875 2,080
Old : 65,720: 31,865 0 0 31,980 63,640 63,845 63,640: 1,875 2,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 5,550: 5,850 0 0 -250 5,820 5,600 5,820: -50 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 48.5 0.0 0.0 48.7 96.8 97.1 96.8: 2.9 3.2
Old : 100.0: 48.5 0.0 0.0 48.7 96.8 97.1 96.8: 2.9 3.2
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 : 21: 4 0 0 11 11 15 11:
Old : 21: 4 0 0 11 11 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.3 88.4 92.8 95.6 72.2 85.2 91.7 91.7
Old : 72.3 88.4 92.8 95.6 72.2 85.2 91.7 91.7
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, July 14, 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 : 60,925: 26,295 55 190 31,675 58,215 58,160 58,460: 2,765 2,465
Old : 60,925: 26,295 55 190 31,675 58,215 58,160 58,460: 2,765 2,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -125: 0 0 0 -125 -125 -125 -125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.2 0.1 0.3 52.0 95.6 95.5 96.0: 4.5 4.0
Old : 100.0: 43.2 0.1 0.3 52.0 95.6 95.5 96.0: 4.5 4.0
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 : 27: 4 1 3 16 12 21 15:
Old : 27: 4 1 3 16 12 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 83.8 79.8 94.6 57.5 83.4 77.5 90.3
Old : 59.9 83.8 79.8 94.6 57.5 83.4 77.5 90.3
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, July 14, 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 : 51,535: 18,105 55 540 30,500 48,700 49,145 49,295: 2,390 2,240
Old : 51,535: 18,105 55 540 30,500 48,700 49,145 49,295: 2,390 2,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -125: 0 0 0 -125 -125 -125 -125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 0.1 1.0 59.2 94.5 95.4 95.7: 4.6 4.3
Old : 100.0: 35.1 0.1 1.0 59.2 94.5 95.4 95.7: 4.6 4.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 1 3 17 12 22 15:
Old : 27: 4 1 3 17 12 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.1 81.2 78.6 93.3 52.8 80.6 76.4 90.1
Old : 55.1 81.2 78.6 93.3 52.8 80.6 76.4 90.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 69,825: 16,935 21,150 2,110 44,790 40,930 63,835 64,190: 5,990 5,635
Old : 69,825: 16,935 21,150 2,110 44,790 40,930 63,835 64,190: 5,990 5,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 30.3 3.0 64.1 58.6 91.4 91.9: 8.6 8.1
Old : 100.0: 24.3 30.3 3.0 64.1 58.6 91.4 91.9: 8.6 8.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 2 4 16 13 21 18:
Old : 28: 4 2 4 16 13 21 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 : 62.3 69.8 75.0 83.6 57.9 68.5 70.1 80.1
Old : 62.3 69.8 75.0 83.6 57.9 68.5 70.1 80.1
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, July 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 64,065: 13,125 21,150 2,110 44,065 36,135 59,300 59,395: 4,765 4,670
Old : 64,065: 13,125 21,150 2,110 44,065 36,135 59,300 59,395: 4,765 4,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.5 33.0 3.3 68.8 56.4 92.6 92.7: 7.4 7.3
Old : 100.0: 20.5 33.0 3.3 68.8 56.4 92.6 92.7: 7.4 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 2 4 16 13 21 18:
Old : 28: 4 2 4 16 13 21 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 : 60.6 71.9 74.4 83.6 55.3 70.6 67.8 78.8
Old : 60.6 71.9 74.4 83.6 55.3 70.6 67.8 78.8
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, July 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 63,842: 17,100 13,610 5,620 37,543 41,103 60,263 60,333: 3,579 3,509
Old : 63,842: 17,100 13,610 5,620 37,543 41,103 60,263 60,333: 3,579 3,509
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 395: -25 -100 10 460 535 445 445: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 21.3 8.8 58.8 64.4 94.4 94.5: 5.6 5.5
Old : 100.0: 26.8 21.3 8.8 58.8 64.4 94.4 94.5: 5.6 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 : 29: 4 2 4 19 14 25 18:
Old : 29: 4 2 4 19 14 25 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.5 72.3 74.5 88.0 51.0 67.1 68.7 77.1
Old : 55.5 72.3 74.5 88.0 51.0 67.1 68.7 77.1
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, July 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 53,320: 8,900 9,550 5,915 35,668 35,268 50,483 50,733: 2,837 2,587
Old : 53,320: 8,900 9,550 5,915 35,668 35,268 50,483 50,733: 2,837 2,587
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 710: -125 0 10 825 700 710 710: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 17.9 11.1 66.9 66.1 94.7 95.1: 5.3 4.9
Old : 100.0: 16.7 17.9 11.1 66.9 66.1 94.7 95.1: 5.3 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 : 29: 4 2 4 19 14 25 18:
Old : 29: 4 2 4 19 14 25 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 : 50.3 67.1 75.7 87.4 43.0 59.3 60.8 67.2
Old : 50.3 67.1 75.7 87.4 43.0 59.3 60.8 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 185,993: 5,357 35,435 8,738 123,357 93,134 137,452 137,307: 48,541 48,686
Old : 185,993: 5,357 35,435 8,738 123,357 93,134 137,452 137,307: 48,541 48,686
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 2,254: -4,675 420 1,545 3,445 -1,650 315 315: 1,939 1,939
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 19.1 4.7 66.3 50.1 73.9 73.8: 26.1 26.2
Old : 100.0: 2.9 19.1 4.7 66.3 50.1 73.9 73.8: 26.1 26.2
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 : 43: 3 6 5 29 31 35 39:
Old : 43: 3 6 5 29 31 35 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 : 44.7 39.5 60.7 52.9 40.4 38.1 48.4 47.4
Old : 44.7 39.5 60.7 52.9 40.4 38.1 48.4 47.4
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, July 14, 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 : 146,036: 4,392 19,805 9,013 94,604 79,046 108,009 107,864: 38,027 38,172
Old : 146,036: 4,392 19,805 9,013 94,604 79,046 108,009 107,864: 38,027 38,172
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -500: -4,545 245 1,630 814 -3,976 -2,101 -2,101: 1,601 1,601
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 13.6 6.2 64.8 54.1 74.0 73.9: 26.0 26.1
Old : 100.0: 3.0 13.6 6.2 64.8 54.1 74.0 73.9: 26.0 26.1
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 : 42: 3 6 5 27 30 33 38:
Old : 42: 3 6 5 27 30 33 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 : 45.4 32.6 57.9 47.5 37.6 28.6 42.7 40.4
Old : 45.4 32.6 57.9 47.5 37.6 28.6 42.7 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 22,975: 1,500 300 0 20,665 21,625 22,165 21,925: 810 1,050
Old : 22,975: 1,500 300 0 20,665 21,625 22,165 21,925: 810 1,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 1.3 0.0 89.9 94.1 96.5 95.4: 3.5 4.6
Old : 100.0: 6.5 1.3 0.0 89.9 94.1 96.5 95.4: 3.5 4.6
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 : 21: 1 1 0 13 13 14 14:
Old : 21: 1 1 0 13 13 14 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.8 80.9 87.8 91.8 60.5 77.9 79.5 82.5
Old : 67.8 80.9 87.8 91.8 60.5 77.9 79.5 82.5
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, July 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 69,051: 1,755 3,590 8,815 54,216 52,611 64,786 65,016: 4,265 4,035
Old : 69,051: 1,755 3,590 8,815 54,216 52,611 64,786 65,016: 4,265 4,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -705: 0 0 0 -755 -755 -755 -755: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 5.2 12.8 78.5 76.2 93.8 94.2: 6.2 5.8
Old : 100.0: 2.5 5.2 12.8 78.5 76.2 93.8 94.2: 6.2 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 : 25: 2 1 2 15 18 17 21:
Old : 25: 2 1 2 15 18 17 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 : 61.8 52.0 82.1 74.6 40.9 39.5 51.0 49.0
Old : 61.8 52.0 82.1 74.6 40.9 39.5 51.0 49.0
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, July 14, 2020
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 59,435: 1,580 3,040 9,065 42,025 40,805 52,670 52,910: 6,765 6,525
Old : 59,435: 1,580 3,040 9,065 42,025 40,805 52,670 52,910: 6,765 6,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 70: 0 0 0 -115 -115 -115 -115: 185 185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 5.1 15.3 70.7 68.7 88.6 89.0: 11.4 11.0
Old : 100.0: 2.7 5.1 15.3 70.7 68.7 88.6 89.0: 11.4 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 1 2 17 19 20 22:
Old : 25: 3 1 2 17 19 20 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.6 52.2 70.6 71.8 33.0 35.4 42.8 46.3
Old : 51.6 52.2 70.6 71.8 33.0 35.4 42.8 46.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 44,150: 12,165 1,585 2,830 25,415 36,490 40,410 40,905: 3,740 3,245
Old : 44,150: 12,165 1,585 2,830 25,415 36,490 40,410 40,905: 3,740 3,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -1,730: -4,800 0 0 3,040 -1,760 -1,760 -1,760: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 3.6 6.4 57.6 82.7 91.5 92.7: 8.5 7.3
Old : 100.0: 27.6 3.6 6.4 57.6 82.7 91.5 92.7: 8.5 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 4 1 3 17 18 22 21:
Old : 26: 4 1 3 17 18 22 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 53.0 73.9 72.0 43.1 34.1 50.8 50.3
Old : 54.8 53.0 73.9 72.0 43.1 34.1 50.8 50.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 52,585: 28,060 1,855 2,040 19,205 45,590 49,305 49,485: 3,280 3,100
Old : 52,585: 28,060 1,855 2,040 19,205 45,590 49,305 49,485: 3,280 3,100
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: -1,870: -4,800 0 150 1,980 -2,820 -2,670 -2,670: 800 800
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 53.4 3.5 3.9 36.5 86.7 93.8 94.1: 6.2 5.9
Old : 100.0: 53.4 3.5 3.9 36.5 86.7 93.8 94.1: 6.2 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 3 15 18 18 21:
Old : 23: 2 1 3 15 18 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.2 54.1 86.8 75.0 63.3 42.2 66.5 58.1
Old : 75.2 54.1 86.8 75.0 63.3 42.2 66.5 58.1
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, July 14, 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 : 175,579: 9,875 7,070 6,000 127,565 131,390 143,440 144,460: 32,138 31,119
Old : 175,579: 9,875 7,070 6,000 127,565 131,390 143,440 144,460: 32,138 31,119
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 2,443: 140 -4,800 0 -1,331 3,475 -1,191 -1,325: 3,633 3,767
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.6 4.0 3.4 72.7 74.8 81.7 82.3: 18.3 17.7
Old : 100.0: 5.6 4.0 3.4 72.7 74.8 81.7 82.3: 18.3 17.7
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 : 36: 3 3 2 28 29 33 32:
Old : 36: 3 3 2 28 29 33 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.7 47.6 56.7 66.3 24.1 30.1 31.0 34.7
Old : 41.7 47.6 56.7 66.3 24.1 30.1 31.0 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 14, 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 : 120,555: 4,575 2,915 8,855 90,125 91,755 103,555 103,525: 17,000 17,030
Old : 120,555: 4,575 2,915 8,855 90,125 91,755 103,555 103,525: 17,000 17,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 7, 2020 :
: 695: 90 -4,800 585 -2,255 2,635 -1,580 -1,580: 2,275 2,275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 2.4 7.3 74.8 76.1 85.9 85.9: 14.1 14.1
Old : 100.0: 3.8 2.4 7.3 74.8 76.1 85.9 85.9: 14.1 14.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 32: 2 3 3 25 27 29 31:
Old : 32: 2 3 3 25 27 29 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 39.2 43.6 62.8 64.6 23.4 28.6 32.7 34.7
Old : 39.2 43.6 62.8 64.6 23.4 28.6 32.7 34.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 17, 2020