ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 18, 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 : 35,842: 0 0 0 33,932 33,932 33,932 33,932: 1,910 1,910
Old : 35,842: 0 0 0 33,932 33,932 33,932 33,932: 1,910 1,910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 300: 0 0 0 365 365 365 365: -65 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.7 94.7 94.7 94.7: 5.3 5.3
Old : 100.0: 0.0 0.0 0.0 94.7 94.7 94.7 94.7: 5.3 5.3
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 : 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 : 77.5 66.5 90.1 86.2 65.8 54.7 74.2 70.5
Old : 77.5 66.5 90.1 86.2 65.8 54.7 74.2 70.5
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 18, 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 : 32,155: 0 0 0 30,965 30,860 30,965 30,860: 1,190 1,295
Old : 32,155: 0 0 0 30,965 30,860 30,965 30,860: 1,190 1,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 380: 0 0 0 420 420 420 420: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.3 96.0 96.3 96.0: 3.7 4.0
Old : 100.0: 0.0 0.0 0.0 96.3 96.0 96.3 96.0: 3.7 4.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 85.5 67.4 94.8 88.9 72.0 54.8 75.8 71.5
Old : 85.5 67.4 94.8 88.9 72.0 54.8 75.8 71.5
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 18, 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 : 37,197: 0 1,200 0 33,362 32,162 33,362 33,362: 3,835 3,835
Old : 37,197: 0 1,200 0 33,362 32,162 33,362 33,362: 3,835 3,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 575: 0 600 0 575 -25 575 575: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 0.0 89.7 86.5 89.7 89.7: 10.3 10.3
Old : 100.0: 0.0 3.2 0.0 89.7 86.5 89.7 89.7: 10.3 10.3
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 2 0 14 20 14 22:
Old : 25: 0 2 0 14 20 14 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 : 78.7 50.5 88.0 71.5 76.0 50.5 81.2 71.3
Old : 78.7 50.5 88.0 71.5 76.0 50.5 81.2 71.3
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, April 18, 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 : 35,040: 0 1,200 0 31,238 29,898 31,238 31,098: 3,802 3,942
Old : 35,040: 0 1,200 0 31,238 29,898 31,238 31,098: 3,802 3,942
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 500: 0 600 0 500 1,100 500 1,700: 0 -1,200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 0.0 89.1 85.3 89.1 88.8: 10.9 11.3
Old : 100.0: 0.0 3.4 0.0 89.1 85.3 89.1 88.8: 10.9 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 0 2 0 12 19 12 21:
Old : 24: 0 2 0 12 19 12 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 : 82.2 50.0 88.6 69.2 78.1 50.0 81.4 68.8
Old : 82.2 50.0 88.6 69.2 78.1 50.0 81.4 68.8
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 18, 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 : 40,250: 75 22,380 445 38,295 16,220 38,815 39,045: 1,435 1,205
Old : 40,250: 75 22,380 445 38,295 16,220 38,815 39,045: 1,435 1,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 985: 0 -370 175 880 1,160 1,055 965: -70 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 55.6 1.1 95.1 40.3 96.4 97.0: 3.6 3.0
Old : 100.0: 0.2 55.6 1.1 95.1 40.3 96.4 97.0: 3.6 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: 1 5 3 16 16 20 21:
Old : 29: 1 5 3 16 16 20 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 : 71.8 70.0 85.2 88.1 71.0 67.9 84.4 81.4
Old : 71.8 70.0 85.2 88.1 71.0 67.9 84.4 81.4
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, April 18, 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 : 38,535: 0 18,020 465 36,820 19,030 37,285 37,515: 1,250 1,020
Old : 38,535: 0 18,020 465 36,820 19,030 37,285 37,515: 1,250 1,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,085: 0 -245 125 925 1,170 1,050 1,050: 35 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 46.8 1.2 95.5 49.4 96.8 97.4: 3.2 2.6
Old : 100.0: 0.0 46.8 1.2 95.5 49.4 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 : 29: 0 6 3 15 15 18 21:
Old : 29: 0 6 3 15 15 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 : 74.2 68.2 86.8 89.0 73.7 64.9 86.2 83.6
Old : 74.2 68.2 86.8 89.0 73.7 64.9 86.2 83.6
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 18, 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 : 40,920: 1,885 1,895 620 37,180 37,200 39,685 39,715: 1,235 1,205
Old : 40,920: 1,885 1,895 620 37,180 37,200 39,685 39,715: 1,235 1,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 45: 0 75 0 -10 -85 -10 -10: 55 55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.6 4.6 1.5 90.9 90.9 97.0 97.1: 3.0 2.9
Old : 100.0: 4.6 4.6 1.5 90.9 90.9 97.0 97.1: 3.0 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 2 3 19 13 24 17:
Old : 28: 4 2 3 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 : 65.6 81.4 84.4 92.5 59.7 74.9 76.4 80.2
Old : 65.6 81.4 84.4 92.5 59.7 74.9 76.4 80.2
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 18, 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 : 37,020: 1,835 1,870 620 33,235 33,260 35,690 35,750: 1,330 1,270
Old : 37,020: 1,835 1,870 620 33,235 33,260 35,690 35,750: 1,330 1,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -275: -300 -125 0 140 -35 -160 -160: -115 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.0 5.1 1.7 89.8 89.8 96.4 96.6: 3.6 3.4
Old : 100.0: 5.0 5.1 1.7 89.8 89.8 96.4 96.6: 3.6 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 : 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 : 64.4 81.9 84.3 92.9 60.1 74.9 75.3 79.3
Old : 64.4 81.9 84.3 92.9 60.1 74.9 75.3 79.3
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 18, 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 : 35,710: 0 11,975 0 35,340 23,475 35,340 35,450: 370 260
Old : 35,710: 0 11,975 0 35,340 23,475 35,340 35,450: 370 260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 300: 0 200 0 300 100 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 33.5 0.0 99.0 65.7 99.0 99.3: 1.0 0.7
Old : 100.0: 0.0 33.5 0.0 99.0 65.7 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 90.8 96.6 72.1 85.1 84.0 89.1
Old : 78.9 90.1 90.8 96.6 72.1 85.1 84.0 89.1
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, April 18, 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 : 32,500: 0 10,700 0 31,900 21,310 31,900 32,010: 600 490
Old : 32,500: 0 10,700 0 31,900 21,310 31,900 32,010: 600 490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 125: 0 25 0 125 100 125 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 32.9 0.0 98.2 65.6 98.2 98.5: 1.8 1.5
Old : 100.0: 0.0 32.9 0.0 98.2 65.6 98.2 98.5: 1.8 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 : 79.4 91.5 91.6 97.8 71.9 85.3 84.0 89.1
Old : 79.4 91.5 91.6 97.8 71.9 85.3 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 18, 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: 925 130 205 24,265 25,060 25,395 25,395: 1,685 1,685
Old : 27,080: 925 130 205 24,265 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 11, 2017 :
: 0: -300 0 0 300 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.4 0.5 0.8 89.6 92.5 93.8 93.8: 6.2 6.2
Old : 100.0: 3.4 0.5 0.8 89.6 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 : 70.1 77.0 83.9 89.0 65.4 73.0 77.9 81.1
Old : 70.1 77.0 83.9 89.0 65.4 73.0 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 18, 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 11, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 78.0 83.8 90.3 66.9 74.2 77.3 82.5
Old : 71.7 78.0 83.8 90.3 66.9 74.2 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 18, 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 : 34,717: 5,535 1,775 450 27,425 31,210 33,410 33,435: 1,307 1,282
Old : 34,717: 5,535 1,775 450 27,425 31,210 33,410 33,435: 1,307 1,282
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 780: 0 0 0 715 715 715 715: 65 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 5.1 1.3 79.0 89.9 96.2 96.3: 3.8 3.7
Old : 100.0: 15.9 5.1 1.3 79.0 89.9 96.2 96.3: 3.8 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 : 28: 3 3 2 17 11 21 15:
Old : 28: 3 3 2 17 11 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 76.9 82.9 90.8 59.1 72.4 74.0 81.8
Old : 64.6 76.9 82.9 90.8 59.1 72.4 74.0 81.8
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 18, 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 : 26,975: 1,325 1,565 110 23,235 23,215 24,670 24,890: 2,305 2,085
Old : 26,975: 1,325 1,565 110 23,235 23,215 24,670 24,890: 2,305 2,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 590: 0 0 0 510 510 510 510: 80 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 5.8 0.4 86.1 86.1 91.5 92.3: 8.5 7.7
Old : 100.0: 4.9 5.8 0.4 86.1 86.1 91.5 92.3: 8.5 7.7
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: 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 : 54.6 68.4 73.2 86.4 48.1 58.4 64.1 71.5
Old : 54.6 68.4 73.2 86.4 48.1 58.4 64.1 71.5
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 18, 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 : 121,570: 27,555 175 200 85,305 112,660 113,060 113,035: 8,510 8,535
Old : 121,570: 27,555 175 200 85,305 112,660 113,060 113,035: 8,510 8,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 360: 505 0 0 460 965 965 965: -605 -605
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 0.1 0.2 70.2 92.7 93.0 93.0: 7.0 7.0
Old : 100.0: 22.7 0.1 0.2 70.2 92.7 93.0 93.0: 7.0 7.0
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 : 40: 5 1 1 23 24 28 26:
Old : 40: 5 1 1 23 24 28 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 : 61.2 58.8 76.8 74.0 57.0 57.5 70.5 70.2
Old : 61.2 58.8 76.8 74.0 57.0 57.5 70.5 70.2
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, April 18, 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 : 105,370: 26,775 0 300 72,305 99,055 99,380 99,355: 5,990 6,015
Old : 105,370: 26,775 0 300 72,305 99,055 99,380 99,355: 5,990 6,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: -635: 255 0 0 -155 115 100 115: -735 -750
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.4 0.0 0.3 68.6 94.0 94.3 94.3: 5.7 5.7
Old : 100.0: 25.4 0.0 0.3 68.6 94.0 94.3 94.3: 5.7 5.7
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 : 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 : 66.3 60.1 82.4 74.4 63.5 59.2 77.4 71.8
Old : 66.3 60.1 82.4 74.4 63.5 59.2 77.4 71.8
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 18, 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 : 20,570: 600 600 25 17,730 17,775 18,355 18,400: 2,215 2,170
Old : 20,570: 600 600 25 17,730 17,775 18,355 18,400: 2,215 2,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 240: 0 0 0 240 240 240 240: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 2.9 0.1 86.2 86.4 89.2 89.5: 10.8 10.5
Old : 100.0: 2.9 2.9 0.1 86.2 86.4 89.2 89.5: 10.8 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: 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 : 46.7 66.3 71.8 78.8 38.6 58.6 57.9 67.7
Old : 46.7 66.3 71.8 78.8 38.6 58.6 57.9 67.7
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 18, 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 11, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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 18, 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 : 41,680: 180 4,865 25 36,175 31,490 36,380 36,380: 5,300 5,300
Old : 41,680: 180 4,865 25 36,175 31,490 36,380 36,380: 5,300 5,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 11, 2017 :
: 1,830: 90 0 0 1,920 2,010 2,010 2,010: -180 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 11.7 0.1 86.8 75.6 87.3 87.3: 12.7 12.7
Old : 100.0: 0.4 11.7 0.1 86.8 75.6 87.3 87.3: 12.7 12.7
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 : 30: 1 2 1 15 19 17 21:
Old : 30: 1 2 1 15 19 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 : 65.5 43.4 81.2 62.0 64.1 35.9 68.1 53.1
Old : 65.5 43.4 81.2 62.0 64.1 35.9 68.1 53.1
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 18, 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 11, 2017 :
: 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 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 21, 2017