PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 08, 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 : 42,737: 0 100 0 39,354 38,679 39,354 38,779: 3,383 3,958
Old : 42,737: 0 100 0 39,354 38,679 39,354 38,779: 3,383 3,958
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -832: 0 0 0 -925 -1,485 -925 -1,485: 93 653
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.2 0.0 92.1 90.5 92.1 90.7: 7.9 9.3
Old : 100.0: 0.0 0.2 0.0 92.1 90.5 92.1 90.7: 7.9 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 : 25: 0 1 0 15 19 15 20:
Old : 25: 0 1 0 15 19 15 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 : 76.3 45.8 88.8 74.2 75.2 44.8 79.6 69.3
Old : 76.3 45.8 88.8 74.2 75.2 44.8 79.6 69.3
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, November 08, 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 : 38,601: 0 100 0 34,838 34,803 34,838 34,903: 3,763 3,698
Old : 38,601: 0 100 0 34,838 34,803 34,838 34,903: 3,763 3,698
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,291: 0 0 0 -1,510 -1,490 -1,510 -1,490: 219 199
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.3 0.0 90.3 90.2 90.3 90.4: 9.7 9.6
Old : 100.0: 0.0 0.3 0.0 90.3 90.2 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 : 24: 0 1 0 13 19 13 20:
Old : 24: 0 1 0 13 19 13 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 : 75.6 45.4 88.5 75.2 74.4 45.0 78.3 71.0
Old : 75.6 45.4 88.5 75.2 74.4 45.0 78.3 71.0
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, November 08, 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 : 33,670: 0 23,805 50 31,900 8,765 31,950 32,620: 1,720 1,050
Old : 33,670: 0 23,805 50 31,900 8,765 31,950 32,620: 1,720 1,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -790: 0 200 -100 -500 -710 -600 -610: -190 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 70.7 0.1 94.7 26.0 94.9 96.9: 5.1 3.1
Old : 100.0: 0.0 70.7 0.1 94.7 26.0 94.9 96.9: 5.1 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 : 24: 0 6 1 15 10 16 16:
Old : 24: 0 6 1 15 10 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 : 70.0 74.7 85.9 87.9 62.8 68.9 76.4 77.4
Old : 70.0 74.7 85.9 87.9 62.8 68.9 76.4 77.4
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, November 08, 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 : 30,810: 0 17,285 490 28,420 11,625 28,910 29,400: 1,900 1,410
Old : 30,810: 0 17,285 490 28,420 11,625 28,910 29,400: 1,900 1,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -770: 0 5 -130 -565 -640 -695 -765: -75 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 56.1 1.6 92.2 37.7 93.8 95.4: 6.2 4.6
Old : 100.0: 0.0 56.1 1.6 92.2 37.7 93.8 95.4: 6.2 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 : 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 : 73.5 75.2 83.3 87.0 66.7 70.1 74.4 78.1
Old : 73.5 75.2 83.3 87.0 66.7 70.1 74.4 78.1
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, November 08, 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 : 25,783: 4,040 2,255 205 20,834 22,619 25,079 25,079: 704 704
Old : 25,783: 4,040 2,255 205 20,834 22,619 25,079 25,079: 704 704
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,140: 45 0 -320 -695 -650 -970 -970: -170 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.7 8.7 0.8 80.8 87.7 97.3 97.3: 2.7 2.7
Old : 100.0: 15.7 8.7 0.8 80.8 87.7 97.3 97.3: 2.7 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 2 3 19 12 23 16:
Old : 27: 3 2 3 19 12 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 : 46.3 90.1 75.4 95.0 41.0 73.6 66.6 76.4
Old : 46.3 90.1 75.4 95.0 41.0 73.6 66.6 76.4
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, November 08, 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 : 22,263: 4,070 2,355 190 17,232 19,051 21,492 21,596: 771 667
Old : 22,263: 4,070 2,355 190 17,232 19,051 21,492 21,596: 771 667
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -715: -235 -100 -40 -330 -475 -605 -615: -110 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 10.6 0.9 77.4 85.6 96.5 97.0: 3.5 3.0
Old : 100.0: 18.3 10.6 0.9 77.4 85.6 96.5 97.0: 3.5 3.0
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: 3 2 3 19 10 23 14:
Old : 24: 3 2 3 19 10 23 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.8 87.8 75.3 95.5 42.3 72.1 63.6 73.1
Old : 45.8 87.8 75.3 95.5 42.3 72.1 63.6 73.1
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, November 08, 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 : 43,905: 400 16,660 0 42,880 27,010 43,280 43,670: 625 235
Old : 43,905: 400 16,660 0 42,880 27,010 43,280 43,670: 625 235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -800: -200 -305 0 -480 -385 -680 -690: -120 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 37.9 0.0 97.7 61.5 98.6 99.5: 1.4 0.5
Old : 100.0: 0.9 37.9 0.0 97.7 61.5 98.6 99.5: 1.4 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 : 25: 1 4 0 16 12 17 16:
Old : 25: 1 4 0 16 12 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 : 81.9 89.7 92.3 96.5 75.2 88.0 85.4 91.2
Old : 81.9 89.7 92.3 96.5 75.2 88.0 85.4 91.2
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, November 08, 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 : 38,900: 0 15,710 0 37,920 22,590 37,920 38,300: 980 600
Old : 38,900: 0 15,710 0 37,920 22,590 37,920 38,300: 980 600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -930: 0 -385 0 -835 -460 -835 -845: -95 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 40.4 0.0 97.5 58.1 97.5 98.5: 2.5 1.5
Old : 100.0: 0.0 40.4 0.0 97.5 58.1 97.5 98.5: 2.5 1.5
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 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 : 80.4 91.5 91.9 96.0 74.7 88.9 86.2 91.4
Old : 80.4 91.5 91.9 96.0 74.7 88.9 86.2 91.4
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, November 08, 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 : 29,570: 1,200 3,475 250 27,270 25,285 28,720 29,010: 850 560
Old : 29,570: 1,200 3,475 250 27,270 25,285 28,720 29,010: 850 560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,355: 0 -525 0 -1,295 -795 -1,295 -1,320: -60 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 11.8 0.8 92.2 85.5 97.1 98.1: 2.9 1.9
Old : 100.0: 4.1 11.8 0.8 92.2 85.5 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 : 25: 1 3 3 16 13 20 17:
Old : 25: 1 3 3 16 13 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 : 69.9 83.9 85.9 95.6 66.0 77.2 79.9 85.1
Old : 69.9 83.9 85.9 95.6 66.0 77.2 79.9 85.1
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, November 08, 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 : 29,665: 1,200 3,125 300 27,430 25,795 28,930 29,220: 735 445
Old : 29,665: 1,200 3,125 300 27,430 25,795 28,930 29,220: 735 445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -980: 0 -410 -15 -870 -485 -885 -910: -95 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 10.5 1.0 92.5 87.0 97.5 98.5: 2.5 1.5
Old : 100.0: 4.0 10.5 1.0 92.5 87.0 97.5 98.5: 2.5 1.5
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 : 25: 1 3 4 16 12 21 16:
Old : 25: 1 3 4 16 12 21 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 : 74.7 87.7 88.5 96.3 72.5 82.2 83.5 88.4
Old : 74.7 87.7 88.5 96.3 72.5 82.2 83.5 88.4
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, November 08, 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 : 33,579: 5,160 1,645 980 26,224 29,744 32,364 32,369: 1,215 1,210
Old : 33,579: 5,160 1,645 980 26,224 29,744 32,364 32,369: 1,215 1,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,360: -395 200 -60 -930 -1,515 -1,385 -1,375: 25 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 4.9 2.9 78.1 88.6 96.4 96.4: 3.6 3.6
Old : 100.0: 15.4 4.9 2.9 78.1 88.6 96.4 96.4: 3.6 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 : 28: 2 2 4 20 14 24 18:
Old : 28: 2 2 4 20 14 24 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 : 53.9 77.4 75.1 91.0 46.3 61.0 59.3 71.0
Old : 53.9 77.4 75.1 91.0 46.3 61.0 59.3 71.0
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, November 08, 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 : 25,475: 710 1,300 665 23,310 22,740 24,685 24,705: 790 770
Old : 25,475: 710 1,300 665 23,310 22,740 24,685 24,705: 790 770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,115: 180 25 -205 -940 -785 -965 -965: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 5.1 2.6 91.5 89.3 96.9 97.0: 3.1 3.0
Old : 100.0: 2.8 5.1 2.6 91.5 89.3 96.9 97.0: 3.1 3.0
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 : 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 : 52.3 75.9 71.7 90.2 35.8 51.4 49.6 63.6
Old : 52.3 75.9 71.7 90.2 35.8 51.4 49.6 63.6
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, November 08, 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 : 121,986: 38,195 0 1,145 77,233 115,488 116,573 116,633: 5,413 5,353
Old : 121,986: 38,195 0 1,145 77,233 115,488 116,573 116,633: 5,413 5,353
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -3,548: -185 -85 -175 -3,135 -3,175 -3,495 -3,435: -53 -113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 0.0 0.9 63.3 94.7 95.6 95.6: 4.4 4.4
Old : 100.0: 31.3 0.0 0.9 63.3 94.7 95.6 95.6: 4.4 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 : 41: 6 0 4 21 29 27 33:
Old : 41: 6 0 4 21 29 27 33:
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 54.5 79.4 71.2 52.2 52.6 67.2 66.2
Old : 60.7 54.5 79.4 71.2 52.2 52.6 67.2 66.2
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, November 08, 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 : 110,201: 35,350 0 775 70,323 105,715 106,448 106,490: 3,753 3,711
Old : 110,201: 35,350 0 775 70,323 105,715 106,448 106,490: 3,753 3,711
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -4,295: -1,290 0 0 -2,795 -4,025 -4,085 -4,025: -210 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.1 0.0 0.7 63.8 95.9 96.6 96.6: 3.4 3.4
Old : 100.0: 32.1 0.0 0.7 63.8 95.9 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 : 38: 5 0 3 19 29 24 32:
Old : 38: 5 0 3 19 29 24 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 : 68.4 53.9 87.2 71.6 62.2 52.8 75.1 67.5
Old : 68.4 53.9 87.2 71.6 62.2 52.8 75.1 67.5
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, November 08, 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 : 21,860: 200 225 50 20,550 20,655 20,800 20,930: 1,060 930
Old : 21,860: 200 225 50 20,550 20,655 20,800 20,930: 1,060 930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,085: 0 25 -25 -1,185 -1,050 -1,210 -1,050: 125 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 1.0 0.2 94.0 94.5 95.2 95.7: 4.8 4.3
Old : 100.0: 0.9 1.0 0.2 94.0 94.5 95.2 95.7: 4.8 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 : 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 : 51.0 77.2 76.2 88.0 49.2 63.2 66.0 69.3
Old : 51.0 77.2 76.2 88.0 49.2 63.2 66.0 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 08, 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 : 18,205: 700 175 0 17,040 17,545 17,740 17,720: 465 485
Old : 18,205: 700 175 0 17,040 17,545 17,740 17,720: 465 485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,065: -50 -25 0 -915 -930 -965 -955: -100 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 1.0 0.0 93.6 96.4 97.4 97.3: 2.6 2.7
Old : 100.0: 3.8 1.0 0.0 93.6 96.4 97.4 97.3: 2.6 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 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 : 54.4 82.3 76.0 92.1 46.3 74.4 66.6 79.9
Old : 54.4 82.3 76.0 92.1 46.3 74.4 66.6 79.9
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, November 08, 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 : 36,010: 50 3,650 0 32,365 28,770 32,415 32,420: 3,595 3,590
Old : 36,010: 50 3,650 0 32,365 28,770 32,415 32,420: 3,595 3,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -1,025: 0 -270 0 -905 -635 -905 -905: -120 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 10.1 0.0 89.9 79.9 90.0 90.0: 10.0 10.0
Old : 100.0: 0.1 10.1 0.0 89.9 79.9 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 : 29: 1 2 0 17 18 18 20:
Old : 29: 1 2 0 17 18 18 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 : 63.6 42.5 79.5 67.7 62.5 39.4 72.6 59.8
Old : 63.6 42.5 79.5 67.7 62.5 39.4 72.6 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, November 08, 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 : 27,330: 0 1,225 0 23,190 21,965 23,190 23,190: 4,140 4,140
Old : 27,330: 0 1,225 0 23,190 21,965 23,190 23,190: 4,140 4,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 1, 2016 :
: -490: 0 -75 0 -785 -710 -785 -785: 295 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.5 0.0 84.9 80.4 84.9 84.9: 15.1 15.1
Old : 100.0: 0.0 4.5 0.0 84.9 80.4 84.9 84.9: 15.1 15.1
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 : 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 : 42.9 44.7 63.3 66.5 31.4 31.0 42.3 44.9
Old : 42.9 44.7 63.3 66.5 31.4 31.0 42.3 44.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 11, 2016