ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 29,049: 0 0 0 25,062 24,882 25,062 24,882: 3,987 4,167
Old : 29,049: 0 0 0 25,062 24,882 25,062 24,882: 3,987 4,167
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -2,285: 0 0 0 -2,275 -2,275 -2,275 -2,275: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 86.3 85.7 86.3 85.7: 13.7 14.3
Old : 100.0: 0.0 0.0 0.0 86.3 85.7 86.3 85.7: 13.7 14.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 13 17 13 17:
Old : 20: 0 0 0 13 17 13 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 : 81.1 52.8 85.0 73.6 67.9 43.0 68.6 62.4
Old : 81.1 52.8 85.0 73.6 67.9 43.0 68.6 62.4
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, December 12, 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 : 27,955: 0 0 0 23,880 23,705 23,880 23,705: 4,075 4,250
Old : 27,955: 0 0 0 23,880 23,705 23,880 23,705: 4,075 4,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -2,180: 0 0 0 -2,165 -2,170 -2,165 -2,170: -15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 85.4 84.8 85.4 84.8: 14.6 15.2
Old : 100.0: 0.0 0.0 0.0 85.4 84.8 85.4 84.8: 14.6 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 : 20: 0 0 0 12 19 12 19:
Old : 20: 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 : 81.2 54.7 84.5 74.0 67.1 44.2 67.6 61.2
Old : 81.2 54.7 84.5 74.0 67.1 44.2 67.6 61.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 11,955: 50 375 0 10,840 10,515 10,890 10,890: 1,065 1,065
Old : 11,955: 50 375 0 10,840 10,515 10,890 10,890: 1,065 1,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -1,035: 0 0 0 -825 -805 -825 -805: -210 -230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 3.1 0.0 90.7 88.0 91.1 91.1: 8.9 8.9
Old : 100.0: 0.4 3.1 0.0 90.7 88.0 91.1 91.1: 8.9 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 11 16 12 17:
Old : 20: 1 1 0 11 16 12 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 : 78.6 50.3 89.9 71.9 68.5 45.9 70.3 64.4
Old : 78.6 50.3 89.9 71.9 68.5 45.9 70.3 64.4
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, December 12, 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 : 28,785: 0 2,700 0 26,128 23,238 26,128 25,938: 2,657 2,847
Old : 28,785: 0 2,700 0 26,128 23,238 26,128 25,938: 2,657 2,847
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -1,949: 0 -150 0 -1,732 -1,607 -1,732 -1,757: -217 -192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.4 0.0 90.8 80.7 90.8 90.1: 9.2 9.9
Old : 100.0: 0.0 9.4 0.0 90.8 80.7 90.8 90.1: 9.2 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 : 75.1 43.5 87.7 71.1 64.1 42.7 71.6 62.2
Old : 75.1 43.5 87.7 71.1 64.1 42.7 71.6 62.2
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, December 12, 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 : 27,915: 0 2,700 0 25,999 23,089 25,999 25,789: 1,916 2,126
Old : 27,915: 0 2,700 0 25,999 23,089 25,999 25,789: 1,916 2,126
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -1,757: 0 -150 0 -1,487 -1,342 -1,487 -1,492: -270 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.7 0.0 93.1 82.7 93.1 92.4: 6.9 7.6
Old : 100.0: 0.0 9.7 0.0 93.1 82.7 93.1 92.4: 6.9 7.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 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 : 81.1 44.3 91.3 72.3 69.8 43.6 74.3 60.9
Old : 81.1 44.3 91.3 72.3 69.8 43.6 74.3 60.9
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, December 12, 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 : 27,615: 0 11,285 0 25,045 13,950 25,045 25,235: 2,570 2,380
Old : 27,615: 0 11,285 0 25,045 13,950 25,045 25,235: 2,570 2,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -3,070: 0 -885 0 -2,995 -2,130 -2,995 -3,015: -75 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 40.9 0.0 90.7 50.5 90.7 91.4: 9.3 8.6
Old : 100.0: 0.0 40.9 0.0 90.7 50.5 90.7 91.4: 9.3 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 0 5 0 19 12 19 17:
Old : 28: 0 5 0 19 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 : 57.8 74.2 74.5 84.9 52.9 65.4 65.1 74.4
Old : 57.8 74.2 74.5 84.9 52.9 65.4 65.1 74.4
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, December 12, 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 : 28,120: 0 10,345 0 25,580 15,425 25,580 25,770: 2,540 2,350
Old : 28,120: 0 10,345 0 25,580 15,425 25,580 25,770: 2,540 2,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -3,060: 0 -745 0 -2,985 -2,250 -2,985 -2,995: -75 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 36.8 0.0 91.0 54.9 91.0 91.6: 9.0 8.4
Old : 100.0: 0.0 36.8 0.0 91.0 54.9 91.0 91.6: 9.0 8.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 4 0 19 13 19 17:
Old : 27: 0 4 0 19 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 : 59.7 76.4 75.4 86.5 54.9 67.8 66.2 74.8
Old : 59.7 76.4 75.4 86.5 54.9 67.8 66.2 74.8
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, December 12, 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 : 34,975: 600 605 425 29,460 29,485 30,485 30,515: 4,490 4,460
Old : 34,975: 600 605 425 29,460 29,485 30,485 30,515: 4,490 4,460
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -2,900: -175 -365 25 -4,455 -4,210 -4,605 -4,550: 1,705 1,650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 1.7 1.2 84.2 84.3 87.2 87.2: 12.8 12.8
Old : 100.0: 1.7 1.7 1.2 84.2 84.3 87.2 87.2: 12.8 12.8
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 : 26: 3 1 3 15 14 19 17:
Old : 26: 3 1 3 15 14 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 : 62.2 75.2 79.8 83.7 61.2 69.9 75.7 77.8
Old : 62.2 75.2 79.8 83.7 61.2 69.9 75.7 77.8
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, December 12, 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 : 31,990: 850 655 275 26,915 27,140 28,040 28,070: 3,950 3,920
Old : 31,990: 850 655 275 26,915 27,140 28,040 28,070: 3,950 3,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -2,785: 75 -365 -125 -4,135 -3,690 -4,185 -4,180: 1,400 1,395
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 2.0 0.9 84.1 84.8 87.7 87.7: 12.3 12.3
Old : 100.0: 2.7 2.0 0.9 84.1 84.8 87.7 87.7: 12.3 12.3
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 : 27: 4 1 2 15 13 20 15:
Old : 27: 4 1 2 15 13 20 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 : 61.7 73.8 79.4 83.9 60.6 71.0 75.6 78.3
Old : 61.7 73.8 79.4 83.9 60.6 71.0 75.6 78.3
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, December 12, 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 : 22,165: 0 6,070 0 19,830 13,645 19,830 19,715: 2,335 2,450
Old : 22,165: 0 6,070 0 19,830 13,645 19,830 19,715: 2,335 2,450
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -2,400: 0 -755 0 -2,380 -1,630 -2,380 -2,385: -20 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 27.4 0.0 89.5 61.6 89.5 88.9: 10.5 11.1
Old : 100.0: 0.0 27.4 0.0 89.5 61.6 89.5 88.9: 10.5 11.1
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 : 22: 0 2 0 18 11 18 13:
Old : 22: 0 2 0 18 11 18 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 : 68.8 72.5 79.7 86.3 54.1 55.4 61.1 62.1
Old : 68.8 72.5 79.7 86.3 54.1 55.4 61.1 62.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 22,240: 130 455 100 18,095 18,790 18,325 19,345: 3,915 2,895
Old : 22,240: 130 455 100 18,095 18,790 18,325 19,345: 3,915 2,895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -1,745: 130 190 -130 -1,285 -1,290 -1,285 -1,230: -460 -515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 2.0 0.4 81.4 84.5 82.4 87.0: 17.6 13.0
Old : 100.0: 0.6 2.0 0.4 81.4 84.5 82.4 87.0: 17.6 13.0
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 : 21: 1 2 2 15 12 17 15:
Old : 21: 1 2 2 15 12 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.0 69.0 75.7 83.0 58.4 59.1 65.5 69.9
Old : 62.0 69.0 75.7 83.0 58.4 59.1 65.5 69.9
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, December 12, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 20,955: 190 455 90 17,375 17,710 17,655 18,255: 3,300 2,700
Old : 20,955: 190 455 90 17,375 17,710 17,655 18,255: 3,300 2,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -1,520: 130 200 -130 -1,185 -1,190 -1,185 -1,120: -335 -400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 2.2 0.4 82.9 84.5 84.3 87.1: 15.7 12.9
Old : 100.0: 0.9 2.2 0.4 82.9 84.5 84.3 87.1: 15.7 12.9
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 : 21: 1 2 2 15 11 17 14:
Old : 21: 1 2 2 15 11 17 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.8 73.5 77.3 84.2 60.7 62.7 66.5 69.7
Old : 63.8 73.5 77.3 84.2 60.7 62.7 66.5 69.7
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, December 12, 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 : 37,030: 11,855 825 0 23,940 34,995 35,795 35,820: 1,235 1,210
Old : 37,030: 11,855 825 0 23,940 34,995 35,795 35,820: 1,235 1,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -645: -695 -125 0 -160 -735 -855 -860: 210 215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 2.2 0.0 64.7 94.5 96.7 96.7: 3.3 3.3
Old : 100.0: 32.0 2.2 0.0 64.7 94.5 96.7 96.7: 3.3 3.3
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 : 30: 4 2 0 20 11 24 13:
Old : 30: 4 2 0 20 11 24 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 : 70.4 87.1 82.7 95.0 70.4 82.2 82.6 88.9
Old : 70.4 87.1 82.7 95.0 70.4 82.2 82.6 88.9
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, December 12, 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 : 32,020: 10,035 825 0 20,125 29,360 30,160 30,185: 1,860 1,835
Old : 32,020: 10,035 825 0 20,125 29,360 30,160 30,185: 1,860 1,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -110: -155 -25 -75 -30 -165 -260 -265: 150 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.3 2.6 0.0 62.9 91.7 94.2 94.3: 5.8 5.7
Old : 100.0: 31.3 2.6 0.0 62.9 91.7 94.2 94.3: 5.8 5.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 2 0 21 11 24 13:
Old : 29: 3 2 0 21 11 24 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 : 65.6 82.0 79.0 91.6 64.8 76.6 78.3 84.0
Old : 65.6 82.0 79.0 91.6 64.8 76.6 78.3 84.0
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, December 12, 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 : 97,755: 7,615 410 2,295 81,290 88,450 91,200 91,155: 6,555 6,600
Old : 97,755: 7,615 410 2,295 81,290 88,450 91,200 91,155: 6,555 6,600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -3,125: -1,080 110 -160 -850 -2,040 -2,090 -2,090: -1,035 -1,035
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 0.4 2.3 83.2 90.5 93.3 93.2: 6.7 6.8
Old : 100.0: 7.8 0.4 2.3 83.2 90.5 93.3 93.2: 6.7 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 : 40: 4 3 2 22 25 27 29:
Old : 40: 4 3 2 22 25 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 : 67.6 62.5 81.6 78.8 64.0 61.7 73.9 73.0
Old : 67.6 62.5 81.6 78.8 64.0 61.7 73.9 73.0
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, December 12, 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 : 85,865: 7,175 370 1,775 71,690 78,450 80,640 80,595: 5,225 5,270
Old : 85,865: 7,175 370 1,775 71,690 78,450 80,640 80,595: 5,225 5,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -2,635: -1,510 120 -120 -510 -2,140 -2,140 -2,140: -495 -495
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 0.4 2.1 83.5 91.4 93.9 93.9: 6.1 6.1
Old : 100.0: 8.4 0.4 2.1 83.5 91.4 93.9 93.9: 6.1 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 3 3 2 21 23 25 27:
Old : 38: 3 3 2 21 23 25 27:
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 59.5 86.4 77.5 67.8 58.6 79.3 73.6
Old : 69.5 59.5 86.4 77.5 67.8 58.6 79.3 73.6
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, December 12, 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 : 17,745: 750 1,050 0 14,845 14,710 15,595 15,760: 2,150 1,985
Old : 17,745: 750 1,050 0 14,845 14,710 15,595 15,760: 2,150 1,985
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -1,010: -50 300 0 -905 -1,240 -955 -940: -55 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 5.9 0.0 83.7 82.9 87.9 88.8: 12.1 11.2
Old : 100.0: 4.2 5.9 0.0 83.7 82.9 87.9 88.8: 12.1 11.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 1 0 18 15 19 16:
Old : 24: 1 1 0 18 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 : 51.2 63.3 67.3 78.6 44.1 58.8 59.8 71.9
Old : 51.2 63.3 67.3 78.6 44.1 58.8 59.8 71.9
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, December 12, 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 : 18,745: 1,950 200 0 15,275 17,260 17,225 17,460: 1,520 1,285
Old : 18,745: 1,950 200 0 15,275 17,260 17,225 17,460: 1,520 1,285
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -1,275: -175 0 0 -1,055 -1,185 -1,230 -1,185: -45 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 1.1 0.0 81.5 92.1 91.9 93.1: 8.1 6.9
Old : 100.0: 10.4 1.1 0.0 81.5 92.1 91.9 93.1: 8.1 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 1 0 17 13 18 14:
Old : 22: 1 1 0 17 13 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.1 73.2 75.8 89.1 41.2 55.4 50.9 60.3
Old : 60.1 73.2 75.8 89.1 41.2 55.4 50.9 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 12, 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 : 48,560: 0 3,425 525 40,715 37,290 41,240 41,240: 7,320 7,320
Old : 48,560: 0 3,425 525 40,715 37,290 41,240 41,240: 7,320 7,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -1,195: 0 -75 -25 -945 -870 -970 -970: -225 -225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.1 1.1 83.8 76.8 84.9 84.9: 15.1 15.1
Old : 100.0: 0.0 7.1 1.1 83.8 76.8 84.9 84.9: 15.1 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 : 28: 0 2 1 20 20 21 22:
Old : 28: 0 2 1 20 20 21 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 : 58.3 41.5 76.8 59.9 57.1 35.3 62.1 48.5
Old : 58.3 41.5 76.8 59.9 57.1 35.3 62.1 48.5
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, December 12, 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 : 29,460: 400 600 225 23,020 22,940 23,645 23,765: 5,815 5,695
Old : 29,460: 400 600 225 23,020 22,940 23,645 23,765: 5,815 5,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: December 5, 2017 :
: -1,115: 100 -75 -100 -1,200 -1,025 -1,200 -1,200: 85 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 2.0 0.8 78.1 77.9 80.3 80.7: 19.7 19.3
Old : 100.0: 1.4 2.0 0.8 78.1 77.9 80.3 80.7: 19.7 19.3
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: 2 1 1 19 21 21 23:
Old : 29: 2 1 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 : 46.8 35.4 69.7 52.8 31.0 18.2 36.8 31.1
Old : 46.8 35.4 69.7 52.8 31.0 18.2 36.8 31.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 15, 2017