PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 43,438: 0 50 0 39,974 39,869 39,974 39,919: 3,464 3,519
Old : 43,438: 0 50 0 39,974 39,869 39,974 39,919: 3,464 3,519
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 100: 0 0 0 0 0 0 0: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.0 92.0 91.8 92.0 91.9: 8.0 8.1
Old : 100.0: 0.0 0.1 0.0 92.0 91.8 92.0 91.9: 8.0 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 : 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 : 73.0 46.3 87.2 75.9 72.2 41.3 77.5 65.6
Old : 73.0 46.3 87.2 75.9 72.2 41.3 77.5 65.6
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 27, 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 : 39,299: 0 0 0 35,608 35,633 35,608 35,633: 3,691 3,666
Old : 39,299: 0 0 0 35,608 35,633 35,608 35,633: 3,691 3,666
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 250: 0 0 0 0 0 0 0: 250 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.6 90.7 90.6 90.7: 9.4 9.3
Old : 100.0: 0.0 0.0 0.0 90.6 90.7 90.6 90.7: 9.4 9.3
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 : 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 : 73.0 44.3 86.8 75.9 71.9 39.7 75.3 67.5
Old : 73.0 44.3 86.8 75.9 71.9 39.7 75.3 67.5
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 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 32,430: 0 22,850 225 29,455 7,485 29,680 30,560: 2,750 1,870
Old : 32,430: 0 22,850 225 29,455 7,485 29,680 30,560: 2,750 1,870
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,150: 0 600 0 1,150 550 1,150 1,150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 70.5 0.7 90.8 23.1 91.5 94.2: 8.5 5.8
Old : 100.0: 0.0 70.5 0.7 90.8 23.1 91.5 94.2: 8.5 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 5 3 16 11 19 16:
Old : 24: 0 5 3 16 11 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 : 65.6 76.4 81.5 86.1 54.6 71.1 68.5 77.6
Old : 65.6 76.4 81.5 86.1 54.6 71.1 68.5 77.6
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 27, 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 : 27,450: 0 16,350 645 23,975 8,375 24,620 25,370: 2,830 2,080
Old : 27,450: 0 16,350 645 23,975 8,375 24,620 25,370: 2,830 2,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,230: 0 450 150 1,080 630 1,230 1,230: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 59.6 2.3 87.3 30.5 89.7 92.4: 10.3 7.6
Old : 100.0: 0.0 59.6 2.3 87.3 30.5 89.7 92.4: 10.3 7.6
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 : 22: 0 5 3 13 12 16 17:
Old : 22: 0 5 3 13 12 16 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 : 64.4 70.4 78.3 82.1 49.5 60.8 59.3 68.3
Old : 64.4 70.4 78.3 82.1 49.5 60.8 59.3 68.3
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 27, 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 : 26,243: 3,515 1,130 935 20,466 22,851 24,916 24,916: 1,327 1,327
Old : 26,243: 3,515 1,130 935 20,466 22,851 24,916 24,916: 1,327 1,327
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,010: -300 325 -100 1,475 850 1,075 1,075: -65 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 4.3 3.6 78.0 87.1 94.9 94.9: 5.1 5.1
Old : 100.0: 13.4 4.3 3.6 78.0 87.1 94.9 94.9: 5.1 5.1
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 : 28: 2 3 3 18 12 22 16:
Old : 28: 2 3 3 18 12 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 : 52.7 80.4 79.3 91.1 41.2 69.9 65.0 73.3
Old : 52.7 80.4 79.3 91.1 41.2 69.9 65.0 73.3
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 27, 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 : 22,386: 3,890 1,355 460 16,802 19,464 21,152 21,279: 1,234 1,107
Old : 22,386: 3,890 1,355 460 16,802 19,464 21,152 21,279: 1,234 1,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,505: -300 425 -75 1,955 1,230 1,580 1,580: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 6.1 2.1 75.1 86.9 94.5 95.1: 5.5 4.9
Old : 100.0: 17.4 6.1 2.1 75.1 86.9 94.5 95.1: 5.5 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 2 2 18 9 21 12:
Old : 24: 2 2 2 18 9 21 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 82.3 79.7 93.3 40.8 70.9 64.7 73.2
Old : 52.5 82.3 79.7 93.3 40.8 70.9 64.7 73.2
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, September 27, 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 : 35,590: 950 15,075 0 33,900 20,345 34,850 35,420: 740 170
Old : 35,590: 950 15,075 0 33,900 20,345 34,850 35,420: 740 170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 625: 0 675 0 625 -50 625 625: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 42.4 0.0 95.3 57.2 97.9 99.5: 2.1 0.5
Old : 100.0: 2.7 42.4 0.0 95.3 57.2 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 : 77.5 87.8 92.1 96.2 68.9 82.4 83.1 89.2
Old : 77.5 87.8 92.1 96.2 68.9 82.4 83.1 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, September 27, 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 : 30,380: 0 13,805 0 29,535 16,300 29,535 30,105: 845 275
Old : 30,380: 0 13,805 0 29,535 16,300 29,535 30,105: 845 275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 25: 0 75 0 100 25 100 100: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 45.4 0.0 97.2 53.7 97.2 99.1: 2.8 0.9
Old : 100.0: 0.0 45.4 0.0 97.2 53.7 97.2 99.1: 2.8 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 : 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 : 77.7 89.6 93.4 96.7 69.9 84.7 85.3 90.2
Old : 77.7 89.6 93.4 96.7 69.9 84.7 85.3 90.2
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 27, 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 : 27,820: 1,200 4,000 250 25,240 22,780 26,690 27,030: 1,130 790
Old : 27,820: 1,200 4,000 250 25,240 22,780 26,690 27,030: 1,130 790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 100: -50 -375 50 100 425 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 14.4 0.9 90.7 81.9 95.9 97.2: 4.1 2.8
Old : 100.0: 4.3 14.4 0.9 90.7 81.9 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: 1 4 2 15 12 18 17:
Old : 24: 1 4 2 15 12 18 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 : 63.5 75.7 86.0 92.4 56.3 63.5 68.3 71.9
Old : 63.5 75.7 86.0 92.4 56.3 63.5 68.3 71.9
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, September 27, 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 : 26,915: 1,300 4,295 430 24,000 21,500 25,730 26,225: 1,185 690
Old : 26,915: 1,300 4,295 430 24,000 21,500 25,730 26,225: 1,185 690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,075: -50 175 50 900 675 900 900: 175 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 16.0 1.6 89.2 79.9 95.6 97.4: 4.4 2.6
Old : 100.0: 4.8 16.0 1.6 89.2 79.9 95.6 97.4: 4.4 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 : 23: 2 4 3 14 10 18 15:
Old : 23: 2 4 3 14 10 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 : 64.8 79.2 86.0 92.8 59.2 65.9 71.1 75.1
Old : 64.8 79.2 86.0 92.8 59.2 65.9 71.1 75.1
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 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 32,249: 5,490 2,360 330 25,084 28,204 30,904 30,894: 1,345 1,355
Old : 32,249: 5,490 2,360 330 25,084 28,204 30,904 30,894: 1,345 1,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 350: 50 -125 50 95 270 195 195: 155 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.0 7.3 1.0 77.8 87.5 95.8 95.8: 4.2 4.2
Old : 100.0: 17.0 7.3 1.0 77.8 87.5 95.8 95.8: 4.2 4.2
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 : 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 : 58.6 74.6 76.0 90.1 52.7 62.4 65.5 76.1
Old : 58.6 74.6 76.0 90.1 52.7 62.4 65.5 76.1
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 27, 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 : 26,530: 0 2,550 720 24,375 21,825 25,095 25,095: 1,435 1,435
Old : 26,530: 0 2,550 720 24,375 21,825 25,095 25,095: 1,435 1,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 500: 0 -75 0 540 615 540 540: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.6 2.7 91.9 82.3 94.6 94.6: 5.4 5.4
Old : 100.0: 0.0 9.6 2.7 91.9 82.3 94.6 94.6: 5.4 5.4
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 : 29: 0 4 2 23 15 25 19:
Old : 29: 0 4 2 23 15 25 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 : 59.1 68.7 75.2 86.2 46.3 63.2 59.9 72.9
Old : 59.1 68.7 75.2 86.2 46.3 63.2 59.9 72.9
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 27, 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 : 122,469: 35,770 870 610 81,310 116,265 117,690 117,745: 4,779 4,724
Old : 122,469: 35,770 870 610 81,310 116,265 117,690 117,745: 4,779 4,724
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,680: 1,275 0 65 475 1,725 1,815 1,790: -135 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 0.7 0.5 66.4 94.9 96.1 96.1: 3.9 3.9
Old : 100.0: 29.2 0.7 0.5 66.4 94.9 96.1 96.1: 3.9 3.9
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 : 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 : 57.3 56.1 78.6 73.5 45.6 54.9 64.0 66.7
Old : 57.3 56.1 78.6 73.5 45.6 54.9 64.0 66.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 109,730: 35,105 0 150 69,412 104,490 104,667 104,640: 5,063 5,090
Old : 109,730: 35,105 0 150 69,412 104,490 104,667 104,640: 5,063 5,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 1,330: 1,275 0 125 830 2,105 2,230 2,230: -900 -900
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 0.0 0.1 63.3 95.2 95.4 95.4: 4.6 4.6
Old : 100.0: 32.0 0.0 0.1 63.3 95.2 95.4 95.4: 4.6 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 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 : 61.1 53.6 81.3 71.9 52.8 51.0 66.0 62.5
Old : 61.1 53.6 81.3 71.9 52.8 51.0 66.0 62.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 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 : 22,030: 250 75 100 20,940 21,075 21,290 21,250: 740 780
Old : 22,030: 250 75 100 20,940 21,075 21,290 21,250: 740 780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 100: 100 50 0 -50 0 50 50: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 0.3 0.5 95.1 95.7 96.6 96.5: 3.4 3.5
Old : 100.0: 1.1 0.3 0.5 95.1 95.7 96.6 96.5: 3.4 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 : 26: 2 2 1 21 15 24 17:
Old : 26: 2 2 1 21 15 24 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 : 48.3 73.0 75.0 85.2 44.5 60.2 60.9 65.0
Old : 48.3 73.0 75.0 85.2 44.5 60.2 60.9 65.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 27, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 18,075: 900 225 0 16,610 17,245 17,510 17,470: 565 605
Old : 18,075: 900 225 0 16,610 17,245 17,510 17,470: 565 605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 100: 0 0 0 100 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 1.2 0.0 91.9 95.4 96.9 96.7: 3.1 3.3
Old : 100.0: 5.0 1.2 0.0 91.9 95.4 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 : 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 : 50.0 77.0 72.0 89.8 43.4 67.7 60.6 75.2
Old : 50.0 77.0 72.0 89.8 43.4 67.7 60.6 75.2
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 27, 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 : 37,965: 50 2,595 300 33,810 31,250 34,160 34,145: 3,805 3,820
Old : 37,965: 50 2,595 300 33,810 31,250 34,160 34,145: 3,805 3,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 350: 50 100 0 800 750 850 850: -500 -500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 6.8 0.8 89.1 82.3 90.0 89.9: 10.0 10.1
Old : 100.0: 0.1 6.8 0.8 89.1 82.3 90.0 89.9: 10.0 10.1
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 : 31: 1 3 1 18 19 20 22:
Old : 31: 1 3 1 18 19 20 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 : 62.1 42.6 77.4 67.1 60.1 39.9 69.7 59.7
Old : 62.1 42.6 77.4 67.1 60.1 39.9 69.7 59.7
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 27, 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 : 25,870: 0 375 25 22,925 22,550 22,950 22,950: 2,920 2,920
Old : 25,870: 0 375 25 22,925 22,550 22,950 22,950: 2,920 2,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 20, 2016 :
: 480: 0 0 0 310 310 310 310: 170 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 0.1 88.6 87.2 88.7 88.7: 11.3 11.3
Old : 100.0: 0.0 1.4 0.1 88.6 87.2 88.7 88.7: 11.3 11.3
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: 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 : 48.5 46.5 68.8 70.3 37.6 35.3 50.5 50.2
Old : 48.5 46.5 68.8 70.3 37.6 35.3 50.5 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 30, 2016