PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, February 27, 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 : 32,986: 1,080 4,125 25 27,736 24,761 28,841 28,911: 4,145 4,075
Old : 32,986: 1,080 4,125 25 27,736 24,761 28,841 28,911: 4,145 4,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 774: 345 75 -75 344 584 614 584: 160 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.3 12.5 0.1 84.1 75.1 87.4 87.6: 12.6 12.4
Old : 100.0: 3.3 12.5 0.1 84.1 75.1 87.4 87.6: 12.6 12.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 1 14 17 15 20:
Old : 25: 1 2 1 14 17 15 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 : 65.3 40.2 80.6 67.9 58.2 37.3 67.0 57.5
Old : 65.3 40.2 80.6 67.9 58.2 37.3 67.0 57.5
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 27, 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 : 30,837: 1,080 4,125 25 26,377 23,253 27,482 27,403: 3,355 3,434
Old : 30,837: 1,080 4,125 25 26,377 23,253 27,482 27,403: 3,355 3,434
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 757: 345 75 -75 356 567 626 567: 131 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 13.4 0.1 85.5 75.4 89.1 88.9: 10.9 11.1
Old : 100.0: 3.5 13.4 0.1 85.5 75.4 89.1 88.9: 10.9 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: 1 2 1 13 17 14 20:
Old : 24: 1 2 1 13 17 14 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 : 70.2 42.8 85.0 71.7 59.6 39.0 65.2 57.4
Old : 70.2 42.8 85.0 71.7 59.6 39.0 65.2 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, February 27, 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 : 26,515: 0 11,050 15 23,885 12,995 23,900 24,060: 2,615 2,455
Old : 26,515: 0 11,050 15 23,885 12,995 23,900 24,060: 2,615 2,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 41.7 0.1 90.1 49.0 90.1 90.7: 9.9 9.3
Old : 100.0: 0.0 41.7 0.1 90.1 49.0 90.1 90.7: 9.9 9.3
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 : 30: 0 6 1 20 13 21 19:
Old : 30: 0 6 1 20 13 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.3 73.8 73.1 84.0 45.3 62.1 62.7 71.6
Old : 51.3 73.8 73.1 84.0 45.3 62.1 62.7 71.6
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 27, 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 : 26,675: 0 10,525 15 24,180 13,815 24,195 24,355: 2,480 2,320
Old : 26,675: 0 10,525 15 24,180 13,815 24,195 24,355: 2,480 2,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 39.5 0.1 90.6 51.8 90.7 91.3: 9.3 8.7
Old : 100.0: 0.0 39.5 0.1 90.6 51.8 90.7 91.3: 9.3 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 : 29: 0 5 1 20 14 21 19:
Old : 29: 0 5 1 20 14 21 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.2 76.1 74.3 86.4 45.8 62.5 60.9 70.5
Old : 54.2 76.1 74.3 86.4 45.8 62.5 60.9 70.5
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, February 27, 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: 400 480 400 31,850 31,785 32,650 32,665: 3,960 3,945
Old : 36,610: 400 480 400 31,850 31,785 32,650 32,665: 3,960 3,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 0: 0 0 0 255 250 255 250: -255 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 1.3 1.1 87.0 86.8 89.2 89.2: 10.8 10.8
Old : 100.0: 1.1 1.3 1.1 87.0 86.8 89.2 89.2: 10.8 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 : 26: 2 2 4 15 13 19 18:
Old : 26: 2 2 4 15 13 19 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 : 67.8 81.4 81.7 86.2 66.8 80.0 80.2 83.9
Old : 67.8 81.4 81.7 86.2 66.8 80.0 80.2 83.9
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 27, 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: 625 505 250 30,530 30,665 31,405 31,420: 3,025 3,010
Old : 34,430: 625 505 250 30,530 30,665 31,405 31,420: 3,025 3,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 0: 0 0 0 505 480 505 480: -505 -480
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 1.5 0.7 88.7 89.1 91.2 91.3: 8.8 8.7
Old : 100.0: 1.8 1.5 0.7 88.7 89.1 91.2 91.3: 8.8 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 2 3 15 14 19 18:
Old : 26: 3 2 3 15 14 19 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 : 69.0 83.2 83.8 88.6 68.0 82.2 82.0 86.9
Old : 69.0 83.2 83.8 88.6 68.0 82.2 82.0 86.9
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 27, 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 : 18,210: 0 4,895 25 16,295 11,740 16,320 16,660: 1,890 1,550
Old : 18,210: 0 4,895 25 16,295 11,740 16,320 16,660: 1,890 1,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -40: 0 0 0 0 0 0 0: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 26.9 0.1 89.5 64.5 89.6 91.5: 10.4 8.5
Old : 100.0: 0.0 26.9 0.1 89.5 64.5 89.6 91.5: 10.4 8.5
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: 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 : 66.9 71.7 80.0 87.5 59.6 57.6 66.8 67.4
Old : 66.9 71.7 80.0 87.5 59.6 57.6 66.8 67.4
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 27, 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 : 17,625: 0 4,335 25 15,245 11,250 15,270 15,610: 2,355 2,015
Old : 17,625: 0 4,335 25 15,245 11,250 15,270 15,610: 2,355 2,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 24.6 0.1 86.5 63.8 86.6 88.6: 13.4 11.4
Old : 100.0: 0.0 24.6 0.1 86.5 63.8 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 : 64.5 70.9 76.9 86.2 56.6 55.3 64.1 65.8
Old : 64.5 70.9 76.9 86.2 56.6 55.3 64.1 65.8
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 27, 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 : 22,075: 350 405 280 18,075 18,785 18,705 19,470: 3,370 2,605
Old : 22,075: 350 405 280 18,075 18,785 18,705 19,470: 3,370 2,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 50: 0 0 0 50 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 1.8 1.3 81.9 85.1 84.7 88.2: 15.3 11.8
Old : 100.0: 1.6 1.8 1.3 81.9 85.1 84.7 88.2: 15.3 11.8
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 : 24: 3 1 3 16 13 20 16:
Old : 24: 3 1 3 16 13 20 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 : 58.6 67.9 74.2 83.9 49.3 60.1 62.3 67.6
Old : 58.6 67.9 74.2 83.9 49.3 60.1 62.3 67.6
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, February 27, 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 : 20,085: 340 455 200 16,150 17,050 16,690 17,705: 3,395 2,380
Old : 20,085: 340 455 200 16,150 17,050 16,690 17,705: 3,395 2,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 50: 0 0 0 50 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 2.3 1.0 80.4 84.9 83.1 88.2: 16.9 11.8
Old : 100.0: 1.7 2.3 1.0 80.4 84.9 83.1 88.2: 16.9 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 1 3 16 11 20 14:
Old : 23: 2 1 3 16 11 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 : 56.4 71.6 72.9 84.8 47.1 61.2 58.1 65.2
Old : 56.4 71.6 72.9 84.8 47.1 61.2 58.1 65.2
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 27, 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 : 42,450: 12,135 1,150 790 27,830 38,835 40,755 40,775: 1,695 1,675
Old : 42,450: 12,135 1,150 790 27,830 38,835 40,755 40,775: 1,695 1,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 590: 190 800 400 25 -585 615 615: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 2.7 1.9 65.6 91.5 96.0 96.1: 4.0 3.9
Old : 100.0: 28.6 2.7 1.9 65.6 91.5 96.0 96.1: 4.0 3.9
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: 4 2 2 18 12 23 15:
Old : 30: 4 2 2 18 12 23 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.6 79.4 80.6 92.1 60.8 77.6 79.8 86.8
Old : 61.6 79.4 80.6 92.1 60.8 77.6 79.8 86.8
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 27, 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 : 37,300: 10,400 1,150 525 24,430 33,700 35,355 35,375: 1,945 1,925
Old : 37,300: 10,400 1,150 525 24,430 33,700 35,355 35,375: 1,945 1,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 440: 190 800 250 0 -610 440 440: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.9 3.1 1.4 65.5 90.3 94.8 94.8: 5.2 5.2
Old : 100.0: 27.9 3.1 1.4 65.5 90.3 94.8 94.8: 5.2 5.2
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 2 2 18 12 23 15:
Old : 29: 4 2 2 18 12 23 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.8 75.7 78.4 89.9 57.2 73.2 77.5 83.7
Old : 57.8 75.7 78.4 89.9 57.2 73.2 77.5 83.7
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 27, 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 : 99,970: 11,925 2,460 2,735 77,795 87,230 92,455 92,425: 7,515 7,545
Old : 99,970: 11,925 2,460 2,735 77,795 87,230 92,455 92,425: 7,515 7,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 915: 150 140 35 715 725 900 900: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 2.5 2.7 77.8 87.3 92.5 92.5: 7.5 7.5
Old : 100.0: 11.9 2.5 2.7 77.8 87.3 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 : 42: 6 2 3 23 27 29 32:
Old : 42: 6 2 3 23 27 29 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.1 58.9 78.7 72.4 62.7 58.4 73.5 70.0
Old : 65.1 58.9 78.7 72.4 62.7 58.4 73.5 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 27, 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 : 92,060: 11,775 2,360 2,090 68,860 78,245 82,725 82,695: 9,335 9,365
Old : 92,060: 11,775 2,360 2,090 68,860 78,245 82,725 82,695: 9,335 9,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 725: 50 40 35 505 515 590 590: 135 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 2.6 2.3 74.8 85.0 89.9 89.8: 10.1 10.2
Old : 100.0: 12.8 2.6 2.3 74.8 85.0 89.9 89.8: 10.1 10.2
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 : 39: 5 2 3 20 26 25 31:
Old : 39: 5 2 3 20 26 25 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 : 64.3 52.5 80.0 67.3 62.2 52.5 75.4 66.1
Old : 64.3 52.5 80.0 67.3 62.2 52.5 75.4 66.1
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 27, 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 : 20,545: 600 3,600 175 17,605 14,785 18,380 18,560: 2,165 1,985
Old : 20,545: 600 3,600 175 17,605 14,785 18,380 18,560: 2,165 1,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 50: 0 0 0 50 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 17.5 0.9 85.7 72.0 89.5 90.3: 10.5 9.7
Old : 100.0: 2.9 17.5 0.9 85.7 72.0 89.5 90.3: 10.5 9.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 2 16 15 18 18:
Old : 25: 1 2 2 16 15 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.0 56.2 72.0 80.5 51.4 48.7 65.1 70.0
Old : 55.0 56.2 72.0 80.5 51.4 48.7 65.1 70.0
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 27, 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: February 20, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 : 21: 1 1 0 15 13 16 14:
Old : 21: 1 1 0 15 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 : 63.9 78.1 80.1 91.3 35.4 52.8 48.2 56.8
Old : 63.9 78.1 80.1 91.3 35.4 52.8 48.2 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 27, 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 : 47,715: 0 1,625 925 38,970 37,345 39,895 39,895: 7,820 7,820
Old : 47,715: 0 1,625 925 38,970 37,345 39,895 39,895: 7,820 7,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: 40: 0 0 0 -10 -10 -10 -10: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 1.9 81.7 78.3 83.6 83.6: 16.4 16.4
Old : 100.0: 0.0 3.4 1.9 81.7 78.3 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 : 29: 0 3 2 18 23 20 26:
Old : 29: 0 3 2 18 23 20 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 : 56.0 41.1 74.4 57.9 51.0 32.0 53.2 43.5
Old : 56.0 41.1 74.4 57.9 51.0 32.0 53.2 43.5
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 27, 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 : 31,820: 1,675 600 25 20,780 21,975 22,480 22,600: 9,340 9,220
Old : 31,820: 1,675 600 25 20,780 21,975 22,480 22,600: 9,340 9,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: February 20, 2018 :
: -40: 0 0 0 60 60 60 60: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 1.9 0.1 65.3 69.1 70.6 71.0: 29.4 29.0
Old : 100.0: 5.3 1.9 0.1 65.3 69.1 70.6 71.0: 29.4 29.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 1 1 17 22 19 24:
Old : 27: 2 1 1 17 22 19 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 : 44.9 31.2 60.6 46.1 36.8 17.6 39.7 29.5
Old : 44.9 31.2 60.6 46.1 36.8 17.6 39.7 29.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 2, 2018