MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 18,642: 1,112 450 130 16,905 17,522 18,147 18,102: 495 540
Old : 18,642: 1,112 450 130 16,905 17,522 18,147 18,102: 495 540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,531: -338 -30 0 -1,100 -1,393 -1,438 -1,423: -93 -108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 2.4 0.7 90.7 94.0 97.3 97.1: 2.7 2.9
Old : 100.0: 6.0 2.4 0.7 90.7 94.0 97.3 97.1: 2.7 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 : 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 : 80.5 73.2 92.8 87.9 78.1 73.2 89.7 86.4
Old : 80.5 73.2 92.8 87.9 78.1 73.2 89.7 86.4
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, August 11, 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 : 20,525: 660 525 105 19,261 19,345 20,026 19,975: 499 550
Old : 20,525: 660 525 105 19,261 19,345 20,026 19,975: 499 550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,382: -162 -5 -25 -1,100 -1,242 -1,287 -1,272: -95 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 2.6 0.5 93.8 94.3 97.6 97.3: 2.4 2.7
Old : 100.0: 3.2 2.6 0.5 93.8 94.3 97.6 97.3: 2.4 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 3 1 10 15 12 18:
Old : 23: 1 3 1 10 15 12 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.0 67.9 96.3 87.7 83.3 67.9 90.7 86.5
Old : 86.0 67.9 96.3 87.7 83.3 67.9 90.7 86.5
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, August 11, 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 : 56,098: 425 250 450 54,151 53,914 55,026 54,614: 1,072 1,484
Old : 56,098: 425 250 450 54,151 53,914 55,026 54,614: 1,072 1,484
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -3,837: 20 45 -65 -3,605 -3,627 -3,650 -3,647: -187 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.4 0.8 96.5 96.1 98.1 97.4: 1.9 2.6
Old : 100.0: 0.8 0.4 0.8 96.5 96.1 98.1 97.4: 1.9 2.6
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 : 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 : 84.4 68.5 92.3 84.5 75.6 61.9 79.8 74.5
Old : 84.4 68.5 92.3 84.5 75.6 61.9 79.8 74.5
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, August 11, 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 : 51,297: 425 250 450 49,477 48,784 50,352 49,484: 945 1,813
Old : 51,297: 425 250 450 49,477 48,784 50,352 49,484: 945 1,813
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -3,310: 20 45 -65 -3,100 -3,074 -3,145 -3,094: -165 -216
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.5 0.9 96.5 95.1 98.2 96.5: 1.8 3.5
Old : 100.0: 0.8 0.5 0.9 96.5 95.1 98.2 96.5: 1.8 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 : 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 : 86.1 71.3 92.5 88.3 76.7 65.2 80.5 76.1
Old : 86.1 71.3 92.5 88.3 76.7 65.2 80.5 76.1
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, August 11, 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 : 13,200: 0 1,260 350 12,430 11,220 12,780 12,830: 420 370
Old : 13,200: 0 1,260 350 12,430 11,220 12,780 12,830: 420 370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.5 2.7 94.2 85.0 96.8 97.2: 3.2 2.8
Old : 100.0: 0.0 9.5 2.7 94.2 85.0 96.8 97.2: 3.2 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 : 20: 0 1 2 16 10 18 12:
Old : 20: 0 1 2 16 10 18 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 : 58.4 77.4 82.1 96.1 48.3 68.6 71.0 76.0
Old : 58.4 77.4 82.1 96.1 48.3 68.6 71.0 76.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 9,551: 0 765 296 8,980 8,290 9,276 9,351: 275 200
Old : 9,551: 0 765 296 8,980 8,290 9,276 9,351: 275 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,335: 0 -510 0 -1,320 -820 -1,320 -1,330: -15 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.0 3.1 94.0 86.8 97.1 97.9: 2.9 2.1
Old : 100.0: 0.0 8.0 3.1 94.0 86.8 97.1 97.9: 2.9 2.1
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: 0 2 1 13 10 14 12:
Old : 21: 0 2 1 13 10 14 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 : 75.1 69.5 90.8 91.7 68.5 69.5 83.4 84.1
Old : 75.1 69.5 90.8 91.7 68.5 69.5 83.4 84.1
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, August 11, 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 : 23,280: 0 4,810 0 23,155 18,395 23,155 23,205: 125 75
Old : 23,280: 0 4,810 0 23,155 18,395 23,155 23,205: 125 75
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,190: 0 -280 0 -1,180 -900 -1,180 -1,180: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 20.7 0.0 99.5 79.0 99.5 99.7: 0.5 0.3
Old : 100.0: 0.0 20.7 0.0 99.5 79.0 99.5 99.7: 0.5 0.3
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 : 23: 0 1 0 15 14 15 15:
Old : 23: 0 1 0 15 14 15 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.7 88.1 90.0 97.6 71.3 88.1 89.5 93.7
Old : 71.7 88.1 90.0 97.6 71.3 88.1 89.5 93.7
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, August 11, 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 : 69,811: 8,750 150 316 58,118 66,584 67,184 67,050: 2,627 2,761
Old : 69,811: 8,750 150 316 58,118 66,584 67,184 67,050: 2,627 2,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -3,522: -1,170 -65 0 -2,440 -3,527 -3,610 -3,592: 88 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 0.2 0.5 83.3 95.4 96.2 96.0: 3.8 4.0
Old : 100.0: 12.5 0.2 0.5 83.3 95.4 96.2 96.0: 3.8 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 : 37: 3 1 2 22 25 26 27:
Old : 37: 3 1 2 22 25 26 27:
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 : 68.5 59.6 87.3 81.5 68.1 59.6 86.6 81.5
Old : 68.5 59.6 87.3 81.5 68.1 59.6 86.6 81.5
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, August 11, 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 : 65,145: 10,600 0 0 53,132 63,432 63,732 63,432: 1,413 1,713
Old : 65,145: 10,600 0 0 53,132 63,432 63,732 63,432: 1,413 1,713
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -3,275: -895 0 0 -2,136 -2,996 -3,031 -2,996: -244 -279
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 0.0 0.0 81.6 97.4 97.8 97.4: 2.2 2.6
Old : 100.0: 16.3 0.0 0.0 81.6 97.4 97.8 97.4: 2.2 2.6
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 22 23 22:
Old : 34: 3 0 0 20 22 23 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 : 64.5 60.2 84.8 80.6 63.9 60.2 82.5 80.6
Old : 64.5 60.2 84.8 80.6 63.9 60.2 82.5 80.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 24,515: 1,325 3,800 250 22,080 19,855 23,655 23,905: 860 610
Old : 24,515: 1,325 3,800 250 22,080 19,855 23,655 23,905: 860 610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,582: -425 -250 0 -1,060 -1,225 -1,485 -1,475: -97 -107
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.4 15.5 1.0 90.1 81.0 96.5 97.5: 3.5 2.5
Old : 100.0: 5.4 15.5 1.0 90.1 81.0 96.5 97.5: 3.5 2.5
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 : 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 : 53.7 63.5 78.2 84.8 43.4 56.3 57.4 63.7
Old : 53.7 63.5 78.2 84.8 43.4 56.3 57.4 63.7
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, August 11, 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 : 21,215: 175 675 525 20,390 19,890 21,090 21,090: 125 125
Old : 21,215: 175 675 525 20,390 19,890 21,090 21,090: 125 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -1,315: -175 75 -75 -1,050 -1,300 -1,300 -1,300: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 3.2 2.5 96.1 93.8 99.4 99.4: 0.6 0.6
Old : 100.0: 0.8 3.2 2.5 96.1 93.8 99.4 99.4: 0.6 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 : 26: 1 2 1 21 15 23 17:
Old : 26: 1 2 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 : 53.0 60.2 77.3 82.5 42.6 44.6 56.9 58.9
Old : 53.0 60.2 77.3 82.5 42.6 44.6 56.9 58.9
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, August 11, 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 : 16,150: 8,175 1,775 300 7,400 13,875 15,875 15,950: 275 200
Old : 16,150: 8,175 1,775 300 7,400 13,875 15,875 15,950: 275 200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 50.6 11.0 1.9 45.8 85.9 98.3 98.8: 1.7 1.2
Old : 100.0: 50.6 11.0 1.9 45.8 85.9 98.3 98.8: 1.7 1.2
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 : 20: 2 1 1 12 9 15 10:
Old : 20: 2 1 1 12 9 15 10:
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 : 68.3 67.6 85.8 96.3 68.0 57.6 78.2 77.9
Old : 68.3 67.6 85.8 96.3 68.0 57.6 78.2 77.9
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, August 11, 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 : 28,284: 2,390 2,575 319 24,500 24,540 27,209 27,434: 1,075 850
Old : 28,284: 2,390 2,575 319 24,500 24,540 27,209 27,434: 1,075 850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -455: -265 -275 0 -145 -135 -410 -410: -45 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 9.1 1.1 86.6 86.8 96.2 97.0: 3.8 3.0
Old : 100.0: 8.5 9.1 1.1 86.6 86.8 96.2 97.0: 3.8 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 : 31: 3 2 2 18 23 22 26:
Old : 31: 3 2 2 18 23 22 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 : 55.6 42.2 77.9 64.1 51.2 28.5 57.4 42.9
Old : 55.6 42.2 77.9 64.1 51.2 28.5 57.4 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 11, 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 : 23,260: 385 600 790 21,000 21,210 22,175 22,600: 1,085 660
Old : 23,260: 385 600 790 21,000 21,210 22,175 22,600: 1,085 660
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 4, 2015 :
: -75: 140 0 -140 0 145 0 5: -75 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 2.6 3.4 90.3 91.2 95.3 97.2: 4.7 2.8
Old : 100.0: 1.7 2.6 3.4 90.3 91.2 95.3 97.2: 4.7 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 : 25: 2 1 3 16 18 19 21:
Old : 25: 2 1 3 16 18 19 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 : 57.7 48.9 77.2 68.2 47.4 32.2 52.4 47.1
Old : 57.7 48.9 77.2 68.2 47.4 32.2 52.4 47.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 14, 2015