PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 42,514: 0 100 0 39,049 38,934 39,049 39,034: 3,465 3,480
Old : 42,514: 0 100 0 39,049 38,934 39,049 39,034: 3,465 3,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 0: 0 0 0 -60 -60 -60 -60: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 91.8 91.6 91.8 91.8: 8.2 8.2
Old : 100.0: 0.0 0.2 0.0 91.8 91.6 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 : 25: 0 1 0 16 19 16 20:
Old : 25: 0 1 0 16 19 16 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 : 74.7 47.8 87.7 76.5 74.5 44.3 79.5 69.4
Old : 74.7 47.8 87.7 76.5 74.5 44.3 79.5 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 25, 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 : 38,847: 0 100 0 35,128 35,073 35,128 35,173: 3,719 3,674
Old : 38,847: 0 100 0 35,128 35,073 35,128 35,173: 3,719 3,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 0: 0 0 0 -60 -60 -60 -60: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.0 90.4 90.3 90.4 90.5: 9.6 9.5
Old : 100.0: 0.0 0.3 0.0 90.4 90.3 90.4 90.5: 9.6 9.5
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: 0 1 0 14 19 14 20:
Old : 24: 0 1 0 14 19 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 : 74.4 44.3 87.7 76.8 74.3 43.3 77.1 70.4
Old : 74.4 44.3 87.7 76.8 74.3 43.3 77.1 70.4
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 25, 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 : 34,460: 0 23,305 150 32,400 9,775 32,550 33,230: 1,910 1,230
Old : 34,460: 0 23,305 150 32,400 9,775 32,550 33,230: 1,910 1,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 1,200: 0 150 0 2,475 1,965 2,475 2,115: -1,275 -915
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 67.6 0.4 94.0 28.4 94.5 96.4: 5.5 3.6
Old : 100.0: 0.0 67.6 0.4 94.0 28.4 94.5 96.4: 5.5 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 5 2 16 10 18 15:
Old : 24: 0 5 2 16 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 : 69.4 76.7 84.5 88.8 61.2 70.1 74.7 78.1
Old : 69.4 76.7 84.5 88.8 61.2 70.1 74.7 78.1
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 25, 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 : 31,580: 0 16,980 620 28,985 12,565 29,605 30,165: 1,975 1,415
Old : 31,580: 0 16,980 620 28,985 12,565 29,605 30,165: 1,975 1,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 2,495: 0 100 0 3,155 2,695 3,155 2,795: -660 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 53.8 2.0 91.8 39.8 93.7 95.5: 6.3 4.5
Old : 100.0: 0.0 53.8 2.0 91.8 39.8 93.7 95.5: 6.3 4.5
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 : 23: 0 5 2 14 11 16 16:
Old : 23: 0 5 2 14 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 : 71.8 76.0 82.0 87.3 63.9 69.6 71.8 75.9
Old : 71.8 76.0 82.0 87.3 63.9 69.6 71.8 75.9
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 25, 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 : 26,758: 3,995 2,205 525 21,404 23,194 25,924 25,924: 834 834
Old : 26,758: 3,995 2,205 525 21,404 23,194 25,924 25,924: 834 834
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 1,100: 125 250 50 1,160 1,035 1,335 1,335: -235 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 8.2 2.0 80.0 86.7 96.9 96.9: 3.1 3.1
Old : 100.0: 14.9 8.2 2.0 80.0 86.7 96.9 96.9: 3.1 3.1
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: 3 2 3 19 11 23 15:
Old : 27: 3 2 3 19 11 23 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 : 47.6 86.9 74.7 93.3 40.0 68.8 62.2 72.5
Old : 47.6 86.9 74.7 93.3 40.0 68.8 62.2 72.5
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 25, 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 : 22,881: 4,305 2,405 230 17,395 19,409 21,930 22,044: 951 837
Old : 22,881: 4,305 2,405 230 17,395 19,409 21,930 22,044: 951 837
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 503: 125 250 50 483 358 658 658: -155 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.8 10.5 1.0 76.0 84.8 95.8 96.3: 4.2 3.7
Old : 100.0: 18.8 10.5 1.0 76.0 84.8 95.8 96.3: 4.2 3.7
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: 3 1 3 19 9 23 12:
Old : 23: 3 1 3 19 9 23 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 : 47.4 86.8 74.9 94.9 41.1 69.6 61.6 70.7
Old : 47.4 86.8 74.9 94.9 41.1 69.6 61.6 70.7
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 25, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 44,355: 600 16,915 0 43,010 27,095 43,610 44,010: 745 345
Old : 44,355: 600 16,915 0 43,010 27,095 43,610 44,010: 745 345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 4,220: 0 750 0 4,215 3,475 4,215 4,225: 5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 38.1 0.0 97.0 61.1 98.3 99.2: 1.7 0.8
Old : 100.0: 1.4 38.1 0.0 97.0 61.1 98.3 99.2: 1.7 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 : 24: 1 4 0 15 12 16 16:
Old : 24: 1 4 0 15 12 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 : 80.8 89.9 91.7 96.1 74.4 87.8 85.1 91.1
Old : 80.8 89.9 91.7 96.1 74.4 87.8 85.1 91.1
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 25, 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 : 39,530: 0 16,095 0 38,455 22,750 38,455 38,845: 1,075 685
Old : 39,530: 0 16,095 0 38,455 22,750 38,455 38,845: 1,075 685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 4,055: 0 1,000 0 4,010 3,010 4,010 4,010: 45 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 40.7 0.0 97.3 57.6 97.3 98.3: 2.7 1.7
Old : 100.0: 0.0 40.7 0.0 97.3 57.6 97.3 98.3: 2.7 1.7
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 4 0 14 11 14 15:
Old : 23: 0 4 0 14 11 14 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 : 79.7 91.7 91.7 95.7 74.1 88.7 86.0 91.3
Old : 79.7 91.7 91.7 95.7 74.1 88.7 86.0 91.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 30,750: 1,200 4,125 150 28,515 25,905 29,865 30,180: 885 570
Old : 30,750: 1,200 4,125 150 28,515 25,905 29,865 30,180: 885 570
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 600: 0 -425 0 685 1,110 685 685: -85 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 13.4 0.5 92.7 84.2 97.1 98.1: 2.9 1.9
Old : 100.0: 3.9 13.4 0.5 92.7 84.2 97.1 98.1: 2.9 1.9
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: 1 5 2 16 13 19 18:
Old : 26: 1 5 2 16 13 19 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 : 69.2 81.5 86.8 94.2 65.2 73.0 78.2 81.8
Old : 69.2 81.5 86.8 94.2 65.2 73.0 78.2 81.8
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 25, 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 : 30,430: 1,200 3,985 215 28,090 25,620 29,505 29,820: 925 610
Old : 30,430: 1,200 3,985 215 28,090 25,620 29,505 29,820: 925 610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 1,150: 0 -525 -50 1,200 1,725 1,150 1,150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 13.1 0.7 92.3 84.2 97.0 98.0: 3.0 2.0
Old : 100.0: 3.9 13.1 0.7 92.3 84.2 97.0 98.0: 3.0 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 : 26: 1 5 3 16 12 20 17:
Old : 26: 1 5 3 16 12 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.5 83.9 87.3 94.1 70.8 76.9 81.5 85.0
Old : 73.5 83.9 87.3 94.1 70.8 76.9 81.5 85.0
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 25, 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 : 34,774: 5,330 1,470 990 27,274 31,129 33,594 33,589: 1,180 1,185
Old : 34,774: 5,330 1,470 990 27,274 31,129 33,594 33,589: 1,180 1,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: -10: 50 0 0 -10 40 40 40: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 4.2 2.8 78.4 89.5 96.6 96.6: 3.4 3.4
Old : 100.0: 15.3 4.2 2.8 78.4 89.5 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 : 28: 3 2 4 19 13 24 17:
Old : 28: 3 2 4 19 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 : 54.0 78.0 75.3 91.3 46.3 63.8 58.5 70.7
Old : 54.0 78.0 75.3 91.3 46.3 63.8 58.5 70.7
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 25, 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 : 26,735: 380 1,350 870 24,535 23,585 25,785 25,805: 950 930
Old : 26,735: 380 1,350 870 24,535 23,585 25,785 25,805: 950 930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 125: 0 0 0 125 125 125 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 5.0 3.3 91.8 88.2 96.4 96.5: 3.6 3.5
Old : 100.0: 1.4 5.0 3.3 91.8 88.2 96.4 96.5: 3.6 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 : 29: 2 2 3 21 13 24 17:
Old : 29: 2 2 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 : 52.6 74.8 72.0 89.6 34.1 49.4 47.7 61.3
Old : 52.6 74.8 72.0 89.6 34.1 49.4 47.7 61.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 124,344: 38,255 85 1,245 79,493 117,663 118,993 118,993: 5,351 5,351
Old : 124,344: 38,255 85 1,245 79,493 117,663 118,993 118,993: 5,351 5,351
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 790: 550 0 125 -80 850 595 975: 195 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.8 0.1 1.0 63.9 94.6 95.7 95.7: 4.3 4.3
Old : 100.0: 30.8 0.1 1.0 63.9 94.6 95.7 95.7: 4.3 4.3
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 : 42: 5 1 6 21 30 27 36:
Old : 42: 5 1 6 21 30 27 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 : 60.7 54.3 79.7 71.2 52.4 52.6 67.6 66.3
Old : 60.7 54.3 79.7 71.2 52.4 52.6 67.6 66.3
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 25, 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 : 113,246: 36,865 0 775 71,888 108,735 109,528 109,510: 3,718 3,736
Old : 113,246: 36,865 0 775 71,888 108,735 109,528 109,510: 3,718 3,736
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 1,420: 700 0 125 985 2,075 1,810 2,200: -390 -780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.6 0.0 0.7 63.5 96.0 96.7 96.7: 3.3 3.3
Old : 100.0: 32.6 0.0 0.7 63.5 96.0 96.7 96.7: 3.3 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 : 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 : 67.0 53.6 86.4 71.2 59.9 52.7 73.5 67.2
Old : 67.0 53.6 86.4 71.2 59.9 52.7 73.5 67.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 25, 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 : 22,095: 100 100 75 20,985 20,955 21,160 21,130: 935 965
Old : 22,095: 100 100 75 20,985 20,955 21,160 21,130: 935 965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 500: 0 0 0 430 430 430 430: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 0.5 0.3 95.0 94.8 95.8 95.6: 4.2 4.4
Old : 100.0: 0.5 0.5 0.3 95.0 94.8 95.8 95.6: 4.2 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 : 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 : 48.3 76.4 74.7 87.5 46.4 63.3 64.4 67.5
Old : 48.3 76.4 74.7 87.5 46.4 63.3 64.4 67.5
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 25, 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 : 18,520: 750 200 0 17,205 17,725 17,955 17,925: 565 595
Old : 18,520: 750 200 0 17,205 17,725 17,955 17,925: 565 595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 500: 0 0 0 500 500 500 500: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 1.1 0.0 92.9 95.7 96.9 96.8: 3.1 3.2
Old : 100.0: 4.0 1.1 0.0 92.9 95.7 96.9 96.8: 3.1 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 : 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 : 51.2 79.9 73.8 91.4 45.7 71.2 64.0 77.7
Old : 51.2 79.9 73.8 91.4 45.7 71.2 64.0 77.7
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 25, 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 : 36,985: 0 3,870 0 33,270 29,405 33,270 33,275: 3,715 3,710
Old : 36,985: 0 3,870 0 33,270 29,405 33,270 33,275: 3,715 3,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: -50: -50 -50 0 0 0 -50 -50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 10.5 0.0 90.0 79.5 90.0 90.0: 10.0 10.0
Old : 100.0: 0.0 10.5 0.0 90.0 79.5 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: 0 4 0 18 18 18 22:
Old : 30: 0 4 0 18 18 18 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 : 62.7 42.3 78.3 67.2 61.6 39.3 71.4 59.4
Old : 62.7 42.3 78.3 67.2 61.6 39.3 71.4 59.4
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 25, 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 : 26,620: 0 1,300 0 22,775 21,475 22,775 22,775: 3,845 3,845
Old : 26,620: 0 1,300 0 22,775 21,475 22,775 22,775: 3,845 3,845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 18, 2016 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.9 0.0 85.6 80.7 85.6 85.6: 14.4 14.4
Old : 100.0: 0.0 4.9 0.0 85.6 80.7 85.6 85.6: 14.4 14.4
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: 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 : 42.8 41.0 61.8 64.6 32.6 28.2 45.1 45.2
Old : 42.8 41.0 61.8 64.6 32.6 28.2 45.1 45.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 28, 2016