PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 49,500: 0 250 0 46,309 45,704 46,309 45,954: 3,191 3,546
Old : 49,500: 0 250 0 46,309 45,704 46,309 45,954: 3,191 3,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 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 0.5 0.0 93.6 92.3 93.6 92.8: 6.4 7.2
Old : 100.0: 0.0 0.5 0.0 93.6 92.3 93.6 92.8: 6.4 7.2
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: 0 1 0 16 21 16 22:
Old : 26: 0 1 0 16 21 16 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 : 76.7 52.7 89.6 78.9 76.4 47.1 80.1 69.3
Old : 76.7 52.7 89.6 78.9 76.4 47.1 80.1 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 43,725: 0 50 0 40,568 40,303 40,568 40,353: 3,157 3,372
Old : 43,725: 0 50 0 40,568 40,303 40,568 40,353: 3,157 3,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 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 0.1 0.0 92.8 92.2 92.8 92.3: 7.2 7.7
Old : 100.0: 0.0 0.1 0.0 92.8 92.2 92.8 92.3: 7.2 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 : 24: 0 1 0 14 21 14 22:
Old : 24: 0 1 0 14 21 14 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 : 75.0 48.6 88.6 78.7 74.5 39.7 78.7 68.8
Old : 75.0 48.6 88.6 78.7 74.5 39.7 78.7 68.8
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, June 28, 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 : 24,920: 0 13,535 450 22,840 10,235 23,290 24,220: 1,630 700
Old : 24,920: 0 13,535 450 22,840 10,235 23,290 24,220: 1,630 700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -95: -255 575 -170 330 -500 -95 -95: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 54.3 1.8 91.7 41.1 93.5 97.2: 6.5 2.8
Old : 100.0: 0.0 54.3 1.8 91.7 41.1 93.5 97.2: 6.5 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 : 26: 0 6 3 15 13 18 19:
Old : 26: 0 6 3 15 13 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 : 63.9 69.7 81.0 85.9 44.4 58.3 61.5 67.9
Old : 63.9 69.7 81.0 85.9 44.4 58.3 61.5 67.9
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, June 28, 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 : 22,745: 0 12,855 25 21,140 9,065 21,165 21,945: 1,580 800
Old : 22,745: 0 12,855 25 21,140 9,065 21,165 21,945: 1,580 800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 180: 0 480 0 180 -300 180 180: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 56.5 0.1 92.9 39.9 93.1 96.5: 6.9 3.5
Old : 100.0: 0.0 56.5 0.1 92.9 39.9 93.1 96.5: 6.9 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: 0 5 1 14 9 15 14:
Old : 22: 0 5 1 14 9 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 : 64.6 74.9 82.9 89.7 46.4 61.1 61.7 71.8
Old : 64.6 74.9 82.9 89.7 46.4 61.1 61.7 71.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 25,663: 5,240 150 485 18,441 23,531 24,166 24,166: 1,497 1,497
Old : 25,663: 5,240 150 485 18,441 23,531 24,166 24,166: 1,497 1,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 1,040: 0 0 0 1,040 1,040 1,040 1,040: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 0.6 1.9 71.9 91.7 94.2 94.2: 5.8 5.8
Old : 100.0: 20.4 0.6 1.9 71.9 91.7 94.2 94.2: 5.8 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 : 25: 4 1 1 16 10 20 12:
Old : 25: 4 1 1 16 10 20 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 : 52.5 84.7 79.6 92.1 44.2 75.4 68.5 77.5
Old : 52.5 84.7 79.6 92.1 44.2 75.4 68.5 77.5
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, June 28, 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 : 22,501: 5,520 0 280 15,186 20,884 20,986 21,164: 1,515 1,337
Old : 22,501: 5,520 0 280 15,186 20,884 20,986 21,164: 1,515 1,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 890: 0 0 0 890 890 890 890: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.5 0.0 1.2 67.5 92.8 93.3 94.1: 6.7 5.9
Old : 100.0: 24.5 0.0 1.2 67.5 92.8 93.3 94.1: 6.7 5.9
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 : 23: 4 0 1 17 10 21 11:
Old : 23: 4 0 1 17 10 21 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 : 49.0 85.8 74.4 92.6 41.7 64.9 60.1 67.0
Old : 49.0 85.8 74.4 92.6 41.7 64.9 60.1 67.0
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, June 28, 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 : 31,850: 150 13,080 0 31,030 18,620 31,180 31,700: 670 150
Old : 31,850: 150 13,080 0 31,030 18,620 31,180 31,700: 670 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: -75: 100 -150 -100 -100 150 -100 -100: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 41.1 0.0 97.4 58.5 97.9 99.5: 2.1 0.5
Old : 100.0: 0.5 41.1 0.0 97.4 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 : 25: 1 3 0 16 8 17 11:
Old : 25: 1 3 0 16 8 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 : 73.3 94.3 89.8 98.7 63.0 86.7 79.5 89.2
Old : 73.3 94.3 89.8 98.7 63.0 86.7 79.5 89.2
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, June 28, 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 : 25,915: 0 10,780 0 25,250 14,980 25,250 25,760: 665 155
Old : 25,915: 0 10,780 0 25,250 14,980 25,250 25,760: 665 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 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 41.6 0.0 97.4 57.8 97.4 99.4: 2.6 0.6
Old : 100.0: 0.0 41.6 0.0 97.4 57.8 97.4 99.4: 2.6 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 : 20: 0 2 0 14 7 14 9:
Old : 20: 0 2 0 14 7 14 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 : 72.5 95.9 89.6 99.2 63.9 89.5 81.0 90.8
Old : 72.5 95.9 89.6 99.2 63.9 89.5 81.0 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 28,610: 1,450 2,720 175 25,375 24,155 27,000 27,050: 1,610 1,560
Old : 28,610: 1,450 2,720 175 25,375 24,155 27,000 27,050: 1,610 1,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 9.5 0.6 88.7 84.4 94.4 94.5: 5.6 5.5
Old : 100.0: 5.1 9.5 0.6 88.7 84.4 94.4 94.5: 5.6 5.5
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 2 2 14 11 17 14:
Old : 22: 2 2 2 14 11 17 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 : 64.6 74.0 84.7 93.0 54.5 60.4 62.3 65.1
Old : 64.6 74.0 84.7 93.0 54.5 60.4 62.3 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 25,700: 1,475 2,465 450 22,695 21,755 24,620 24,670: 1,080 1,030
Old : 25,700: 1,475 2,465 450 22,695 21,755 24,620 24,670: 1,080 1,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 9.6 1.8 88.3 84.6 95.8 96.0: 4.2 4.0
Old : 100.0: 5.7 9.6 1.8 88.3 84.6 95.8 96.0: 4.2 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 : 22: 3 1 3 14 10 18 13:
Old : 22: 3 1 3 14 10 18 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 : 58.4 83.2 84.2 94.5 49.6 65.4 62.4 67.3
Old : 58.4 83.2 84.2 94.5 49.6 65.4 62.4 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 31,889: 3,950 2,360 415 26,449 28,019 30,814 30,794: 1,075 1,095
Old : 31,889: 3,950 2,360 415 26,449 28,019 30,814 30,794: 1,075 1,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 140: 50 75 -50 15 15 15 40: 125 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 7.4 1.3 82.9 87.9 96.6 96.6: 3.4 3.4
Old : 100.0: 12.4 7.4 1.3 82.9 87.9 96.6 96.6: 3.4 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 : 26: 2 3 2 16 12 19 16:
Old : 26: 2 3 2 16 12 19 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 : 59.2 78.5 79.7 92.7 58.0 73.9 76.2 87.0
Old : 59.2 78.5 79.7 92.7 58.0 73.9 76.2 87.0
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, June 28, 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 : 28,770: 0 3,810 820 25,795 21,985 26,615 26,615: 2,155 2,155
Old : 28,770: 0 3,810 820 25,795 21,985 26,615 26,615: 2,155 2,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 140: 0 0 0 -10 -10 -10 -10: 150 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.2 2.9 89.7 76.4 92.5 92.5: 7.5 7.5
Old : 100.0: 0.0 13.2 2.9 89.7 76.4 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 : 27: 0 5 3 17 12 20 17:
Old : 27: 0 5 3 17 12 20 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 : 51.4 71.7 72.8 88.4 45.2 70.0 66.5 81.3
Old : 51.4 71.7 72.8 88.4 45.2 70.0 66.5 81.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 119,411: 25,165 1,265 715 87,129 111,149 113,009 113,129: 6,402 6,282
Old : 119,411: 25,165 1,265 715 87,129 111,149 113,009 113,129: 6,402 6,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 2,196: 235 -380 340 1,241 1,856 1,816 1,816: 380 380
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.1 1.1 0.6 73.0 93.1 94.6 94.7: 5.4 5.3
Old : 100.0: 21.1 1.1 0.6 73.0 93.1 94.6 94.7: 5.4 5.3
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 : 39: 4 2 2 21 26 27 28:
Old : 39: 4 2 2 21 26 27 28:
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 : 61.5 51.5 85.5 68.3 51.2 51.2 73.7 66.5
Old : 61.5 51.5 85.5 68.3 51.2 51.2 73.7 66.5
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, June 28, 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 : 107,723: 27,530 0 525 74,447 101,977 102,502 102,502: 5,221 5,221
Old : 107,723: 27,530 0 525 74,447 101,977 102,502 102,502: 5,221 5,221
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 1,626: 490 0 -180 1,366 1,786 1,676 1,606: -50 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 0.0 0.5 69.1 94.7 95.2 95.2: 4.8 4.8
Old : 100.0: 25.6 0.0 0.5 69.1 94.7 95.2 95.2: 4.8 4.8
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 : 38: 5 0 2 20 28 25 30:
Old : 38: 5 0 2 20 28 25 30:
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 : 64.9 44.9 86.1 64.2 56.6 43.9 70.3 58.7
Old : 64.9 44.9 86.1 64.2 56.6 43.9 70.3 58.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 21,800: 50 0 125 20,415 20,640 20,590 20,765: 1,210 1,035
Old : 21,800: 50 0 125 20,415 20,640 20,590 20,765: 1,210 1,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 2,680: 0 0 0 2,500 2,500 2,500 2,500: 180 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 0.0 0.6 93.6 94.7 94.4 95.3: 5.6 4.7
Old : 100.0: 0.2 0.0 0.6 93.6 94.7 94.4 95.3: 5.6 4.7
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 : 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 : 58.2 75.4 80.0 88.4 55.1 64.9 65.0 69.6
Old : 58.2 75.4 80.0 88.4 55.1 64.9 65.0 69.6
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, June 28, 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 : 17,585: 600 300 0 16,625 16,850 17,225 17,150: 360 435
Old : 17,585: 600 300 0 16,625 16,850 17,225 17,150: 360 435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 1,680: 0 0 0 1,500 1,475 1,500 1,475: 180 205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 1.7 0.0 94.5 95.8 98.0 97.5: 2.0 2.5
Old : 100.0: 3.4 1.7 0.0 94.5 95.8 98.0 97.5: 2.0 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 : 22: 1 1 0 18 12 19 13:
Old : 22: 1 1 0 18 12 19 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 : 54.5 72.2 76.8 90.0 47.3 60.6 62.2 68.5
Old : 54.5 72.2 76.8 90.0 47.3 60.6 62.2 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 31,185: 50 1,975 350 27,155 25,235 27,555 27,560: 3,630 3,625
Old : 31,185: 50 1,975 350 27,155 25,235 27,555 27,560: 3,630 3,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 1,200: 0 0 0 0 0 0 0: 1,200 1,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 6.3 1.1 87.1 80.9 88.4 88.4: 11.6 11.6
Old : 100.0: 0.2 6.3 1.1 87.1 80.9 88.4 88.4: 11.6 11.6
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 : 30: 1 2 2 21 16 24 19:
Old : 30: 1 2 2 21 16 24 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 : 43.6 39.2 65.1 63.5 37.6 32.7 51.7 47.8
Old : 43.6 39.2 65.1 63.5 37.6 32.7 51.7 47.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 28, 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 : 23,965: 0 300 125 20,540 20,240 20,665 20,665: 3,300 3,300
Old : 23,965: 0 300 125 20,540 20,240 20,665 20,665: 3,300 3,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 21, 2016 :
: 1,195: 0 0 0 225 225 225 225: 970 970
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.5 85.7 84.5 86.2 86.2: 13.8 13.8
Old : 100.0: 0.0 1.3 0.5 85.7 84.5 86.2 86.2: 13.8 13.8
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: 0 1 1 16 16 17 17:
Old : 24: 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 : 45.0 44.9 67.2 67.2 36.9 32.0 51.2 48.0
Old : 45.0 44.9 67.2 67.2 36.9 32.0 51.2 48.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 1, 2016