MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 15,537: 1,280 300 175 12,127 13,127 13,582 13,602: 1,955 1,935
Old : 15,537: 1,280 300 175 12,127 13,127 13,582 13,602: 1,955 1,935
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 1,325: -300 0 175 1,180 880 1,055 1,055: 270 270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 1.9 1.1 78.1 84.5 87.4 87.5: 12.6 12.5
Old : 100.0: 8.2 1.9 1.1 78.1 84.5 87.4 87.5: 12.6 12.5
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 : 21: 2 2 1 10 13 12 16:
Old : 21: 2 2 1 10 13 12 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 : 64.9 46.6 85.8 71.5 63.2 42.2 69.6 59.0
Old : 64.9 46.6 85.8 71.5 63.2 42.2 69.6 59.0
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, April 24, 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 : 13,370: 1,425 250 175 10,770 11,230 12,370 11,655: 1,000 1,715
Old : 13,370: 1,425 250 175 10,770 11,230 12,370 11,655: 1,000 1,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 310: -125 0 175 260 15 310 190: 0 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 1.9 1.3 80.6 84.0 92.5 87.2: 7.5 12.8
Old : 100.0: 10.7 1.9 1.3 80.6 84.0 92.5 87.2: 7.5 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 : 20: 2 2 1 10 13 12 16:
Old : 20: 2 2 1 10 13 12 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 : 70.1 52.1 89.0 75.2 65.9 51.4 75.1 65.7
Old : 70.1 52.1 89.0 75.2 65.9 51.4 75.1 65.7
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 24, 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 : 48,645: 13,460 5,230 175 28,830 37,006 42,465 42,411: 6,180 6,234
Old : 48,645: 13,460 5,230 175 28,830 37,006 42,465 42,411: 6,180 6,234
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 5,400: 5,160 0 0 450 5,610 5,610 5,610: -210 -210
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 10.8 0.4 59.3 76.1 87.3 87.2: 12.7 12.8
Old : 100.0: 27.7 10.8 0.4 59.3 76.1 87.3 87.2: 12.7 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 : 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 : 68.5 42.9 78.9 66.5 66.6 40.5 76.3 61.6
Old : 68.5 42.9 78.9 66.5 66.6 40.5 76.3 61.6
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 24, 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 : 45,121: 13,440 5,230 175 25,746 33,860 39,361 39,265: 5,760 5,856
Old : 45,121: 13,440 5,230 175 25,746 33,860 39,361 39,265: 5,760 5,856
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 4,235: 5,165 0 0 -1,110 4,170 4,055 4,170: 180 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 11.6 0.4 57.1 75.0 87.2 87.0: 12.8 13.0
Old : 100.0: 29.8 11.6 0.4 57.1 75.0 87.2 87.0: 12.8 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 : 27: 2 2 1 15 19 17 22:
Old : 27: 2 2 1 15 19 17 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 : 69.3 42.9 79.7 67.4 67.3 39.8 75.8 60.9
Old : 69.3 42.9 79.7 67.4 67.3 39.8 75.8 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, April 24, 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 : 23,015: 480 9,870 270 18,835 9,675 19,585 19,815: 3,430 3,200
Old : 23,015: 480 9,870 270 18,835 9,675 19,585 19,815: 3,430 3,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 455: 105 -45 -45 -5 145 55 55: 400 400
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 42.9 1.2 81.8 42.0 85.1 86.1: 14.9 13.9
Old : 100.0: 2.1 42.9 1.2 81.8 42.0 85.1 86.1: 14.9 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 : 26: 2 4 1 15 11 17 16:
Old : 26: 2 4 1 15 11 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.3 68.4 66.3 82.1 42.6 63.9 58.2 70.1
Old : 45.3 68.4 66.3 82.1 42.6 63.9 58.2 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 22,505: 150 10,040 0 19,535 9,880 19,685 19,920: 2,820 2,585
Old : 22,505: 150 10,040 0 19,535 9,880 19,685 19,920: 2,820 2,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 215: 0 -150 0 -130 20 -130 -130: 345 345
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 44.6 0.0 86.8 43.9 87.5 88.5: 12.5 11.5
Old : 100.0: 0.7 44.6 0.0 86.8 43.9 87.5 88.5: 12.5 11.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 1 5 0 16 11 17 16:
Old : 25: 1 5 0 16 11 17 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.4 71.0 71.2 85.4 41.3 65.2 55.9 68.3
Old : 51.4 71.0 71.2 85.4 41.3 65.2 55.9 68.3
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 24, 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 : 25,342: 10,125 0 0 12,362 22,247 22,487 22,247: 2,855 3,095
Old : 25,342: 10,125 0 0 12,362 22,247 22,487 22,247: 2,855 3,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 1,040: 600 0 0 0 600 600 600: 440 440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 0.0 0.0 48.8 87.8 88.7 87.8: 11.3 12.2
Old : 100.0: 40.0 0.0 0.0 48.8 87.8 88.7 87.8: 11.3 12.2
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: 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 : 75.8 68.5 87.0 79.8 73.6 68.5 81.6 78.6
Old : 75.8 68.5 87.0 79.8 73.6 68.5 81.6 78.6
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, April 24, 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 : 38,480: 3,300 1,515 150 32,620 34,765 36,070 36,430: 2,410 2,050
Old : 38,480: 3,300 1,515 150 32,620 34,765 36,070 36,430: 2,410 2,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 0: 0 25 0 25 0 25 25: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 3.9 0.4 84.8 90.3 93.7 94.7: 6.3 5.3
Old : 100.0: 8.6 3.9 0.4 84.8 90.3 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 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 : 63.3 82.4 78.7 91.5 61.9 81.4 76.1 89.1
Old : 63.3 82.4 78.7 91.5 61.9 81.4 76.1 89.1
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 24, 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 : 34,710: 3,450 1,515 0 29,100 31,395 32,550 32,910: 2,160 1,800
Old : 34,710: 3,450 1,515 0 29,100 31,395 32,550 32,910: 2,160 1,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 0: 0 25 0 25 0 25 25: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 4.4 0.0 83.8 90.4 93.8 94.8: 6.2 5.2
Old : 100.0: 9.9 4.4 0.0 83.8 90.4 93.8 94.8: 6.2 5.2
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 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 : 64.1 82.4 79.9 92.1 62.6 82.1 77.5 91.2
Old : 64.1 82.4 79.9 92.1 62.6 82.1 77.5 91.2
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 24, 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 : 15,310: 0 4,275 0 13,615 9,625 13,615 13,900: 1,695 1,410
Old : 15,310: 0 4,275 0 13,615 9,625 13,615 13,900: 1,695 1,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: -580: 0 -660 0 -580 80 -580 -580: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 27.9 0.0 88.9 62.9 88.9 90.8: 11.1 9.2
Old : 100.0: 0.0 27.9 0.0 88.9 62.9 88.9 90.8: 11.1 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 : 21: 0 4 0 14 10 14 14:
Old : 21: 0 4 0 14 10 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 : 71.0 67.6 84.3 84.8 67.0 58.9 72.7 70.7
Old : 71.0 67.6 84.3 84.8 67.0 58.9 72.7 70.7
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 24, 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 : 26,395: 2,485 275 530 22,090 24,805 25,105 25,610: 1,290 785
Old : 26,395: 2,485 275 530 22,090 24,805 25,105 25,610: 1,290 785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 60: -300 50 260 0 -350 -40 -40: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 1.0 2.0 83.7 94.0 95.1 97.0: 4.9 3.0
Old : 100.0: 9.4 1.0 2.0 83.7 94.0 95.1 97.0: 4.9 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 5 1 2 15 14 20 17:
Old : 27: 5 1 2 15 14 20 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 : 64.1 72.8 79.0 88.8 57.3 70.2 71.1 83.0
Old : 64.1 72.8 79.0 88.8 57.3 70.2 71.1 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 24, 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 : 24,315: 2,505 175 510 19,765 22,885 22,780 23,570: 1,535 745
Old : 24,315: 2,505 175 510 19,765 22,885 22,780 23,570: 1,535 745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: -40: -300 0 260 0 -300 -40 -40: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 0.7 2.1 81.3 94.1 93.7 96.9: 6.3 3.1
Old : 100.0: 10.3 0.7 2.1 81.3 94.1 93.7 96.9: 6.3 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 : 28: 5 1 2 16 14 21 17:
Old : 28: 5 1 2 16 14 21 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 : 61.6 75.5 77.8 90.0 58.2 74.3 73.1 85.3
Old : 61.6 75.5 77.8 90.0 58.2 74.3 73.1 85.3
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 24, 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 : 37,230: 9,800 1,150 440 25,905 34,565 36,145 36,155: 1,085 1,075
Old : 37,230: 9,800 1,150 440 25,905 34,565 36,145 36,155: 1,085 1,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 145: 100 -50 -75 255 405 280 280: -135 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 3.1 1.2 69.6 92.8 97.1 97.1: 2.9 2.9
Old : 100.0: 26.3 3.1 1.2 69.6 92.8 97.1 97.1: 2.9 2.9
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 : 27: 3 2 2 15 12 19 15:
Old : 27: 3 2 2 15 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 : 62.0 83.3 82.6 93.8 61.0 81.8 80.5 89.1
Old : 62.0 83.3 82.6 93.8 61.0 81.8 80.5 89.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 33,015: 8,795 1,200 95 22,580 30,185 31,470 31,480: 1,545 1,535
Old : 33,015: 8,795 1,200 95 22,580 30,185 31,470 31,480: 1,545 1,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 160: 0 0 0 295 295 295 295: -135 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.6 3.6 0.3 68.4 91.4 95.3 95.4: 4.7 4.6
Old : 100.0: 26.6 3.6 0.3 68.4 91.4 95.3 95.4: 4.7 4.6
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 : 26: 3 2 2 14 12 18 15:
Old : 26: 3 2 2 14 12 18 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 : 58.5 78.1 80.5 91.5 57.9 76.3 79.0 86.3
Old : 58.5 78.1 80.5 91.5 57.9 76.3 79.0 86.3
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 24, 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 : 97,175: 9,870 3,100 2,750 77,365 84,125 89,985 89,975: 7,190 7,200
Old : 97,175: 9,870 3,100 2,750 77,365 84,125 89,985 89,975: 7,190 7,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 530: -440 -25 5 830 415 395 395: 135 135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 3.2 2.8 79.6 86.6 92.6 92.6: 7.4 7.4
Old : 100.0: 10.2 3.2 2.8 79.6 86.6 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 : 42: 5 4 4 19 24 25 31:
Old : 42: 5 4 4 19 24 25 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.7 56.2 80.8 71.3 62.1 56.2 77.0 69.1
Old : 64.7 56.2 80.8 71.3 62.1 56.2 77.0 69.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 24, 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 : 89,890: 10,025 3,050 2,330 69,195 76,160 81,550 81,540: 8,340 8,350
Old : 89,890: 10,025 3,050 2,330 69,195 76,160 81,550 81,540: 8,340 8,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 1,225: 320 25 -25 805 1,100 1,100 1,100: 125 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 3.4 2.6 77.0 84.7 90.7 90.7: 9.3 9.3
Old : 100.0: 11.2 3.4 2.6 77.0 84.7 90.7 90.7: 9.3 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 5 4 3 17 23 23 29:
Old : 41: 5 4 3 17 23 23 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 : 60.5 51.0 79.2 67.1 58.4 50.3 75.5 66.4
Old : 60.5 51.0 79.2 67.1 58.4 50.3 75.5 66.4
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 24, 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 : 23,165: 2,850 3,970 175 18,150 17,210 21,175 21,355: 1,990 1,810
Old : 23,165: 2,850 3,970 175 18,150 17,210 21,175 21,355: 1,990 1,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 325: 600 0 0 -275 325 325 325: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 17.1 0.8 78.4 74.3 91.4 92.2: 8.6 7.8
Old : 100.0: 12.3 17.1 0.8 78.4 74.3 91.4 92.2: 8.6 7.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 1 17 17 20 20:
Old : 28: 2 3 1 17 17 20 20:
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 47.4 78.5 73.4 50.9 39.4 61.1 57.8
Old : 62.0 47.4 78.5 73.4 50.9 39.4 61.1 57.8
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 24, 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 : 17,325: 3,225 175 0 13,560 16,670 16,785 16,845: 540 480
Old : 17,325: 3,225 175 0 13,560 16,670 16,785 16,845: 540 480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 525: 600 0 0 -75 525 525 525: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.6 1.0 0.0 78.3 96.2 96.9 97.2: 3.1 2.8
Old : 100.0: 18.6 1.0 0.0 78.3 96.2 96.9 97.2: 3.1 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 12 14 13 15:
Old : 20: 1 1 0 12 14 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.3 60.2 91.2 85.4 51.3 40.4 57.0 53.1
Old : 77.3 60.2 91.2 85.4 51.3 40.4 57.0 53.1
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 24, 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 : 19,515: 8,020 2,250 0 9,945 15,715 17,965 17,965: 1,550 1,550
Old : 19,515: 8,020 2,250 0 9,945 15,715 17,965 17,965: 1,550 1,550
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 1,350: 0 600 0 1,050 450 1,050 1,050: 300 300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 11.5 0.0 51.0 80.5 92.1 92.1: 7.9 7.9
Old : 100.0: 41.1 11.5 0.0 51.0 80.5 92.1 92.1: 7.9 7.9
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: 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 : 71.6 70.2 89.1 88.0 71.6 64.7 79.6 77.0
Old : 71.6 70.2 89.1 88.0 71.6 64.7 79.6 77.0
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 24, 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 : 50,120: 200 1,060 1,220 41,235 40,375 42,655 42,655: 7,465 7,465
Old : 50,120: 200 1,060 1,220 41,235 40,375 42,655 42,655: 7,465 7,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 425: 0 0 0 -225 -225 -225 -225: 650 650
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.1 2.4 82.3 80.6 85.1 85.1: 14.9 14.9
Old : 100.0: 0.4 2.1 2.4 82.3 80.6 85.1 85.1: 14.9 14.9
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 20 21 23 24:
Old : 30: 1 3 2 20 21 23 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 : 61.3 39.6 75.5 58.3 51.2 26.1 53.2 37.9
Old : 61.3 39.6 75.5 58.3 51.2 26.1 53.2 37.9
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 24, 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 : 36,425: 2,115 400 100 24,370 26,085 26,585 26,585: 9,840 9,840
Old : 36,425: 2,115 400 100 24,370 26,085 26,585 26,585: 9,840 9,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 17, 2018 :
: 320: 0 0 0 -930 -930 -930 -930: 1,250 1,250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.8 1.1 0.3 66.9 71.6 73.0 73.0: 27.0 27.0
Old : 100.0: 5.8 1.1 0.3 66.9 71.6 73.0 73.0: 27.0 27.0
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: 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 : 49.5 36.5 64.8 52.6 45.3 24.1 46.7 36.2
Old : 49.5 36.5 64.8 52.6 45.3 24.1 46.7 36.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 27, 2018