PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 03, 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 : 48,655: 50 150 0 45,186 44,774 45,236 44,924: 3,419 3,731
Old : 48,655: 50 150 0 45,186 44,774 45,236 44,924: 3,419 3,731
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 945: 0 0 0 705 705 705 705: 240 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.3 0.0 92.9 92.0 93.0 92.3: 7.0 7.7
Old : 100.0: 0.1 0.3 0.0 92.9 92.0 93.0 92.3: 7.0 7.7
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 : 28: 1 1 0 16 21 17 22:
Old : 28: 1 1 0 16 21 17 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 : 84.0 54.4 89.6 79.7 80.8 53.0 83.4 72.8
Old : 84.0 54.4 89.6 79.7 80.8 53.0 83.4 72.8
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 03, 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 : 42,072: 50 150 0 38,697 38,035 38,747 38,185: 3,325 3,887
Old : 42,072: 50 150 0 38,697 38,035 38,747 38,185: 3,325 3,887
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 945: 0 0 0 595 535 595 535: 350 410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.4 0.0 92.0 90.4 92.1 90.8: 7.9 9.2
Old : 100.0: 0.1 0.4 0.0 92.0 90.4 92.1 90.8: 7.9 9.2
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 : 25: 1 1 0 14 20 15 21:
Old : 25: 1 1 0 14 20 15 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 : 81.7 51.9 88.4 80.5 79.7 47.7 82.8 74.2
Old : 81.7 51.9 88.4 80.5 79.7 47.7 82.8 74.2
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 03, 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 : 23,475: 400 10,685 700 20,050 10,725 21,150 22,110: 2,325 1,365
Old : 23,475: 400 10,685 700 20,050 10,725 21,150 22,110: 2,325 1,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 350: 0 0 0 350 350 350 350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 45.5 3.0 85.4 45.7 90.1 94.2: 9.9 5.8
Old : 100.0: 1.7 45.5 3.0 85.4 45.7 90.1 94.2: 9.9 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 3 1 15 14 17 17:
Old : 24: 1 3 1 15 14 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 : 50.2 73.8 73.4 89.8 32.9 53.6 45.8 58.5
Old : 50.2 73.8 73.4 89.8 32.9 53.6 45.8 58.5
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, May 03, 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 : 22,515: 0 10,030 950 19,300 10,070 20,250 21,050: 2,265 1,465
Old : 22,515: 0 10,030 950 19,300 10,070 20,250 21,050: 2,265 1,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 350: 0 0 0 350 350 350 350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 44.5 4.2 85.7 44.7 89.9 93.5: 10.1 6.5
Old : 100.0: 0.0 44.5 4.2 85.7 44.7 89.9 93.5: 10.1 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: 0 3 1 14 12 15 15:
Old : 22: 0 3 1 14 12 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 : 52.1 74.8 74.9 89.6 33.6 53.2 45.9 57.9
Old : 52.1 74.8 74.9 89.6 33.6 53.2 45.9 57.9
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, May 03, 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 : 22,053: 5,285 0 255 14,856 20,141 20,396 20,396: 1,657 1,657
Old : 22,053: 5,285 0 255 14,856 20,141 20,396 20,396: 1,657 1,657
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 890: -240 0 140 837 597 737 737: 153 153
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.0 0.0 1.2 67.4 91.3 92.5 92.5: 7.5 7.5
Old : 100.0: 24.0 0.0 1.2 67.4 91.3 92.5 92.5: 7.5 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 0 1 14 8 18 9:
Old : 21: 4 0 1 14 8 18 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 : 46.5 81.6 75.5 92.0 46.5 67.1 68.4 73.9
Old : 46.5 81.6 75.5 92.0 46.5 67.1 68.4 73.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 03, 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 : 18,947: 5,220 0 240 12,155 17,360 17,615 17,600: 1,332 1,347
Old : 18,947: 5,220 0 240 12,155 17,360 17,615 17,600: 1,332 1,347
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 940: -240 0 140 800 560 700 700: 240 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 0.0 1.3 64.2 91.6 93.0 92.9: 7.0 7.1
Old : 100.0: 27.6 0.0 1.3 64.2 91.6 93.0 92.9: 7.0 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 : 20: 3 0 2 14 9 17 11:
Old : 20: 3 0 2 14 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 : 48.3 81.5 72.1 91.9 46.9 69.1 66.7 71.8
Old : 48.3 81.5 72.1 91.9 46.9 69.1 66.7 71.8
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 03, 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 : 32,349: 0 13,034 0 31,630 19,090 31,630 32,124: 719 225
Old : 32,349: 0 13,034 0 31,630 19,090 31,630 32,124: 719 225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 880: 0 780 0 880 100 880 880: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 40.3 0.0 97.8 59.0 97.8 99.3: 2.2 0.7
Old : 100.0: 0.0 40.3 0.0 97.8 59.0 97.8 99.3: 2.2 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 : 24: 0 3 0 14 14 14 17:
Old : 24: 0 3 0 14 14 14 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 : 72.0 91.4 90.3 96.3 61.3 83.9 78.7 87.4
Old : 72.0 91.4 90.3 96.3 61.3 83.9 78.7 87.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 03, 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 : 26,820: 0 11,300 0 26,150 15,340 26,150 26,640: 670 180
Old : 26,820: 0 11,300 0 26,150 15,340 26,150 26,640: 670 180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 780: 0 780 0 780 0 780 780: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 42.1 0.0 97.5 57.2 97.5 99.3: 2.5 0.7
Old : 100.0: 0.0 42.1 0.0 97.5 57.2 97.5 99.3: 2.5 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 : 22: 0 2 0 14 11 14 13:
Old : 22: 0 2 0 14 11 14 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.9 91.5 89.4 96.1 61.2 85.7 79.5 89.4
Old : 69.9 91.5 89.4 96.1 61.2 85.7 79.5 89.4
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 03, 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 : 30,035: 2,290 150 1,175 25,465 27,820 28,930 29,145: 1,105 890
Old : 30,035: 2,290 150 1,175 25,465 27,820 28,930 29,145: 1,105 890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 50: 50 0 0 0 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.6 0.5 3.9 84.8 92.6 96.3 97.0: 3.7 3.0
Old : 100.0: 7.6 0.5 3.9 84.8 92.6 96.3 97.0: 3.7 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 : 20: 1 1 1 15 9 16 11:
Old : 20: 1 1 1 15 9 16 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 : 61.4 83.9 83.5 96.2 56.9 81.5 78.0 86.0
Old : 61.4 83.9 83.5 96.2 56.9 81.5 78.0 86.0
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 03, 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 : 29,120: 0 3,235 70 27,110 23,830 27,180 27,135: 1,940 1,985
Old : 29,120: 0 3,235 70 27,110 23,830 27,180 27,135: 1,940 1,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 100: 0 250 0 -125 -375 -125 -125: 225 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.1 0.2 93.1 81.8 93.3 93.2: 6.7 6.8
Old : 100.0: 0.0 11.1 0.2 93.1 81.8 93.3 93.2: 6.7 6.8
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 2 1 13 9 14 11:
Old : 20: 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 : 57.5 82.0 80.6 92.7 52.7 81.8 74.3 86.6
Old : 57.5 82.0 80.6 92.7 52.7 81.8 74.3 86.6
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 03, 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 : 110,479: 23,610 1,025 184 79,651 102,236 103,445 103,445: 7,034 7,034
Old : 110,479: 23,610 1,025 184 79,651 102,236 103,445 103,445: 7,034 7,034
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 2,155: 730 600 -150 1,750 1,880 2,330 2,330: -175 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 0.9 0.2 72.1 92.5 93.6 93.6: 6.4 6.4
Old : 100.0: 21.4 0.9 0.2 72.1 92.5 93.6 93.6: 6.4 6.4
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 : 41: 4 2 3 24 28 29 32:
Old : 41: 4 2 3 24 28 29 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 53.1 85.9 70.5 62.3 52.6 80.3 69.7
Old : 65.9 53.1 85.9 70.5 62.3 52.6 80.3 69.7
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 03, 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 : 101,974: 26,775 550 50 70,467 96,692 97,292 97,292: 4,682 4,682
Old : 101,974: 26,775 550 50 70,467 96,692 97,292 97,292: 4,682 4,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 2,585: 980 550 -100 1,400 1,830 2,280 2,280: 305 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 0.5 0.0 69.1 94.8 95.4 95.4: 4.6 4.6
Old : 100.0: 26.3 0.5 0.0 69.1 94.8 95.4 95.4: 4.6 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 : 39: 4 1 1 20 30 25 31:
Old : 39: 4 1 1 20 30 25 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.7 51.4 86.6 69.4 67.3 49.0 81.5 66.5
Old : 70.7 51.4 86.6 69.4 67.3 49.0 81.5 66.5
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 03, 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 : 19,060: 150 0 125 18,185 18,520 18,460 18,645: 600 415
Old : 19,060: 150 0 125 18,185 18,520 18,460 18,645: 600 415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 0.0 0.7 95.4 97.2 96.9 97.8: 3.1 2.2
Old : 100.0: 0.8 0.0 0.7 95.4 97.2 96.9 97.8: 3.1 2.2
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: 1 0 1 18 13 19 14:
Old : 20: 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 : 63.4 74.2 81.5 88.6 59.3 68.6 72.3 75.6
Old : 63.4 74.2 81.5 88.6 59.3 68.6 72.3 75.6
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 03, 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 : 16,045: 0 300 0 15,895 15,525 15,895 15,825: 150 220
Old : 16,045: 0 300 0 15,895 15,525 15,895 15,825: 150 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 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 1.9 0.0 99.1 96.8 99.1 98.6: 0.9 1.4
Old : 100.0: 0.0 1.9 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 : 20: 0 1 0 15 13 15 14:
Old : 20: 0 1 0 15 13 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 : 56.4 65.9 85.7 89.1 53.7 58.5 72.6 73.4
Old : 56.4 65.9 85.7 89.1 53.7 58.5 72.6 73.4
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 03, 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 : 26,460: 50 2,150 125 24,385 22,300 24,560 24,575: 1,900 1,885
Old : 26,460: 50 2,150 125 24,385 22,300 24,560 24,575: 1,900 1,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: -100: 0 -100 0 -100 0 -100 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 8.1 0.5 92.2 84.3 92.8 92.9: 7.2 7.1
Old : 100.0: 0.2 8.1 0.5 92.2 84.3 92.8 92.9: 7.2 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 : 29: 1 2 1 20 20 22 22:
Old : 29: 1 2 1 20 20 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 : 49.9 42.2 70.1 67.8 41.3 38.5 55.9 56.4
Old : 49.9 42.2 70.1 67.8 41.3 38.5 55.9 56.4
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 03, 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 : 23,305: 0 600 125 21,010 20,395 21,135 21,120: 2,170 2,185
Old : 23,305: 0 600 125 21,010 20,395 21,135 21,120: 2,170 2,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 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 2.6 0.5 90.2 87.5 90.7 90.6: 9.3 9.4
Old : 100.0: 0.0 2.6 0.5 90.2 87.5 90.7 90.6: 9.3 9.4
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: 0 1 1 16 17 17 18:
Old : 23: 0 1 1 16 17 17 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 : 52.1 43.7 73.5 71.0 42.3 33.6 55.4 50.3
Old : 52.1 43.7 73.5 71.0 42.3 33.6 55.4 50.3
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 03, 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 : 17,470: 250 50 0 16,835 17,190 17,085 17,240: 385 230
Old : 17,470: 250 50 0 16,835 17,190 17,085 17,240: 385 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 26, 2016 :
: 250: 0 0 0 585 585 585 585: -335 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 0.3 0.0 96.4 98.4 97.8 98.7: 2.2 1.3
Old : 100.0: 1.4 0.3 0.0 96.4 98.4 97.8 98.7: 2.2 1.3
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 : 20: 2 1 0 15 9 17 10:
Old : 20: 2 1 0 15 9 17 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 : 60.7 89.8 83.3 98.3 54.3 68.5 67.8 74.1
Old : 60.7 89.8 83.3 98.3 54.3 68.5 67.8 74.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 6, 2016