ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 36,697: 0 0 0 33,092 33,272 33,092 33,272: 3,605 3,425
Old : 36,697: 0 0 0 33,092 33,272 33,092 33,272: 3,605 3,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: 0 0 0 -100 0 -100 0: 100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.2 90.7 90.2 90.7: 9.8 9.3
Old : 100.0: 0.0 0.0 0.0 90.2 90.7 90.2 90.7: 9.8 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: 0 0 0 15 18 15 18:
Old : 22: 0 0 0 15 18 15 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 : 81.4 61.4 87.2 80.3 67.6 51.2 72.0 68.8
Old : 81.4 61.4 87.2 80.3 67.6 51.2 72.0 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 34,375: 0 0 0 30,960 31,165 30,960 31,165: 3,415 3,210
Old : 34,375: 0 0 0 30,960 31,165 30,960 31,165: 3,415 3,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: 0 0 0 -100 0 -100 0: 100 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 90.1 90.7 90.1 90.7: 9.9 9.3
Old : 100.0: 0.0 0.0 0.0 90.1 90.7 90.1 90.7: 9.9 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 : 21: 0 0 0 12 19 12 19:
Old : 21: 0 0 0 12 19 12 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 : 83.5 62.6 88.7 81.7 68.7 51.6 72.2 68.1
Old : 83.5 62.6 88.7 81.7 68.7 51.6 72.2 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_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 32,617: 0 1,300 0 28,843 27,493 28,843 28,793: 3,774 3,824
Old : 32,617: 0 1,300 0 28,843 27,493 28,843 28,793: 3,774 3,824
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 595: 0 300 0 475 145 475 445: 120 150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.0 0.0 88.4 84.3 88.4 88.3: 11.6 11.7
Old : 100.0: 0.0 4.0 0.0 88.4 84.3 88.4 88.3: 11.6 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 : 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 : 74.6 47.3 86.6 70.7 72.2 44.3 78.3 64.3
Old : 74.6 47.3 86.6 70.7 72.2 44.3 78.3 64.3
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, September 05, 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 : 31,158: 0 1,300 0 28,130 26,680 28,130 27,980: 3,028 3,178
Old : 31,158: 0 1,300 0 28,130 26,680 28,130 27,980: 3,028 3,178
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 715: 0 300 0 475 145 475 445: 240 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.2 0.0 90.3 85.6 90.3 89.8: 9.7 10.2
Old : 100.0: 0.0 4.2 0.0 90.3 85.6 90.3 89.8: 9.7 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 : 78.7 49.4 89.3 70.8 76.2 46.3 78.7 62.6
Old : 78.7 49.4 89.3 70.8 76.2 46.3 78.7 62.6
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, September 05, 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 : 40,070: 300 14,630 0 35,315 21,345 35,615 35,975: 4,455 4,095
Old : 40,070: 300 14,630 0 35,315 21,345 35,615 35,975: 4,455 4,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 65: 0 60 0 -145 -115 -145 -55: 210 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 36.5 0.0 88.1 53.3 88.9 89.8: 11.1 10.2
Old : 100.0: 0.7 36.5 0.0 88.1 53.3 88.9 89.8: 11.1 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 : 32: 2 5 0 19 14 21 19:
Old : 32: 2 5 0 19 14 21 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 : 61.3 67.0 73.9 83.0 57.5 66.8 69.6 81.7
Old : 61.3 67.0 73.9 83.0 57.5 66.8 69.6 81.7
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, September 05, 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 : 40,305: 300 12,300 25 35,670 24,015 35,995 36,340: 4,310 3,965
Old : 40,305: 300 12,300 25 35,670 24,015 35,995 36,340: 4,310 3,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 60: 0 60 0 -85 -70 -85 -10: 145 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 30.5 0.1 88.5 59.6 89.3 90.2: 10.7 9.8
Old : 100.0: 0.7 30.5 0.1 88.5 59.6 89.3 90.2: 10.7 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 : 30: 2 5 1 18 14 21 19:
Old : 30: 2 5 1 18 14 21 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 : 62.8 72.5 74.7 84.6 59.4 72.3 70.6 81.9
Old : 62.8 72.5 74.7 84.6 59.4 72.3 70.6 81.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 44,405: 875 1,755 500 41,895 40,915 43,270 43,170: 1,135 1,235
Old : 44,405: 875 1,755 500 41,895 40,915 43,270 43,170: 1,135 1,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 300: 0 75 0 275 100 275 175: 25 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 4.0 1.1 94.3 92.1 97.4 97.2: 2.6 2.8
Old : 100.0: 2.0 4.0 1.1 94.3 92.1 97.4 97.2: 2.6 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 16 18 19:
Old : 28: 3 2 1 15 16 18 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 : 76.5 83.5 88.9 92.7 76.1 81.8 88.2 89.9
Old : 76.5 83.5 88.9 92.7 76.1 81.8 88.2 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, September 05, 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 : 40,805: 900 1,830 500 38,705 37,820 40,105 40,150: 700 655
Old : 40,805: 900 1,830 500 38,705 37,820 40,105 40,150: 700 655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 320: 0 75 0 295 245 295 320: 25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 4.5 1.2 94.9 92.7 98.3 98.4: 1.7 1.6
Old : 100.0: 2.2 4.5 1.2 94.9 92.7 98.3 98.4: 1.7 1.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 2 1 15 14 18 17:
Old : 27: 3 2 1 15 14 18 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 : 75.7 86.3 89.2 94.2 75.2 83.2 87.6 90.1
Old : 75.7 86.3 89.2 94.2 75.2 83.2 87.6 90.1
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, September 05, 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 28,345 19,420 28,395 28,485: 975 885
Old : 29,370: 50 9,065 0 28,345 19,420 28,395 28,485: 975 885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: 0 0 0 -75 -70 -75 -70: 75 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 30.9 0.0 96.5 66.1 96.7 97.0: 3.3 3.0
Old : 100.0: 0.2 30.9 0.0 96.5 66.1 96.7 97.0: 3.3 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 87.8 91.3 72.0 79.5 81.9 85.3
Old : 75.5 81.3 87.8 91.3 72.0 79.5 81.9 85.3
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, September 05, 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 26,525 18,560 26,525 26,690: 830 665
Old : 27,355: 0 8,130 0 26,525 18,560 26,525 26,690: 830 665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: 0 0 0 -80 0 -80 0: 80 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 29.7 0.0 97.0 67.8 97.0 97.6: 3.0 2.4
Old : 100.0: 0.0 29.7 0.0 97.0 67.8 97.0 97.6: 3.0 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 88.1 94.0 73.8 81.5 83.4 87.5
Old : 77.3 84.1 88.1 94.0 73.8 81.5 83.4 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, September 05, 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 : 22,515: 525 370 280 18,860 19,530 19,665 20,180: 2,850 2,335
Old : 22,515: 525 370 280 18,860 19,530 19,665 20,180: 2,850 2,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: 0 45 0 0 -135 0 -90: 0 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 1.6 1.2 83.8 86.7 87.3 89.6: 12.7 10.4
Old : 100.0: 2.3 1.6 1.2 83.8 86.7 87.3 89.6: 12.7 10.4
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 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 : 70.9 67.5 82.1 86.8 63.2 67.5 74.4 79.0
Old : 70.9 67.5 82.1 86.8 63.2 67.5 74.4 79.0
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, September 05, 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 : 21,780: 400 245 340 18,525 19,150 19,265 19,735: 2,515 2,045
Old : 21,780: 400 245 340 18,525 19,150 19,265 19,735: 2,515 2,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 5: 0 45 -10 0 -110 -10 -75: 15 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 1.1 1.6 85.1 87.9 88.5 90.6: 11.5 9.4
Old : 100.0: 1.8 1.1 1.6 85.1 87.9 88.5 90.6: 11.5 9.4
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 : 23: 2 3 3 12 10 17 13:
Old : 23: 2 3 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 : 73.3 70.1 82.5 87.7 66.7 70.1 75.8 80.8
Old : 73.3 70.1 82.5 87.7 66.7 70.1 75.8 80.8
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, September 05, 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 : 38,960: 10,105 1,125 225 26,980 36,065 37,310 37,415: 1,650 1,545
Old : 38,960: 10,105 1,125 225 26,980 36,065 37,310 37,415: 1,650 1,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 595: 275 0 0 190 545 465 545: 130 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 2.9 0.6 69.3 92.6 95.8 96.0: 4.2 4.0
Old : 100.0: 25.9 2.9 0.6 69.3 92.6 95.8 96.0: 4.2 4.0
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: 3 2 1 20 12 24 14:
Old : 29: 3 2 1 20 12 24 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.4 79.9 85.7 91.1 66.7 78.9 81.5 86.1
Old : 70.4 79.9 85.7 91.1 66.7 78.9 81.5 86.1
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, September 05, 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 : 30,425: 6,000 1,045 175 22,030 26,990 28,205 28,210: 2,220 2,215
Old : 30,425: 6,000 1,045 175 22,030 26,990 28,205 28,210: 2,220 2,215
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 695: 325 0 0 290 595 615 595: 80 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 3.4 0.6 72.4 88.7 92.7 92.7: 7.3 7.3
Old : 100.0: 19.7 3.4 0.6 72.4 88.7 92.7 92.7: 7.3 7.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 2 1 18 13 22 15:
Old : 29: 3 2 1 18 13 22 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.9 71.3 81.3 86.6 59.5 68.7 73.4 78.0
Old : 65.9 71.3 81.3 86.6 59.5 68.7 73.4 78.0
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, September 05, 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 : 111,260: 15,850 625 1,090 83,005 98,205 99,945 99,920: 11,315 11,340
Old : 111,260: 15,850 625 1,090 83,005 98,205 99,945 99,920: 11,315 11,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 805: -120 -25 0 600 505 480 480: 325 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 0.6 1.0 74.6 88.3 89.8 89.8: 10.2 10.2
Old : 100.0: 14.2 0.6 1.0 74.6 88.3 89.8 89.8: 10.2 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 : 44: 5 3 3 24 26 29 32:
Old : 44: 5 3 3 24 26 29 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 : 58.6 58.7 71.9 71.5 53.3 56.1 65.4 66.8
Old : 58.6 58.7 71.9 71.5 53.3 56.1 65.4 66.8
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, September 05, 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 : 98,310: 16,000 525 890 72,165 87,595 89,055 89,010: 9,255 9,300
Old : 98,310: 16,000 525 890 72,165 87,595 89,055 89,010: 9,255 9,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 740: -145 0 0 650 505 505 505: 235 235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 0.5 0.9 73.4 89.1 90.6 90.5: 9.4 9.5
Old : 100.0: 16.3 0.5 0.9 73.4 89.1 90.6 90.5: 9.4 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 : 42: 5 3 2 22 27 27 32:
Old : 42: 5 3 2 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 : 62.0 56.8 77.8 70.2 60.0 55.1 73.4 67.8
Old : 62.0 56.8 77.8 70.2 60.0 55.1 73.4 67.8
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, September 05, 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 : 19,690: 550 750 0 16,595 16,550 17,145 17,300: 2,545 2,390
Old : 19,690: 550 750 0 16,595 16,550 17,145 17,300: 2,545 2,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 110: 0 0 0 60 110 60 110: 50 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 3.8 0.0 84.3 84.1 87.1 87.9: 12.9 12.1
Old : 100.0: 2.8 3.8 0.0 84.3 84.1 87.1 87.9: 12.9 12.1
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 : 25: 2 1 0 18 15 20 16:
Old : 25: 2 1 0 18 15 20 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.5 58.5 67.6 75.0 36.1 50.1 53.6 60.9
Old : 47.5 58.5 67.6 75.0 36.1 50.1 53.6 60.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 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 : 19,400: 2,375 0 0 15,575 18,205 17,950 18,205: 1,450 1,195
Old : 19,400: 2,375 0 0 15,575 18,205 17,950 18,205: 1,450 1,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 200: 0 0 0 125 175 125 175: 75 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 0.0 0.0 80.3 93.8 92.5 93.8: 7.5 6.2
Old : 100.0: 12.2 0.0 0.0 80.3 93.8 92.5 93.8: 7.5 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 : 23: 2 0 0 18 14 20 14:
Old : 23: 2 0 0 18 14 20 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.7 69.8 76.9 87.7 40.2 53.7 55.7 62.9
Old : 60.7 69.8 76.9 87.7 40.2 53.7 55.7 62.9
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, September 05, 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 : 16,085: 5,200 850 0 9,205 13,630 14,405 14,480: 1,680 1,605
Old : 16,085: 5,200 850 0 9,205 13,630 14,405 14,480: 1,680 1,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 0: 0 0 0 -100 -25 -100 -25: 100 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.3 5.3 0.0 57.2 84.7 89.6 90.0: 10.4 10.0
Old : 100.0: 32.3 5.3 0.0 57.2 84.7 89.6 90.0: 10.4 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 : 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 : 64.9 71.5 83.5 84.6 60.6 60.1 64.9 64.5
Old : 64.9 71.5 83.5 84.6 60.6 60.1 64.9 64.5
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, September 05, 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 : 51,965: 50 2,850 625 43,755 41,225 44,430 44,700: 7,535 7,265
Old : 51,965: 50 2,850 625 43,755 41,225 44,430 44,700: 7,535 7,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 250: 0 -300 250 -150 300 100 250: 150 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 5.5 1.2 84.2 79.3 85.5 86.0: 14.5 14.0
Old : 100.0: 0.1 5.5 1.2 84.2 79.3 85.5 86.0: 14.5 14.0
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 : 31: 1 2 1 20 19 22 21:
Old : 31: 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 : 57.4 45.3 77.4 63.6 56.4 38.2 62.8 52.5
Old : 57.4 45.3 77.4 63.6 56.4 38.2 62.8 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 05, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 34,780: 300 1,175 150 28,800 28,050 29,250 29,375: 5,530 5,405
Old : 34,780: 300 1,175 150 28,800 28,050 29,250 29,375: 5,530 5,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 29, 2017 :
: 75: 0 -300 75 -55 250 20 25: 55 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 3.4 0.4 82.8 80.6 84.1 84.5: 15.9 15.5
Old : 100.0: 0.9 3.4 0.4 82.8 80.6 84.1 84.5: 15.9 15.5
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 : 30: 1 1 1 20 23 22 24:
Old : 30: 1 1 1 20 23 22 24:
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 36.7 68.1 55.6 29.5 21.7 36.3 33.2
Old : 45.4 36.7 68.1 55.6 29.5 21.7 36.3 33.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 8, 2017