PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 29,273: 50 2,900 125 25,367 22,067 25,542 25,092: 3,731 4,181
Old : 29,273: 50 2,900 125 25,367 22,067 25,542 25,092: 3,731 4,181
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 900: 0 300 0 900 600 900 900: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 9.9 0.4 86.7 75.4 87.3 85.7: 12.7 14.3
Old : 100.0: 0.2 9.9 0.4 86.7 75.4 87.3 85.7: 12.7 14.3
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 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 : 66.6 42.4 84.0 69.3 60.2 41.7 65.1 59.3
Old : 66.6 42.4 84.0 69.3 60.2 41.7 65.1 59.3
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 16, 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 : 27,957: 50 2,900 125 24,831 21,531 25,006 24,556: 2,951 3,401
Old : 27,957: 50 2,900 125 24,831 21,531 25,006 24,556: 2,951 3,401
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 300: 0 300 0 300 0 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 10.4 0.4 88.8 77.0 89.4 87.8: 10.6 12.2
Old : 100.0: 0.2 10.4 0.4 88.8 77.0 89.4 87.8: 10.6 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 : 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 : 74.0 43.3 87.2 70.8 61.8 43.3 66.4 57.4
Old : 74.0 43.3 87.2 70.8 61.8 43.3 66.4 57.4
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 16, 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 : 26,400: 0 11,175 0 23,570 12,565 23,570 23,740: 2,830 2,660
Old : 26,400: 0 11,175 0 23,570 12,565 23,570 23,740: 2,830 2,660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 175: 0 75 0 100 25 100 100: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 42.3 0.0 89.3 47.6 89.3 89.9: 10.7 10.1
Old : 100.0: 0.0 42.3 0.0 89.3 47.6 89.3 89.9: 10.7 10.1
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 : 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 : 56.4 70.1 73.8 81.5 48.8 58.7 61.4 68.7
Old : 56.4 70.1 73.8 81.5 48.8 58.7 61.4 68.7
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 16, 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 : 26,815: 0 10,325 0 24,030 13,875 24,030 24,200: 2,785 2,615
Old : 26,815: 0 10,325 0 24,030 13,875 24,030 24,200: 2,785 2,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 175: 0 75 0 125 50 125 125: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 38.5 0.0 89.6 51.7 89.6 90.2: 10.4 9.8
Old : 100.0: 0.0 38.5 0.0 89.6 51.7 89.6 90.2: 10.4 9.8
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 : 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 : 58.1 72.5 74.8 82.9 50.7 61.2 61.9 69.3
Old : 58.1 72.5 74.8 82.9 50.7 61.2 61.9 69.3
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 16, 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 : 37,750: 625 980 300 32,705 32,380 33,630 33,660: 4,120 4,090
Old : 37,750: 625 980 300 32,705 32,380 33,630 33,660: 4,120 4,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 765: 0 50 0 780 730 780 780: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 2.6 0.8 86.6 85.8 89.1 89.2: 10.9 10.8
Old : 100.0: 1.7 2.6 0.8 86.6 85.8 89.1 89.2: 10.9 10.8
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 3 3 14 12 17 17:
Old : 25: 2 3 3 14 12 17 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 : 69.7 76.4 82.5 84.6 68.7 74.5 80.4 81.7
Old : 69.7 76.4 82.5 84.6 68.7 74.5 80.4 81.7
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 16, 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 : 35,265: 825 980 150 30,600 30,235 31,575 31,365: 3,690 3,900
Old : 35,265: 825 980 150 30,600 30,235 31,575 31,365: 3,690 3,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 935: 0 50 0 925 875 925 925: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 2.8 0.4 86.8 85.7 89.5 88.9: 10.5 11.1
Old : 100.0: 2.3 2.8 0.4 86.8 85.7 89.5 88.9: 10.5 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 : 24: 2 3 2 14 11 17 15:
Old : 24: 2 3 2 14 11 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 : 71.3 78.1 83.0 85.0 70.3 76.7 81.1 82.1
Old : 71.3 78.1 83.0 85.0 70.3 76.7 81.1 82.1
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, January 16, 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 : 19,785: 0 5,315 0 17,205 11,965 17,205 17,280: 2,580 2,505
Old : 19,785: 0 5,315 0 17,205 11,965 17,205 17,280: 2,580 2,505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 26.9 0.0 87.0 60.5 87.0 87.3: 13.0 12.7
Old : 100.0: 0.0 26.9 0.0 87.0 60.5 87.0 87.3: 13.0 12.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 2 0 16 10 16 12:
Old : 20: 0 2 0 16 10 16 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 : 67.5 70.0 78.2 84.9 56.2 53.6 62.9 63.0
Old : 67.5 70.0 78.2 84.9 56.2 53.6 62.9 63.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 21,640: 50 430 50 18,230 18,745 18,330 19,225: 3,310 2,415
Old : 21,640: 50 430 50 18,230 18,745 18,330 19,225: 3,310 2,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 1,440: 0 0 0 1,440 1,440 1,440 1,440: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 2.0 0.2 84.2 86.6 84.7 88.8: 15.3 11.2
Old : 100.0: 0.2 2.0 0.2 84.2 86.6 84.7 88.8: 15.3 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 62.7 73.0 78.8 85.4 59.0 63.0 68.3 71.6
Old : 62.7 73.0 78.8 85.4 59.0 63.0 68.3 71.6
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 16, 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 : 20,250: 200 430 50 16,835 17,640 17,085 18,120: 3,165 2,130
Old : 20,250: 200 430 50 16,835 17,640 17,085 18,120: 3,165 2,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 1,440: 0 0 0 1,200 1,440 1,200 1,440: 240 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 2.1 0.2 83.1 87.1 84.4 89.5: 15.6 10.5
Old : 100.0: 1.0 2.1 0.2 83.1 87.1 84.4 89.5: 15.6 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 : 21: 1 1 1 14 11 16 12:
Old : 21: 1 1 1 14 11 16 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 : 64.3 78.7 77.6 86.8 61.1 68.2 67.4 72.7
Old : 64.3 78.7 77.6 86.8 61.1 68.2 67.4 72.7
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 16, 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 : 36,590: 10,985 700 0 24,405 34,715 35,390 35,415: 1,200 1,175
Old : 36,590: 10,985 700 0 24,405 34,715 35,390 35,415: 1,200 1,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 1,675: -150 0 0 1,825 1,675 1,675 1,675: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 1.9 0.0 66.7 94.9 96.7 96.8: 3.3 3.2
Old : 100.0: 30.0 1.9 0.0 66.7 94.9 96.7 96.8: 3.3 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 : 29: 4 1 0 18 12 22 13:
Old : 29: 4 1 0 18 12 22 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 : 70.4 84.7 83.0 94.1 70.4 80.3 82.2 88.7
Old : 70.4 84.7 83.0 94.1 70.4 80.3 82.2 88.7
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 16, 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 : 32,065: 9,680 700 0 20,655 29,660 30,335 30,360: 1,730 1,705
Old : 32,065: 9,680 700 0 20,655 29,660 30,335 30,360: 1,730 1,705
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 1,675: -150 0 0 1,825 1,675 1,675 1,675: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 2.2 0.0 64.4 92.5 94.6 94.7: 5.4 5.3
Old : 100.0: 30.2 2.2 0.0 64.4 92.5 94.6 94.7: 5.4 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 4 1 0 18 12 22 13:
Old : 29: 4 1 0 18 12 22 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 : 67.5 79.5 80.6 90.9 66.7 74.3 79.6 85.5
Old : 67.5 79.5 80.6 90.9 66.7 74.3 79.6 85.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 92,270: 7,725 325 2,125 75,820 83,175 85,670 85,625: 6,600 6,645
Old : 92,270: 7,725 325 2,125 75,820 83,175 85,670 85,625: 6,600 6,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 1,075: 300 25 -70 515 790 745 745: 330 330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 0.4 2.3 82.2 90.1 92.8 92.8: 7.2 7.2
Old : 100.0: 8.4 0.4 2.3 82.2 90.1 92.8 92.8: 7.2 7.2
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 : 38: 5 1 3 22 23 28 26:
Old : 38: 5 1 3 22 23 28 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 : 65.0 62.4 80.2 79.4 63.2 61.2 74.1 73.0
Old : 65.0 62.4 80.2 79.4 63.2 61.2 74.1 73.0
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 16, 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 : 83,160: 7,060 325 1,850 65,615 72,305 74,525 74,480: 8,635 8,680
Old : 83,160: 7,060 325 1,850 65,615 72,305 74,525 74,480: 8,635 8,680
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 2,715: 300 25 -50 -160 115 90 90: 2,625 2,625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 0.4 2.2 78.9 86.9 89.6 89.6: 10.4 10.4
Old : 100.0: 8.5 0.4 2.2 78.9 86.9 89.6 89.6: 10.4 10.4
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 : 36: 4 1 3 20 21 25 24:
Old : 36: 4 1 3 20 21 25 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 : 66.7 57.1 81.3 74.7 65.2 54.3 77.1 69.8
Old : 66.7 57.1 81.3 74.7 65.2 54.3 77.1 69.8
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 16, 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 : 18,115: 725 1,650 0 15,060 14,315 15,785 15,965: 2,330 2,150
Old : 18,115: 725 1,650 0 15,060 14,315 15,785 15,965: 2,330 2,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 480: 0 0 0 180 180 180 180: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 9.1 0.0 83.1 79.0 87.1 88.1: 12.9 11.9
Old : 100.0: 4.0 9.1 0.0 83.1 79.0 87.1 88.1: 12.9 11.9
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: 1 1 0 16 15 17 16:
Old : 23: 1 1 0 16 15 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 : 51.2 66.5 68.1 79.4 47.4 60.6 63.0 70.4
Old : 51.2 66.5 68.1 79.4 47.4 60.6 63.0 70.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 47,655: 0 3,450 500 38,895 35,445 39,395 39,395: 8,260 8,260
Old : 47,655: 0 3,450 500 38,895 35,445 39,395 39,395: 8,260 8,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: -95: 0 0 0 -535 -535 -535 -535: 440 440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.2 1.0 81.6 74.4 82.7 82.7: 17.3 17.3
Old : 100.0: 0.0 7.2 1.0 81.6 74.4 82.7 82.7: 17.3 17.3
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: 0 2 1 18 21 19 23:
Old : 28: 0 2 1 18 21 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 : 55.4 39.7 74.2 57.8 51.7 32.1 56.8 45.9
Old : 55.4 39.7 74.2 57.8 51.7 32.1 56.8 45.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 16, 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 : 30,060: 300 600 225 21,060 20,880 21,585 21,705: 8,475 8,355
Old : 30,060: 300 600 225 21,060 20,880 21,585 21,705: 8,475 8,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 9, 2018 :
: 1,300: 0 0 0 -1,040 -1,040 -1,040 -1,040: 2,340 2,340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 2.0 0.7 70.1 69.5 71.8 72.2: 28.2 27.8
Old : 100.0: 1.0 2.0 0.7 70.1 69.5 71.8 72.2: 28.2 27.8
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: 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 : 48.1 32.5 62.2 48.1 37.3 20.2 41.5 34.5
Old : 48.1 32.5 62.2 48.1 37.3 20.2 41.5 34.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 19, 2018