PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 43,338: 0 50 0 39,974 39,869 39,974 39,919: 3,364 3,419
Old : 43,338: 0 50 0 39,974 39,869 39,974 39,919: 3,364 3,419
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 75: 0 0 0 75 75 75 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.0 92.2 92.0 92.2 92.1: 7.8 7.9
Old : 100.0: 0.0 0.1 0.0 92.2 92.0 92.2 92.1: 7.8 7.9
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: 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 : 73.2 46.4 87.4 76.0 72.3 41.4 77.7 65.8
Old : 73.2 46.4 87.4 76.0 72.3 41.4 77.7 65.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 39,049: 0 0 0 35,608 35,633 35,608 35,633: 3,441 3,416
Old : 39,049: 0 0 0 35,608 35,633 35,608 35,633: 3,441 3,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 75: 0 0 0 75 75 75 75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.2 91.3 91.2 91.3: 8.8 8.7
Old : 100.0: 0.0 0.0 0.0 91.2 91.3 91.2 91.3: 8.8 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 0 0 14 20 14 20:
Old : 23: 0 0 0 14 20 14 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 : 73.5 44.6 87.3 76.4 72.4 40.0 75.8 67.9
Old : 73.5 44.6 87.3 76.4 72.4 40.0 75.8 67.9
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, September 20, 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 : 31,280: 0 22,250 225 28,305 6,935 28,530 29,410: 2,750 1,870
Old : 31,280: 0 22,250 225 28,305 6,935 28,530 29,410: 2,750 1,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 4,070: 0 2,975 100 3,415 440 3,515 3,515: 555 555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 71.1 0.7 90.5 22.2 91.2 94.0: 8.8 6.0
Old : 100.0: 0.0 71.1 0.7 90.5 22.2 91.2 94.0: 8.8 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 5 3 16 10 19 15:
Old : 24: 0 5 3 16 10 19 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 : 66.1 77.3 82.7 87.2 54.7 71.8 71.0 78.5
Old : 66.1 77.3 82.7 87.2 54.7 71.8 71.0 78.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 26,220: 0 15,900 495 22,895 7,745 23,390 24,140: 2,830 2,080
Old : 26,220: 0 15,900 495 22,895 7,745 23,390 24,140: 2,830 2,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 3,015: 0 2,600 100 2,915 315 3,015 3,015: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 60.6 1.9 87.3 29.5 89.2 92.1: 10.8 7.9
Old : 100.0: 0.0 60.6 1.9 87.3 29.5 89.2 92.1: 10.8 7.9
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 5 3 13 11 16 16:
Old : 22: 0 5 3 13 11 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 : 65.2 71.4 79.6 83.1 50.1 61.9 61.8 69.8
Old : 65.2 71.4 79.6 83.1 50.1 61.9 61.8 69.8
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, September 20, 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 : 25,233: 3,815 805 1,035 18,991 22,001 23,841 23,841: 1,392 1,392
Old : 25,233: 3,815 805 1,035 18,991 22,001 23,841 23,841: 1,392 1,392
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -185: 0 -100 0 -210 -110 -210 -210: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.1 3.2 4.1 75.3 87.2 94.5 94.5: 5.5 5.5
Old : 100.0: 15.1 3.2 4.1 75.3 87.2 94.5 94.5: 5.5 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 : 27: 2 3 3 18 11 22 15:
Old : 27: 2 3 3 18 11 22 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 : 53.5 79.4 78.8 90.6 44.5 71.4 67.2 74.6
Old : 53.5 79.4 78.8 90.6 44.5 71.4 67.2 74.6
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, September 20, 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 : 20,881: 4,190 930 535 14,847 18,234 19,572 19,699: 1,309 1,182
Old : 20,881: 4,190 930 535 14,847 18,234 19,572 19,699: 1,309 1,182
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: -280: 0 -50 0 -280 -230 -280 -280: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.1 4.5 2.6 71.1 87.3 93.7 94.3: 6.3 5.7
Old : 100.0: 20.1 4.5 2.6 71.1 87.3 93.7 94.3: 6.3 5.7
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: 2 2 2 18 8 21 11:
Old : 24: 2 2 2 18 8 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 : 53.5 82.2 79.1 92.6 42.7 72.8 66.1 73.8
Old : 53.5 82.2 79.1 92.6 42.7 72.8 66.1 73.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 20, 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 : 34,965: 950 14,400 0 33,275 20,395 34,225 34,795: 740 170
Old : 34,965: 950 14,400 0 33,275 20,395 34,225 34,795: 740 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 550: 0 0 0 550 550 550 550: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 41.2 0.0 95.2 58.3 97.9 99.5: 2.1 0.5
Old : 100.0: 2.7 41.2 0.0 95.2 58.3 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 : 24: 1 4 0 12 12 13 16:
Old : 24: 1 4 0 12 12 13 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 : 77.1 87.7 92.0 96.2 68.1 81.9 82.6 88.8
Old : 77.1 87.7 92.0 96.2 68.1 81.9 82.6 88.8
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, September 20, 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 : 30,355: 0 13,730 0 29,435 16,275 29,435 30,005: 920 350
Old : 30,355: 0 13,730 0 29,435 16,275 29,435 30,005: 920 350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 550: 0 0 0 555 555 555 555: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 45.2 0.0 97.0 53.6 97.0 98.8: 3.0 1.2
Old : 100.0: 0.0 45.2 0.0 97.0 53.6 97.0 98.8: 3.0 1.2
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: 0 3 0 11 9 11 12:
Old : 20: 0 3 0 11 9 11 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 : 77.4 89.5 93.2 96.4 69.7 84.5 85.0 90.0
Old : 77.4 89.5 93.2 96.4 69.7 84.5 85.0 90.0
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, September 20, 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 : 27,720: 1,250 4,375 200 25,140 22,355 26,590 26,930: 1,130 790
Old : 27,720: 1,250 4,375 200 25,140 22,355 26,590 26,930: 1,130 790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 45: 0 45 0 45 0 45 45: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 15.8 0.7 90.7 80.6 95.9 97.2: 4.1 2.8
Old : 100.0: 4.5 15.8 0.7 90.7 80.6 95.9 97.2: 4.1 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 : 24: 2 4 2 14 12 17 17:
Old : 24: 2 4 2 14 12 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 : 63.0 75.5 86.2 92.5 55.8 62.7 67.8 71.3
Old : 63.0 75.5 86.2 92.5 55.8 62.7 67.8 71.3
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, September 20, 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 : 25,840: 1,350 4,120 380 23,100 20,825 24,830 25,325: 1,010 515
Old : 25,840: 1,350 4,120 380 23,100 20,825 24,830 25,325: 1,010 515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 245: 0 295 0 220 -75 220 220: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 15.9 1.5 89.4 80.6 96.1 98.0: 3.9 2.0
Old : 100.0: 5.2 15.9 1.5 89.4 80.6 96.1 98.0: 3.9 2.0
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: 2 4 3 13 10 17 15:
Old : 22: 2 4 3 13 10 17 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 : 63.2 81.1 86.4 93.3 57.4 66.1 69.9 73.8
Old : 63.2 81.1 86.4 93.3 57.4 66.1 69.9 73.8
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, September 20, 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 : 31,899: 5,440 2,485 280 24,989 27,934 30,709 30,699: 1,190 1,200
Old : 31,899: 5,440 2,485 280 24,989 27,934 30,709 30,699: 1,190 1,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 2,110: 275 100 0 1,605 1,780 1,880 1,880: 230 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 7.8 0.9 78.3 87.6 96.3 96.2: 3.7 3.8
Old : 100.0: 17.1 7.8 0.9 78.3 87.6 96.3 96.2: 3.7 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 : 28: 2 3 1 20 14 23 17:
Old : 28: 2 3 1 20 14 23 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 : 58.4 76.3 75.9 91.4 57.3 67.8 70.2 80.9
Old : 58.4 76.3 75.9 91.4 57.3 67.8 70.2 80.9
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, September 20, 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 : 26,030: 0 2,625 720 23,835 21,210 24,555 24,555: 1,475 1,475
Old : 26,030: 0 2,625 720 23,835 21,210 24,555 24,555: 1,475 1,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 1,645: 0 175 0 1,595 1,420 1,595 1,595: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.1 2.8 91.6 81.5 94.3 94.3: 5.7 5.7
Old : 100.0: 0.0 10.1 2.8 91.6 81.5 94.3 94.3: 5.7 5.7
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 : 29: 0 4 2 23 14 25 18:
Old : 29: 0 4 2 23 14 25 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 : 56.9 70.6 74.5 87.8 45.1 64.8 61.7 75.0
Old : 56.9 70.6 74.5 87.8 45.1 64.8 61.7 75.0
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, September 20, 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 : 120,789: 34,495 870 545 80,835 114,540 115,875 115,955: 4,914 4,834
Old : 120,789: 34,495 870 545 80,835 114,540 115,875 115,955: 4,914 4,834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 2,295: 2,385 0 150 395 2,780 2,930 2,930: -635 -635
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.6 0.7 0.5 66.9 94.8 95.9 96.0: 4.1 4.0
Old : 100.0: 28.6 0.7 0.5 66.9 94.8 95.9 96.0: 4.1 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 : 42: 5 1 5 23 30 28 36:
Old : 42: 5 1 5 23 30 28 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.9 55.6 79.1 73.1 46.6 54.5 64.1 66.4
Old : 56.9 55.6 79.1 73.1 46.6 54.5 64.1 66.4
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, September 20, 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 : 108,400: 33,830 0 25 68,582 102,385 102,437 102,410: 5,963 5,990
Old : 108,400: 33,830 0 25 68,582 102,385 102,437 102,410: 5,963 5,990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 2,350: 2,660 0 0 -115 2,545 2,545 2,545: -195 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 0.0 0.0 63.3 94.5 94.5 94.5: 5.5 5.5
Old : 100.0: 31.2 0.0 0.0 63.3 94.5 94.5 94.5: 5.5 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 : 39: 6 0 1 22 30 28 31:
Old : 39: 6 0 1 22 30 28 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 : 61.5 52.9 81.0 71.3 53.8 49.6 66.3 60.9
Old : 61.5 52.9 81.0 71.3 53.8 49.6 66.3 60.9
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, September 20, 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 : 21,930: 150 25 100 20,990 21,075 21,240 21,200: 690 730
Old : 21,930: 150 25 100 20,990 21,075 21,240 21,200: 690 730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 525: 0 0 0 595 595 595 595: -70 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 0.1 0.5 95.7 96.1 96.9 96.7: 3.1 3.3
Old : 100.0: 0.7 0.1 0.5 95.7 96.1 96.9 96.7: 3.1 3.3
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 : 24: 1 1 1 21 15 23 16:
Old : 24: 1 1 1 21 15 23 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 : 48.7 73.3 75.6 85.6 44.7 60.5 61.4 65.3
Old : 48.7 73.3 75.6 85.6 44.7 60.5 61.4 65.3
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, September 20, 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 : 17,975: 900 225 0 16,510 17,145 17,410 17,370: 565 605
Old : 17,975: 900 225 0 16,510 17,145 17,410 17,370: 565 605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 1.3 0.0 91.8 95.4 96.9 96.6: 3.1 3.4
Old : 100.0: 5.0 1.3 0.0 91.8 95.4 96.9 96.6: 3.1 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 : 25: 2 1 0 20 12 22 13:
Old : 25: 2 1 0 20 12 22 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 : 49.8 76.8 71.8 89.7 43.1 67.5 60.3 75.1
Old : 49.8 76.8 71.8 89.7 43.1 67.5 60.3 75.1
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, September 20, 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 : 37,615: 0 2,495 300 33,010 30,500 33,310 33,295: 4,305 4,320
Old : 37,615: 0 2,495 300 33,010 30,500 33,310 33,295: 4,305 4,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 310: 0 -55 0 0 55 0 0: 310 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 6.6 0.8 87.8 81.1 88.6 88.5: 11.4 11.5
Old : 100.0: 0.0 6.6 0.8 87.8 81.1 88.6 88.5: 11.4 11.5
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 : 30: 0 3 1 18 18 19 21:
Old : 30: 0 3 1 18 18 19 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 : 59.0 44.2 74.4 67.3 57.0 41.4 67.8 59.9
Old : 59.0 44.2 74.4 67.3 57.0 41.4 67.8 59.9
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, September 20, 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 : 25,390: 0 375 25 22,615 22,240 22,640 22,640: 2,750 2,750
Old : 25,390: 0 375 25 22,615 22,240 22,640 22,640: 2,750 2,750
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 13, 2016 :
: 120: 0 0 0 120 120 120 120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 0.1 89.1 87.6 89.2 89.2: 10.8 10.8
Old : 100.0: 0.0 1.5 0.1 89.1 87.6 89.2 89.2: 10.8 10.8
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: 0 1 1 16 15 17 16:
Old : 23: 0 1 1 16 15 17 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 : 47.7 45.8 68.4 70.8 36.6 33.9 49.8 49.1
Old : 47.7 45.8 68.4 70.8 36.6 33.9 49.8 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 23, 2016