PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 45,757: 75 200 0 43,171 42,797 43,246 42,997: 2,511 2,760
Old : 45,757: 75 200 0 43,171 42,797 43,246 42,997: 2,511 2,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 125: 0 0 0 0 0 0 0: 125 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.4 0.0 94.3 93.5 94.5 94.0: 5.5 6.0
Old : 100.0: 0.2 0.4 0.0 94.3 93.5 94.5 94.0: 5.5 6.0
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 : 29: 1 1 0 16 22 17 23:
Old : 29: 1 1 0 16 22 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 : 84.6 56.5 91.0 78.6 77.5 54.7 80.3 70.1
Old : 84.6 56.5 91.0 78.6 77.5 54.7 80.3 70.1
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, March 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 39,102: 75 100 0 36,687 36,218 36,762 36,318: 2,340 2,784
Old : 39,102: 75 100 0 36,687 36,218 36,762 36,318: 2,340 2,784
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 125: 0 0 0 0 0 0 0: 125 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.3 0.0 93.8 92.6 94.0 92.9: 6.0 7.1
Old : 100.0: 0.2 0.3 0.0 93.8 92.6 94.0 92.9: 6.0 7.1
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 : 25: 1 1 0 14 21 15 22:
Old : 25: 1 1 0 14 21 15 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 : 83.6 55.4 89.7 80.7 76.7 52.7 79.6 72.6
Old : 83.6 55.4 89.7 80.7 76.7 52.7 79.6 72.6
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, March 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 18,945: 400 7,515 1,050 15,940 9,605 17,390 18,170: 1,555 775
Old : 18,945: 400 7,515 1,050 15,940 9,605 17,390 18,170: 1,555 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 0: 0 -300 0 0 300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 39.7 5.5 84.1 50.7 91.8 95.9: 8.2 4.1
Old : 100.0: 2.1 39.7 5.5 84.1 50.7 91.8 95.9: 8.2 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 : 24: 1 3 1 14 15 16 18:
Old : 24: 1 3 1 14 15 16 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 : 45.7 78.5 73.5 90.2 31.9 46.9 47.1 54.6
Old : 45.7 78.5 73.5 90.2 31.9 46.9 47.1 54.6
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, March 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 17,885: 0 6,735 1,425 15,215 9,110 16,640 17,270: 1,245 615
Old : 17,885: 0 6,735 1,425 15,215 9,110 16,640 17,270: 1,245 615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 0: 0 -300 0 0 300 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 37.7 8.0 85.1 50.9 93.0 96.6: 7.0 3.4
Old : 100.0: 0.0 37.7 8.0 85.1 50.9 93.0 96.6: 7.0 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: 0 3 1 13 13 14 16:
Old : 22: 0 3 1 13 13 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 : 47.9 79.6 78.6 91.3 32.9 43.9 47.7 51.5
Old : 47.9 79.6 78.6 91.3 32.9 43.9 47.7 51.5
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, March 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 18,918: 3,515 50 380 13,788 17,253 17,683 17,683: 1,235 1,235
Old : 18,918: 3,515 50 380 13,788 17,253 17,683 17,683: 1,235 1,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 348: 0 0 0 398 398 398 398: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 0.3 2.0 72.9 91.2 93.5 93.5: 6.5 6.5
Old : 100.0: 18.6 0.3 2.0 72.9 91.2 93.5 93.5: 6.5 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 1 1 13 9 17 11:
Old : 22: 4 1 1 13 9 17 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 : 53.2 75.5 81.1 92.8 48.0 64.9 65.7 70.7
Old : 53.2 75.5 81.1 92.8 48.0 64.9 65.7 70.7
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, March 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 29,611: 0 10,231 0 28,520 18,605 28,520 28,836: 1,091 775
Old : 29,611: 0 10,231 0 28,520 18,605 28,520 28,836: 1,091 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 50: 0 0 0 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 34.6 0.0 96.3 62.8 96.3 97.4: 3.7 2.6
Old : 100.0: 0.0 34.6 0.0 96.3 62.8 96.3 97.4: 3.7 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 : 22: 0 3 0 12 12 12 15:
Old : 22: 0 3 0 12 12 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 : 73.0 88.1 89.8 94.0 70.8 88.1 86.0 93.2
Old : 73.0 88.1 89.8 94.0 70.8 88.1 86.0 93.2
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, March 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 29,820: 1,210 150 1,850 25,695 26,775 28,755 28,775: 1,065 1,045
Old : 29,820: 1,210 150 1,850 25,695 26,775 28,755 28,775: 1,065 1,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 30: -30 0 30 30 0 30 30: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.5 6.2 86.2 89.8 96.4 96.5: 3.6 3.5
Old : 100.0: 4.1 0.5 6.2 86.2 89.8 96.4 96.5: 3.6 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 : 22: 2 1 1 15 10 17 12:
Old : 22: 2 1 1 15 10 17 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 : 61.8 83.1 83.6 95.6 57.4 80.5 75.9 85.6
Old : 61.8 83.1 83.6 95.6 57.4 80.5 75.9 85.6
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, March 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 102,227: 19,152 100 184 73,989 93,041 93,325 93,325: 8,902 8,902
Old : 102,227: 19,152 100 184 73,989 93,041 93,325 93,325: 8,902 8,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 304: -70 0 0 96 26 26 26: 278 278
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.7 0.1 0.2 72.4 91.0 91.3 91.3: 8.7 8.7
Old : 100.0: 18.7 0.1 0.2 72.4 91.0 91.3 91.3: 8.7 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 : 40: 5 1 3 22 27 27 31:
Old : 40: 5 1 3 22 27 27 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 : 65.6 48.1 81.8 66.0 62.5 47.6 75.3 64.9
Old : 65.6 48.1 81.8 66.0 62.5 47.6 75.3 64.9
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, March 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 97,677: 21,370 0 100 73,644 95,014 95,114 95,114: 2,563 2,563
Old : 97,677: 21,370 0 100 73,644 95,014 95,114 95,114: 2,563 2,563
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: -92: -270 0 0 145 -125 -125 -125: 33 33
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 0.0 0.1 75.4 97.3 97.4 97.4: 2.6 2.6
Old : 100.0: 21.9 0.0 0.1 75.4 97.3 97.4 97.4: 2.6 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 : 38: 5 0 1 20 28 25 29:
Old : 38: 5 0 1 20 28 25 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.4 51.8 87.4 70.9 71.0 50.7 83.0 68.3
Old : 73.4 51.8 87.4 70.9 71.0 50.7 83.0 68.3
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, March 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 20,065: 200 0 125 19,225 19,615 19,550 19,740: 515 325
Old : 20,065: 200 0 125 19,225 19,615 19,550 19,740: 515 325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.6 95.8 97.8 97.4 98.4: 2.6 1.6
Old : 100.0: 1.0 0.0 0.6 95.8 97.8 97.4 98.4: 2.6 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 : 21: 1 0 1 18 13 19 14:
Old : 21: 1 0 1 18 13 19 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 : 63.0 72.9 82.2 89.1 58.2 69.2 72.0 77.4
Old : 63.0 72.9 82.2 89.1 58.2 69.2 72.0 77.4
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, March 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 16,595: 0 300 0 16,445 16,065 16,445 16,365: 150 230
Old : 16,595: 0 300 0 16,445 16,065 16,445 16,365: 150 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 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 1.8 0.0 99.1 96.8 99.1 98.6: 0.9 1.4
Old : 100.0: 0.0 1.8 0.0 99.1 96.8 99.1 98.6: 0.9 1.4
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 16 13 16 14:
Old : 21: 0 1 0 16 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 : 57.7 64.2 85.1 87.5 54.7 57.0 71.3 72.6
Old : 57.7 64.2 85.1 87.5 54.7 57.0 71.3 72.6
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, March 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 23,450: 50 2,450 125 22,800 20,315 22,975 22,890: 475 560
Old : 23,450: 50 2,450 125 22,800 20,315 22,975 22,890: 475 560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 310: 0 250 0 310 60 310 310: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 10.4 0.5 97.2 86.6 98.0 97.6: 2.0 2.4
Old : 100.0: 0.2 10.4 0.5 97.2 86.6 98.0 97.6: 2.0 2.4
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: 1 2 1 19 20 21 22:
Old : 29: 1 2 1 19 20 21 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 : 51.6 41.8 73.9 69.1 43.3 37.3 59.7 57.0
Old : 51.6 41.8 73.9 69.1 43.3 37.3 59.7 57.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, March 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 21,090: 0 700 125 20,510 19,785 20,635 20,610: 455 480
Old : 21,090: 0 700 125 20,510 19,785 20,635 20,610: 455 480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 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 3.3 0.6 97.2 93.8 97.8 97.7: 2.2 2.3
Old : 100.0: 0.0 3.3 0.6 97.2 93.8 97.8 97.7: 2.2 2.3
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 1 16 16 17 17:
Old : 23: 0 1 1 16 16 17 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 : 54.4 54.9 74.9 79.5 44.0 44.9 60.0 60.9
Old : 54.4 54.9 74.9 79.5 44.0 44.9 60.0 60.9
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, March 29, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 17,845: 350 75 0 16,750 17,095 17,100 17,170: 745 675
Old : 17,845: 350 75 0 16,750 17,095 17,100 17,170: 745 675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: March 22, 2016 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 0.4 0.0 93.9 95.8 95.8 96.2: 4.2 3.8
Old : 100.0: 2.0 0.4 0.0 93.9 95.8 95.8 96.2: 4.2 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 : 20: 2 1 0 14 8 16 9:
Old : 20: 2 1 0 14 8 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 : 60.8 87.6 82.5 95.8 55.5 71.3 69.9 76.8
Old : 60.8 87.6 82.5 95.8 55.5 71.3 69.9 76.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 1, 2016