PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 45,088: 25 100 0 41,831 41,459 41,856 41,559: 3,232 3,529
Old : 45,088: 25 100 0 41,831 41,459 41,856 41,559: 3,232 3,529
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -3,567: -25 -50 0 -3,355 -3,315 -3,380 -3,365: -187 -202
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.2 0.0 92.8 92.0 92.8 92.2: 7.2 7.8
Old : 100.0: 0.1 0.2 0.0 92.8 92.0 92.8 92.2: 7.2 7.8
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 : 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 54.3 89.6 79.8 80.5 53.8 83.1 72.5
Old : 84.0 54.3 89.6 79.8 80.5 53.8 83.1 72.5
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, May 10, 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 : 38,882: 25 100 0 35,717 35,100 35,742 35,200: 3,140 3,682
Old : 38,882: 25 100 0 35,717 35,100 35,742 35,200: 3,140 3,682
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -3,190: -25 -50 0 -2,980 -2,935 -3,005 -2,985: -185 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.3 0.0 91.9 90.3 91.9 90.5: 8.1 9.5
Old : 100.0: 0.1 0.3 0.0 91.9 90.3 91.9 90.5: 8.1 9.5
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 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 : 81.6 51.2 88.4 80.1 79.2 47.3 82.2 73.6
Old : 81.6 51.2 88.4 80.1 79.2 47.3 82.2 73.6
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, May 10, 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 : 22,320: 325 11,085 425 19,255 9,430 20,005 20,940: 2,315 1,380
Old : 22,320: 325 11,085 425 19,255 9,430 20,005 20,940: 2,315 1,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,155: -75 400 -275 -795 -1,295 -1,145 -1,170: -10 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 49.7 1.9 86.3 42.2 89.6 93.8: 10.4 6.2
Old : 100.0: 1.5 49.7 1.9 86.3 42.2 89.6 93.8: 10.4 6.2
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 : 26: 1 4 2 16 14 18 19:
Old : 26: 1 4 2 16 14 18 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.1 74.1 74.2 88.4 33.1 57.1 47.1 62.4
Old : 52.1 74.1 74.2 88.4 33.1 57.1 47.1 62.4
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 10, 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 : 21,225: 0 10,430 475 18,505 8,865 18,980 19,770: 2,245 1,455
Old : 21,225: 0 10,430 475 18,505 8,865 18,980 19,770: 2,245 1,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,290: 0 400 -475 -795 -1,205 -1,270 -1,280: -20 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 49.1 2.2 87.2 41.8 89.4 93.1: 10.6 6.9
Old : 100.0: 0.0 49.1 2.2 87.2 41.8 89.4 93.1: 10.6 6.9
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: 0 4 1 15 12 16 16:
Old : 24: 0 4 1 15 12 16 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 : 53.5 75.9 75.5 89.2 34.1 57.6 49.1 62.4
Old : 53.5 75.9 75.5 89.2 34.1 57.6 49.1 62.4
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 10, 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 : 22,033: 5,520 0 355 14,784 20,304 20,659 20,659: 1,374 1,374
Old : 22,033: 5,520 0 355 14,784 20,304 20,659 20,659: 1,374 1,374
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -20: 235 0 100 -72 163 263 263: -283 -283
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 0.0 1.6 67.1 92.2 93.8 93.8: 6.2 6.2
Old : 100.0: 25.1 0.0 1.6 67.1 92.2 93.8 93.8: 6.2 6.2
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 : 21: 4 0 1 15 7 19 8:
Old : 21: 4 0 1 15 7 19 8:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.7 85.9 72.9 93.8 45.7 72.7 67.2 76.0
Old : 45.7 85.9 72.9 93.8 45.7 72.7 67.2 76.0
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 10, 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 : 18,967: 5,265 0 190 12,550 17,800 18,005 17,990: 962 977
Old : 18,967: 5,265 0 190 12,550 17,800 18,005 17,990: 962 977
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 20: 45 0 -50 395 440 390 390: -370 -370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.8 0.0 1.0 66.2 93.8 94.9 94.8: 5.1 5.2
Old : 100.0: 27.8 0.0 1.0 66.2 93.8 94.9 94.8: 5.1 5.2
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: 3 0 2 15 8 18 10:
Old : 20: 3 0 2 15 8 18 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 : 47.7 87.8 72.2 94.4 46.5 71.6 65.7 73.7
Old : 47.7 87.8 72.2 94.4 46.5 71.6 65.7 73.7
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, May 10, 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 : 32,012: 0 13,107 0 31,345 18,730 31,345 31,837: 667 175
Old : 32,012: 0 13,107 0 31,345 18,730 31,345 31,837: 667 175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -337: 0 73 0 -285 -360 -285 -287: -52 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 40.9 0.0 97.9 58.5 97.9 99.5: 2.1 0.5
Old : 100.0: 0.0 40.9 0.0 97.9 58.5 97.9 99.5: 2.1 0.5
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 : 23: 0 3 0 14 13 14 16:
Old : 23: 0 3 0 14 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 : 72.6 93.1 91.1 97.6 62.5 86.1 80.5 88.7
Old : 72.6 93.1 91.1 97.6 62.5 86.1 80.5 88.7
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 10, 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 : 26,245: 0 11,015 0 25,600 15,075 25,600 26,090: 645 155
Old : 26,245: 0 11,015 0 25,600 15,075 25,600 26,090: 645 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -575: 0 -285 0 -550 -265 -550 -550: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 42.0 0.0 97.5 57.4 97.5 99.4: 2.5 0.6
Old : 100.0: 0.0 42.0 0.0 97.5 57.4 97.5 99.4: 2.5 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 2 0 14 10 14 12:
Old : 21: 0 2 0 14 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 : 70.7 93.8 90.2 97.4 62.0 88.0 80.9 90.2
Old : 70.7 93.8 90.2 97.4 62.0 88.0 80.9 90.2
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, May 10, 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 : 29,870: 2,770 210 895 25,350 27,890 29,015 28,995: 855 875
Old : 29,870: 2,770 210 895 25,350 27,890 29,015 28,995: 855 875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -165: 480 60 -280 -115 70 85 -150: -250 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 0.7 3.0 84.9 93.4 97.1 97.1: 2.9 2.9
Old : 100.0: 9.3 0.7 3.0 84.9 93.4 97.1 97.1: 2.9 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 : 21: 1 1 1 16 11 17 13:
Old : 21: 1 1 1 16 11 17 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 : 61.7 83.5 82.7 94.8 58.0 82.3 78.4 89.7
Old : 61.7 83.5 82.7 94.8 58.0 82.3 78.4 89.7
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 10, 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 : 28,300: 0 2,965 70 26,310 23,300 26,380 26,335: 1,920 1,965
Old : 28,300: 0 2,965 70 26,310 23,300 26,380 26,335: 1,920 1,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -820: 0 -270 0 -800 -530 -800 -800: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.5 0.2 93.0 82.3 93.2 93.1: 6.8 6.9
Old : 100.0: 0.0 10.5 0.2 93.0 82.3 93.2 93.1: 6.8 6.9
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 : 22: 0 2 1 14 11 15 13:
Old : 22: 0 2 1 14 11 15 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 : 54.0 80.3 76.9 91.7 49.1 80.1 70.8 86.5
Old : 54.0 80.3 76.9 91.7 49.1 80.1 70.8 86.5
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 10, 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 : 111,372: 23,170 1,365 202 81,736 103,541 105,108 105,108: 6,264 6,264
Old : 111,372: 23,170 1,365 202 81,736 103,541 105,108 105,108: 6,264 6,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 893: -440 340 18 2,085 1,305 1,663 1,663: -770 -770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.8 1.2 0.2 73.4 93.0 94.4 94.4: 5.6 5.6
Old : 100.0: 20.8 1.2 0.2 73.4 93.0 94.4 94.4: 5.6 5.6
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 : 41: 4 2 3 23 29 28 33:
Old : 41: 4 2 3 23 29 28 33:
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 : 63.5 52.9 87.4 69.6 59.4 52.5 80.4 69.1
Old : 63.5 52.9 87.4 69.6 59.4 52.5 80.4 69.1
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 10, 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 : 103,586: 25,855 465 70 72,511 97,901 98,436 98,436: 5,150 5,150
Old : 103,586: 25,855 465 70 72,511 97,901 98,436 98,436: 5,150 5,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 1,612: -920 -85 20 2,044 1,209 1,144 1,144: 468 468
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 0.4 0.1 70.0 94.5 95.0 95.0: 5.0 5.0
Old : 100.0: 25.0 0.4 0.1 70.0 94.5 95.0 95.0: 5.0 5.0
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 : 39: 4 1 1 21 30 26 31:
Old : 39: 4 1 1 21 30 26 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 : 72.0 50.3 87.8 68.0 67.8 47.3 80.1 64.0
Old : 72.0 50.3 87.8 68.0 67.8 47.3 80.1 64.0
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 10, 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 : 15,415: 0 300 0 15,265 14,905 15,265 15,205: 150 210
Old : 15,415: 0 300 0 15,265 14,905 15,265 15,205: 150 210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -630: 0 0 0 -630 -620 -630 -620: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 0.0 99.0 96.7 99.0 98.6: 1.0 1.4
Old : 100.0: 0.0 1.9 0.0 99.0 96.7 99.0 98.6: 1.0 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 : 57.1 66.7 85.5 89.4 55.2 58.7 72.8 73.1
Old : 57.1 66.7 85.5 89.4 55.2 58.7 72.8 73.1
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, May 10, 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 : 28,025: 50 2,000 125 26,020 24,080 26,195 26,205: 1,830 1,820
Old : 28,025: 50 2,000 125 26,020 24,080 26,195 26,205: 1,830 1,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: 1,565: 0 -150 0 1,635 1,780 1,635 1,630: -70 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 7.1 0.4 92.8 85.9 93.5 93.5: 6.5 6.5
Old : 100.0: 0.2 7.1 0.4 92.8 85.9 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 : 29: 1 2 1 19 18 21 20:
Old : 29: 1 2 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 : 49.4 40.8 72.5 66.9 38.0 37.1 51.6 55.5
Old : 49.4 40.8 72.5 66.9 38.0 37.1 51.6 55.5
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, May 10, 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 : 22,225: 0 500 125 20,565 20,055 20,690 20,680: 1,535 1,545
Old : 22,225: 0 500 125 20,565 20,055 20,690 20,680: 1,535 1,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,080: 0 -100 0 -445 -340 -445 -440: -635 -640
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 0.6 92.5 90.2 93.1 93.0: 6.9 7.0
Old : 100.0: 0.0 2.2 0.6 92.5 90.2 93.1 93.0: 6.9 7.0
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 : 23: 0 1 1 15 17 16 18:
Old : 23: 0 1 1 15 17 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 : 52.7 46.0 76.0 74.1 41.8 32.7 55.5 49.6
Old : 52.7 46.0 76.0 74.1 41.8 32.7 55.5 49.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 10, 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 : 16,160: 150 25 0 15,630 15,915 15,780 15,940: 380 220
Old : 16,160: 150 25 0 15,630 15,915 15,780 15,940: 380 220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 3, 2016 :
: -1,310: -100 -25 0 -1,205 -1,275 -1,305 -1,300: -5 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 0.2 0.0 96.7 98.5 97.6 98.6: 2.4 1.4
Old : 100.0: 0.9 0.2 0.0 96.7 98.5 97.6 98.6: 2.4 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: 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 : 62.5 89.6 85.9 98.3 55.4 66.6 67.9 72.2
Old : 62.5 89.6 85.9 98.3 55.4 66.6 67.9 72.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 13, 2016