PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 41,709: 0 0 0 38,284 38,269 38,284 38,269: 3,425 3,440
Old : 41,709: 0 0 0 38,284 38,269 38,284 38,269: 3,425 3,440
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,819: 0 -50 0 -1,630 -1,540 -1,630 -1,590: -189 -229
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 91.8 91.8 91.8 91.8: 8.2 8.2
Old : 100.0: 0.0 0.0 0.0 91.8 91.8 91.8 91.8: 8.2 8.2
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 : 24: 0 0 0 16 19 16 19:
Old : 24: 0 0 0 16 19 16 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 : 74.3 47.7 87.5 76.8 74.2 44.0 79.2 69.4
Old : 74.3 47.7 87.5 76.8 74.2 44.0 79.2 69.4
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, October 11, 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 : 37,982: 0 0 0 34,303 34,348 34,303 34,348: 3,679 3,634
Old : 37,982: 0 0 0 34,303 34,348 34,303 34,348: 3,679 3,634
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,647: 0 0 0 -1,510 -1,490 -1,510 -1,490: -137 -157
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.3 90.4 90.3 90.4: 9.7 9.6
Old : 100.0: 0.0 0.0 0.0 90.3 90.4 90.3 90.4: 9.7 9.6
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 0 0 14 19 14 19:
Old : 23: 0 0 0 14 19 14 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 : 73.9 44.6 87.5 77.3 73.8 43.0 76.6 70.6
Old : 73.9 44.6 87.5 77.3 73.8 43.0 76.6 70.6
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, October 11, 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 : 31,370: 0 22,255 150 28,265 6,870 28,415 29,275: 2,955 2,095
Old : 31,370: 0 22,255 150 28,265 6,870 28,415 29,275: 2,955 2,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,240: 0 -595 -75 -1,370 -795 -1,445 -1,465: 205 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 70.9 0.5 90.1 21.9 90.6 93.3: 9.4 6.7
Old : 100.0: 0.0 70.9 0.5 90.1 21.9 90.6 93.3: 9.4 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 : 23: 0 5 2 15 11 17 16:
Old : 23: 0 5 2 15 11 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 : 66.5 76.3 82.0 86.0 56.9 71.8 70.7 77.6
Old : 66.5 76.3 82.0 86.0 56.9 71.8 70.7 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, October 11, 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 : 26,825: 0 15,980 620 23,185 7,945 23,805 24,545: 3,020 2,280
Old : 26,825: 0 15,980 620 23,185 7,945 23,805 24,545: 3,020 2,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -805: 0 -370 -25 -970 -610 -995 -1,005: 190 200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 59.6 2.3 86.4 29.6 88.7 91.5: 11.3 8.5
Old : 100.0: 0.0 59.6 2.3 86.4 29.6 88.7 91.5: 11.3 8.5
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 : 21: 0 5 2 12 12 14 17:
Old : 21: 0 5 2 12 12 14 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 : 65.1 69.7 78.1 81.8 51.3 61.4 60.4 67.8
Old : 65.1 69.7 78.1 81.8 51.3 61.4 60.4 67.8
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, October 11, 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 : 25,008: 3,445 1,755 505 20,039 21,729 23,989 23,989: 1,019 1,019
Old : 25,008: 3,445 1,755 505 20,039 21,729 23,989 23,989: 1,019 1,019
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,150: -70 75 -405 -512 -657 -987 -987: -163 -163
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 7.0 2.0 80.1 86.9 95.9 95.9: 4.1 4.1
Old : 100.0: 13.8 7.0 2.0 80.1 86.9 95.9 95.9: 4.1 4.1
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 : 27: 2 3 2 19 11 22 15:
Old : 27: 2 3 2 19 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 : 51.8 84.6 80.2 92.4 41.5 66.7 62.3 68.5
Old : 51.8 84.6 80.2 92.4 41.5 66.7 62.3 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 21,831: 3,755 1,955 180 16,820 18,734 20,755 20,869: 1,076 962
Old : 21,831: 3,755 1,955 180 16,820 18,734 20,755 20,869: 1,076 962
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -790: -135 50 -280 -287 -485 -702 -715: -88 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.2 9.0 0.8 77.0 85.8 95.1 95.6: 4.9 4.4
Old : 100.0: 17.2 9.0 0.8 77.0 85.8 95.1 95.6: 4.9 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 : 23: 2 2 2 19 9 22 12:
Old : 23: 2 2 2 19 9 22 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 : 51.1 85.6 78.8 93.9 41.7 67.3 62.6 69.5
Old : 51.1 85.6 78.8 93.9 41.7 67.3 62.6 69.5
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, October 11, 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 : 34,605: 600 14,865 0 33,170 19,460 33,770 34,325: 835 280
Old : 34,605: 600 14,865 0 33,170 19,460 33,770 34,325: 835 280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,165: -350 -210 0 -910 -1,065 -1,260 -1,275: 95 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 43.0 0.0 95.9 56.2 97.6 99.2: 2.4 0.8
Old : 100.0: 1.7 43.0 0.0 95.9 56.2 97.6 99.2: 2.4 0.8
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: 1 4 0 11 11 12 15:
Old : 23: 1 4 0 11 11 12 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 : 78.6 87.6 93.0 96.0 72.0 84.4 86.0 91.0
Old : 78.6 87.6 93.0 96.0 72.0 84.4 86.0 91.0
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 29,815: 0 13,595 0 28,880 15,840 28,880 29,435: 935 380
Old : 29,815: 0 13,595 0 28,880 15,840 28,880 29,435: 935 380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -745: 0 -210 0 -835 -640 -835 -850: 90 105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 45.6 0.0 96.9 53.1 96.9 98.7: 3.1 1.3
Old : 100.0: 0.0 45.6 0.0 96.9 53.1 96.9 98.7: 3.1 1.3
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 : 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 : 78.1 89.6 93.5 96.5 71.4 85.8 86.3 90.9
Old : 78.1 89.6 93.5 96.5 71.4 85.8 86.3 90.9
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, October 11, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 28,035: 1,200 4,400 225 25,475 22,590 26,900 27,215: 1,135 820
Old : 28,035: 1,200 4,400 225 25,475 22,590 26,900 27,215: 1,135 820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -395: 0 175 -25 -200 -400 -225 -250: -170 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 15.7 0.8 90.9 80.6 96.0 97.1: 4.0 2.9
Old : 100.0: 4.3 15.7 0.8 90.9 80.6 96.0 97.1: 4.0 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 : 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 : 65.5 77.6 86.0 93.0 59.9 67.3 72.9 76.7
Old : 65.5 77.6 86.0 93.0 59.9 67.3 72.9 76.7
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, October 11, 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 : 26,805: 1,300 4,460 240 24,410 21,565 25,950 26,265: 855 540
Old : 26,805: 1,300 4,460 240 24,410 21,565 25,950 26,265: 855 540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -310: 0 40 -15 75 -145 60 -120: -370 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 16.6 0.9 91.1 80.5 96.8 98.0: 3.2 2.0
Old : 100.0: 4.8 16.6 0.9 91.1 80.5 96.8 98.0: 3.2 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 : 24: 2 4 3 15 11 19 16:
Old : 24: 2 4 3 15 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 : 69.9 82.1 87.1 94.8 66.2 72.5 78.2 82.1
Old : 69.9 82.1 87.1 94.8 66.2 72.5 78.2 82.1
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, October 11, 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 : 32,759: 5,135 2,025 895 25,434 28,529 31,464 31,449: 1,295 1,310
Old : 32,759: 5,135 2,025 895 25,434 28,529 31,464 31,449: 1,295 1,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -590: -55 -135 165 -650 -575 -540 -545: -50 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 6.2 2.7 77.6 87.1 96.0 96.0: 4.0 4.0
Old : 100.0: 15.7 6.2 2.7 77.6 87.1 96.0 96.0: 4.0 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 : 28: 2 3 4 19 12 24 16:
Old : 28: 2 3 4 19 12 24 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 : 56.4 74.8 74.7 90.1 49.3 60.0 62.1 73.0
Old : 56.4 74.8 74.7 90.1 49.3 60.0 62.1 73.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 26,040: 135 1,880 875 23,925 22,190 24,935 24,945: 1,105 1,095
Old : 26,040: 135 1,880 875 23,925 22,190 24,935 24,945: 1,105 1,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -1,285: 135 -445 55 -1,165 -575 -975 -965: -310 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 7.2 3.4 91.9 85.2 95.8 95.8: 4.2 4.2
Old : 100.0: 0.5 7.2 3.4 91.9 85.2 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 : 29: 1 3 3 21 13 24 17:
Old : 29: 1 3 3 21 13 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 : 55.5 72.2 73.2 88.4 36.8 57.0 50.4 65.4
Old : 55.5 72.2 73.2 88.4 36.8 57.0 50.4 65.4
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, October 11, 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 : 120,424: 36,130 85 920 79,258 115,288 116,308 116,293: 4,116 4,131
Old : 120,424: 36,130 85 920 79,258 115,288 116,308 116,293: 4,116 4,131
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -4,915: -465 -785 110 -4,107 -3,857 -4,462 -4,532: -453 -383
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.0 0.1 0.8 65.8 95.7 96.6 96.6: 3.4 3.4
Old : 100.0: 30.0 0.1 0.8 65.8 95.7 96.6 96.6: 3.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 5 1 5 20 29 26 34:
Old : 41: 5 1 5 20 29 26 34:
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 : 60.0 56.1 79.6 74.0 48.0 54.5 65.4 66.4
Old : 60.0 56.1 79.6 74.0 48.0 54.5 65.4 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, October 11, 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 : 108,506: 34,465 0 450 70,158 104,530 105,073 104,980: 3,433 3,526
Old : 108,506: 34,465 0 450 70,158 104,530 105,073 104,980: 3,433 3,526
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -3,704: -1,090 0 150 -1,484 -2,640 -2,424 -2,490: -1,280 -1,214
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.8 0.0 0.4 64.7 96.3 96.8 96.8: 3.2 3.2
Old : 100.0: 31.8 0.0 0.4 64.7 96.3 96.8 96.8: 3.2 3.2
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 : 39: 6 0 3 19 29 25 32:
Old : 39: 6 0 3 19 29 25 32:
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 53.3 85.7 73.2 53.4 52.2 70.1 65.6
Old : 65.2 53.3 85.7 73.2 53.4 52.2 70.1 65.6
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, October 11, 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 : 21,295: 100 100 75 20,255 20,225 20,430 20,400: 865 895
Old : 21,295: 100 100 75 20,255 20,225 20,430 20,400: 865 895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -735: -150 25 -25 -685 -850 -860 -850: 125 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.5 0.4 95.1 95.0 95.9 95.8: 4.1 4.2
Old : 100.0: 0.5 0.5 0.4 95.1 95.0 95.9 95.8: 4.1 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 : 25: 1 2 1 21 14 23 16:
Old : 25: 1 2 1 21 14 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 : 48.8 75.5 74.8 87.0 46.1 61.9 63.7 66.9
Old : 48.8 75.5 74.8 87.0 46.1 61.9 63.7 66.9
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, October 11, 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 : 17,720: 750 200 0 16,405 16,925 17,155 17,125: 565 595
Old : 17,720: 750 200 0 16,405 16,925 17,155 17,125: 565 595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -355: -150 -25 0 -205 -320 -355 -345: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 1.1 0.0 92.6 95.5 96.8 96.6: 3.2 3.4
Old : 100.0: 4.2 1.1 0.0 92.6 95.5 96.8 96.6: 3.2 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 : 24: 1 1 0 20 12 21 13:
Old : 24: 1 1 0 20 12 21 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 : 51.5 79.0 73.5 91.0 45.8 70.4 63.2 77.5
Old : 51.5 79.0 73.5 91.0 45.8 70.4 63.2 77.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 37,235: 50 3,020 300 33,170 30,205 33,520 33,525: 3,715 3,710
Old : 37,235: 50 3,020 300 33,170 30,205 33,520 33,525: 3,715 3,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -880: 0 -75 0 -790 -695 -790 -770: -90 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 8.1 0.8 89.1 81.1 90.0 90.0: 10.0 10.0
Old : 100.0: 0.1 8.1 0.8 89.1 81.1 90.0 90.0: 10.0 10.0
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 1 17 18 19 21:
Old : 30: 1 3 1 17 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 : 63.1 43.0 78.6 67.3 62.0 39.9 71.8 59.8
Old : 63.1 43.0 78.6 67.3 62.0 39.9 71.8 59.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 11, 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 : 25,560: 0 400 0 22,540 22,140 22,540 22,540: 3,020 3,020
Old : 25,560: 0 400 0 22,540 22,140 22,540 22,540: 3,020 3,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 4, 2016 :
: -490: 0 25 -25 -385 -410 -410 -410: -80 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 0.0 88.2 86.6 88.2 88.2: 11.8 11.8
Old : 100.0: 0.0 1.6 0.0 88.2 86.6 88.2 88.2: 11.8 11.8
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: 0 1 0 17 16 17 17:
Old : 25: 0 1 0 17 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 : 46.2 47.1 65.9 69.3 35.1 36.2 48.2 52.0
Old : 46.2 47.1 65.9 69.3 35.1 36.2 48.2 52.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 14, 2016