ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 40,297: 0 0 0 37,947 37,967 37,947 37,967: 2,350 2,330
Old : 40,297: 0 0 0 37,947 37,967 37,947 37,967: 2,350 2,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 525: 0 0 0 100 100 100 100: 425 425
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.2 94.2 94.2 94.2: 5.8 5.8
Old : 100.0: 0.0 0.0 0.0 94.2 94.2 94.2 94.2: 5.8 5.8
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: 0 0 0 15 16 15 16:
Old : 23: 0 0 0 15 16 15 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.5 67.0 90.6 86.6 71.0 55.7 77.2 74.0
Old : 80.5 67.0 90.6 86.6 71.0 55.7 77.2 74.0
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 30, 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 : 35,975: 0 0 0 34,320 34,380 34,320 34,380: 1,655 1,595
Old : 35,975: 0 0 0 34,320 34,380 34,320 34,380: 1,655 1,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 375: 0 0 0 120 260 120 260: 255 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.4 95.6 95.4 95.6: 4.6 4.4
Old : 100.0: 0.0 0.0 0.0 95.4 95.6 95.4 95.6: 4.6 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 : 21: 0 0 0 13 17 13 17:
Old : 21: 0 0 0 13 17 13 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 : 86.2 68.4 94.1 88.4 75.1 56.7 78.1 74.0
Old : 86.2 68.4 94.1 88.4 75.1 56.7 78.1 74.0
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 30, 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 : 36,581: 0 1,200 0 32,297 31,097 32,297 32,297: 4,284 4,284
Old : 36,581: 0 1,200 0 32,297 31,097 32,297 32,297: 4,284 4,284
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 65: 0 0 0 50 50 50 50: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 0.0 88.3 85.0 88.3 88.3: 11.7 11.7
Old : 100.0: 0.0 3.3 0.0 88.3 85.0 88.3 88.3: 11.7 11.7
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 : 25: 0 2 0 15 19 15 21:
Old : 25: 0 2 0 15 19 15 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 : 75.8 49.1 86.9 70.0 74.4 49.0 79.8 69.2
Old : 75.8 49.1 86.9 70.0 74.4 49.0 79.8 69.2
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 30, 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 : 33,621: 0 1,200 0 30,293 29,093 30,293 30,293: 3,328 3,328
Old : 33,621: 0 1,200 0 30,293 29,093 30,293 30,293: 3,328 3,328
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -80: 0 0 0 -105 -105 -105 -105: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 0.0 90.1 86.5 90.1 90.1: 9.9 9.9
Old : 100.0: 0.0 3.6 0.0 90.1 86.5 90.1 90.1: 9.9 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 0 13 20 13 22:
Old : 25: 0 2 0 13 20 13 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 : 83.4 50.2 89.7 69.2 79.1 50.1 82.4 68.8
Old : 83.4 50.2 89.7 69.2 79.1 50.1 82.4 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, May 30, 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 : 41,850: 0 15,345 700 40,095 25,040 40,795 41,085: 1,055 765
Old : 41,850: 0 15,345 700 40,095 25,040 40,795 41,085: 1,055 765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -910: 0 -1,700 0 -920 780 -920 -920: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 36.7 1.7 95.8 59.8 97.5 98.2: 2.5 1.8
Old : 100.0: 0.0 36.7 1.7 95.8 59.8 97.5 98.2: 2.5 1.8
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 : 29: 0 5 2 17 17 19 22:
Old : 29: 0 5 2 17 17 19 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 : 69.2 69.4 82.0 88.5 63.2 60.2 74.5 76.2
Old : 69.2 69.4 82.0 88.5 63.2 60.2 74.5 76.2
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 30, 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 : 41,750: 0 12,785 695 40,175 27,600 40,870 41,080: 880 670
Old : 41,750: 0 12,785 695 40,175 27,600 40,870 41,080: 880 670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 0: 0 -450 0 0 450 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 30.6 1.7 96.2 66.1 97.9 98.4: 2.1 1.6
Old : 100.0: 0.0 30.6 1.7 96.2 66.1 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 : 71.8 73.9 84.2 90.4 65.4 64.6 76.2 78.9
Old : 71.8 73.9 84.2 90.4 65.4 64.6 76.2 78.9
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 30, 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 : 45,475: 1,005 2,305 585 42,490 41,190 44,080 44,080: 1,395 1,395
Old : 45,475: 1,005 2,305 585 42,490 41,190 44,080 44,080: 1,395 1,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 1,860: 0 0 0 1,865 1,865 1,865 1,865: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 5.1 1.3 93.4 90.6 96.9 96.9: 3.1 3.1
Old : 100.0: 2.2 5.1 1.3 93.4 90.6 96.9 96.9: 3.1 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 2 3 19 15 23 19:
Old : 29: 3 2 3 19 15 23 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 : 74.6 85.3 87.2 92.5 73.9 82.7 85.6 88.1
Old : 74.6 85.3 87.2 92.5 73.9 82.7 85.6 88.1
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 30, 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 : 41,350: 1,055 2,030 585 38,540 37,595 40,180 40,210: 1,170 1,140
Old : 41,350: 1,055 2,030 585 38,540 37,595 40,180 40,210: 1,170 1,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 2,000: -225 0 0 2,190 1,965 1,965 1,965: 35 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 4.9 1.4 93.2 90.9 97.2 97.2: 2.8 2.8
Old : 100.0: 2.6 4.9 1.4 93.2 90.9 97.2 97.2: 2.8 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: 3 2 3 20 14 24 18:
Old : 27: 3 2 3 20 14 24 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.1 87.0 87.3 94.0 73.4 83.5 84.9 88.5
Old : 74.1 87.0 87.3 94.0 73.4 83.5 84.9 88.5
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 30, 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 : 35,335: 200 11,520 0 34,785 23,570 34,985 35,090: 350 245
Old : 35,335: 200 11,520 0 34,785 23,570 34,985 35,090: 350 245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 10: 0 0 0 0 0 0 0: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 32.6 0.0 98.4 66.7 99.0 99.3: 1.0 0.7
Old : 100.0: 0.6 32.6 0.0 98.4 66.7 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 : 28: 2 2 0 18 13 20 15:
Old : 28: 2 2 0 18 13 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 : 78.3 85.9 90.1 95.2 73.0 83.4 84.9 89.6
Old : 78.3 85.9 90.1 95.2 73.0 83.4 84.9 89.6
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 30, 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 : 32,780: 0 10,495 0 32,260 21,870 32,260 32,365: 520 415
Old : 32,780: 0 10,495 0 32,260 21,870 32,260 32,365: 520 415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 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 32.0 0.0 98.4 66.7 98.4 98.7: 1.6 1.3
Old : 100.0: 0.0 32.0 0.0 98.4 66.7 98.4 98.7: 1.6 1.3
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 18 11 18 13:
Old : 24: 0 2 0 18 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 : 78.3 87.9 90.1 95.8 72.6 84.3 84.5 89.9
Old : 78.3 87.9 90.1 95.8 72.6 84.3 84.5 89.9
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 30, 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 : 26,875: 415 130 165 24,535 25,180 25,115 25,475: 1,760 1,400
Old : 26,875: 415 130 165 24,535 25,180 25,115 25,475: 1,760 1,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 335: -100 0 0 435 335 335 335: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.5 0.5 0.6 91.3 93.7 93.5 94.8: 6.5 5.2
Old : 100.0: 1.5 0.5 0.6 91.3 93.7 93.5 94.8: 6.5 5.2
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 : 26: 4 1 3 16 12 21 15:
Old : 26: 4 1 3 16 12 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 : 74.0 79.0 85.5 91.8 67.6 76.8 78.8 83.5
Old : 74.0 79.0 85.5 91.8 67.6 76.8 78.8 83.5
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 30, 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 : 25,520: 585 130 215 23,320 24,135 24,120 24,480: 1,400 1,040
Old : 25,520: 585 130 215 23,320 24,135 24,120 24,480: 1,400 1,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 30: -50 0 0 35 -15 -15 -15: 45 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.5 0.8 91.4 94.6 94.5 95.9: 5.5 4.1
Old : 100.0: 2.3 0.5 0.8 91.4 94.6 94.5 95.9: 5.5 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 1 3 18 11 24 14:
Old : 27: 5 1 3 18 11 24 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 : 76.0 80.8 85.7 92.9 70.4 78.8 79.4 85.4
Old : 76.0 80.8 85.7 92.9 70.4 78.8 79.4 85.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 30, 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 : 39,890: 8,675 1,500 200 29,600 36,800 38,475 38,500: 1,415 1,390
Old : 39,890: 8,675 1,500 200 29,600 36,800 38,475 38,500: 1,415 1,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 345: 50 0 0 50 100 100 100: 245 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.7 3.8 0.5 74.2 92.3 96.5 96.5: 3.5 3.5
Old : 100.0: 21.7 3.8 0.5 74.2 92.3 96.5 96.5: 3.5 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 2 2 18 13 22 16:
Old : 29: 3 2 2 18 13 22 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 : 69.6 79.6 84.6 92.5 63.1 77.7 78.2 85.8
Old : 69.6 79.6 84.6 92.5 63.1 77.7 78.2 85.8
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, May 30, 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 : 28,760: 1,630 1,340 130 24,635 25,250 26,395 26,720: 2,365 2,040
Old : 28,760: 1,630 1,340 130 24,635 25,250 26,395 26,720: 2,365 2,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 345: 0 0 0 220 220 220 220: 125 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 4.7 0.5 85.7 87.8 91.8 92.9: 8.2 7.1
Old : 100.0: 5.7 4.7 0.5 85.7 87.8 91.8 92.9: 8.2 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 : 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 : 60.3 69.7 76.9 88.2 53.0 65.8 67.9 78.4
Old : 60.3 69.7 76.9 88.2 53.0 65.8 67.9 78.4
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 30, 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 : 118,930: 20,805 75 85 88,445 109,150 109,335 109,310: 9,595 9,620
Old : 118,930: 20,805 75 85 88,445 109,150 109,335 109,310: 9,595 9,620
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -1,135: -750 0 0 -920 -1,670 -1,670 -1,670: 535 535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.5 0.1 0.1 74.4 91.8 91.9 91.9: 8.1 8.1
Old : 100.0: 17.5 0.1 0.1 74.4 91.8 91.9 91.9: 8.1 8.1
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 : 41: 5 1 2 25 27 30 30:
Old : 41: 5 1 2 25 27 30 30:
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 : 58.1 60.4 72.6 74.0 52.8 57.1 67.1 69.5
Old : 58.1 60.4 72.6 74.0 52.8 57.1 67.1 69.5
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 30, 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 : 102,230: 23,660 0 150 70,990 94,625 94,800 94,775: 7,430 7,455
Old : 102,230: 23,660 0 150 70,990 94,625 94,800 94,775: 7,430 7,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: -470: 0 0 0 -835 -835 -835 -835: 365 365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 0.0 0.1 69.4 92.6 92.7 92.7: 7.3 7.3
Old : 100.0: 23.1 0.0 0.1 69.4 92.6 92.7 92.7: 7.3 7.3
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 : 37: 5 0 1 21 26 26 27:
Old : 37: 5 0 1 21 26 26 27:
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 : 61.9 58.6 79.5 72.2 59.4 56.9 75.2 69.7
Old : 61.9 58.6 79.5 72.2 59.4 56.9 75.2 69.7
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 30, 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 : 22,040: 600 675 25 18,910 18,895 19,535 19,595: 2,505 2,445
Old : 22,040: 600 675 25 18,910 18,895 19,535 19,595: 2,505 2,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 3.1 0.1 85.8 85.7 88.6 88.9: 11.4 11.1
Old : 100.0: 2.7 3.1 0.1 85.8 85.7 88.6 88.9: 11.4 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 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 : 47.4 62.9 70.1 77.9 36.5 52.2 54.0 61.9
Old : 47.4 62.9 70.1 77.9 36.5 52.2 54.0 61.9
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 30, 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 : 20,120: 2,100 25 0 16,895 19,165 18,995 19,190: 1,125 930
Old : 20,120: 2,100 25 0 16,895 19,165 18,995 19,190: 1,125 930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 0.1 0.0 84.0 95.3 94.4 95.4: 5.6 4.6
Old : 100.0: 10.4 0.1 0.0 84.0 95.3 94.4 95.4: 5.6 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 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 : 56.5 77.6 75.3 90.1 40.0 56.1 54.7 60.8
Old : 56.5 77.6 75.3 90.1 40.0 56.1 54.7 60.8
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 30, 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 : 47,875: 230 4,065 45 41,125 37,290 41,400 41,400: 6,475 6,475
Old : 47,875: 230 4,065 45 41,125 37,290 41,400 41,400: 6,475 6,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 345: 0 -175 20 375 550 395 395: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 8.5 0.1 85.9 77.9 86.5 86.5: 13.5 13.5
Old : 100.0: 0.5 8.5 0.1 85.9 77.9 86.5 86.5: 13.5 13.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 1 1 18 19 20 20:
Old : 29: 1 1 1 18 19 20 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 : 61.3 44.6 77.6 65.4 61.1 40.6 66.6 58.6
Old : 61.3 44.6 77.6 65.4 61.1 40.6 66.6 58.6
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, May 30, 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 : 32,685: 0 2,500 0 28,015 25,645 28,015 28,145: 4,670 4,540
Old : 32,685: 0 2,500 0 28,015 25,645 28,015 28,145: 4,670 4,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 23, 2017 :
: 450: 0 -175 0 425 600 425 425: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.6 0.0 85.7 78.5 85.7 86.1: 14.3 13.9
Old : 100.0: 0.0 7.6 0.0 85.7 78.5 85.7 86.1: 14.3 13.9
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: 0 1 0 20 20 20 21:
Old : 27: 0 1 0 20 20 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 : 44.9 38.5 69.2 62.5 34.7 29.2 43.0 39.6
Old : 44.9 38.5 69.2 62.5 34.7 29.2 43.0 39.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 2, 2017