ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 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 : 39,007: 0 0 0 36,537 36,597 36,537 36,597: 2,470 2,410
Old : 39,007: 0 0 0 36,537 36,597 36,537 36,597: 2,470 2,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 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 0.0 0.0 93.7 93.8 93.7 93.8: 6.3 6.2
Old : 100.0: 0.0 0.0 0.0 93.7 93.8 93.7 93.8: 6.3 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 : 24: 0 0 0 17 18 17 18:
Old : 24: 0 0 0 17 18 17 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 : 83.5 65.3 89.8 84.1 71.2 54.4 75.6 72.1
Old : 83.5 65.3 89.8 84.1 71.2 54.4 75.6 72.1
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, August 01, 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 : 35,615: 0 0 0 33,745 33,835 33,745 33,835: 1,870 1,780
Old : 35,615: 0 0 0 33,745 33,835 33,745 33,835: 1,870 1,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 10: 0 0 0 50 50 50 50: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 94.7 95.0 94.7 95.0: 5.3 5.0
Old : 100.0: 0.0 0.0 0.0 94.7 95.0 94.7 95.0: 5.3 5.0
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 : 22: 0 0 0 13 19 13 19:
Old : 22: 0 0 0 13 19 13 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 : 88.1 66.6 93.6 86.0 73.6 55.1 76.8 72.0
Old : 88.1 66.6 93.6 86.0 73.6 55.1 76.8 72.0
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, August 01, 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 : 33,984: 0 1,100 0 30,066 28,966 30,066 30,066: 3,918 3,918
Old : 33,984: 0 1,100 0 30,066 28,966 30,066 30,066: 3,918 3,918
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 195: 0 0 0 195 195 195 195: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.2 0.0 88.5 85.2 88.5 88.5: 11.5 11.5
Old : 100.0: 0.0 3.2 0.0 88.5 85.2 88.5 88.5: 11.5 11.5
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 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 : 73.8 47.6 86.7 70.7 72.9 44.8 76.6 63.7
Old : 73.8 47.6 86.7 70.7 72.9 44.8 76.6 63.7
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, August 01, 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 : 32,084: 0 1,100 0 29,056 27,836 29,056 28,936: 3,028 3,148
Old : 32,084: 0 1,100 0 29,056 27,836 29,056 28,936: 3,028 3,148
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 300: 0 0 0 300 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.4 0.0 90.6 86.8 90.6 90.2: 9.4 9.8
Old : 100.0: 0.0 3.4 0.0 90.6 86.8 90.6 90.2: 9.4 9.8
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 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 : 80.0 49.9 89.7 71.2 74.9 46.9 77.0 64.4
Old : 80.0 49.9 89.7 71.2 74.9 46.9 77.0 64.4
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, August 01, 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 : 40,170: 100 15,700 0 37,370 21,940 37,470 37,640: 2,700 2,530
Old : 40,170: 100 15,700 0 37,370 21,940 37,470 37,640: 2,700 2,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 125: 0 0 0 175 175 175 175: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 39.1 0.0 93.0 54.6 93.3 93.7: 6.7 6.3
Old : 100.0: 0.2 39.1 0.0 93.0 54.6 93.3 93.7: 6.7 6.3
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 : 31: 1 5 0 19 14 20 19:
Old : 31: 1 5 0 19 14 20 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 : 61.4 69.7 75.1 86.7 59.2 66.2 71.4 82.2
Old : 61.4 69.7 75.1 86.7 59.2 66.2 71.4 82.2
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, August 01, 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 : 40,315: 100 13,045 25 37,615 24,840 37,740 37,910: 2,575 2,405
Old : 40,315: 100 13,045 25 37,615 24,840 37,740 37,910: 2,575 2,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 125: 0 0 0 125 125 125 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 32.4 0.1 93.3 61.6 93.6 94.0: 6.4 6.0
Old : 100.0: 0.2 32.4 0.1 93.3 61.6 93.6 94.0: 6.4 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 5 1 18 14 20 19:
Old : 29: 1 5 1 18 14 20 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 : 64.4 75.6 76.8 87.2 62.2 72.1 73.2 82.0
Old : 64.4 75.6 76.8 87.2 62.2 72.1 73.2 82.0
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, August 01, 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 : 45,170: 875 1,770 525 42,525 41,630 43,925 43,925: 1,245 1,245
Old : 45,170: 875 1,770 525 42,525 41,630 43,925 43,925: 1,245 1,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 775: 0 150 0 895 745 895 895: -120 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 3.9 1.2 94.1 92.2 97.2 97.2: 2.8 2.8
Old : 100.0: 1.9 3.9 1.2 94.1 92.2 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 : 28: 3 2 1 15 15 18 18:
Old : 28: 3 2 1 15 15 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 : 76.0 85.1 88.5 93.1 75.6 82.8 87.9 89.9
Old : 76.0 85.1 88.5 93.1 75.6 82.8 87.9 89.9
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, August 01, 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 : 40,510: 925 1,695 525 38,150 37,400 39,600 39,620: 910 890
Old : 40,510: 925 1,695 525 38,150 37,400 39,600 39,620: 910 890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 325: 0 250 0 450 200 450 450: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 4.2 1.3 94.2 92.3 97.8 97.8: 2.2 2.2
Old : 100.0: 2.3 4.2 1.3 94.2 92.3 97.8 97.8: 2.2 2.2
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: 3 2 1 16 12 19 15:
Old : 26: 3 2 1 16 12 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.2 88.4 88.3 95.2 74.8 85.9 87.4 90.9
Old : 75.2 88.4 88.3 95.2 74.8 85.9 87.4 90.9
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, August 01, 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 : 31,900: 100 9,845 0 30,870 21,215 30,970 31,060: 930 840
Old : 31,900: 100 9,845 0 30,870 21,215 30,970 31,060: 930 840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 600: 0 0 0 600 600 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 30.9 0.0 96.8 66.5 97.1 97.4: 2.9 2.6
Old : 100.0: 0.3 30.9 0.0 96.8 66.5 97.1 97.4: 2.9 2.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 2 0 16 14 17 16:
Old : 25: 1 2 0 16 14 17 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 : 75.3 82.2 88.0 91.6 72.3 80.7 82.4 86.2
Old : 75.3 82.2 88.0 91.6 72.3 80.7 82.4 86.2
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, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 29,440: 0 8,785 0 28,655 19,960 28,655 28,745: 785 695
Old : 29,440: 0 8,785 0 28,655 19,960 28,655 28,745: 785 695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 600: 0 0 0 600 600 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 29.8 0.0 97.3 67.8 97.3 97.6: 2.7 2.4
Old : 100.0: 0.0 29.8 0.0 97.3 67.8 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 : 21: 0 2 0 16 11 16 13:
Old : 21: 0 2 0 16 11 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 : 76.9 85.0 88.3 94.2 73.6 82.6 83.8 87.9
Old : 76.9 85.0 88.3 94.2 73.6 82.6 83.8 87.9
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, August 01, 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 : 23,780: 1,050 150 305 20,300 21,810 21,655 22,265: 2,125 1,515
Old : 23,780: 1,050 150 305 20,300 21,810 21,655 22,265: 2,125 1,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 245: 0 0 0 120 120 120 120: 125 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 0.6 1.3 85.4 91.7 91.1 93.6: 8.9 6.4
Old : 100.0: 4.4 0.6 1.3 85.4 91.7 91.1 93.6: 8.9 6.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 2 2 3 11 10 16 13:
Old : 22: 2 2 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 : 72.5 76.3 85.9 90.8 65.2 76.3 78.6 83.8
Old : 72.5 76.3 85.9 90.8 65.2 76.3 78.6 83.8
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, August 01, 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 : 22,400: 865 130 270 19,475 20,760 20,610 21,160: 1,790 1,240
Old : 22,400: 865 130 270 19,475 20,760 20,610 21,160: 1,790 1,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 290: -75 0 65 165 90 155 155: 135 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 0.6 1.2 86.9 92.7 92.0 94.5: 8.0 5.5
Old : 100.0: 3.9 0.6 1.2 86.9 92.7 92.0 94.5: 8.0 5.5
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: 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 : 74.8 77.8 85.6 91.7 68.4 77.8 79.2 85.4
Old : 74.8 77.8 85.6 91.7 68.4 77.8 79.2 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, August 01, 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 : 39,655: 10,145 1,525 75 28,000 36,645 38,220 38,245: 1,435 1,410
Old : 39,655: 10,145 1,525 75 28,000 36,645 38,220 38,245: 1,435 1,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 475: 375 0 0 300 675 675 675: -200 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.6 3.8 0.2 70.6 92.4 96.4 96.4: 3.6 3.6
Old : 100.0: 25.6 3.8 0.2 70.6 92.4 96.4 96.4: 3.6 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 : 27: 3 2 2 18 11 21 15:
Old : 27: 3 2 2 18 11 21 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.8 79.6 85.3 93.0 65.9 78.5 79.1 86.7
Old : 69.8 79.6 85.3 93.0 65.9 78.5 79.1 86.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 29,905: 4,980 1,280 20 22,550 26,540 27,550 27,840: 2,355 2,065
Old : 29,905: 4,980 1,280 20 22,550 26,540 27,550 27,840: 2,355 2,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 400: 325 0 0 100 425 425 425: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 4.3 0.1 75.4 88.7 92.1 93.1: 7.9 6.9
Old : 100.0: 16.7 4.3 0.1 75.4 88.7 92.1 93.1: 7.9 6.9
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: 3 2 1 15 13 18 16:
Old : 27: 3 2 1 15 13 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 : 63.9 72.1 80.4 88.8 56.3 69.7 72.2 80.6
Old : 63.9 72.1 80.4 88.8 56.3 69.7 72.2 80.6
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, August 01, 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 : 117,135: 17,245 475 1,480 87,035 103,780 105,760 105,735: 11,375 11,400
Old : 117,135: 17,245 475 1,480 87,035 103,780 105,760 105,735: 11,375 11,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 1,140: -175 50 175 1,295 1,070 1,295 1,295: -155 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 0.4 1.3 74.3 88.6 90.3 90.3: 9.7 9.7
Old : 100.0: 14.7 0.4 1.3 74.3 88.6 90.3 90.3: 9.7 9.7
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 : 42: 5 2 3 24 25 29 30:
Old : 42: 5 2 3 24 25 29 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 : 60.5 57.7 73.4 70.4 54.1 54.7 65.9 65.7
Old : 60.5 57.7 73.4 70.4 54.1 54.7 65.9 65.7
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, August 01, 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 : 103,400: 17,880 525 915 74,305 91,615 93,100 93,055: 10,300 10,345
Old : 103,400: 17,880 525 915 74,305 91,615 93,100 93,055: 10,300 10,345
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 685: 25 25 160 690 690 875 875: -190 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.3 0.5 0.9 71.9 88.6 90.0 90.0: 10.0 10.0
Old : 100.0: 17.3 0.5 0.9 71.9 88.6 90.0 90.0: 10.0 10.0
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: 4 3 2 22 26 27 30:
Old : 40: 4 3 2 22 26 27 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 : 63.9 55.4 78.6 69.6 60.6 53.8 74.1 67.2
Old : 63.9 55.4 78.6 69.6 60.6 53.8 74.1 67.2
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, August 01, 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 : 20,410: 650 700 0 17,335 17,375 17,985 18,075: 2,425 2,335
Old : 20,410: 650 700 0 17,335 17,375 17,985 18,075: 2,425 2,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.2 3.4 0.0 84.9 85.1 88.1 88.6: 11.9 11.4
Old : 100.0: 3.2 3.4 0.0 84.9 85.1 88.1 88.6: 11.9 11.4
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 : 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 : 49.5 60.5 70.3 77.2 37.4 52.5 54.8 62.7
Old : 49.5 60.5 70.3 77.2 37.4 52.5 54.8 62.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 01, 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 25, 2017 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : 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, August 01, 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 : 15,995: 5,350 1,250 0 9,065 13,165 14,415 14,415: 1,580 1,580
Old : 15,995: 5,350 1,250 0 9,065 13,165 14,415 14,415: 1,580 1,580
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 0: 0 0 0 -100 -100 -100 -100: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 33.4 7.8 0.0 56.7 82.3 90.1 90.1: 9.9 9.9
Old : 100.0: 33.4 7.8 0.0 56.7 82.3 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 : 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 : 68.7 70.2 84.0 83.6 64.7 65.1 72.1 72.5
Old : 68.7 70.2 84.0 83.6 64.7 65.1 72.1 72.5
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, August 01, 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 : 48,910: 50 3,975 150 41,790 37,985 41,990 42,110: 6,920 6,800
Old : 48,910: 50 3,975 150 41,790 37,985 41,990 42,110: 6,920 6,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: -60: 0 0 0 -60 -60 -60 -60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 8.1 0.3 85.4 77.7 85.9 86.1: 14.1 13.9
Old : 100.0: 0.1 8.1 0.3 85.4 77.7 85.9 86.1: 14.1 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 : 30: 1 2 1 20 20 22 22:
Old : 30: 1 2 1 20 20 22 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 : 59.0 45.4 77.5 65.8 58.5 40.4 64.5 56.4
Old : 59.0 45.4 77.5 65.8 58.5 40.4 64.5 56.4
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, August 01, 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 : 35,025: 600 2,250 0 29,040 27,390 29,640 29,640: 5,385 5,385
Old : 35,025: 600 2,250 0 29,040 27,390 29,640 29,640: 5,385 5,385
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 25, 2017 :
: 590: 0 0 0 590 590 590 590: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 6.4 0.0 82.9 78.2 84.6 84.6: 15.4 15.4
Old : 100.0: 1.7 6.4 0.0 82.9 78.2 84.6 84.6: 15.4 15.4
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: 1 1 0 19 19 20 20:
Old : 27: 1 1 0 19 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 : 46.0 40.6 67.8 61.6 29.0 27.4 37.5 36.4
Old : 46.0 40.6 67.8 61.6 29.0 27.4 37.5 36.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 4, 2017