MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 13,752: 1,530 300 0 10,387 11,637 11,917 11,937: 1,835 1,815
Old : 13,752: 1,530 300 0 10,387 11,637 11,917 11,937: 1,835 1,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2018 :
: -95: 0 -100 0 -635 -530 -635 -630: 540 535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 2.2 0.0 75.5 84.6 86.7 86.8: 13.3 13.2
Old : 100.0: 11.1 2.2 0.0 75.5 84.6 86.7 86.8: 13.3 13.2
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: 1 2 0 10 13 11 15:
Old : 20: 1 2 0 10 13 11 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 68.8 46.0 85.2 70.0 65.2 39.4 68.1 58.5
Old : 68.8 46.0 85.2 70.0 65.2 39.4 68.1 58.5
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, April 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 40,245: 6,380 4,930 175 27,995 29,211 34,550 34,316: 5,695 5,929
Old : 40,245: 6,380 4,930 175 27,995 29,211 34,550 34,316: 5,695 5,929
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2018 :
: -2,515: -1,415 425 0 -870 -2,697 -2,285 -2,272: -230 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.9 12.2 0.4 69.6 72.6 85.8 85.3: 14.2 14.7
Old : 100.0: 15.9 12.2 0.4 69.6 72.6 85.8 85.3: 14.2 14.7
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 : 28: 2 2 1 17 19 19 22:
Old : 28: 2 2 1 17 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 : 64.7 38.4 75.8 62.7 61.5 36.5 69.7 55.6
Old : 64.7 38.4 75.8 62.7 61.5 36.5 69.7 55.6
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, April 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 37,901: 6,355 4,930 175 26,386 27,420 32,916 32,525: 4,985 5,376
Old : 37,901: 6,355 4,930 175 26,386 27,420 32,916 32,525: 4,985 5,376
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2018 :
: -2,490: -1,470 425 0 -940 -2,804 -2,410 -2,379: -80 -111
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.8 13.0 0.5 69.6 72.3 86.8 85.8: 13.2 14.2
Old : 100.0: 16.8 13.0 0.5 69.6 72.3 86.8 85.8: 13.2 14.2
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: 1 2 1 15 18 16 21:
Old : 25: 1 2 1 15 18 16 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 : 67.5 39.3 78.2 65.6 63.6 37.4 70.8 56.2
Old : 67.5 39.3 78.2 65.6 63.6 37.4 70.8 56.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 22,520: 315 9,915 355 18,890 9,520 19,560 19,790: 2,960 2,730
Old : 22,520: 315 9,915 355 18,890 9,520 19,560 19,790: 2,960 2,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2018 :
: -2,295: 215 -85 145 -2,765 -2,385 -2,405 -2,325: 110 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 44.0 1.6 83.9 42.3 86.9 87.9: 13.1 12.1
Old : 100.0: 1.4 44.0 1.6 83.9 42.3 86.9 87.9: 13.1 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 : 26: 2 4 1 15 10 17 15:
Old : 26: 2 4 1 15 10 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 : 47.4 69.4 68.6 83.6 43.3 62.6 59.4 69.8
Old : 47.4 69.4 68.6 83.6 43.3 62.6 59.4 69.8
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, April 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 22,350: 150 10,250 0 19,725 9,860 19,875 20,110: 2,475 2,240
Old : 22,350: 150 10,250 0 19,725 9,860 19,875 20,110: 2,475 2,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2018 :
: -2,440: 50 250 -50 -2,550 -2,665 -2,550 -2,465: 110 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 45.9 0.0 88.3 44.1 88.9 90.0: 11.1 10.0
Old : 100.0: 0.7 45.9 0.0 88.3 44.1 88.9 90.0: 11.1 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 : 25: 1 5 0 16 10 17 15:
Old : 25: 1 5 0 16 10 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 : 53.4 71.5 73.1 86.5 41.4 63.0 56.0 67.0
Old : 53.4 71.5 73.1 86.5 41.4 63.0 56.0 67.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 23,437: 8,525 0 0 12,502 20,787 21,027 20,787: 2,410 2,650
Old : 23,437: 8,525 0 0 12,502 20,787 21,027 20,787: 2,410 2,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 0.0 0.0 53.3 88.7 89.7 88.7: 10.3 11.3
Old : 100.0: 36.4 0.0 0.0 53.3 88.7 89.7 88.7: 10.3 11.3
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: 2 0 0 10 13 12 13:
Old : 20: 2 0 0 10 13 12 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 : 74.2 68.6 86.8 82.0 71.9 68.5 79.7 79.5
Old : 74.2 68.6 86.8 82.0 71.9 68.5 79.7 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 20,698: 8,370 0 0 9,918 18,068 18,288 18,068: 2,410 2,630
Old : 20,698: 8,370 0 0 9,918 18,068 18,288 18,068: 2,410 2,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 0.0 0.0 47.9 87.3 88.4 87.3: 11.6 12.7
Old : 100.0: 40.4 0.0 0.0 47.9 87.3 88.4 87.3: 11.6 12.7
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 : 20: 2 0 0 9 13 11 13:
Old : 20: 2 0 0 9 13 11 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 76.1 68.6 85.6 81.7 73.5 68.6 80.6 78.0
Old : 76.1 68.6 85.6 81.7 73.5 68.6 80.6 78.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 37,830: 3,125 1,490 150 32,120 34,115 35,395 35,755: 2,435 2,075
Old : 37,830: 3,125 1,490 150 32,120 34,115 35,395 35,755: 2,435 2,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2018 :
: -1,105: 650 -130 -100 -1,480 -340 -930 -570: -175 -535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.3 3.9 0.4 84.9 90.2 93.6 94.5: 6.4 5.5
Old : 100.0: 8.3 3.9 0.4 84.9 90.2 93.6 94.5: 6.4 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 2 1 16 12 19 15:
Old : 27: 3 2 1 16 12 19 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.8 83.9 78.7 92.2 61.2 82.9 76.5 90.6
Old : 62.8 83.9 78.7 92.2 61.2 82.9 76.5 90.6
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, April 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 34,410: 3,275 1,490 0 28,950 31,095 32,225 32,585: 2,185 1,825
Old : 34,410: 3,275 1,490 0 28,950 31,095 32,225 32,585: 2,185 1,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2018 :
: -1,730: 650 -130 -100 -2,390 -1,250 -1,840 -1,480: 110 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 4.3 0.0 84.1 90.4 93.7 94.7: 6.3 5.3
Old : 100.0: 9.5 4.3 0.0 84.1 90.4 93.7 94.7: 6.3 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 : 27: 3 2 0 16 12 19 14:
Old : 27: 3 2 0 16 12 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 : 64.6 83.2 80.4 92.9 62.9 82.9 78.7 92.0
Old : 64.6 83.2 80.4 92.9 62.9 82.9 78.7 92.0
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, April 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 16,060: 0 5,115 0 14,800 9,970 14,800 15,085: 1,260 975
Old : 16,060: 0 5,115 0 14,800 9,970 14,800 15,085: 1,260 975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2018 :
: -705: 0 505 0 -665 -1,015 -665 -510: -40 -195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 31.8 0.0 92.2 62.1 92.2 93.9: 7.8 6.1
Old : 100.0: 0.0 31.8 0.0 92.2 62.1 92.2 93.9: 7.8 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 : 21: 0 5 0 14 9 14 14:
Old : 21: 0 5 0 14 9 14 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 : 69.1 66.2 84.7 85.0 63.9 52.3 70.4 66.9
Old : 69.1 66.2 84.7 85.0 63.9 52.3 70.4 66.9
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, April 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 24,320: 2,430 225 270 20,090 22,800 22,790 23,295: 1,530 1,025
Old : 24,320: 2,430 225 270 20,090 22,800 22,790 23,295: 1,530 1,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2018 :
: -1,940: -465 0 -235 -335 -825 -1,035 -1,060: -905 -880
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 0.9 1.1 82.6 93.8 93.7 95.8: 6.3 4.2
Old : 100.0: 10.0 0.9 1.1 82.6 93.8 93.7 95.8: 6.3 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: 4 1 2 15 13 19 16:
Old : 25: 4 1 2 15 13 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 : 61.3 73.5 77.7 90.6 54.0 70.6 69.3 83.0
Old : 61.3 73.5 77.7 90.6 54.0 70.6 69.3 83.0
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, April 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 22,330: 2,450 175 250 17,765 20,830 20,465 21,255: 1,865 1,075
Old : 22,330: 2,450 175 250 17,765 20,830 20,465 21,255: 1,865 1,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2018 :
: -1,350: -475 0 -225 -60 -570 -760 -795: -590 -555
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 0.8 1.1 79.6 93.3 91.6 95.2: 8.4 4.8
Old : 100.0: 11.0 0.8 1.1 79.6 93.3 91.6 95.2: 8.4 4.8
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: 4 1 2 16 13 20 16:
Old : 26: 4 1 2 16 13 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 : 58.1 75.7 75.9 90.1 54.4 74.4 71.1 84.4
Old : 58.1 75.7 75.9 90.1 54.4 74.4 71.1 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 37,010: 9,275 1,200 540 25,650 34,085 35,465 35,825: 1,545 1,185
Old : 37,010: 9,275 1,200 540 25,650 34,085 35,465 35,825: 1,545 1,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2018 :
: -1,820: -1,240 -50 25 -820 -1,665 -2,035 -1,690: 215 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 3.2 1.5 69.3 92.1 95.8 96.8: 4.2 3.2
Old : 100.0: 25.1 3.2 1.5 69.3 92.1 95.8 96.8: 4.2 3.2
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 : 27: 3 2 3 15 13 19 17:
Old : 27: 3 2 3 15 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 : 62.1 82.4 82.0 92.7 60.9 80.6 79.5 87.4
Old : 62.1 82.4 82.0 92.7 60.9 80.6 79.5 87.4
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, April 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 32,780: 8,370 1,200 120 22,285 29,815 30,775 31,135: 2,005 1,645
Old : 32,780: 8,370 1,200 120 22,285 29,815 30,775 31,135: 2,005 1,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2018 :
: -1,465: -815 -50 25 -755 -1,175 -1,545 -1,200: 80 -265
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 3.7 0.4 68.0 91.0 93.9 95.0: 6.1 5.0
Old : 100.0: 25.5 3.7 0.4 68.0 91.0 93.9 95.0: 6.1 5.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 2 3 14 13 18 17:
Old : 26: 3 2 3 14 13 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 : 58.6 77.7 79.9 90.4 58.1 75.7 78.3 84.9
Old : 58.6 77.7 79.9 90.4 58.1 75.7 78.3 84.9
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, April 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 95,820: 10,600 2,475 2,705 75,875 83,460 89,180 88,640: 6,640 7,180
Old : 95,820: 10,600 2,475 2,705 75,875 83,460 89,180 88,640: 6,640 7,180
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2018 :
: -3,415: 735 -350 -50 -3,120 -2,560 -2,435 -2,960: -980 -455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 2.6 2.8 79.2 87.1 93.1 92.5: 6.9 7.5
Old : 100.0: 11.1 2.6 2.8 79.2 87.1 93.1 92.5: 6.9 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 5 3 4 19 24 25 30:
Old : 41: 5 3 4 19 24 25 30:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 56.6 80.1 71.4 61.7 56.2 76.0 68.8
Old : 64.2 56.6 80.1 71.4 61.7 56.2 76.0 68.8
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, April 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 87,265: 9,895 2,375 2,355 67,255 74,235 79,505 78,965: 7,760 8,300
Old : 87,265: 9,895 2,375 2,355 67,255 74,235 79,505 78,965: 7,760 8,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2018 :
: -3,760: 420 -350 -50 -2,945 -2,700 -2,575 -3,100: -1,185 -660
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.3 2.7 2.7 77.1 85.1 91.1 90.5: 8.9 9.5
Old : 100.0: 11.3 2.7 2.7 77.1 85.1 91.1 90.5: 8.9 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 : 40: 5 3 3 17 23 23 28:
Old : 40: 5 3 3 17 23 23 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.4 51.6 80.0 67.1 59.2 51.0 75.9 66.5
Old : 61.4 51.6 80.0 67.1 59.2 51.0 75.9 66.5
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, April 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 22,595: 2,250 3,970 175 18,175 16,635 20,600 20,780: 1,995 1,815
Old : 22,595: 2,250 3,970 175 18,175 16,635 20,600 20,780: 1,995 1,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2018 :
: -1,390: -25 150 -150 -1,015 -1,190 -1,190 -1,190: -200 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 17.6 0.8 80.4 73.6 91.2 92.0: 8.8 8.0
Old : 100.0: 10.0 17.6 0.8 80.4 73.6 91.2 92.0: 8.8 8.0
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 : 28: 2 3 1 17 16 20 19:
Old : 28: 2 3 1 17 16 20 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 47.5 77.8 74.1 49.5 39.2 60.0 58.0
Old : 60.9 47.5 77.8 74.1 49.5 39.2 60.0 58.0
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, April 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 16,615: 2,625 175 0 13,415 15,925 16,040 16,100: 575 515
Old : 16,615: 2,625 175 0 13,415 15,925 16,040 16,100: 575 515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2018 :
: -925: -200 0 0 -725 -925 -925 -925: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 1.1 0.0 80.7 95.8 96.5 96.9: 3.5 3.1
Old : 100.0: 15.8 1.1 0.0 80.7 95.8 96.5 96.9: 3.5 3.1
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: 1 1 0 13 14 14 15:
Old : 20: 1 1 0 13 14 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 : 76.4 60.5 89.6 86.8 48.0 40.5 53.5 52.5
Old : 76.4 60.5 89.6 86.8 48.0 40.5 53.5 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 16,965: 8,020 1,650 0 7,695 14,065 15,715 15,715: 1,250 1,250
Old : 16,965: 8,020 1,650 0 7,695 14,065 15,715 15,715: 1,250 1,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2018 :
: -600: 0 -25 0 -500 -475 -500 -500: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 9.7 0.0 45.4 82.9 92.6 92.6: 7.4 7.4
Old : 100.0: 47.3 9.7 0.0 45.4 82.9 92.6 92.6: 7.4 7.4
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 : 20: 2 1 0 9 13 11 14:
Old : 20: 2 1 0 9 13 11 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 : 68.8 67.6 89.2 87.9 68.8 67.1 78.8 78.3
Old : 68.8 67.6 89.2 87.9 68.8 67.1 78.8 78.3
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, April 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 47,645: 200 1,060 1,220 39,585 38,725 41,005 41,005: 6,640 6,640
Old : 47,645: 200 1,060 1,220 39,585 38,725 41,005 41,005: 6,640 6,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2018 :
: -1,420: 150 125 -275 -440 -415 -565 -565: -855 -855
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.2 2.6 83.1 81.3 86.1 86.1: 13.9 13.9
Old : 100.0: 0.4 2.2 2.6 83.1 81.3 86.1 86.1: 13.9 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 3 2 19 21 22 24:
Old : 30: 1 3 2 19 21 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 : 60.6 42.4 75.1 58.6 51.9 31.8 54.1 43.5
Old : 60.6 42.4 75.1 58.6 51.9 31.8 54.1 43.5
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, April 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 34,405: 2,115 400 100 23,660 25,375 25,875 25,875: 8,530 8,530
Old : 34,405: 2,115 400 100 23,660 25,375 25,875 25,875: 8,530 8,530
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 3, 2018 :
: -330: -150 0 0 290 160 140 160: -470 -490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.1 1.2 0.3 68.8 73.8 75.2 75.2: 24.8 24.8
Old : 100.0: 6.1 1.2 0.3 68.8 73.8 75.2 75.2: 24.8 24.8
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: 2 1 1 16 21 19 22:
Old : 26: 2 1 1 16 21 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 : 52.6 37.1 66.4 54.0 48.0 26.1 49.4 39.2
Old : 52.6 37.1 66.4 54.0 48.0 26.1 49.4 39.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 13, 2018