PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 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 : 44,940: 0 100 0 40,834 40,789 40,834 40,889: 4,106 4,051
Old : 44,940: 0 100 0 40,834 40,789 40,834 40,889: 4,106 4,051
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -3,725: 0 -100 0 -3,790 -3,320 -3,790 -3,420: 65 -305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 90.9 90.8 90.9 91.0: 9.1 9.0
Old : 100.0: 0.0 0.2 0.0 90.9 90.8 90.9 91.0: 9.1 9.0
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 : 26: 0 1 0 16 20 16 21:
Old : 26: 0 1 0 16 20 16 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 : 74.2 49.1 87.1 75.1 73.3 41.4 76.8 64.2
Old : 74.2 49.1 87.1 75.1 73.3 41.4 76.8 64.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 39,827: 0 0 0 35,883 36,093 35,883 36,093: 3,944 3,734
Old : 39,827: 0 0 0 35,883 36,093 35,883 36,093: 3,944 3,734
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -2,506: 0 0 0 -2,650 -2,245 -2,650 -2,245: 144 -261
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.1 90.6 90.1 90.6: 9.9 9.4
Old : 100.0: 0.0 0.0 0.0 90.1 90.6 90.1 90.6: 9.9 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 0 0 15 21 15 21:
Old : 23: 0 0 0 15 21 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 : 73.4 46.3 86.7 75.4 71.6 41.2 73.4 65.6
Old : 73.4 46.3 86.7 75.4 71.6 41.2 73.4 65.6
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, August 09, 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 : 26,440: 0 17,170 225 23,885 7,660 24,110 25,055: 2,330 1,385
Old : 26,440: 0 17,170 225 23,885 7,660 24,110 25,055: 2,330 1,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -995: 0 425 -225 -770 -1,170 -995 -970: 0 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 64.9 0.9 90.3 29.0 91.2 94.8: 8.8 5.2
Old : 100.0: 0.0 64.9 0.9 90.3 29.0 91.2 94.8: 8.8 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 : 26: 0 6 2 15 13 17 19:
Old : 26: 0 6 2 15 13 17 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 : 61.2 75.1 78.1 85.9 46.1 65.8 61.6 73.3
Old : 61.2 75.1 78.1 85.9 46.1 65.8 61.6 73.3
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, August 09, 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 : 22,855: 0 13,370 25 20,275 7,690 20,300 21,085: 2,555 1,770
Old : 22,855: 0 13,370 25 20,275 7,690 20,300 21,085: 2,555 1,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -380: 0 55 0 -425 -465 -425 -410: 45 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 58.5 0.1 88.7 33.6 88.8 92.3: 11.2 7.7
Old : 100.0: 0.0 58.5 0.1 88.7 33.6 88.8 92.3: 11.2 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 : 23: 0 5 1 14 11 15 16:
Old : 23: 0 5 1 14 11 15 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 : 64.2 71.3 78.3 84.1 49.6 61.6 61.1 69.0
Old : 64.2 71.3 78.3 84.1 49.6 61.6 61.1 69.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 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 : 24,893: 4,375 75 750 18,153 21,883 23,278 22,708: 1,615 2,185
Old : 24,893: 4,375 75 750 18,153 21,883 23,278 22,708: 1,615 2,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -545: -495 -25 170 -120 -1,160 -445 -1,015: -100 470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.6 0.3 3.0 72.9 87.9 93.5 91.2: 6.5 8.8
Old : 100.0: 17.6 0.3 3.0 72.9 87.9 93.5 91.2: 6.5 8.8
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: 4 2 2 17 11 21 15:
Old : 26: 4 2 2 17 11 21 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 : 54.3 81.0 79.6 88.7 47.8 73.7 70.2 74.7
Old : 54.3 81.0 79.6 88.7 47.8 73.7 70.2 74.7
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, August 09, 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 : 21,051: 4,675 0 425 14,624 18,924 19,724 19,349: 1,327 1,702
Old : 21,051: 4,675 0 425 14,624 18,924 19,724 19,349: 1,327 1,702
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,215: -410 0 35 -732 -1,680 -1,107 -1,645: -108 430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.2 0.0 2.0 69.5 89.9 93.7 91.9: 6.3 8.1
Old : 100.0: 22.2 0.0 2.0 69.5 89.9 93.7 91.9: 6.3 8.1
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 : 22: 4 0 2 16 10 20 12:
Old : 22: 4 0 2 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 : 53.1 84.2 78.7 90.5 42.8 70.8 66.2 71.2
Old : 53.1 84.2 78.7 90.5 42.8 70.8 66.2 71.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 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 : 30,175: 100 12,785 50 29,260 17,295 29,410 30,130: 765 45
Old : 30,175: 100 12,785 50 29,260 17,295 29,410 30,130: 765 45
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,160: 100 -885 50 -1,535 -325 -1,385 -1,160: 225 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 42.4 0.2 97.0 57.3 97.5 99.9: 2.5 0.1
Old : 100.0: 0.3 42.4 0.2 97.0 57.3 97.5 99.9: 2.5 0.1
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 : 26: 1 4 1 17 9 18 14:
Old : 26: 1 4 1 17 9 18 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 : 75.9 90.4 90.5 97.9 69.9 87.6 84.1 93.0
Old : 75.9 90.4 90.5 97.9 69.9 87.6 84.1 93.0
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, August 09, 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 : 25,030: 0 11,160 0 24,195 13,655 24,195 24,815: 835 215
Old : 25,030: 0 11,160 0 24,195 13,655 24,195 24,815: 835 215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -995: 0 -260 0 -1,120 -735 -1,120 -995: 125 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 44.6 0.0 96.7 54.6 96.7 99.1: 3.3 0.9
Old : 100.0: 0.0 44.6 0.0 96.7 54.6 96.7 99.1: 3.3 0.9
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: 0 3 0 15 8 15 11:
Old : 21: 0 3 0 15 8 15 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 : 73.5 92.7 89.9 97.8 68.2 90.5 84.3 93.3
Old : 73.5 92.7 89.9 97.8 68.2 90.5 84.3 93.3
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, August 09, 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 : 27,860: 1,375 3,440 150 24,975 23,215 26,500 26,805: 1,360 1,055
Old : 27,860: 1,375 3,440 150 24,975 23,215 26,500 26,805: 1,360 1,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -360: 25 695 -50 -330 -755 -355 -110: -5 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 12.3 0.5 89.6 83.3 95.1 96.2: 4.9 3.8
Old : 100.0: 4.9 12.3 0.5 89.6 83.3 95.1 96.2: 4.9 3.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 3 2 15 12 18 16:
Old : 25: 2 3 2 15 12 18 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 : 62.1 77.0 84.3 93.0 53.6 65.2 65.5 70.9
Old : 62.1 77.0 84.3 93.0 53.6 65.2 65.5 70.9
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, August 09, 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 : 25,505: 1,475 2,920 405 22,685 21,505 24,565 24,830: 940 675
Old : 25,505: 1,475 2,920 405 22,685 21,505 24,565 24,830: 940 675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -525: 25 265 -55 -525 -560 -555 -350: 30 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 11.4 1.6 88.9 84.3 96.3 97.4: 3.7 2.6
Old : 100.0: 5.8 11.4 1.6 88.9 84.3 96.3 97.4: 3.7 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 2 3 14 12 18 15:
Old : 24: 2 2 3 14 12 18 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 : 62.9 84.4 84.3 94.9 56.9 71.1 69.4 75.9
Old : 62.9 84.4 84.3 94.9 56.9 71.1 69.4 75.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 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 : 31,444: 4,705 2,360 315 25,234 27,859 30,254 30,534: 1,190 910
Old : 31,444: 4,705 2,360 315 25,234 27,859 30,254 30,534: 1,190 910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,355: 95 200 -120 -1,405 -1,220 -1,430 -1,140: 75 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 7.5 1.0 80.3 88.6 96.2 97.1: 3.8 2.9
Old : 100.0: 15.0 7.5 1.0 80.3 88.6 96.2 97.1: 3.8 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 : 26: 2 3 3 17 13 21 17:
Old : 26: 2 3 3 17 13 21 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 : 55.9 78.3 76.5 93.4 55.3 73.1 73.1 86.6
Old : 55.9 78.3 76.5 93.4 55.3 73.1 73.1 86.6
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, August 09, 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 : 26,625: 0 3,095 670 24,000 21,080 24,670 24,845: 1,955 1,780
Old : 26,625: 0 3,095 670 24,000 21,080 24,670 24,845: 1,955 1,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,155: 0 -345 -150 -1,020 -500 -1,170 -995: 15 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 11.6 2.5 90.1 79.2 92.7 93.3: 7.3 6.7
Old : 100.0: 0.0 11.6 2.5 90.1 79.2 92.7 93.3: 7.3 6.7
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 : 27: 0 5 2 18 12 20 17:
Old : 27: 0 5 2 18 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 : 53.3 71.0 73.6 88.3 46.5 70.5 66.8 81.1
Old : 53.3 71.0 73.6 88.3 46.5 70.5 66.8 81.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 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 : 117,214: 28,515 1,070 630 82,734 109,938 111,879 111,638: 5,335 5,576
Old : 117,214: 28,515 1,070 630 82,734 109,938 111,879 111,638: 5,335 5,576
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -3,345: -60 50 -350 -1,970 -2,421 -2,380 -2,721: -965 -624
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 0.9 0.5 70.6 93.8 95.4 95.2: 4.6 4.8
Old : 100.0: 24.3 0.9 0.5 70.6 93.8 95.4 95.2: 4.6 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 : 40: 5 1 3 22 27 28 30:
Old : 40: 5 1 3 22 27 28 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 : 58.4 52.4 81.7 70.1 51.4 51.2 68.9 65.0
Old : 58.4 52.4 81.7 70.1 51.4 51.2 68.9 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 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 : 103,985: 27,945 0 200 70,648 98,626 98,793 98,826: 5,192 5,159
Old : 103,985: 27,945 0 200 70,648 98,626 98,793 98,826: 5,192 5,159
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,645: -625 0 -450 -114 -695 -1,189 -1,145: -456 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 0.0 0.2 67.9 94.8 95.0 95.0: 5.0 5.0
Old : 100.0: 26.9 0.0 0.2 67.9 94.8 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 : 36: 5 0 1 19 27 24 28:
Old : 36: 5 0 1 19 27 24 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 : 65.0 49.4 83.7 67.4 58.2 47.5 69.3 61.2
Old : 65.0 49.4 83.7 67.4 58.2 47.5 69.3 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 20,675: 200 0 125 19,495 19,565 19,820 19,690: 855 985
Old : 20,675: 200 0 125 19,495 19,565 19,820 19,690: 855 985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,070: 125 0 0 -945 -910 -820 -910: -250 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 0.0 0.6 94.3 94.6 95.9 95.2: 4.1 4.8
Old : 100.0: 1.0 0.0 0.6 94.3 94.6 95.9 95.2: 4.1 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 : 23: 2 0 1 20 15 22 16:
Old : 23: 2 0 1 20 15 22 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 : 54.5 70.1 76.3 84.4 48.5 57.9 60.1 63.7
Old : 54.5 70.1 76.3 84.4 48.5 57.9 60.1 63.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 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 : 16,315: 750 250 0 15,235 15,355 15,985 15,605: 330 710
Old : 16,315: 750 250 0 15,235 15,355 15,985 15,605: 330 710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -840: 150 -25 0 -990 -1,155 -840 -1,180: 0 340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 1.5 0.0 93.4 94.1 98.0 95.6: 2.0 4.4
Old : 100.0: 4.6 1.5 0.0 93.4 94.1 98.0 95.6: 2.0 4.4
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 : 24: 2 1 0 19 13 21 14:
Old : 24: 2 1 0 19 13 21 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 : 54.2 71.9 72.9 87.1 45.3 59.1 59.9 67.3
Old : 54.2 71.9 72.9 87.1 45.3 59.1 59.9 67.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 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 : 31,525: 180 2,855 350 27,585 24,855 28,115 28,060: 3,410 3,465
Old : 31,525: 180 2,855 350 27,585 24,855 28,115 28,060: 3,410 3,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -1,215: -100 -125 50 -990 -1,025 -1,040 -1,100: -175 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 9.1 1.1 87.5 78.8 89.2 89.0: 10.8 11.0
Old : 100.0: 0.6 9.1 1.1 87.5 78.8 89.2 89.0: 10.8 11.0
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 : 30: 1 3 2 21 16 23 20:
Old : 30: 1 3 2 21 16 23 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 : 48.5 37.1 69.1 62.4 38.1 34.1 51.7 51.1
Old : 48.5 37.1 69.1 62.4 38.1 34.1 51.7 51.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 09, 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 : 23,040: 0 500 0 19,740 19,180 19,740 19,680: 3,300 3,360
Old : 23,040: 0 500 0 19,740 19,180 19,740 19,680: 3,300 3,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 2, 2016 :
: -995: 0 -75 0 -855 -840 -855 -915: -140 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 2.2 0.0 85.7 83.2 85.7 85.4: 14.3 14.6
Old : 100.0: 0.0 2.2 0.0 85.7 83.2 85.7 85.4: 14.3 14.6
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 : 23: 0 1 0 15 15 15 16:
Old : 23: 0 1 0 15 15 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.2 44.2 68.6 65.5 38.7 31.7 52.9 48.9
Old : 47.2 44.2 68.6 65.5 38.7 31.7 52.9 48.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 12, 2016