ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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 : 36,147: 0 0 0 33,372 33,452 33,372 33,452: 2,775 2,695
Old : 36,147: 0 0 0 33,372 33,452 33,372 33,452: 2,775 2,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -2,860: 0 0 0 -3,165 -3,145 -3,165 -3,145: 305 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.3 92.5 92.3 92.5: 7.7 7.5
Old : 100.0: 0.0 0.0 0.0 92.3 92.5 92.3 92.5: 7.7 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 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 : 83.1 62.9 89.0 82.9 69.3 51.3 73.7 70.4
Old : 83.1 62.9 89.0 82.9 69.3 51.3 73.7 70.4
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 08, 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 : 33,600: 0 0 0 31,320 31,425 31,320 31,425: 2,280 2,175
Old : 33,600: 0 0 0 31,320 31,425 31,320 31,425: 2,280 2,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -2,015: 0 0 0 -2,425 -2,410 -2,425 -2,410: 410 395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 93.2 93.5 93.2 93.5: 6.8 6.5
Old : 100.0: 0.0 0.0 0.0 93.2 93.5 93.2 93.5: 6.8 6.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 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 : 86.9 64.4 92.2 84.9 71.4 52.3 74.4 70.1
Old : 86.9 64.4 92.2 84.9 71.4 52.3 74.4 70.1
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 08, 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 : 32,022: 0 1,000 0 28,368 27,348 28,368 28,348: 3,654 3,674
Old : 32,022: 0 1,000 0 28,368 27,348 28,368 28,348: 3,654 3,674
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,962: 0 -100 0 -1,698 -1,618 -1,698 -1,718: -264 -244
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.1 0.0 88.6 85.4 88.6 88.5: 11.4 11.5
Old : 100.0: 0.0 3.1 0.0 88.6 85.4 88.6 88.5: 11.4 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 : 73.4 48.1 86.7 71.4 72.2 45.1 76.1 63.7
Old : 73.4 48.1 86.7 71.4 72.2 45.1 76.1 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 08, 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 : 30,443: 0 1,000 0 27,655 26,535 27,655 27,535: 2,788 2,908
Old : 30,443: 0 1,000 0 27,655 26,535 27,655 27,535: 2,788 2,908
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,641: 0 -100 0 -1,401 -1,301 -1,401 -1,401: -240 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 3.3 0.0 90.8 87.2 90.8 90.4: 9.2 9.6
Old : 100.0: 0.0 3.3 0.0 90.8 87.2 90.8 90.4: 9.2 9.6
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: 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 : 79.8 50.5 89.9 71.9 74.5 47.4 76.6 64.2
Old : 79.8 50.5 89.9 71.9 74.5 47.4 76.6 64.2
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 08, 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 : 38,330: 100 14,365 0 34,935 20,820 35,035 35,185: 3,295 3,145
Old : 38,330: 100 14,365 0 34,935 20,820 35,035 35,185: 3,295 3,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,840: 0 -1,335 0 -2,435 -1,120 -2,435 -2,455: 595 615
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 37.5 0.0 91.1 54.3 91.4 91.8: 8.6 8.2
Old : 100.0: 0.3 37.5 0.0 91.1 54.3 91.4 91.8: 8.6 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 : 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 68.2 74.6 84.4 58.3 66.1 70.8 81.1
Old : 61.4 68.2 74.6 84.4 58.3 66.1 70.8 81.1
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 08, 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 : 38,620: 100 12,110 25 35,230 23,370 35,355 35,505: 3,265 3,115
Old : 38,620: 100 12,110 25 35,230 23,370 35,355 35,505: 3,265 3,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,695: 0 -935 0 -2,385 -1,470 -2,385 -2,405: 690 710
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 31.4 0.1 91.2 60.5 91.5 91.9: 8.5 8.1
Old : 100.0: 0.3 31.4 0.1 91.2 60.5 91.5 91.9: 8.5 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 : 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 : 62.9 73.7 75.1 85.9 60.5 71.6 71.3 81.2
Old : 62.9 73.7 75.1 85.9 60.5 71.6 71.3 81.2
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 08, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 43,345: 875 1,630 500 40,925 40,170 42,300 42,300: 1,045 1,045
Old : 43,345: 875 1,630 500 40,925 40,170 42,300 42,300: 1,045 1,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,825: 0 -140 -25 -1,600 -1,460 -1,625 -1,625: -200 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 3.8 1.2 94.4 92.7 97.6 97.6: 2.4 2.4
Old : 100.0: 2.0 3.8 1.2 94.4 92.7 97.6 97.6: 2.4 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 : 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 : 75.9 86.1 88.7 94.3 75.5 84.2 88.0 90.9
Old : 75.9 86.1 88.7 94.3 75.5 84.2 88.0 90.9
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 08, 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 : 39,440: 900 1,705 500 37,365 36,580 38,765 38,785: 675 655
Old : 39,440: 900 1,705 500 37,365 36,580 38,765 38,785: 675 655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,070: -25 10 -25 -785 -820 -835 -835: -235 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 4.3 1.3 94.7 92.7 98.3 98.3: 1.7 1.7
Old : 100.0: 2.3 4.3 1.3 94.7 92.7 98.3 98.3: 1.7 1.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 75.5 89.0 88.7 95.9 75.0 86.4 87.8 91.5
Old : 75.5 89.0 88.7 95.9 75.0 86.4 87.8 91.5
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, August 08, 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 : 29,370: 50 9,065 0 28,420 19,490 28,470 28,555: 900 815
Old : 29,370: 50 9,065 0 28,420 19,490 28,470 28,555: 900 815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -2,530: -50 -780 0 -2,450 -1,725 -2,500 -2,505: -30 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 30.9 0.0 96.8 66.4 96.9 97.2: 3.1 2.8
Old : 100.0: 0.2 30.9 0.0 96.8 66.4 96.9 97.2: 3.1 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 : 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 : 75.5 81.3 88.0 91.4 72.0 79.6 82.2 85.5
Old : 75.5 81.3 88.0 91.4 72.0 79.6 82.2 85.5
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 08, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 27,355: 0 8,130 0 26,605 18,560 26,605 26,690: 750 665
Old : 27,355: 0 8,130 0 26,605 18,560 26,605 26,690: 750 665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -2,085: 0 -655 0 -2,050 -1,400 -2,050 -2,055: -35 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 29.7 0.0 97.3 67.8 97.3 97.6: 2.7 2.4
Old : 100.0: 0.0 29.7 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 : 77.3 84.1 88.3 94.0 73.8 81.5 83.7 87.5
Old : 77.3 84.1 88.3 94.0 73.8 81.5 83.7 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 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 : 22,365: 525 200 280 18,890 19,815 19,695 20,295: 2,670 2,070
Old : 22,365: 525 200 280 18,890 19,815 19,695 20,295: 2,670 2,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,415: -525 50 -25 -1,410 -1,995 -1,960 -1,970: 545 555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 0.9 1.3 84.5 88.6 88.1 90.7: 11.9 9.3
Old : 100.0: 2.3 0.9 1.3 84.5 88.6 88.1 90.7: 11.9 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 : 22: 2 3 3 11 10 16 13:
Old : 22: 2 3 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 : 71.9 69.1 83.2 87.8 64.2 69.1 75.5 80.3
Old : 71.9 69.1 83.2 87.8 64.2 69.1 75.5 80.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 08, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 21,505: 480 155 280 18,175 19,025 18,935 19,460: 2,570 2,045
Old : 21,505: 480 155 280 18,175 19,025 18,935 19,460: 2,570 2,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -895: -385 25 10 -1,300 -1,735 -1,675 -1,700: 780 805
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 0.7 1.3 84.5 88.5 88.0 90.5: 12.0 9.5
Old : 100.0: 2.2 0.7 1.3 84.5 88.5 88.0 90.5: 12.0 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 : 23: 3 2 3 12 10 17 13:
Old : 23: 3 2 3 12 10 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 70.3 82.4 87.5 66.4 70.3 75.6 81.2
Old : 73.0 70.3 82.4 87.5 66.4 70.3 75.6 81.2
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 08, 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 : 37,405: 9,425 1,325 50 26,550 34,675 36,025 36,050: 1,380 1,355
Old : 37,405: 9,425 1,325 50 26,550 34,675 36,025 36,050: 1,380 1,355
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -2,250: -720 -200 -25 -1,450 -1,970 -2,195 -2,195: -55 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 3.5 0.1 71.0 92.7 96.3 96.4: 3.7 3.6
Old : 100.0: 25.2 3.5 0.1 71.0 92.7 96.3 96.4: 3.7 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 : 28: 3 2 1 19 11 23 13:
Old : 28: 3 2 1 19 11 23 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 : 69.5 81.3 85.6 93.2 65.6 80.1 81.2 88.5
Old : 69.5 81.3 85.6 93.2 65.6 80.1 81.2 88.5
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, August 08, 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 : 28,525: 4,975 1,245 0 21,345 25,345 26,320 26,590: 2,205 1,935
Old : 28,525: 4,975 1,245 0 21,345 25,345 26,320 26,590: 2,205 1,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,380: -5 -35 -20 -1,205 -1,195 -1,230 -1,250: -150 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.4 4.4 0.0 74.8 88.9 92.3 93.2: 7.7 6.8
Old : 100.0: 17.4 4.4 0.0 74.8 88.9 92.3 93.2: 7.7 6.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 2 0 16 13 19 15:
Old : 27: 3 2 0 16 13 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 : 64.4 72.6 81.0 89.1 57.5 69.7 72.5 80.4
Old : 64.4 72.6 81.0 89.1 57.5 69.7 72.5 80.4
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, August 08, 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 : 109,350: 16,195 450 1,175 81,330 97,050 98,700 98,675: 10,650 10,675
Old : 109,350: 16,195 450 1,175 81,330 97,050 98,700 98,675: 10,650 10,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -7,785: -1,050 -25 -305 -5,705 -6,730 -7,060 -7,060: -725 -725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 0.4 1.1 74.4 88.8 90.3 90.2: 9.7 9.8
Old : 100.0: 14.8 0.4 1.1 74.4 88.8 90.3 90.2: 9.7 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 : 43: 5 2 3 24 26 29 31:
Old : 43: 5 2 3 24 26 29 31:
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 58.9 73.1 71.8 54.6 56.4 66.3 67.1
Old : 60.0 58.9 73.1 71.8 54.6 56.4 66.3 67.1
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 08, 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 : 97,610: 16,715 300 995 70,270 86,640 87,980 87,935: 9,630 9,675
Old : 97,610: 16,715 300 995 70,270 86,640 87,980 87,935: 9,630 9,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -5,790: -1,165 -225 80 -4,035 -4,975 -5,120 -5,120: -670 -670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.1 0.3 1.0 72.0 88.8 90.1 90.1: 9.9 9.9
Old : 100.0: 17.1 0.3 1.0 72.0 88.8 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 : 41: 5 2 3 22 27 27 32:
Old : 41: 5 2 3 22 27 27 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.6 56.3 77.3 70.6 60.3 54.5 72.8 68.1
Old : 62.6 56.3 77.3 70.6 60.3 54.5 72.8 68.1
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 08, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 19,380: 550 700 0 16,465 16,420 17,015 17,120: 2,365 2,260
Old : 19,380: 550 700 0 16,465 16,420 17,015 17,120: 2,365 2,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -1,030: -100 0 0 -870 -955 -970 -955: -60 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 3.6 0.0 85.0 84.7 87.8 88.3: 12.2 11.7
Old : 100.0: 2.8 3.6 0.0 85.0 84.7 87.8 88.3: 12.2 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: 2 1 0 17 15 19 16:
Old : 25: 2 1 0 17 15 19 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 : 48.8 59.2 69.7 75.7 37.7 51.5 55.4 62.7
Old : 48.8 59.2 69.7 75.7 37.7 51.5 55.4 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 08, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 19,130: 2,325 0 0 15,630 18,160 17,955 18,160: 1,175 970
Old : 19,130: 2,325 0 0 15,630 18,160 17,955 18,160: 1,175 970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -890: -200 0 0 -830 -1,035 -1,030 -1,035: 140 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 0.0 0.0 81.7 94.9 93.9 94.9: 6.1 5.1
Old : 100.0: 12.2 0.0 0.0 81.7 94.9 93.9 94.9: 6.1 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 : 23: 2 0 0 17 14 19 14:
Old : 23: 2 0 0 17 14 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 : 62.6 71.0 79.1 88.3 42.9 54.7 58.8 65.7
Old : 62.6 71.0 79.1 88.3 42.9 54.7 58.8 65.7
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 08, 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: 5,200 850 0 9,265 13,615 14,465 14,465: 1,530 1,530
Old : 15,995: 5,200 850 0 9,265 13,615 14,465 14,465: 1,530 1,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: 0: -150 -400 0 200 450 50 50: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 5.3 0.0 57.9 85.1 90.4 90.4: 9.6 9.6
Old : 100.0: 32.5 5.3 0.0 57.9 85.1 90.4 90.4: 9.6 9.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 3 0 13 12 14 15:
Old : 20: 1 3 0 13 12 14 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 : 65.3 72.2 83.6 85.3 61.0 60.5 65.2 65.8
Old : 65.3 72.2 83.6 85.3 61.0 60.5 65.2 65.8
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, August 08, 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 : 48,275: 50 3,850 125 40,670 36,990 40,845 40,965: 7,430 7,310
Old : 48,275: 50 3,850 125 40,670 36,990 40,845 40,965: 7,430 7,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -635: 0 -125 -25 -1,120 -995 -1,145 -1,145: 510 510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 8.0 0.3 84.2 76.6 84.6 84.9: 15.4 15.1
Old : 100.0: 0.1 8.0 0.3 84.2 76.6 84.6 84.9: 15.4 15.1
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 2 1 20 19 22 21:
Old : 30: 1 2 1 20 19 22 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 : 57.7 44.3 76.9 64.0 57.3 38.3 61.7 53.7
Old : 57.7 44.3 76.9 64.0 57.3 38.3 61.7 53.7
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 08, 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 : 32,995: 300 1,775 0 27,555 26,200 27,855 27,975: 5,140 5,020
Old : 32,995: 300 1,775 0 27,555 26,200 27,855 27,975: 5,140 5,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 1, 2017 :
: -2,030: -300 -475 0 -1,485 -1,190 -1,785 -1,665: -245 -365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 5.4 0.0 83.5 79.4 84.4 84.8: 15.6 15.2
Old : 100.0: 0.9 5.4 0.0 83.5 79.4 84.4 84.8: 15.6 15.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 1 0 19 21 20 22:
Old : 28: 1 1 0 19 21 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 : 47.6 39.2 68.3 59.5 30.2 24.5 37.2 32.7
Old : 47.6 39.2 68.3 59.5 30.2 24.5 37.2 32.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 11, 2017