PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 28,373: 50 2,600 125 24,467 21,467 24,642 24,192: 3,731 4,181
Old : 28,373: 50 2,600 125 24,467 21,467 24,642 24,192: 3,731 4,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,957: 50 -100 -50 -1,746 -1,856 -1,746 -2,006: -211 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 9.2 0.4 86.2 75.7 86.9 85.3: 13.1 14.7
Old : 100.0: 0.2 9.2 0.4 86.2 75.7 86.9 85.3: 13.1 14.7
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 : 22: 1 1 1 13 15 14 17:
Old : 22: 1 1 1 13 15 14 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 : 67.7 42.6 83.5 69.5 58.9 42.0 64.0 58.0
Old : 67.7 42.6 83.5 69.5 58.9 42.0 64.0 58.0
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 27,657: 50 2,600 125 24,531 21,531 24,706 24,256: 2,951 3,401
Old : 27,657: 50 2,600 125 24,531 21,531 24,706 24,256: 2,951 3,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,703: 50 -100 -50 -1,513 -1,603 -1,513 -1,753: -190 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 9.4 0.5 88.7 77.9 89.3 87.7: 10.7 12.3
Old : 100.0: 0.2 9.4 0.5 88.7 77.9 89.3 87.7: 10.7 12.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 1 11 16 12 18:
Old : 22: 1 1 1 11 16 12 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 : 73.7 43.2 87.1 70.5 61.4 42.7 66.1 57.0
Old : 73.7 43.2 87.1 70.5 61.4 42.7 66.1 57.0
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 26,225: 0 11,100 0 23,470 12,540 23,470 23,640: 2,755 2,585
Old : 26,225: 0 11,100 0 23,470 12,540 23,470 23,640: 2,755 2,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,640: 0 -185 0 -1,575 -1,410 -1,575 -1,595: -65 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 42.3 0.0 89.5 47.8 89.5 90.1: 10.5 9.9
Old : 100.0: 0.0 42.3 0.0 89.5 47.8 89.5 90.1: 10.5 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 6 0 19 14 19 20:
Old : 30: 0 6 0 19 14 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 : 56.8 70.7 73.9 81.9 49.1 59.1 61.4 68.9
Old : 56.8 70.7 73.9 81.9 49.1 59.1 61.4 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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 26,640: 0 10,250 0 23,905 13,825 23,905 24,075: 2,735 2,565
Old : 26,640: 0 10,250 0 23,905 13,825 23,905 24,075: 2,735 2,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,730: 0 -95 0 -1,675 -1,600 -1,675 -1,695: -55 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 38.5 0.0 89.7 51.9 89.7 90.4: 10.3 9.6
Old : 100.0: 0.0 38.5 0.0 89.7 51.9 89.7 90.4: 10.3 9.6
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 : 29: 0 5 0 19 15 19 20:
Old : 29: 0 5 0 19 15 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 : 58.5 72.9 74.8 83.2 51.0 61.6 61.8 69.5
Old : 58.5 72.9 74.8 83.2 51.0 61.6 61.8 69.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 36,985: 625 930 300 31,925 31,650 32,850 32,880: 4,135 4,105
Old : 36,985: 625 930 300 31,925 31,650 32,850 32,880: 4,135 4,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -2,760: 75 -25 -175 -2,495 -2,395 -2,595 -2,595: -165 -165
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 2.5 0.8 86.3 85.6 88.8 88.9: 11.2 11.1
Old : 100.0: 1.7 2.5 0.8 86.3 85.6 88.8 88.9: 11.2 11.1
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 : 25: 2 3 3 13 11 16 16:
Old : 25: 2 3 3 13 11 16 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.9 76.1 82.7 85.3 68.0 73.9 81.3 82.6
Old : 68.9 76.1 82.7 85.3 68.0 73.9 81.3 82.6
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 34,330: 825 930 150 29,675 29,360 30,650 30,440: 3,680 3,890
Old : 34,330: 825 930 150 29,675 29,360 30,650 30,440: 3,680 3,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -2,310: 75 -25 -175 -2,120 -2,260 -2,220 -2,460: -90 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 2.7 0.4 86.4 85.5 89.3 88.7: 10.7 11.3
Old : 100.0: 2.4 2.7 0.4 86.4 85.5 89.3 88.7: 10.7 11.3
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 : 24: 2 3 2 13 10 16 14:
Old : 24: 2 3 2 13 10 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.1 78.2 82.9 85.8 68.0 76.4 81.6 83.3
Old : 69.1 78.2 82.9 85.8 68.0 76.4 81.6 83.3
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 20,200: 50 430 50 16,790 17,305 16,890 17,785: 3,310 2,415
Old : 20,200: 50 430 50 16,790 17,305 16,890 17,785: 3,310 2,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -2,180: -100 -25 -50 -1,525 -1,485 -1,675 -1,560: -505 -620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.1 0.2 83.1 85.7 83.6 88.0: 16.4 12.0
Old : 100.0: 0.2 2.1 0.2 83.1 85.7 83.6 88.0: 16.4 12.0
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 : 21: 1 1 1 14 13 16 14:
Old : 21: 1 1 1 14 13 16 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 : 61.2 71.1 77.4 84.4 57.3 60.3 65.9 69.5
Old : 61.2 71.1 77.4 84.4 57.3 60.3 65.9 69.5
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 18,810: 200 430 50 15,635 16,200 15,885 16,680: 2,925 2,130
Old : 18,810: 200 430 50 15,635 16,200 15,885 16,680: 2,925 2,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -2,075: 40 -25 -40 -1,670 -1,410 -1,670 -1,475: -405 -600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 2.3 0.3 83.1 86.1 84.4 88.7: 15.6 11.3
Old : 100.0: 1.1 2.3 0.3 83.1 86.1 84.4 88.7: 15.6 11.3
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 : 20: 1 1 1 13 11 15 12:
Old : 20: 1 1 1 13 11 15 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.9 77.1 78.9 85.8 61.5 65.6 66.7 70.5
Old : 64.9 77.1 78.9 85.8 61.5 65.6 66.7 70.5
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 34,915: 11,135 700 0 22,580 33,040 33,715 33,740: 1,200 1,175
Old : 34,915: 11,135 700 0 22,580 33,040 33,715 33,740: 1,200 1,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -3,620: -1,345 -125 0 -2,240 -3,460 -3,585 -3,585: -35 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 2.0 0.0 64.7 94.6 96.6 96.6: 3.4 3.4
Old : 100.0: 31.9 2.0 0.0 64.7 94.6 96.6 96.6: 3.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 1 0 18 11 22 12:
Old : 28: 4 1 0 18 11 22 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.6 86.2 82.9 95.0 69.6 80.8 82.0 88.6
Old : 69.6 86.2 82.9 95.0 69.6 80.8 82.0 88.6
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 30,390: 9,830 700 0 18,830 27,985 28,660 28,685: 1,730 1,705
Old : 30,390: 9,830 700 0 18,830 27,985 28,660 28,685: 1,730 1,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -3,005: -930 -125 0 -1,945 -2,750 -2,875 -2,875: -130 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 2.3 0.0 62.0 92.1 94.3 94.4: 5.7 5.6
Old : 100.0: 32.3 2.3 0.0 62.0 92.1 94.3 94.4: 5.7 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 1 0 18 11 22 12:
Old : 28: 4 1 0 18 11 22 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 82.0 79.6 91.8 65.0 76.6 78.5 85.2
Old : 65.8 82.0 79.6 91.8 65.0 76.6 78.5 85.2
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 91,195: 7,425 300 2,195 75,305 82,385 84,925 84,880: 6,270 6,315
Old : 91,195: 7,425 300 2,195 75,305 82,385 84,925 84,880: 6,270 6,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -6,160: -215 -330 150 -5,720 -5,605 -5,785 -5,785: -375 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 0.3 2.4 82.6 90.3 93.1 93.1: 6.9 6.9
Old : 100.0: 8.1 0.3 2.4 82.6 90.3 93.1 93.1: 6.9 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 5 1 3 21 23 27 26:
Old : 38: 5 1 3 21 23 27 26:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.8 62.8 81.0 79.6 63.7 61.6 74.7 73.3
Old : 65.8 62.8 81.0 79.6 63.7 61.6 74.7 73.3
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 80,445: 6,760 300 1,900 65,775 72,190 74,435 74,390: 6,010 6,055
Old : 80,445: 6,760 300 1,900 65,775 72,190 74,435 74,390: 6,010 6,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -5,735: -340 -240 125 -5,400 -5,500 -5,615 -5,615: -120 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 0.4 2.4 81.8 89.7 92.5 92.5: 7.5 7.5
Old : 100.0: 8.4 0.4 2.4 81.8 89.7 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 : 36: 4 1 3 19 21 24 24:
Old : 36: 4 1 3 19 21 24 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 : 69.1 59.0 85.2 77.7 67.6 58.9 79.5 73.4
Old : 69.1 59.0 85.2 77.7 67.6 58.9 79.5 73.4
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 17,635: 725 1,650 0 14,880 14,135 15,605 15,785: 2,030 1,850
Old : 17,635: 725 1,650 0 14,880 14,135 15,605 15,785: 2,030 1,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -610: -25 600 0 -465 -1,075 -490 -475: -120 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 9.4 0.0 84.4 80.2 88.5 89.5: 11.5 10.5
Old : 100.0: 4.1 9.4 0.0 84.4 80.2 88.5 89.5: 11.5 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 : 23: 1 1 0 16 14 17 15:
Old : 23: 1 1 0 16 14 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.9 67.4 70.3 81.3 48.9 60.5 65.0 72.8
Old : 52.9 67.4 70.3 81.3 48.9 60.5 65.0 72.8
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 47,750: 0 3,450 500 39,430 35,980 39,930 39,930: 7,820 7,820
Old : 47,750: 0 3,450 500 39,430 35,980 39,930 39,930: 7,820 7,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,050: 0 25 -25 -945 -970 -970 -970: -80 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.2 1.0 82.6 75.4 83.6 83.6: 16.4 16.4
Old : 100.0: 0.0 7.2 1.0 82.6 75.4 83.6 83.6: 16.4 16.4
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 1 18 20 19 22:
Old : 28: 0 2 1 18 20 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.4 41.2 75.8 59.2 55.2 35.0 60.3 48.7
Old : 56.4 41.2 75.8 59.2 55.2 35.0 60.3 48.7
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, January 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 28,760: 300 600 225 22,100 21,920 22,625 22,745: 6,135 6,015
Old : 28,760: 300 600 225 22,100 21,920 22,625 22,745: 6,135 6,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 2, 2018 :
: -1,375: -100 0 0 -1,130 -1,230 -1,230 -1,230: -145 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 2.1 0.8 76.8 76.2 78.7 79.1: 21.3 20.9
Old : 100.0: 1.0 2.1 0.8 76.8 76.2 78.7 79.1: 21.3 20.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 1 1 17 20 19 22:
Old : 26: 1 1 1 17 20 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.4 34.6 68.6 51.5 33.2 17.9 37.6 30.7
Old : 47.4 34.6 68.6 51.5 33.2 17.9 37.6 30.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 12, 2018