MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 20,354: 1,788 510 130 17,705 18,908 19,623 19,548: 731 806
Old : 20,354: 1,788 510 130 17,705 18,908 19,623 19,548: 731 806
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 2.5 0.6 87.0 92.9 96.4 96.0: 3.6 4.0
Old : 100.0: 8.8 2.5 0.6 87.0 92.9 96.4 96.0: 3.6 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 : 24: 2 1 1 12 14 14 16:
Old : 24: 2 1 1 12 14 14 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 : 76.1 68.7 91.1 86.0 72.4 68.7 86.7 83.6
Old : 76.1 68.7 91.1 86.0 72.4 68.7 86.7 83.6
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, June 23, 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 : 22,564: 1,009 510 130 20,736 21,154 21,875 21,794: 689 770
Old : 22,564: 1,009 510 130 20,736 21,154 21,875 21,794: 689 770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 600: 0 0 0 600 600 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 2.3 0.6 91.9 93.8 96.9 96.6: 3.1 3.4
Old : 100.0: 4.5 2.3 0.6 91.9 93.8 96.9 96.6: 3.1 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 : 22: 2 1 1 10 15 12 17:
Old : 22: 2 1 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 : 84.3 64.5 95.2 85.9 80.2 64.5 88.4 83.7
Old : 84.3 64.5 95.2 85.9 80.2 64.5 88.4 83.7
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, June 23, 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 : 63,452: 385 160 580 61,041 60,848 62,006 61,588: 1,446 1,864
Old : 63,452: 385 160 580 61,041 60,848 62,006 61,588: 1,446 1,864
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 240: 0 0 0 240 0 240 0: 0 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 0.3 0.9 96.2 95.9 97.7 97.1: 2.3 2.9
Old : 100.0: 0.6 0.3 0.9 96.2 95.9 97.7 97.1: 2.3 2.9
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 : 27: 1 1 2 15 21 17 23:
Old : 27: 1 1 2 15 21 17 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 : 83.7 70.1 91.5 84.0 75.9 64.1 80.5 76.2
Old : 83.7 70.1 91.5 84.0 75.9 64.1 80.5 76.2
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, June 23, 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 : 57,897: 385 160 580 55,657 54,911 56,622 55,651: 1,275 2,246
Old : 57,897: 385 160 580 55,657 54,911 56,622 55,651: 1,275 2,246
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.3 1.0 96.1 94.8 97.8 96.1: 2.2 3.9
Old : 100.0: 0.7 0.3 1.0 96.1 94.8 97.8 96.1: 2.2 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 : 24: 1 1 2 15 18 17 20:
Old : 24: 1 1 2 15 18 17 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 : 85.3 73.1 92.3 87.4 77.9 67.7 81.2 78.3
Old : 85.3 73.1 92.3 87.4 77.9 67.7 81.2 78.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 23, 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 : 14,305: 50 2,410 50 13,980 11,690 14,080 14,150: 225 155
Old : 14,305: 50 2,410 50 13,980 11,690 14,080 14,150: 225 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 40: 0 0 0 40 40 40 40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 16.8 0.3 97.7 81.7 98.4 98.9: 1.6 1.1
Old : 100.0: 0.3 16.8 0.3 97.7 81.7 98.4 98.9: 1.6 1.1
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 : 21: 1 2 1 14 8 15 11:
Old : 21: 1 2 1 14 8 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 : 60.0 77.0 85.3 97.7 55.3 67.8 73.0 77.2
Old : 60.0 77.0 85.3 97.7 55.3 67.8 73.0 77.2
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, June 23, 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 : 10,801: 0 1,435 296 10,200 8,860 10,496 10,591: 305 210
Old : 10,801: 0 1,435 296 10,200 8,860 10,496 10,591: 305 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 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 13.3 2.7 94.4 82.0 97.2 98.1: 2.8 1.9
Old : 100.0: 0.0 13.3 2.7 94.4 82.0 97.2 98.1: 2.8 1.9
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: 0 2 1 13 9 14 11:
Old : 21: 0 2 1 13 9 14 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 : 70.0 61.8 87.6 93.4 65.8 61.8 79.6 81.1
Old : 70.0 61.8 87.6 93.4 65.8 61.8 79.6 81.1
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, June 23, 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 : 25,330: 0 5,370 0 25,160 19,800 25,160 25,170: 170 160
Old : 25,330: 0 5,370 0 25,160 19,800 25,160 25,170: 170 160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 125: 0 0 0 125 125 125 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 21.2 0.0 99.3 78.2 99.3 99.4: 0.7 0.6
Old : 100.0: 0.0 21.2 0.0 99.3 78.2 99.3 99.4: 0.7 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 : 21: 0 1 0 13 11 13 12:
Old : 21: 0 1 0 13 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 : 72.7 89.4 91.2 98.2 72.7 89.4 91.0 93.9
Old : 72.7 89.4 91.2 98.2 72.7 89.4 91.0 93.9
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, June 23, 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 : 71,367: 13,970 230 316 54,328 67,898 68,614 68,444: 2,753 2,923
Old : 71,367: 13,970 230 316 54,328 67,898 68,614 68,444: 2,753 2,923
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 255: 0 0 0 255 255 255 255: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.6 0.3 0.4 76.1 95.1 96.1 95.9: 3.9 4.1
Old : 100.0: 19.6 0.3 0.4 76.1 95.1 96.1 95.9: 3.9 4.1
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 : 37: 4 1 2 21 24 26 26:
Old : 37: 4 1 2 21 24 26 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 : 66.8 59.6 86.5 83.6 66.6 59.6 85.7 83.6
Old : 66.8 59.6 86.5 83.6 66.6 59.6 85.7 83.6
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, June 23, 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 : 67,125: 15,525 0 0 49,585 64,740 65,110 64,740: 2,015 2,385
Old : 67,125: 15,525 0 0 49,585 64,740 65,110 64,740: 2,015 2,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 145: 0 0 0 245 245 245 245: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 0.0 0.0 73.9 96.4 97.0 96.4: 3.0 3.6
Old : 100.0: 23.1 0.0 0.0 73.9 96.4 97.0 96.4: 3.0 3.6
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 : 34: 3 0 0 20 21 23 21:
Old : 34: 3 0 0 20 21 23 21:
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 : 65.9 61.5 84.7 83.1 65.1 61.5 82.2 82.1
Old : 65.9 61.5 84.7 83.1 65.1 61.5 82.2 82.1
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, June 23, 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 : 27,029: 1,975 4,250 250 23,735 21,715 25,960 26,215: 1,069 814
Old : 27,029: 1,975 4,250 250 23,735 21,715 25,960 26,215: 1,069 814
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 200: 0 0 0 200 200 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 15.7 0.9 87.8 80.3 96.0 97.0: 4.0 3.0
Old : 100.0: 7.3 15.7 0.9 87.8 80.3 96.0 97.0: 4.0 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 : 25: 1 1 1 19 18 21 20:
Old : 25: 1 1 1 19 18 21 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 : 51.0 62.4 80.0 82.9 43.3 54.8 56.1 61.8
Old : 51.0 62.4 80.0 82.9 43.3 54.8 56.1 61.8
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, June 23, 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 : 23,165: 400 600 600 22,010 21,810 23,010 23,010: 155 155
Old : 23,165: 400 600 600 22,010 21,810 23,010 23,010: 155 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 200: 0 0 0 200 200 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 2.6 2.6 95.0 94.2 99.3 99.3: 0.7 0.7
Old : 100.0: 1.7 2.6 2.6 95.0 94.2 99.3 99.3: 0.7 0.7
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: 2 1 1 21 15 23 17:
Old : 26: 2 1 1 21 15 23 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 : 53.8 61.7 75.0 82.9 42.7 45.2 54.7 57.1
Old : 53.8 61.7 75.0 82.9 42.7 45.2 54.7 57.1
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, June 23, 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 : 27,066: 2,980 3,125 336 22,475 22,580 25,791 26,041: 1,275 1,025
Old : 27,066: 2,980 3,125 336 22,475 22,580 25,791 26,041: 1,275 1,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 200: 0 0 0 200 200 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 11.5 1.2 83.0 83.4 95.3 96.2: 4.7 3.8
Old : 100.0: 11.0 11.5 1.2 83.0 83.4 95.3 96.2: 4.7 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 2 2 17 21 21 24:
Old : 29: 3 2 2 17 21 21 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 : 56.5 42.0 79.9 65.1 53.3 31.1 65.0 49.5
Old : 56.5 42.0 79.9 65.1 53.3 31.1 65.0 49.5
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, June 23, 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 : 21,275: 175 670 885 19,330 19,120 20,390 20,675: 885 600
Old : 21,275: 175 670 885 19,330 19,120 20,390 20,675: 885 600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 16, 2015 :
: 300: 0 0 0 300 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 3.1 4.2 90.9 89.9 95.8 97.2: 4.2 2.8
Old : 100.0: 0.8 3.1 4.2 90.9 89.9 95.8 97.2: 4.2 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 : 25: 1 2 3 15 17 18 20:
Old : 25: 1 2 3 15 17 18 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.4 46.4 80.1 68.5 50.1 34.0 56.9 50.7
Old : 58.4 46.4 80.1 68.5 50.1 34.0 56.9 50.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 26, 2015