ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 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 : 37,692: 0 0 0 36,007 36,027 36,007 36,027: 1,685 1,665
Old : 37,692: 0 0 0 36,007 36,027 36,007 36,027: 1,685 1,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -770: 0 0 0 -670 -650 -670 -650: -100 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.5 95.6 95.5 95.6: 4.5 4.4
Old : 100.0: 0.0 0.0 0.0 95.5 95.6 95.5 95.6: 4.5 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 : 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 : 80.2 66.2 91.5 87.8 69.0 53.6 75.9 72.8
Old : 80.2 66.2 91.5 87.8 69.0 53.6 75.9 72.8
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, May 09, 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 : 34,150: 0 0 0 32,990 32,910 32,990 32,910: 1,160 1,240
Old : 34,150: 0 0 0 32,990 32,910 32,990 32,910: 1,160 1,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -620: 0 0 0 -600 -575 -600 -575: -20 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 96.6 96.4 96.6 96.4: 3.4 3.6
Old : 100.0: 0.0 0.0 0.0 96.6 96.4 96.6 96.4: 3.4 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 : 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 : 86.6 67.3 95.2 89.3 73.8 54.6 77.0 73.0
Old : 86.6 67.3 95.2 89.3 73.8 54.6 77.0 73.0
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, May 09, 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 : 36,166: 0 1,200 0 31,897 30,697 31,897 31,897: 4,269 4,269
Old : 36,166: 0 1,200 0 31,897 30,697 31,897 31,897: 4,269 4,269
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -1,406: 0 0 0 -2,050 -2,050 -2,050 -2,050: 644 644
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 0.0 88.2 84.9 88.2 88.2: 11.8 11.8
Old : 100.0: 0.0 3.3 0.0 88.2 84.9 88.2 88.2: 11.8 11.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 0 14 19 14 21:
Old : 25: 0 2 0 14 19 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 : 75.4 49.7 86.9 70.3 73.5 49.7 80.6 70.2
Old : 75.4 49.7 86.9 70.3 73.5 49.7 80.6 70.2
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, May 09, 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 : 33,301: 0 1,200 0 29,998 28,668 29,998 29,868: 3,303 3,433
Old : 33,301: 0 1,200 0 29,998 28,668 29,998 29,868: 3,303 3,433
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -2,064: 0 0 0 -1,750 -1,740 -1,750 -1,740: -314 -324
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 0.0 90.1 86.1 90.1 89.7: 9.9 10.3
Old : 100.0: 0.0 3.6 0.0 90.1 86.1 90.1 89.7: 9.9 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 : 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 : 83.4 50.8 89.8 69.5 79.6 50.8 82.9 69.4
Old : 83.4 50.8 89.8 69.5 79.6 50.8 82.9 69.4
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, May 09, 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 : 43,420: 0 18,195 550 41,835 23,930 42,385 42,675: 1,035 745
Old : 43,420: 0 18,195 550 41,835 23,930 42,385 42,675: 1,035 745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -20: -75 -1,235 -85 355 1,485 195 165: -215 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 41.9 1.3 96.3 55.1 97.6 98.3: 2.4 1.7
Old : 100.0: 0.0 41.9 1.3 96.3 55.1 97.6 98.3: 2.4 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 5 2 17 16 19 21:
Old : 29: 0 5 2 17 16 19 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 69.4 82.7 89.6 63.3 59.5 74.8 77.8
Old : 68.8 69.4 82.7 89.6 63.3 59.5 74.8 77.8
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, May 09, 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 : 41,675: 0 14,160 545 40,250 26,300 40,795 41,005: 880 670
Old : 41,675: 0 14,160 545 40,250 26,300 40,795 41,005: 880 670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 200: 0 -960 -195 500 1,440 305 285: -105 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 34.0 1.3 96.6 63.1 97.9 98.4: 2.1 1.6
Old : 100.0: 0.0 34.0 1.3 96.6 63.1 97.9 98.4: 2.1 1.6
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 5 3 17 17 20 22:
Old : 29: 0 5 3 17 17 20 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 : 72.1 72.5 84.5 90.3 65.7 63.1 76.6 77.9
Old : 72.1 72.5 84.5 90.3 65.7 63.1 76.6 77.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 09, 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 : 42,990: 1,305 2,060 585 39,640 38,900 41,530 41,545: 1,460 1,445
Old : 42,990: 1,305 2,060 585 39,640 38,900 41,530 41,545: 1,460 1,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -835: -580 15 -35 -180 -790 -795 -810: -40 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 4.8 1.4 92.2 90.5 96.6 96.6: 3.4 3.4
Old : 100.0: 3.0 4.8 1.4 92.2 90.5 96.6 96.6: 3.4 3.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 2 3 18 13 22 17:
Old : 27: 3 2 3 18 13 22 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 : 71.8 84.6 86.3 92.2 71.0 81.9 84.7 87.4
Old : 71.8 84.6 86.3 92.2 71.0 81.9 84.7 87.4
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, May 09, 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 : 38,605: 1,355 1,985 585 35,470 34,880 37,410 37,450: 1,195 1,155
Old : 38,605: 1,355 1,985 585 35,470 34,880 37,410 37,450: 1,195 1,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -700: -480 -35 -35 -60 -525 -575 -595: -125 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 5.1 1.5 91.9 90.4 96.9 97.0: 3.1 3.0
Old : 100.0: 3.5 5.1 1.5 91.9 90.4 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 : 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 : 71.9 86.3 86.5 93.6 71.3 82.9 84.4 87.9
Old : 71.9 86.3 86.5 93.6 71.3 82.9 84.4 87.9
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, May 09, 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 : 34,990: 100 11,520 0 34,345 23,130 34,445 34,650: 545 340
Old : 34,990: 100 11,520 0 34,345 23,130 34,445 34,650: 545 340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -1,345: 0 -705 0 -1,355 -655 -1,355 -1,360: 10 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 32.9 0.0 98.2 66.1 98.4 99.0: 1.6 1.0
Old : 100.0: 0.3 32.9 0.0 98.2 66.1 98.4 99.0: 1.6 1.0
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 : 25: 1 2 0 17 11 18 13:
Old : 25: 1 2 0 17 11 18 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 : 79.5 88.5 91.4 96.5 72.4 84.3 84.4 89.2
Old : 79.5 88.5 91.4 96.5 72.4 84.3 84.4 89.2
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, May 09, 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 : 32,545: 0 10,495 0 31,890 21,560 31,890 32,055: 655 490
Old : 32,545: 0 10,495 0 31,890 21,560 31,890 32,055: 655 490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -785: 0 -405 0 -840 -380 -840 -785: 55 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 32.2 0.0 98.0 66.2 98.0 98.5: 2.0 1.5
Old : 100.0: 0.0 32.2 0.0 98.0 66.2 98.0 98.5: 2.0 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 2 0 16 10 16 12:
Old : 23: 0 2 0 16 10 16 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 90.5 91.3 97.8 71.8 85.1 83.7 89.5
Old : 79.3 90.5 91.3 97.8 71.8 85.1 83.7 89.5
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, May 09, 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 : 25,920: 615 130 165 23,650 24,135 24,430 24,430: 1,490 1,490
Old : 25,920: 615 130 165 23,650 24,135 24,430 24,430: 1,490 1,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -1,450: -10 0 -40 -1,255 -1,265 -1,305 -1,305: -145 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 0.5 0.6 91.2 93.1 94.3 94.3: 5.7 5.7
Old : 100.0: 2.4 0.5 0.6 91.2 93.1 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 : 26: 4 1 3 15 12 20 15:
Old : 26: 4 1 3 15 12 20 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 : 73.6 77.4 85.6 90.7 67.8 75.1 79.4 83.3
Old : 73.6 77.4 85.6 90.7 67.8 75.1 79.4 83.3
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, May 09, 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 : 25,205: 1,035 130 215 22,980 23,885 24,230 24,230: 975 975
Old : 25,205: 1,035 130 215 22,980 23,885 24,230 24,230: 975 975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -1,390: -10 0 -90 -1,030 -1,040 -1,130 -1,130: -260 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.1 0.5 0.9 91.2 94.8 96.1 96.1: 3.9 3.9
Old : 100.0: 4.1 0.5 0.9 91.2 94.8 96.1 96.1: 3.9 3.9
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 : 27: 5 1 3 17 11 23 14:
Old : 27: 5 1 3 17 11 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 : 75.7 79.1 86.2 92.7 69.7 77.1 79.6 85.3
Old : 75.7 79.1 86.2 92.7 69.7 77.1 79.6 85.3
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, May 09, 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 : 35,965: 6,075 1,500 350 28,370 32,970 34,795 34,820: 1,170 1,145
Old : 35,965: 6,075 1,500 350 28,370 32,970 34,795 34,820: 1,170 1,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -1,055: -360 -225 -50 -695 -830 -1,105 -1,105: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 4.2 1.0 78.9 91.7 96.7 96.8: 3.3 3.2
Old : 100.0: 16.9 4.2 1.0 78.9 91.7 96.7 96.8: 3.3 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 2 2 18 12 22 15:
Old : 28: 3 2 2 18 12 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 : 67.6 79.5 84.3 92.7 60.0 76.0 76.7 85.3
Old : 67.6 79.5 84.3 92.7 60.0 76.0 76.7 85.3
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, May 09, 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 : 27,445: 1,305 1,340 130 23,820 24,110 25,255 25,580: 2,190 1,865
Old : 27,445: 1,305 1,340 130 23,820 24,110 25,255 25,580: 2,190 1,865
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -1,015: 80 -175 -80 -920 -560 -920 -815: -95 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 4.9 0.5 86.8 87.8 92.0 93.2: 8.0 6.8
Old : 100.0: 4.8 4.9 0.5 86.8 87.8 92.0 93.2: 8.0 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 2 1 17 11 19 14:
Old : 24: 2 2 1 17 11 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 : 59.5 70.2 75.8 88.2 51.9 63.3 66.7 76.2
Old : 59.5 70.2 75.8 88.2 51.9 63.3 66.7 76.2
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, May 09, 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 : 119,535: 23,960 75 85 85,950 109,810 109,995 109,970: 9,540 9,565
Old : 119,535: 23,960 75 85 85,950 109,810 109,995 109,970: 9,540 9,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -2,570: -745 -100 -100 -1,405 -2,050 -2,250 -2,250: -320 -320
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.0 0.1 0.1 71.9 91.9 92.0 92.0: 8.0 8.0
Old : 100.0: 20.0 0.1 0.1 71.9 91.9 92.0 92.0: 8.0 8.0
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 2 24 25 29 28:
Old : 40: 5 1 2 24 25 29 28:
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 : 57.7 58.9 71.6 74.0 52.6 55.6 65.5 68.6
Old : 57.7 58.9 71.6 74.0 52.6 55.6 65.5 68.6
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, May 09, 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 : 102,085: 23,640 0 150 71,060 94,675 94,850 94,825: 7,235 7,260
Old : 102,085: 23,640 0 150 71,060 94,675 94,850 94,825: 7,235 7,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -1,915: -935 0 -300 -1,275 -2,210 -2,510 -2,510: 595 595
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 0.0 0.1 69.6 92.7 92.9 92.9: 7.1 7.1
Old : 100.0: 23.2 0.0 0.1 69.6 92.7 92.9 92.9: 7.1 7.1
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 : 37: 5 0 1 20 27 25 28:
Old : 37: 5 0 1 20 27 25 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 57.3 79.7 72.9 60.2 55.5 75.3 70.4
Old : 62.6 57.3 79.7 72.9 60.2 55.5 75.3 70.4
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, May 09, 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 : 21,290: 600 675 25 18,260 18,245 18,885 18,945: 2,405 2,345
Old : 21,290: 600 675 25 18,260 18,245 18,885 18,945: 2,405 2,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 70: 0 -25 0 -20 20 -20 -5: 90 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 3.2 0.1 85.8 85.7 88.7 89.0: 11.3 11.0
Old : 100.0: 2.8 3.2 0.1 85.8 85.7 88.7 89.0: 11.3 11.0
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: 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 63.4 69.6 79.0 38.0 54.0 55.0 64.6
Old : 46.0 63.4 69.6 79.0 38.0 54.0 55.0 64.6
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, May 09, 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 : 19,345: 2,100 25 0 16,120 18,390 18,220 18,415: 1,125 930
Old : 19,345: 2,100 25 0 16,120 18,390 18,220 18,415: 1,125 930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: -815: 0 -25 0 -720 -675 -720 -700: -95 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 0.1 0.0 83.3 95.1 94.2 95.2: 5.8 4.8
Old : 100.0: 10.9 0.1 0.0 83.3 95.1 94.2 95.2: 5.8 4.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 1 0 18 12 19 13:
Old : 23: 1 1 0 18 12 19 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 : 54.8 78.9 74.4 91.4 41.4 58.4 56.7 63.9
Old : 54.8 78.9 74.4 91.4 41.4 58.4 56.7 63.9
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, May 09, 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 : 46,360: 230 4,240 25 40,000 35,990 40,255 40,255: 6,105 6,105
Old : 46,360: 230 4,240 25 40,000 35,990 40,255 40,255: 6,105 6,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 180: 20 -25 0 380 425 400 400: -220 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 9.1 0.1 86.3 77.6 86.8 86.8: 13.2 13.2
Old : 100.0: 0.5 9.1 0.1 86.3 77.6 86.8 86.8: 13.2 13.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 1 16 19 18 20:
Old : 29: 1 1 1 16 19 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 : 65.5 41.8 80.5 63.2 65.4 36.8 68.9 55.5
Old : 65.5 41.8 80.5 63.2 65.4 36.8 68.9 55.5
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, May 09, 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 : 30,170: 0 2,675 0 26,095 23,550 26,095 26,225: 4,075 3,945
Old : 30,170: 0 2,675 0 26,095 23,550 26,095 26,225: 4,075 3,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 2, 2017 :
: 170: 0 -75 0 -80 -5 -80 -80: 250 250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.9 0.0 86.5 78.1 86.5 86.9: 13.5 13.1
Old : 100.0: 0.0 8.9 0.0 86.5 78.1 86.5 86.9: 13.5 13.1
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 : 26: 0 1 0 17 19 17 20:
Old : 26: 0 1 0 17 19 17 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 : 50.2 41.4 74.4 63.8 38.7 28.9 45.9 41.6
Old : 50.2 41.4 74.4 63.8 38.7 28.9 45.9 41.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 12, 2017