ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 37,292: 0 0 0 34,917 34,977 34,917 34,977: 2,375 2,315
Old : 37,292: 0 0 0 34,917 34,977 34,917 34,977: 2,375 2,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -2,405: 0 0 0 -2,255 -2,235 -2,255 -2,235: -150 -170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.6 93.8 93.6 93.8: 6.4 6.2
Old : 100.0: 0.0 0.0 0.0 93.6 93.8 93.6 93.8: 6.4 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 : 22: 0 0 0 14 16 14 16:
Old : 22: 0 0 0 14 16 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.5 67.0 90.5 86.6 71.5 55.9 76.7 74.3
Old : 81.5 67.0 90.5 86.6 71.5 55.9 76.7 74.3
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, July 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 33,965: 0 0 0 32,075 32,165 32,075 32,165: 1,890 1,800
Old : 33,965: 0 0 0 32,075 32,165 32,075 32,165: 1,890 1,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,860: 0 0 0 -1,855 -1,840 -1,855 -1,840: -5 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.4 94.7 94.4 94.7: 5.6 5.3
Old : 100.0: 0.0 0.0 0.0 94.4 94.7 94.4 94.7: 5.6 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 : 20: 0 0 0 10 17 10 17:
Old : 20: 0 0 0 10 17 10 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 : 86.0 68.3 94.1 88.5 74.5 56.6 77.9 74.3
Old : 86.0 68.3 94.1 88.5 74.5 56.6 77.9 74.3
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, July 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 33,059: 0 1,100 0 29,141 28,041 29,141 29,141: 3,918 3,918
Old : 33,059: 0 1,100 0 29,141 28,041 29,141 29,141: 3,918 3,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,850: 0 -100 0 -1,571 -1,491 -1,571 -1,591: -279 -259
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 0.0 88.1 84.8 88.1 88.1: 11.9 11.9
Old : 100.0: 0.0 3.3 0.0 88.1 84.8 88.1 88.1: 11.9 11.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 2 0 12 16 12 18:
Old : 23: 0 2 0 12 16 12 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 : 75.6 49.8 87.3 70.3 74.3 49.6 79.1 69.1
Old : 75.6 49.8 87.3 70.3 74.3 49.6 79.1 69.1
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, July 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 30,979: 0 1,100 0 27,951 26,731 27,951 27,831: 3,028 3,148
Old : 30,979: 0 1,100 0 27,951 26,731 27,951 27,831: 3,028 3,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,048: 0 -100 0 -1,032 -932 -1,032 -1,032: -16 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.6 0.0 90.2 86.3 90.2 89.8: 9.8 10.2
Old : 100.0: 0.0 3.6 0.0 90.2 86.3 90.2 89.8: 9.8 10.2
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 : 23: 0 2 0 11 17 11 19:
Old : 23: 0 2 0 11 17 11 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 : 82.2 52.6 90.0 70.2 78.0 52.5 82.2 69.6
Old : 82.2 52.6 90.0 70.2 78.0 52.5 82.2 69.6
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, July 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 38,615: 50 14,570 0 36,415 22,065 36,465 36,635: 2,150 1,980
Old : 38,615: 50 14,570 0 36,415 22,065 36,465 36,635: 2,150 1,980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -2,585: 50 -675 -200 -2,365 -1,660 -2,515 -2,535: -70 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 37.7 0.0 94.3 57.1 94.4 94.9: 5.6 5.1
Old : 100.0: 0.1 37.7 0.0 94.3 57.1 94.4 94.9: 5.6 5.1
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 : 30: 1 5 0 18 13 19 18:
Old : 30: 1 5 0 18 13 19 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 : 66.8 69.8 80.6 86.9 63.6 63.8 76.2 80.5
Old : 66.8 69.8 80.6 86.9 63.6 63.8 76.2 80.5
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, July 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 38,760: 50 11,915 0 36,710 25,015 36,760 36,930: 2,000 1,830
Old : 38,760: 50 11,915 0 36,710 25,015 36,760 36,930: 2,000 1,830
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -2,420: 50 -510 -200 -2,210 -1,670 -2,360 -2,380: -60 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 30.7 0.0 94.7 64.5 94.8 95.3: 5.2 4.7
Old : 100.0: 0.1 30.7 0.0 94.7 64.5 94.8 95.3: 5.2 4.7
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: 1 5 0 17 13 18 18:
Old : 28: 1 5 0 17 13 18 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 : 69.8 76.0 82.0 88.4 66.0 70.1 76.9 80.6
Old : 69.8 76.0 82.0 88.4 66.0 70.1 76.9 80.6
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, July 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 44,095: 725 1,520 525 41,430 40,635 42,680 42,680: 1,415 1,415
Old : 44,095: 725 1,520 525 41,430 40,635 42,680 42,680: 1,415 1,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -3,250: -25 -475 -25 -3,130 -2,680 -3,180 -3,180: -70 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 3.4 1.2 94.0 92.2 96.8 96.8: 3.2 3.2
Old : 100.0: 1.6 3.4 1.2 94.0 92.2 96.8 96.8: 3.2 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 : 27: 2 2 1 15 14 17 17:
Old : 27: 2 2 1 15 14 17 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.0 86.5 88.2 92.8 74.6 83.8 87.7 89.5
Old : 75.0 86.5 88.2 92.8 74.6 83.8 87.7 89.5
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, July 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 39,835: 775 1,345 525 37,450 36,900 38,750 38,770: 1,085 1,065
Old : 39,835: 775 1,345 525 37,450 36,900 38,750 38,770: 1,085 1,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -2,780: -25 -425 -25 -2,670 -2,270 -2,720 -2,720: -60 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 3.4 1.3 94.0 92.6 97.3 97.3: 2.7 2.7
Old : 100.0: 1.9 3.4 1.3 94.0 92.6 97.3 97.3: 2.7 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 2 1 1 15 12 17 14:
Old : 24: 2 1 1 15 12 17 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 : 74.1 88.2 88.1 94.9 73.6 85.3 86.9 90.3
Old : 74.1 88.2 88.1 94.9 73.6 85.3 86.9 90.3
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, July 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 31,300: 100 9,845 0 30,270 20,615 30,370 30,460: 930 840
Old : 31,300: 100 9,845 0 30,270 20,615 30,370 30,460: 930 840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -2,775: 0 -955 0 -2,745 -1,795 -2,745 -2,750: -30 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 31.5 0.0 96.7 65.9 97.0 97.3: 3.0 2.7
Old : 100.0: 0.3 31.5 0.0 96.7 65.9 97.0 97.3: 3.0 2.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 0 16 13 17 15:
Old : 25: 1 2 0 16 13 17 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 : 76.6 83.8 88.6 93.3 73.5 82.3 85.5 89.3
Old : 76.6 83.8 88.6 93.3 73.5 82.3 85.5 89.3
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, July 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 28,840: 0 8,785 0 28,055 19,360 28,055 28,145: 785 695
Old : 28,840: 0 8,785 0 28,055 19,360 28,055 28,145: 785 695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -2,430: 0 -855 0 -2,395 -1,545 -2,395 -2,400: -35 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 30.5 0.0 97.3 67.1 97.3 97.6: 2.7 2.4
Old : 100.0: 0.0 30.5 0.0 97.3 67.1 97.3 97.6: 2.7 2.4
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 : 20: 0 1 0 16 10 16 11:
Old : 20: 0 1 0 16 10 16 11:
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 : 78.1 87.5 90.1 96.2 74.7 87.0 86.8 92.1
Old : 78.1 87.5 90.1 96.2 74.7 87.0 86.8 92.1
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, July 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 23,460: 1,130 130 225 20,155 21,765 21,510 22,120: 1,950 1,340
Old : 23,460: 1,130 130 225 20,155 21,765 21,510 22,120: 1,950 1,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,815: -25 0 0 -1,645 -1,680 -1,670 -1,680: -145 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 0.6 1.0 85.9 92.8 91.7 94.3: 8.3 5.7
Old : 100.0: 4.8 0.6 1.0 85.9 92.8 91.7 94.3: 8.3 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 : 22: 3 1 3 11 10 16 13:
Old : 22: 3 1 3 11 10 16 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 : 72.9 77.0 86.5 91.8 65.6 77.0 79.2 84.8
Old : 72.9 77.0 86.5 91.8 65.6 77.0 79.2 84.8
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, July 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 22,110: 940 130 205 19,360 20,720 20,505 21,055: 1,605 1,055
Old : 22,110: 940 130 205 19,360 20,720 20,505 21,055: 1,605 1,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,530: -35 0 0 -1,340 -1,375 -1,375 -1,375: -155 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 0.6 0.9 87.6 93.7 92.7 95.2: 7.3 4.8
Old : 100.0: 4.3 0.6 0.9 87.6 93.7 92.7 95.2: 7.3 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: 3 1 3 12 11 17 14:
Old : 23: 3 1 3 12 11 17 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 : 75.3 78.5 86.3 92.6 68.9 78.5 79.7 86.3
Old : 75.3 78.5 86.3 92.6 68.9 78.5 79.7 86.3
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, July 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 38,245: 9,245 1,525 25 27,100 34,845 36,370 36,395: 1,875 1,850
Old : 38,245: 9,245 1,525 25 27,100 34,845 36,370 36,395: 1,875 1,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -2,290: -770 -125 0 -1,440 -2,085 -2,210 -2,210: -80 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 4.0 0.1 70.9 91.1 95.1 95.2: 4.9 4.8
Old : 100.0: 24.2 4.0 0.1 70.9 91.1 95.1 95.2: 4.9 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 : 27: 3 2 1 18 11 21 14:
Old : 27: 3 2 1 18 11 21 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 : 69.6 78.0 84.1 92.3 64.4 76.8 77.1 84.5
Old : 69.6 78.0 84.1 92.3 64.4 76.8 77.1 84.5
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, July 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 28,495: 3,580 1,280 20 22,275 24,865 25,875 26,165: 2,620 2,330
Old : 28,495: 3,580 1,280 20 22,275 24,865 25,875 26,165: 2,620 2,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,160: -30 -35 0 -1,010 -1,025 -1,040 -1,060: -120 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 4.5 0.1 78.2 87.3 90.8 91.8: 9.2 8.2
Old : 100.0: 12.6 4.5 0.1 78.2 87.3 90.8 91.8: 9.2 8.2
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 : 25: 2 2 1 15 12 17 15:
Old : 25: 2 2 1 15 12 17 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 : 62.9 70.2 78.6 87.9 54.9 67.9 69.5 79.3
Old : 62.9 70.2 78.6 87.9 54.9 67.9 69.5 79.3
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, July 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 113,680: 16,565 175 1,025 85,295 101,660 102,885 102,860: 10,795 10,820
Old : 113,680: 16,565 175 1,025 85,295 101,660 102,885 102,860: 10,795 10,820
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -6,010: -965 50 0 -4,635 -5,650 -5,600 -5,600: -410 -410
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 0.2 0.9 75.0 89.4 90.5 90.5: 9.5 9.5
Old : 100.0: 14.6 0.2 0.9 75.0 89.4 90.5 90.5: 9.5 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 5 1 3 22 24 27 28:
Old : 40: 5 1 3 22 24 27 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 : 60.0 58.5 74.1 72.2 53.2 55.0 66.8 66.5
Old : 60.0 58.5 74.1 72.2 53.2 55.0 66.8 66.5
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, July 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 100,550: 17,950 550 210 73,300 90,655 91,460 91,415: 9,090 9,135
Old : 100,550: 17,950 550 210 73,300 90,655 91,460 91,415: 9,090 9,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -4,235: -1,750 50 0 -1,955 -3,755 -3,705 -3,705: -530 -530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 0.5 0.2 72.9 90.2 91.0 90.9: 9.0 9.1
Old : 100.0: 17.9 0.5 0.2 72.9 90.2 91.0 90.9: 9.0 9.1
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 : 38: 4 2 2 20 25 24 29:
Old : 38: 4 2 2 20 25 24 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.6 56.4 80.2 71.1 61.8 54.5 75.8 68.5
Old : 63.6 56.4 80.2 71.1 61.8 54.5 75.8 68.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 20,360: 650 700 0 17,335 17,375 17,985 18,075: 2,375 2,285
Old : 20,360: 650 700 0 17,335 17,375 17,985 18,075: 2,375 2,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,240: -50 0 0 -1,155 -1,190 -1,205 -1,190: -35 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 3.4 0.0 85.1 85.3 88.3 88.8: 11.7 11.2
Old : 100.0: 3.2 3.4 0.0 85.1 85.3 88.3 88.8: 11.7 11.2
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 : 25: 2 1 0 16 15 18 16:
Old : 25: 2 1 0 16 15 18 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 : 49.6 61.0 70.5 77.7 37.5 52.6 55.0 63.2
Old : 49.6 61.0 70.5 77.7 37.5 52.6 55.0 63.2
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, July 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 20,020: 2,525 0 0 16,460 19,195 18,985 19,195: 1,035 825
Old : 20,020: 2,525 0 0 16,460 19,195 18,985 19,195: 1,035 825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -950: 0 0 0 -910 -915 -910 -915: -40 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 0.0 0.0 82.2 95.9 94.8 95.9: 5.2 4.1
Old : 100.0: 12.6 0.0 0.0 82.2 95.9 94.8 95.9: 5.2 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 : 23: 2 0 0 16 14 18 14:
Old : 23: 2 0 0 16 14 18 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 : 62.4 72.3 79.7 88.5 41.9 55.6 58.8 64.5
Old : 62.4 72.3 79.7 88.5 41.9 55.6 58.8 64.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 15,895: 5,350 1,250 0 9,065 13,165 14,415 14,415: 1,480 1,480
Old : 15,895: 5,350 1,250 0 9,065 13,165 14,415 14,415: 1,480 1,480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -625: 0 0 0 -600 -600 -600 -600: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.7 7.9 0.0 57.0 82.8 90.7 90.7: 9.3 9.3
Old : 100.0: 33.7 7.9 0.0 57.0 82.8 90.7 90.7: 9.3 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 3 0 12 12 13 15:
Old : 20: 1 3 0 12 12 13 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 : 68.9 70.1 83.9 84.4 65.1 65.2 71.2 72.3
Old : 68.9 70.1 83.9 84.4 65.1 65.2 71.2 72.3
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, July 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 46,945: 0 3,950 150 39,820 35,990 39,970 40,090: 6,975 6,855
Old : 46,945: 0 3,950 150 39,820 35,990 39,970 40,090: 6,975 6,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,520: 0 -50 0 -1,305 -1,275 -1,305 -1,325: -215 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.4 0.3 84.8 76.7 85.1 85.4: 14.9 14.6
Old : 100.0: 0.0 8.4 0.3 84.8 76.7 85.1 85.4: 14.9 14.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 1 1 20 19 21 20:
Old : 28: 0 1 1 20 19 21 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 : 60.9 44.9 76.5 66.1 60.7 41.0 65.9 57.6
Old : 60.9 44.9 76.5 66.1 60.7 41.0 65.9 57.6
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, July 11, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 32,295: 600 2,250 0 26,900 25,250 27,500 27,500: 4,795 4,795
Old : 32,295: 600 2,250 0 26,900 25,250 27,500 27,500: 4,795 4,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2017 :
: -1,250: 0 -175 0 -1,030 -855 -1,030 -1,030: -220 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 7.0 0.0 83.3 78.2 85.2 85.2: 14.8 14.8
Old : 100.0: 1.9 7.0 0.0 83.3 78.2 85.2 85.2: 14.8 14.8
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: 1 1 0 18 19 19 20:
Old : 27: 1 1 0 18 19 19 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 : 45.4 42.2 67.9 64.9 33.0 28.9 41.6 38.5
Old : 45.4 42.2 67.9 64.9 33.0 28.9 41.6 38.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 14, 2017