ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 35,542: 0 0 0 33,567 33,567 33,567 33,567: 1,975 1,975
Old : 35,542: 0 0 0 33,567 33,567 33,567 33,567: 1,975 1,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 2,405: 0 0 0 2,365 2,380 2,365 2,380: 40 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.4 94.4 94.4 94.4: 5.6 5.6
Old : 100.0: 0.0 0.0 0.0 94.4 94.4 94.4 94.4: 5.6 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 0 0 15 15 15 15:
Old : 22: 0 0 0 15 15 15 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 : 77.8 66.2 89.7 85.9 65.4 54.3 73.6 69.9
Old : 77.8 66.2 89.7 85.9 65.4 54.3 73.6 69.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 31,775: 0 0 0 30,545 30,440 30,545 30,440: 1,230 1,335
Old : 31,775: 0 0 0 30,545 30,440 30,545 30,440: 1,230 1,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: 2,410: 0 0 0 2,420 2,440 2,420 2,440: -10 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.1 95.8 96.1 95.8: 3.9 4.2
Old : 100.0: 0.0 0.0 0.0 96.1 95.8 96.1 95.8: 3.9 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 : 20: 0 0 0 13 16 13 16:
Old : 20: 0 0 0 13 16 13 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 86.2 67.3 94.6 88.6 71.6 54.5 75.4 71.0
Old : 86.2 67.3 94.6 88.6 71.6 54.5 75.4 71.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 36,622: 0 600 0 32,787 32,187 32,787 32,787: 3,835 3,835
Old : 36,622: 0 600 0 32,787 32,187 32,787 32,787: 3,835 3,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -2,698: 0 -125 0 -2,265 -1,990 -2,265 -2,115: -433 -583
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.6 0.0 89.5 87.9 89.5 89.5: 10.5 10.5
Old : 100.0: 0.0 1.6 0.0 89.5 87.9 89.5 89.5: 10.5 10.5
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 20 14 21:
Old : 24: 0 1 0 14 20 14 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 : 78.8 50.5 88.2 72.3 76.4 50.5 80.9 71.6
Old : 78.8 50.5 88.2 72.3 76.4 50.5 80.9 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 34,540: 0 600 0 30,738 28,798 30,738 29,398: 3,802 5,142
Old : 34,540: 0 600 0 30,738 28,798 30,738 29,398: 3,802 5,142
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -2,276: 0 -125 0 -1,905 -2,970 -1,905 -3,095: -371 819
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.0 89.0 83.4 89.0 85.1: 11.0 14.9
Old : 100.0: 0.0 1.7 0.0 89.0 83.4 89.0 85.1: 11.0 14.9
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 : 23: 0 1 0 11 19 11 20:
Old : 23: 0 1 0 11 19 11 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 : 82.2 46.4 88.6 66.4 77.5 46.4 80.9 65.4
Old : 82.2 46.4 88.6 66.4 77.5 46.4 80.9 65.4
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, April 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 39,265: 75 22,750 270 37,415 15,060 37,760 38,080: 1,505 1,185
Old : 39,265: 75 22,750 270 37,415 15,060 37,760 38,080: 1,505 1,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -2,580: 0 -2,300 -135 -2,180 90 -2,315 -2,345: -265 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 57.9 0.7 95.3 38.4 96.2 97.0: 3.8 3.0
Old : 100.0: 0.2 57.9 0.7 95.3 38.4 96.2 97.0: 3.8 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 : 28: 1 5 2 15 16 18 21:
Old : 28: 1 5 2 15 16 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.3 73.7 86.2 88.4 72.5 72.2 84.1 81.8
Old : 73.3 73.7 86.2 88.4 72.5 72.2 84.1 81.8
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, April 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 37,450: 0 18,265 340 35,895 17,860 36,235 36,465: 1,215 985
Old : 37,450: 0 18,265 340 35,895 17,860 36,235 36,465: 1,215 985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -1,975: 0 -2,310 -170 -1,665 625 -1,835 -1,855: -140 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 48.8 0.9 95.8 47.7 96.8 97.4: 3.2 2.6
Old : 100.0: 0.0 48.8 0.9 95.8 47.7 96.8 97.4: 3.2 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 6 2 15 15 17 21:
Old : 28: 0 6 2 15 15 17 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 : 75.4 71.8 87.0 89.6 74.8 68.7 86.4 84.3
Old : 75.4 71.8 87.0 89.6 74.8 68.7 86.4 84.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 40,875: 1,885 1,820 620 37,190 37,285 39,695 39,725: 1,180 1,150
Old : 40,875: 1,885 1,820 620 37,190 37,285 39,695 39,725: 1,180 1,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -698: -2,680 15 535 1,740 -973 -405 -423: -293 -275
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 4.5 1.5 91.0 91.2 97.1 97.2: 2.9 2.8
Old : 100.0: 4.6 4.5 1.5 91.0 91.2 97.1 97.2: 2.9 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 4 1 3 19 13 24 16:
Old : 27: 4 1 3 19 13 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 : 63.9 81.7 84.6 93.1 56.3 72.0 73.0 77.2
Old : 63.9 81.7 84.6 93.1 56.3 72.0 73.0 77.2
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, April 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 37,295: 2,135 1,995 620 33,095 33,295 35,850 35,910: 1,445 1,385
Old : 37,295: 2,135 1,995 620 33,095 33,295 35,850 35,910: 1,445 1,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -2,095: -2,380 15 535 -95 -2,515 -1,940 -1,965: -155 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 5.3 1.7 88.7 89.3 96.1 96.3: 3.9 3.7
Old : 100.0: 5.7 5.3 1.7 88.7 89.3 96.1 96.3: 3.9 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 : 26: 3 2 3 19 13 23 17:
Old : 26: 3 2 3 19 13 23 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.5 80.8 84.2 92.6 56.4 74.5 72.3 77.4
Old : 63.5 80.8 84.2 92.6 56.4 74.5 72.3 77.4
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, April 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 35,410: 0 11,775 0 35,040 23,375 35,040 35,150: 370 260
Old : 35,410: 0 11,775 0 35,040 23,375 35,040 35,150: 370 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -1,980: 0 -1,780 0 -1,865 -205 -1,865 -1,985: -115 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 33.3 0.0 99.0 66.0 99.0 99.3: 1.0 0.7
Old : 100.0: 0.0 33.3 0.0 99.0 66.0 99.0 99.3: 1.0 0.7
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: 0 2 0 17 11 17 13:
Old : 24: 0 2 0 17 11 17 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 : 78.9 90.1 90.9 96.6 72.0 85.0 84.0 89.0
Old : 78.9 90.1 90.9 96.6 72.0 85.0 84.0 89.0
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, April 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 32,375: 0 10,675 0 31,775 21,210 31,775 31,885: 600 490
Old : 32,375: 0 10,675 0 31,775 21,210 31,775 31,885: 600 490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -1,305: 0 -1,480 0 -1,320 160 -1,320 -1,320: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 33.0 0.0 98.1 65.5 98.1 98.5: 1.9 1.5
Old : 100.0: 0.0 33.0 0.0 98.1 65.5 98.1 98.5: 1.9 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 : 22: 0 2 0 15 10 15 12:
Old : 22: 0 2 0 15 10 15 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 : 79.3 91.9 91.6 97.7 71.8 85.6 84.0 89.1
Old : 79.3 91.9 91.6 97.7 71.8 85.6 84.0 89.1
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, April 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 27,080: 1,225 130 205 23,965 25,060 25,395 25,395: 1,685 1,685
Old : 27,080: 1,225 130 205 23,965 25,060 25,395 25,395: 1,685 1,685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -1,290: 40 0 -65 -1,120 -1,065 -1,145 -1,130: -145 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.5 0.5 0.8 88.5 92.5 93.8 93.8: 6.2 6.2
Old : 100.0: 4.5 0.5 0.8 88.5 92.5 93.8 93.8: 6.2 6.2
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 : 27: 4 1 3 16 13 21 16:
Old : 27: 4 1 3 16 13 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 : 69.0 79.2 83.9 89.0 64.3 75.2 77.9 81.1
Old : 69.0 79.2 83.9 89.0 64.3 75.2 77.9 81.1
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, April 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 26,375: 1,345 130 305 23,420 24,635 25,070 25,070: 1,305 1,305
Old : 26,375: 1,345 130 305 23,420 24,635 25,070 25,070: 1,305 1,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -1,380: -210 0 -115 -945 -1,140 -1,270 -1,255: -110 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 0.5 1.2 88.8 93.4 95.1 95.1: 4.9 4.9
Old : 100.0: 5.1 0.5 1.2 88.8 93.4 95.1 95.1: 4.9 4.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 1 3 17 12 23 15:
Old : 28: 5 1 3 17 12 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 : 71.7 80.3 83.8 90.3 66.9 76.5 77.3 82.5
Old : 71.7 80.3 83.8 90.3 66.9 76.5 77.3 82.5
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, April 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 33,937: 5,535 1,775 450 26,710 30,495 32,695 32,720: 1,242 1,217
Old : 33,937: 5,535 1,775 450 26,710 30,495 32,695 32,720: 1,242 1,217
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -2,227: -685 -125 -50 -1,120 -1,560 -1,855 -1,735: -372 -492
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 5.2 1.3 78.7 89.9 96.3 96.4: 3.7 3.6
Old : 100.0: 16.3 5.2 1.3 78.7 89.9 96.3 96.4: 3.7 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: 3 3 2 18 11 22 15:
Old : 28: 3 3 2 18 11 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 76.5 82.3 90.7 60.5 71.1 74.9 80.7
Old : 63.6 76.5 82.3 90.7 60.5 71.1 74.9 80.7
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, April 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 26,385: 1,325 1,565 110 22,725 22,705 24,160 24,380: 2,225 2,005
Old : 26,385: 1,325 1,565 110 22,725 22,705 24,160 24,380: 2,225 2,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -1,070: -145 -125 0 -985 -1,020 -1,130 -1,145: 60 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 5.9 0.4 86.1 86.1 91.6 92.4: 8.4 7.6
Old : 100.0: 5.0 5.9 0.4 86.1 86.1 91.6 92.4: 8.4 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 3 1 17 11 19 15:
Old : 24: 2 3 1 17 11 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.0 68.0 72.5 86.4 49.2 55.8 65.5 69.2
Old : 53.0 68.0 72.5 86.4 49.2 55.8 65.5 69.2
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, April 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 121,210: 27,050 175 200 84,845 111,695 112,095 112,070: 9,115 9,140
Old : 121,210: 27,050 175 200 84,845 111,695 112,095 112,070: 9,115 9,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -4,483: -3,210 25 -100 -1,818 -5,053 -5,128 -5,128: 645 645
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.3 0.1 0.2 70.0 92.1 92.5 92.5: 7.5 7.5
Old : 100.0: 22.3 0.1 0.2 70.0 92.1 92.5 92.5: 7.5 7.5
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 : 40: 5 1 1 22 24 27 26:
Old : 40: 5 1 1 22 24 27 26:
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 58.1 78.7 73.3 59.2 56.7 72.4 69.4
Old : 63.1 58.1 78.7 73.3 59.2 56.7 72.4 69.4
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, April 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 106,005: 26,520 0 300 72,460 98,940 99,280 99,240: 6,725 6,765
Old : 106,005: 26,520 0 300 72,460 98,940 99,280 99,240: 6,725 6,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -4,365: -2,835 0 -125 -2,085 -4,935 -5,045 -5,060: 680 695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 0.0 0.3 68.4 93.3 93.7 93.6: 6.3 6.4
Old : 100.0: 25.0 0.0 0.3 68.4 93.3 93.7 93.6: 6.3 6.4
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 : 37: 6 0 1 19 25 25 26:
Old : 37: 6 0 1 19 25 25 26:
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 : 67.7 60.4 83.5 74.2 65.3 59.5 78.1 71.9
Old : 67.7 60.4 83.5 74.2 65.3 59.5 78.1 71.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 20,330: 600 600 25 17,490 17,535 18,115 18,160: 2,215 2,170
Old : 20,330: 600 600 25 17,490 17,535 18,115 18,160: 2,215 2,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -855: 600 -25 0 -1,355 -715 -755 -740: -100 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 3.0 0.1 86.0 86.3 89.1 89.3: 10.9 10.7
Old : 100.0: 3.0 3.0 0.1 86.0 86.3 89.1 89.3: 10.9 10.7
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 1 18 15 20 16:
Old : 24: 1 1 1 18 15 20 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 : 46.0 65.9 71.4 78.5 39.0 55.1 56.0 64.4
Old : 46.0 65.9 71.4 78.5 39.0 55.1 56.0 64.4
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, April 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 19,310: 2,100 50 0 16,340 18,565 18,440 18,615: 870 695
Old : 19,310: 2,100 50 0 16,340 18,565 18,440 18,615: 870 695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -990: 600 -25 0 -1,590 -945 -990 -970: 0 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 0.3 0.0 84.6 96.1 95.5 96.4: 4.5 3.6
Old : 100.0: 10.9 0.3 0.0 84.6 96.1 95.5 96.4: 4.5 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 : 23: 1 1 0 18 13 19 14:
Old : 23: 1 1 0 18 13 19 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 : 53.1 80.7 74.3 91.1 38.6 61.2 55.0 65.1
Old : 53.1 80.7 74.3 91.1 38.6 61.2 55.0 65.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 39,850: 90 4,865 25 34,255 29,480 34,370 34,370: 5,480 5,480
Old : 39,850: 90 4,865 25 34,255 29,480 34,370 34,370: 5,480 5,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -895: 90 -50 0 -315 -175 -225 -225: -670 -670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 12.2 0.1 86.0 74.0 86.2 86.2: 13.8 13.8
Old : 100.0: 0.2 12.2 0.1 86.0 74.0 86.2 86.2: 13.8 13.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 2 1 15 17 17 19:
Old : 28: 1 2 1 15 17 17 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 : 66.8 45.1 80.1 63.8 62.3 37.2 66.3 53.6
Old : 66.8 45.1 80.1 63.8 62.3 37.2 66.3 53.6
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, April 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 29,550: 0 2,750 0 25,535 22,785 25,535 25,535: 4,015 4,015
Old : 29,550: 0 2,750 0 25,535 22,785 25,535 25,535: 4,015 4,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 4, 2017 :
: -900: 0 -75 0 -630 -555 -630 -630: -270 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.3 0.0 86.4 77.1 86.4 86.4: 13.6 13.6
Old : 100.0: 0.0 9.3 0.0 86.4 77.1 86.4 86.4: 13.6 13.6
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 : 25: 0 1 0 16 18 16 19:
Old : 25: 0 1 0 16 18 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 : 48.1 40.6 73.4 64.0 36.3 29.7 44.3 42.9
Old : 48.1 40.6 73.4 64.0 36.3 29.7 44.3 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 14, 2017