ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 32,569: 0 0 0 28,917 28,977 28,917 28,977: 3,652 3,592
Old : 32,569: 0 0 0 28,917 28,977 28,917 28,977: 3,652 3,592
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 470: 0 0 0 435 435 435 435: 35 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.8 89.0 88.8 89.0: 11.2 11.0
Old : 100.0: 0.0 0.0 0.0 88.8 89.0 88.8 89.0: 11.2 11.0
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: 0 0 0 14 16 14 16:
Old : 20: 0 0 0 14 16 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 81.6 57.2 86.0 77.0 68.5 48.4 71.0 66.7
Old : 81.6 57.2 86.0 77.0 68.5 48.4 71.0 66.7
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, October 24, 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 : 31,045: 0 0 0 27,215 27,290 27,215 27,290: 3,830 3,755
Old : 31,045: 0 0 0 27,215 27,290 27,215 27,290: 3,830 3,755
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 470: 0 0 0 375 375 375 375: 95 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 87.7 87.9 87.7 87.9: 12.3 12.1
Old : 100.0: 0.0 0.0 0.0 87.7 87.9 87.7 87.9: 12.3 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 : 20: 0 0 0 13 18 13 18:
Old : 20: 0 0 0 13 18 13 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 : 81.8 58.3 86.4 77.4 68.2 49.0 70.7 65.6
Old : 81.8 58.3 86.4 77.4 68.2 49.0 70.7 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 12,280: 0 5,510 0 11,175 5,665 11,175 11,175: 1,105 1,105
Old : 12,280: 0 5,510 0 11,175 5,665 11,175 11,175: 1,105 1,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 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 44.9 0.0 91.0 46.1 91.0 91.0: 9.0 9.0
Old : 100.0: 0.0 44.9 0.0 91.0 46.1 91.0 91.0: 9.0 9.0
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: 0 3 0 14 12 14 15:
Old : 20: 0 3 0 14 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 : 73.3 67.9 84.9 82.3 72.4 67.5 78.6 75.9
Old : 73.3 67.9 84.9 82.3 72.4 67.5 78.6 75.9
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, October 24, 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 : 31,872: 0 2,600 0 28,792 26,132 28,792 28,732: 3,080 3,140
Old : 31,872: 0 2,600 0 28,792 26,132 28,792 28,732: 3,080 3,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 30: 0 0 0 30 30 30 30: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.2 0.0 90.3 82.0 90.3 90.1: 9.7 9.9
Old : 100.0: 0.0 8.2 0.0 90.3 82.0 90.3 90.1: 9.7 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 0 14 19 14 21:
Old : 25: 0 2 0 14 19 14 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 : 74.1 43.8 87.4 69.9 64.1 42.0 70.8 60.9
Old : 74.1 43.8 87.4 69.9 64.1 42.0 70.8 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_dap - NODAL EXCHANGE Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 30,370: 0 2,600 0 27,999 25,279 27,999 27,879: 2,371 2,491
Old : 30,370: 0 2,600 0 27,999 25,279 27,999 27,879: 2,371 2,491
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 30: 0 0 0 30 30 30 30: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.6 0.0 92.2 83.2 92.2 91.8: 7.8 8.2
Old : 100.0: 0.0 8.6 0.0 92.2 83.2 92.2 91.8: 7.8 8.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 0 2 0 12 19 12 21:
Old : 25: 0 2 0 12 19 12 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 : 79.3 44.4 90.3 70.4 68.9 43.1 73.0 58.9
Old : 79.3 44.4 90.3 70.4 68.9 43.1 73.0 58.9
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, October 24, 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 : 33,855: 100 13,935 0 30,115 16,510 30,215 30,445: 3,640 3,410
Old : 33,855: 100 13,935 0 30,115 16,510 30,215 30,445: 3,640 3,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -25: 0 900 0 895 -5 895 895: -920 -920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 41.2 0.0 89.0 48.8 89.2 89.9: 10.8 10.1
Old : 100.0: 0.3 41.2 0.0 89.0 48.8 89.2 89.9: 10.8 10.1
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 : 28: 1 5 0 18 12 19 17:
Old : 28: 1 5 0 18 12 19 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 : 56.2 69.1 71.2 83.0 50.9 62.0 64.1 74.8
Old : 56.2 69.1 71.2 83.0 50.9 62.0 64.1 74.8
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, October 24, 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 : 34,195: 100 12,130 0 30,410 18,610 30,510 30,740: 3,685 3,455
Old : 34,195: 100 12,130 0 30,410 18,610 30,510 30,740: 3,685 3,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -25: 0 900 0 895 -5 895 895: -920 -920
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 35.5 0.0 88.9 54.4 89.2 89.9: 10.8 10.1
Old : 100.0: 0.3 35.5 0.0 88.9 54.4 89.2 89.9: 10.8 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 4 0 18 13 19 17:
Old : 27: 1 4 0 18 13 19 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 : 57.2 72.9 70.9 84.7 52.9 65.8 63.7 74.6
Old : 57.2 72.9 70.9 84.7 52.9 65.8 63.7 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 39,140: 950 1,410 425 36,170 35,660 37,545 37,495: 1,595 1,645
Old : 39,140: 950 1,410 425 36,170 35,660 37,545 37,495: 1,595 1,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 200: 0 0 0 200 200 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 3.6 1.1 92.4 91.1 95.9 95.8: 4.1 4.2
Old : 100.0: 2.4 3.6 1.1 92.4 91.1 95.9 95.8: 4.1 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 1 2 14 14 18 16:
Old : 25: 3 1 2 14 14 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 : 73.4 82.9 87.7 90.7 72.5 80.3 86.4 87.5
Old : 73.4 82.9 87.7 90.7 72.5 80.3 86.4 87.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 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 : 36,530: 950 1,510 425 33,845 33,310 35,220 35,245: 1,310 1,285
Old : 36,530: 950 1,510 425 33,845 33,310 35,220 35,245: 1,310 1,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 195: 0 0 0 150 150 150 150: 45 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 4.1 1.2 92.6 91.2 96.4 96.5: 3.6 3.5
Old : 100.0: 2.6 4.1 1.2 92.6 91.2 96.4 96.5: 3.6 3.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 1 2 14 14 18 16:
Old : 25: 3 1 2 14 14 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 : 72.7 84.0 88.0 91.4 71.8 80.4 85.6 87.3
Old : 72.7 84.0 88.0 91.4 71.8 80.4 85.6 87.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 24, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 26,090: 0 7,580 0 24,565 16,880 24,565 24,460: 1,525 1,630
Old : 26,090: 0 7,580 0 24,565 16,880 24,565 24,460: 1,525 1,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 210: 0 0 0 30 30 30 30: 180 180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 29.1 0.0 94.2 64.7 94.2 93.8: 5.8 6.2
Old : 100.0: 0.0 29.1 0.0 94.2 64.7 94.2 93.8: 5.8 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 2 0 17 11 17 13:
Old : 22: 0 2 0 17 11 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 : 75.1 77.8 86.0 90.1 70.2 74.1 79.2 80.9
Old : 75.1 77.8 86.0 90.1 70.2 74.1 79.2 80.9
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, October 24, 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 : 22,485: 0 380 230 18,890 19,165 19,120 19,775: 3,365 2,710
Old : 22,485: 0 380 230 18,890 19,165 19,120 19,775: 3,365 2,710
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 430: 0 0 0 650 690 650 690: -220 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 1.0 84.0 85.2 85.0 87.9: 15.0 12.1
Old : 100.0: 0.0 1.7 1.0 84.0 85.2 85.0 87.9: 15.0 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 : 21: 0 3 2 12 10 14 13:
Old : 21: 0 3 2 12 10 14 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 : 67.6 66.3 80.8 83.6 61.8 60.6 70.1 72.1
Old : 67.6 66.3 80.8 83.6 61.8 60.6 70.1 72.1
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, October 24, 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 : 21,500: 0 300 290 18,045 18,320 18,335 18,910: 3,165 2,590
Old : 21,500: 0 300 290 18,045 18,320 18,335 18,910: 3,165 2,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -90: 0 0 0 300 340 300 340: -390 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.4 1.3 83.9 85.2 85.3 88.0: 14.7 12.0
Old : 100.0: 0.0 1.4 1.3 83.9 85.2 85.3 88.0: 14.7 12.0
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 3 2 13 11 15 14:
Old : 22: 0 3 2 13 11 15 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 : 68.9 68.4 80.2 83.9 62.3 63.2 69.3 71.9
Old : 68.9 68.4 80.2 83.9 62.3 63.2 69.3 71.9
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, October 24, 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 : 36,865: 11,770 1,025 125 24,035 34,805 35,930 35,955: 935 910
Old : 36,865: 11,770 1,025 125 24,035 34,805 35,930 35,955: 935 910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 825: 500 0 0 325 825 825 825: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.9 2.8 0.3 65.2 94.4 97.5 97.5: 2.5 2.5
Old : 100.0: 31.9 2.8 0.3 65.2 94.4 97.5 97.5: 2.5 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 2 1 20 13 24 15:
Old : 29: 3 2 1 20 13 24 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 : 70.5 83.1 84.5 93.5 70.5 80.8 81.1 87.9
Old : 70.5 83.1 84.5 93.5 70.5 80.8 81.1 87.9
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, October 24, 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 : 31,030: 9,270 975 150 19,940 28,260 29,360 29,385: 1,670 1,645
Old : 31,030: 9,270 975 150 19,940 28,260 29,360 29,385: 1,670 1,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 1,095: 800 0 0 295 1,095 1,095 1,095: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.9 3.1 0.5 64.3 91.1 94.6 94.7: 5.4 5.3
Old : 100.0: 29.9 3.1 0.5 64.3 91.1 94.6 94.7: 5.4 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 2 1 19 13 23 15:
Old : 29: 3 2 1 19 13 23 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 : 66.0 76.7 79.7 89.0 65.2 70.4 76.3 80.6
Old : 66.0 76.7 79.7 89.0 65.2 70.4 76.3 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, October 24, 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 : 101,200: 12,140 400 1,850 77,945 89,640 91,935 91,890: 9,265 9,310
Old : 101,200: 12,140 400 1,850 77,945 89,640 91,935 91,890: 9,265 9,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -390: 500 0 50 -855 -355 -305 -305: -85 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 0.4 1.8 77.0 88.6 90.8 90.8: 9.2 9.2
Old : 100.0: 12.0 0.4 1.8 77.0 88.6 90.8 90.8: 9.2 9.2
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 : 43: 5 3 2 25 24 30 29:
Old : 43: 5 3 2 25 24 30 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.7 59.9 74.8 73.1 57.4 58.7 67.2 70.3
Old : 62.7 59.9 74.8 73.1 57.4 58.7 67.2 70.3
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, October 24, 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 : 90,410: 11,685 400 1,510 68,735 79,975 81,930 81,885: 8,480 8,525
Old : 90,410: 11,685 400 1,510 68,735 79,975 81,930 81,885: 8,480 8,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: -910: 200 0 225 -705 -545 -280 -320: -630 -590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 0.4 1.7 76.0 88.5 90.6 90.6: 9.4 9.4
Old : 100.0: 12.9 0.4 1.7 76.0 88.5 90.6 90.6: 9.4 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 : 40: 4 3 2 23 24 27 29:
Old : 40: 4 3 2 23 24 27 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.2 57.3 79.7 72.2 61.6 56.6 75.2 71.0
Old : 65.2 57.3 79.7 72.2 61.6 56.6 75.2 71.0
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, October 24, 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 : 18,615: 1,200 750 0 14,720 15,305 15,920 16,055: 2,695 2,560
Old : 18,615: 1,200 750 0 14,720 15,305 15,920 16,055: 2,695 2,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 460: 0 0 0 160 160 160 160: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 4.0 0.0 79.1 82.2 85.5 86.2: 14.5 13.8
Old : 100.0: 6.4 4.0 0.0 79.1 82.2 85.5 86.2: 14.5 13.8
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: 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 : 46.5 56.2 65.9 73.2 35.8 50.2 53.2 62.5
Old : 46.5 56.2 65.9 73.2 35.8 50.2 53.2 62.5
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, October 24, 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 : 18,310: 2,475 0 0 14,665 17,335 17,140 17,335: 1,170 975
Old : 18,310: 2,475 0 0 14,665 17,335 17,140 17,335: 1,170 975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 50: 0 0 0 0 0 0 0: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 0.0 0.0 80.1 94.7 93.6 94.7: 6.4 5.3
Old : 100.0: 13.5 0.0 0.0 80.1 94.7 93.6 94.7: 6.4 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 0 0 18 14 19 14:
Old : 22: 1 0 0 18 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 : 62.0 69.1 75.9 89.3 42.8 51.4 55.6 62.9
Old : 62.0 69.1 75.9 89.3 42.8 51.4 55.6 62.9
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, October 24, 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 : 50,035: 0 3,600 600 42,320 38,840 42,920 43,040: 7,115 6,995
Old : 50,035: 0 3,600 600 42,320 38,840 42,920 43,040: 7,115 6,995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 260: 0 0 0 185 185 185 185: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.2 1.2 84.6 77.6 85.8 86.0: 14.2 14.0
Old : 100.0: 0.0 7.2 1.2 84.6 77.6 85.8 86.0: 14.2 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 : 29: 0 3 1 18 19 19 22:
Old : 29: 0 3 1 18 19 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 57.7 45.0 77.1 62.4 56.8 37.6 61.9 51.8
Old : 57.7 45.0 77.1 62.4 56.8 37.6 61.9 51.8
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, October 24, 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 : 31,960: 300 1,125 225 25,945 25,240 26,470 26,590: 5,490 5,370
Old : 31,960: 300 1,125 225 25,945 25,240 26,470 26,590: 5,490 5,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 17, 2017 :
: 170: 0 0 0 40 40 40 40: 130 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 3.5 0.7 81.2 79.0 82.8 83.2: 17.2 16.8
Old : 100.0: 0.9 3.5 0.7 81.2 79.0 82.8 83.2: 17.2 16.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 1 2 1 19 21 21 23:
Old : 29: 1 2 1 19 21 21 23:
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 : 47.0 34.1 68.2 53.9 29.1 21.8 36.0 33.6
Old : 47.0 34.1 68.2 53.9 29.1 21.8 36.0 33.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 27, 2017