MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 19,847: 2,076 570 130 17,025 18,377 19,231 19,077: 616 770
Old : 19,847: 2,076 570 130 17,025 18,377 19,231 19,077: 616 770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -955: 779 0 130 -1,915 -1,235 -1,006 -1,105: 51 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.5 2.9 0.7 85.8 92.6 96.9 96.1: 3.1 3.9
Old : 100.0: 10.5 2.9 0.7 85.8 92.6 96.9 96.1: 3.1 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 : 26: 2 1 1 12 16 14 18:
Old : 26: 2 1 1 12 16 14 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 : 75.7 60.5 90.5 83.4 71.0 60.5 85.1 81.6
Old : 75.7 60.5 90.5 83.4 71.0 60.5 85.1 81.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 17,458: 1,217 640 175 15,586 16,053 16,978 16,868: 480 590
Old : 17,458: 1,217 640 175 15,586 16,053 16,978 16,868: 480 590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -1,085: -51 70 175 -960 -1,380 -836 -1,135: -249 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 3.7 1.0 89.3 92.0 97.3 96.6: 2.7 3.4
Old : 100.0: 7.0 3.7 1.0 89.3 92.0 97.3 96.6: 2.7 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 1 10 15 12 17:
Old : 23: 1 2 1 10 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 : 83.5 61.4 95.4 82.9 77.5 61.4 86.5 80.4
Old : 83.5 61.4 95.4 82.9 77.5 61.4 86.5 80.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 61,289: 855 50 150 58,371 58,930 59,376 59,130: 1,913 2,159
Old : 61,289: 855 50 150 58,371 58,930 59,376 59,130: 1,913 2,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -50: 0 50 0 300 -100 300 -50: -350 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.1 0.2 95.2 96.2 96.9 96.5: 3.1 3.5
Old : 100.0: 1.4 0.1 0.2 95.2 96.2 96.9 96.5: 3.1 3.5
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 : 30: 2 1 1 16 22 18 24:
Old : 30: 2 1 1 16 22 18 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 : 80.1 71.7 89.3 86.1 77.9 67.5 83.6 79.7
Old : 80.1 71.7 89.3 86.1 77.9 67.5 83.6 79.7
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 56,777: 855 0 150 54,167 54,019 55,172 54,169: 1,605 2,608
Old : 56,777: 855 0 150 54,167 54,019 55,172 54,169: 1,605 2,608
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -50: 0 0 0 195 -50 195 -50: -245 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.0 0.3 95.4 95.1 97.2 95.4: 2.8 4.6
Old : 100.0: 1.5 0.0 0.3 95.4 95.1 97.2 95.4: 2.8 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 0 1 16 18 18 19:
Old : 25: 2 0 1 16 18 18 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 : 83.3 74.7 90.6 88.9 81.6 71.3 85.5 83.2
Old : 83.3 74.7 90.6 88.9 81.6 71.3 85.5 83.2
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 12,200: 1,147 0 0 10,435 12,080 11,582 12,080: 618 120
Old : 12,200: 1,147 0 0 10,435 12,080 11,582 12,080: 618 120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 350: 247 0 0 -75 350 172 350: 178 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 0.0 0.0 85.5 99.0 94.9 99.0: 5.1 1.0
Old : 100.0: 9.4 0.0 0.0 85.5 99.0 94.9 99.0: 5.1 1.0
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 : 22: 2 0 0 14 9 16 9:
Old : 22: 2 0 0 14 9 16 9:
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 : 57.6 88.9 85.5 98.6 55.0 86.2 74.8 88.3
Old : 57.6 88.9 85.5 98.6 55.0 86.2 74.8 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 9,580: 0 290 0 9,405 9,115 9,405 9,405: 175 175
Old : 9,580: 0 290 0 9,405 9,115 9,405 9,405: 175 175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 5: 0 0 0 -50 -120 -50 -120: 55 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.0 0.0 98.2 95.1 98.2 98.2: 1.8 1.8
Old : 100.0: 0.0 3.0 0.0 98.2 95.1 98.2 98.2: 1.8 1.8
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 : 21: 0 1 0 12 14 12 15:
Old : 21: 0 1 0 12 14 12 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 : 74.2 64.1 93.7 89.1 64.0 57.3 76.7 74.7
Old : 74.2 64.1 93.7 89.1 64.0 57.3 76.7 74.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 8,790: 405 0 0 8,270 8,720 8,675 8,720: 115 70
Old : 8,790: 405 0 0 8,270 8,720 8,675 8,720: 115 70
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 0.0 0.0 94.1 99.2 98.7 99.2: 1.3 0.8
Old : 100.0: 4.6 0.0 0.0 94.1 99.2 98.7 99.2: 1.3 0.8
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 : 20: 1 0 0 15 8 16 8:
Old : 20: 1 0 0 15 8 16 8:
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 91.4 78.6 99.2 56.9 81.0 76.1 86.5
Old : 58.6 91.4 78.6 99.2 56.9 81.0 76.1 86.5
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 12,069: 0 1,276 314 11,435 10,140 11,749 11,730: 320 339
Old : 12,069: 0 1,276 314 11,435 10,140 11,749 11,730: 320 339
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 100: 0 91 0 165 -100 165 -9: -65 109
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.6 2.6 94.7 84.0 97.3 97.2: 2.7 2.8
Old : 100.0: 0.0 10.6 2.6 94.7 84.0 97.3 97.2: 2.7 2.8
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 : 21: 0 2 1 14 12 15 14:
Old : 21: 0 2 1 14 12 15 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 : 65.2 63.6 85.4 90.7 61.9 59.1 74.6 75.0
Old : 65.2 63.6 85.4 90.7 61.9 59.1 74.6 75.0
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 26,941: 100 5,665 0 26,571 21,111 26,671 26,776: 270 165
Old : 26,941: 100 5,665 0 26,571 21,111 26,671 26,776: 270 165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -235: 100 0 0 -415 -235 -315 -235: 80 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 21.0 0.0 98.6 78.4 99.0 99.4: 1.0 0.6
Old : 100.0: 0.4 21.0 0.0 98.6 78.4 99.0 99.4: 1.0 0.6
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 : 23: 1 1 0 16 13 17 14:
Old : 23: 1 1 0 16 13 17 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 : 71.4 90.2 89.0 97.8 71.1 89.5 88.1 93.4
Old : 71.4 90.2 89.0 97.8 71.1 89.5 88.1 93.4
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 25,990: 0 5,040 0 25,770 20,835 25,770 25,875: 220 115
Old : 25,990: 0 5,040 0 25,770 20,835 25,770 25,875: 220 115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -210: 0 0 0 -280 -210 -280 -210: 70 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 19.4 0.0 99.2 80.2 99.2 99.6: 0.8 0.4
Old : 100.0: 0.0 19.4 0.0 99.2 80.2 99.2 99.6: 0.8 0.4
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 : 21: 0 1 0 15 10 15 11:
Old : 21: 0 1 0 15 10 15 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 91.1 90.3 98.8 73.0 89.7 89.2 94.6
Old : 73.0 91.1 90.3 98.8 73.0 89.7 89.2 94.6
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 72,554: 12,706 230 815 55,703 68,279 69,224 69,324: 3,330 3,230
Old : 72,554: 12,706 230 815 55,703 68,279 69,224 69,324: 3,330 3,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 740: 980 0 20 -485 585 515 605: 225 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 0.3 1.1 76.8 94.1 95.4 95.5: 4.6 4.5
Old : 100.0: 17.5 0.3 1.1 76.8 94.1 95.4 95.5: 4.6 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 : 38: 3 1 4 24 25 28 29:
Old : 38: 3 1 4 24 25 28 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 : 63.9 58.2 84.0 79.7 63.6 55.9 81.8 77.4
Old : 63.9 58.2 84.0 79.7 63.6 55.9 81.8 77.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 67,315: 16,180 0 0 49,235 65,135 65,415 65,135: 1,900 2,180
Old : 67,315: 16,180 0 0 49,235 65,135 65,415 65,135: 1,900 2,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 425: 856 0 0 -580 170 276 170: 149 255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 0.0 0.0 73.1 96.8 97.2 96.8: 2.8 3.2
Old : 100.0: 24.0 0.0 0.0 73.1 96.8 97.2 96.8: 2.8 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 : 36: 3 0 0 21 26 24 26:
Old : 36: 3 0 0 21 26 24 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 : 65.4 61.3 86.6 81.5 64.7 59.8 85.4 78.9
Old : 65.4 61.3 86.6 81.5 64.7 59.8 85.4 78.9
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 29,318: 2,925 4,600 100 25,030 23,470 28,055 28,170: 1,263 1,148
Old : 29,318: 2,925 4,600 100 25,030 23,470 28,055 28,170: 1,263 1,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 790: 0 100 0 1,205 600 1,205 700: -415 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 15.7 0.3 85.4 80.1 95.7 96.1: 4.3 3.9
Old : 100.0: 10.0 15.7 0.3 85.4 80.1 95.7 96.1: 4.3 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 : 28: 2 2 1 20 19 22 22:
Old : 28: 2 2 1 20 19 22 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 : 49.2 60.0 78.4 80.8 42.9 54.3 56.3 61.6
Old : 49.2 60.0 78.4 80.8 42.9 54.3 56.3 61.6
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 25,285: 800 50 600 23,740 24,390 25,140 25,040: 145 245
Old : 25,285: 800 50 600 23,740 24,390 25,140 25,040: 145 245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: 945: 0 0 0 1,350 885 1,350 885: -405 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 0.2 2.4 93.9 96.5 99.4 99.0: 0.6 1.0
Old : 100.0: 3.2 0.2 2.4 93.9 96.5 99.4 99.0: 0.6 1.0
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 22 15 24 17:
Old : 27: 2 1 1 22 15 24 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 : 54.1 62.2 73.2 83.4 44.4 47.5 54.7 57.6
Old : 54.1 62.2 73.2 83.4 44.4 47.5 54.7 57.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 20,440: 11,475 2,775 300 8,150 17,040 19,925 20,115: 515 325
Old : 20,440: 11,475 2,775 300 8,150 17,040 19,925 20,115: 515 325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -105: 0 0 0 -205 -150 -205 -150: 100 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 56.1 13.6 1.5 39.9 83.4 97.5 98.4: 2.5 1.6
Old : 100.0: 56.1 13.6 1.5 39.9 83.4 97.5 98.4: 2.5 1.6
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 : 20: 2 1 1 10 10 13 11:
Old : 20: 2 1 1 10 10 13 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.8 73.6 89.0 94.4 73.8 68.0 84.3 83.4
Old : 73.8 73.6 89.0 94.4 73.8 68.0 84.3 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 10,850: 1,200 225 0 9,065 10,205 10,265 10,430: 585 420
Old : 10,850: 1,200 225 0 9,065 10,205 10,265 10,430: 585 420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -95: 0 0 0 -95 -125 -95 -125: 0 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 2.1 0.0 83.5 94.1 94.6 96.1: 5.4 3.9
Old : 100.0: 11.1 2.1 0.0 83.5 94.1 94.6 96.1: 5.4 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 : 21: 1 1 0 12 11 13 12:
Old : 21: 1 1 0 12 11 13 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 : 70.6 77.3 86.3 90.6 70.6 76.6 86.3 87.7
Old : 70.6 77.3 86.3 90.6 70.6 76.6 86.3 87.7
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 28,156: 4,022 4,175 106 22,645 22,830 26,773 27,111: 1,383 1,045
Old : 28,156: 4,022 4,175 106 22,645 22,830 26,773 27,111: 1,383 1,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -130: 82 0 0 -280 -205 -198 -205: 68 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.3 14.8 0.4 80.4 81.1 95.1 96.3: 4.9 3.7
Old : 100.0: 14.3 14.8 0.4 80.4 81.1 95.1 96.3: 4.9 3.7
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 : 32: 4 2 2 20 20 25 23:
Old : 32: 4 2 2 20 20 25 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 : 52.4 45.5 76.7 67.3 47.9 34.3 64.6 52.3
Old : 52.4 45.5 76.7 67.3 47.9 34.3 64.6 52.3
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, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 21,300: 125 1,380 735 19,165 18,330 20,025 20,445: 1,275 855
Old : 21,300: 125 1,380 735 19,165 18,330 20,025 20,445: 1,275 855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: -260: 0 0 0 -370 -340 -370 -340: 110 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 6.5 3.5 90.0 86.1 94.0 96.0: 6.0 4.0
Old : 100.0: 0.6 6.5 3.5 90.0 86.1 94.0 96.0: 6.0 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 3 18 16 21 19:
Old : 25: 1 2 3 18 16 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 : 59.8 44.4 78.6 67.9 50.4 34.6 60.5 53.6
Old : 59.8 44.4 78.6 67.9 50.4 34.6 60.5 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 24,233: 650 480 0 22,578 23,668 23,228 24,148: 1,005 85
Old : 24,233: 650 480 0 22,578 23,668 23,228 24,148: 1,005 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 2.0 0.0 93.2 97.7 95.9 99.6: 4.1 0.4
Old : 100.0: 2.7 2.0 0.0 93.2 97.7 95.9 99.6: 4.1 0.4
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 : 20: 1 1 0 14 7 15 8:
Old : 20: 1 1 0 14 7 15 8:
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 : 66.1 88.7 84.9 99.6 66.1 82.2 81.0 91.3
Old : 66.1 88.7 84.9 99.6 66.1 82.2 81.0 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 5, 2015
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 21,475: 650 480 0 19,820 20,910 20,470 21,390: 1,005 85
Old : 21,475: 650 480 0 19,820 20,910 20,470 21,390: 1,005 85
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 28, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 2.2 0.0 92.3 97.4 95.3 99.6: 4.7 0.4
Old : 100.0: 3.0 2.2 0.0 92.3 97.4 95.3 99.6: 4.7 0.4
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 : 20: 1 1 0 15 7 16 8:
Old : 20: 1 1 0 15 7 16 8:
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 85.1 85.9 99.6 67.8 77.7 83.0 91.6
Old : 67.8 85.1 85.9 99.6 67.8 77.7 83.0 91.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 8, 2015