PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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 : 29,927: 75 2,800 100 25,852 22,987 26,027 25,887: 3,900 4,040
Old : 29,927: 75 2,800 100 25,852 22,987 26,027 25,887: 3,900 4,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -981: 25 -100 -25 -1,012 -867 -1,012 -992: 31 11
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 9.4 0.3 86.4 76.8 87.0 86.5: 13.0 13.5
Old : 100.0: 0.3 9.4 0.3 86.4 76.8 87.0 86.5: 13.0 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 1 12 15 13 17:
Old : 22: 1 1 1 12 15 13 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 : 67.0 39.3 84.0 67.3 57.7 36.1 63.8 54.6
Old : 67.0 39.3 84.0 67.3 57.7 36.1 63.8 54.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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 : 27,760: 75 2,800 100 24,446 21,461 24,621 24,361: 3,139 3,399
Old : 27,760: 75 2,800 100 24,446 21,461 24,621 24,361: 3,139 3,399
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -907: 25 -100 -25 -985 -840 -985 -965: 78 58
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 10.1 0.4 88.1 77.3 88.7 87.8: 11.3 12.2
Old : 100.0: 0.3 10.1 0.4 88.1 77.3 88.7 87.8: 11.3 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: 1 1 1 11 15 12 17:
Old : 21: 1 1 1 11 15 12 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 : 72.6 42.5 87.0 70.4 57.7 38.8 61.4 54.5
Old : 72.6 42.5 87.0 70.4 57.7 38.8 61.4 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, February 06, 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 : 24,680: 0 10,500 15 22,190 11,850 22,205 22,365: 2,475 2,315
Old : 24,680: 0 10,500 15 22,190 11,850 22,205 22,365: 2,475 2,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -2,195: 0 -900 0 -1,950 -1,060 -1,950 -1,960: -245 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 42.5 0.1 89.9 48.0 90.0 90.6: 10.0 9.4
Old : 100.0: 0.0 42.5 0.1 89.9 48.0 90.0 90.6: 10.0 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 0 6 1 19 13 20 19:
Old : 30: 0 6 1 19 13 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 74.7 72.1 84.3 46.1 62.8 59.3 69.9
Old : 52.6 74.7 72.1 84.3 46.1 62.8 59.3 69.9
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, February 06, 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 : 25,315: 0 10,025 15 22,820 12,955 22,835 22,995: 2,480 2,320
Old : 25,315: 0 10,025 15 22,820 12,955 22,835 22,995: 2,480 2,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -2,025: 0 -550 0 -1,800 -1,260 -1,800 -1,810: -225 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 39.6 0.1 90.1 51.2 90.2 90.8: 9.8 9.2
Old : 100.0: 0.0 39.6 0.1 90.1 51.2 90.2 90.8: 9.8 9.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 5 1 19 14 20 19:
Old : 29: 0 5 1 19 14 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.4 75.7 73.2 85.7 47.7 64.0 59.9 70.4
Old : 54.4 75.7 73.2 85.7 47.7 64.0 59.9 70.4
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, February 06, 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 : 36,610: 500 480 300 31,445 31,485 32,245 32,265: 4,365 4,345
Old : 36,610: 500 480 300 31,445 31,485 32,245 32,265: 4,365 4,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -3,000: -225 -150 -150 -2,505 -2,590 -2,880 -2,890: -120 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 1.3 0.8 85.9 86.0 88.1 88.1: 11.9 11.9
Old : 100.0: 1.4 1.3 0.8 85.9 86.0 88.1 88.1: 11.9 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 : 26: 2 2 3 15 12 19 16:
Old : 26: 2 2 3 15 12 19 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 : 66.7 81.2 80.6 85.8 65.7 79.8 79.2 83.4
Old : 66.7 81.2 80.6 85.8 65.7 79.8 79.2 83.4
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, February 06, 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 : 34,430: 725 505 150 29,875 30,135 30,750 30,790: 3,680 3,640
Old : 34,430: 725 505 150 29,875 30,135 30,750 30,790: 3,680 3,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -2,630: -250 -175 -125 -2,145 -2,210 -2,520 -2,510: -110 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 1.5 0.4 86.8 87.5 89.3 89.4: 10.7 10.6
Old : 100.0: 2.1 1.5 0.4 86.8 87.5 89.3 89.4: 10.7 10.6
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 : 25: 3 2 2 14 12 18 15:
Old : 25: 3 2 2 14 12 18 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.4 82.3 82.2 87.7 66.4 81.5 80.5 86.0
Old : 67.4 82.3 82.2 87.7 66.4 81.5 80.5 86.0
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, February 06, 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 : 18,145: 0 4,895 25 16,195 11,645 16,220 16,565: 1,925 1,580
Old : 18,145: 0 4,895 25 16,195 11,645 16,220 16,565: 1,925 1,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -1,740: 0 -550 -25 -960 -320 -985 -895: -755 -845
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 27.0 0.1 89.3 64.2 89.4 91.3: 10.6 8.7
Old : 100.0: 0.0 27.0 0.1 89.3 64.2 89.4 91.3: 10.6 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 3 1 17 11 18 14:
Old : 23: 0 3 1 17 11 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 71.5 79.7 87.3 59.9 57.9 67.1 67.8
Old : 66.4 71.5 79.7 87.3 59.9 57.9 67.1 67.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 06, 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 : 17,520: 0 4,335 25 15,145 11,155 15,170 15,515: 2,350 2,005
Old : 17,520: 0 4,335 25 15,145 11,155 15,170 15,515: 2,350 2,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -1,900: 0 -650 -25 -1,145 -405 -1,170 -1,080: -730 -820
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 24.7 0.1 86.4 63.7 86.6 88.6: 13.4 11.4
Old : 100.0: 0.0 24.7 0.1 86.4 63.7 86.6 88.6: 13.4 11.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 1 17 11 18 13:
Old : 22: 0 2 1 17 11 18 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 : 64.4 70.7 76.8 86.1 56.8 55.5 64.3 66.1
Old : 64.4 70.7 76.8 86.1 56.8 55.5 64.3 66.1
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, February 06, 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 : 21,775: 500 405 180 17,725 18,585 18,405 19,170: 3,370 2,605
Old : 21,775: 500 405 180 17,725 18,585 18,405 19,170: 3,370 2,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -2,080: -175 25 80 -1,520 -1,730 -1,615 -1,625: -465 -455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 1.9 0.8 81.4 85.4 84.5 88.0: 15.5 12.0
Old : 100.0: 2.3 1.9 0.8 81.4 85.4 84.5 88.0: 15.5 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 : 23: 3 1 2 16 12 20 14:
Old : 23: 3 1 2 16 12 20 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 : 59.6 68.1 74.1 84.3 50.2 61.3 63.0 68.9
Old : 59.6 68.1 74.1 84.3 50.2 61.3 63.0 68.9
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, February 06, 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: 490 455 100 15,825 16,875 16,415 17,430: 3,370 2,355
Old : 19,785: 490 455 100 15,825 16,875 16,415 17,430: 3,370 2,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -1,930: -160 25 50 -1,425 -1,630 -1,535 -1,555: -395 -375
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 2.3 0.5 80.0 85.3 83.0 88.1: 17.0 11.9
Old : 100.0: 2.5 2.3 0.5 80.0 85.3 83.0 88.1: 17.0 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 : 22: 3 1 2 16 10 20 12:
Old : 22: 3 1 2 16 10 20 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 : 57.5 72.1 72.9 85.5 48.0 62.5 58.9 66.5
Old : 57.5 72.1 72.9 85.5 48.0 62.5 58.9 66.5
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, February 06, 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 : 40,085: 12,100 350 0 26,775 38,545 38,875 38,895: 1,210 1,190
Old : 40,085: 12,100 350 0 26,775 38,545 38,875 38,895: 1,210 1,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 3,065: 1,685 -350 0 1,795 3,825 3,480 3,475: -415 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 0.9 0.0 66.8 96.2 97.0 97.0: 3.0 3.0
Old : 100.0: 30.2 0.9 0.0 66.8 96.2 97.0 97.0: 3.0 3.0
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 : 30: 5 1 0 18 11 23 12:
Old : 30: 5 1 0 18 11 23 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 : 63.7 83.8 82.6 95.1 63.7 81.7 82.5 91.7
Old : 63.7 83.8 82.6 95.1 63.7 81.7 82.5 91.7
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, February 06, 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 : 35,970: 11,015 350 75 23,250 33,935 34,340 34,360: 1,630 1,610
Old : 35,970: 11,015 350 75 23,250 33,935 34,340 34,360: 1,630 1,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 3,655: 1,985 -350 0 2,080 4,410 4,065 4,060: -410 -405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.6 1.0 0.2 64.6 94.3 95.5 95.5: 4.5 4.5
Old : 100.0: 30.6 1.0 0.2 64.6 94.3 95.5 95.5: 4.5 4.5
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: 5 1 1 18 11 23 13:
Old : 29: 5 1 1 18 11 23 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 : 60.7 79.1 80.9 92.6 60.1 77.4 80.0 88.9
Old : 60.7 79.1 80.9 92.6 60.1 77.4 80.0 88.9
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, February 06, 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 : 98,115: 10,300 2,100 2,375 77,865 86,035 90,540 90,510: 7,575 7,605
Old : 98,115: 10,300 2,100 2,375 77,865 86,035 90,540 90,510: 7,575 7,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 1,570: 1,105 1,355 -75 755 520 1,785 1,800: -215 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 2.1 2.4 79.4 87.7 92.3 92.2: 7.7 7.8
Old : 100.0: 10.5 2.1 2.4 79.4 87.7 92.3 92.2: 7.7 7.8
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 : 42: 6 2 3 23 26 29 31:
Old : 42: 6 2 3 23 26 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 : 67.0 59.3 79.7 72.4 65.0 58.8 75.1 70.0
Old : 67.0 59.3 79.7 72.4 65.0 58.8 75.1 70.0
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, February 06, 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 : 90,815: 9,650 2,100 2,080 69,585 77,105 81,315 81,285: 9,500 9,530
Old : 90,815: 9,650 2,100 2,080 69,585 77,105 81,315 81,285: 9,500 9,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: 1,785: 965 1,380 35 900 500 1,900 1,915: -115 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 2.3 2.3 76.6 84.9 89.5 89.5: 10.5 10.5
Old : 100.0: 10.6 2.3 2.3 76.6 84.9 89.5 89.5: 10.5 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 : 39: 5 2 3 20 24 25 29:
Old : 39: 5 2 3 20 24 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.9 52.5 81.2 67.4 65.4 52.5 77.1 65.6
Old : 66.9 52.5 81.2 67.4 65.4 52.5 77.1 65.6
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, February 06, 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 : 17,680: 700 1,900 75 14,700 13,680 15,475 15,655: 2,205 2,025
Old : 17,680: 700 1,900 75 14,700 13,680 15,475 15,655: 2,205 2,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -510: -25 250 0 -360 -635 -385 -385: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 10.7 0.4 83.1 77.4 87.5 88.5: 12.5 11.5
Old : 100.0: 4.0 10.7 0.4 83.1 77.4 87.5 88.5: 12.5 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 1 16 15 18 17:
Old : 24: 2 1 1 16 15 18 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 : 51.3 67.6 69.4 80.2 46.5 58.9 60.8 68.0
Old : 51.3 67.6 69.4 80.2 46.5 58.9 60.8 68.0
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, February 06, 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 : 16,780: 1,575 175 0 14,270 15,885 15,845 16,060: 935 720
Old : 16,780: 1,575 175 0 14,270 15,885 15,845 16,060: 935 720
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -880: -200 0 0 -445 -655 -645 -655: -235 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 1.0 0.0 85.0 94.7 94.4 95.7: 5.6 4.3
Old : 100.0: 9.4 1.0 0.0 85.0 94.7 94.4 95.7: 5.6 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 : 20: 1 1 0 15 12 16 13:
Old : 20: 1 1 0 15 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 : 64.3 81.7 80.5 92.3 35.8 55.0 48.6 56.8
Old : 64.3 81.7 80.5 92.3 35.8 55.0 48.6 56.8
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, February 06, 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 : 46,695: 0 2,825 925 38,060 35,235 38,985 38,985: 7,710 7,710
Old : 46,695: 0 2,825 925 38,060 35,235 38,985 38,985: 7,710 7,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -1,360: 0 -625 325 -1,095 -470 -770 -770: -590 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.0 2.0 81.5 75.5 83.5 83.5: 16.5 16.5
Old : 100.0: 0.0 6.0 2.0 81.5 75.5 83.5 83.5: 16.5 16.5
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: 0 3 2 18 22 20 25:
Old : 29: 0 3 2 18 22 20 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 : 57.0 39.5 74.1 58.7 52.2 31.4 56.4 46.0
Old : 57.0 39.5 74.1 58.7 52.2 31.4 56.4 46.0
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, February 06, 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 : 30,410: 475 600 325 20,330 20,325 21,130 21,250: 9,280 9,160
Old : 30,410: 475 600 325 20,330 20,325 21,130 21,250: 9,280 9,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 30, 2018 :
: -1,130: 200 0 100 -1,350 -1,150 -1,050 -1,050: -80 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 2.0 1.1 66.9 66.8 69.5 69.9: 30.5 30.1
Old : 100.0: 1.6 2.0 1.1 66.9 66.8 69.5 69.9: 30.5 30.1
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 1 1 17 21 19 23:
Old : 26: 2 1 1 17 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 : 46.4 30.5 59.9 45.8 35.0 18.7 37.3 29.5
Old : 46.4 30.5 59.9 45.8 35.0 18.7 37.3 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 9, 2018