MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 16,582: 1,400 100 100 13,172 14,497 14,672 14,697: 1,910 1,885
Old : 16,582: 1,400 100 100 13,172 14,497 14,672 14,697: 1,910 1,885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 320: 0 0 0 320 320 320 320: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 0.6 0.6 79.4 87.4 88.5 88.6: 11.5 11.4
Old : 100.0: 8.4 0.6 0.6 79.4 87.4 88.5 88.6: 11.5 11.4
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 1 11 13 13 15:
Old : 20: 2 1 1 11 13 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 : 69.4 44.5 85.3 71.4 64.6 42.4 70.0 60.8
Old : 69.4 44.5 85.3 71.4 64.6 42.4 70.0 60.8
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, May 15, 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 : 13,900: 1,650 75 175 10,755 12,325 12,580 12,575: 1,320 1,325
Old : 13,900: 1,650 75 175 10,755 12,325 12,580 12,575: 1,320 1,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 0.5 1.3 77.4 88.7 90.5 90.5: 9.5 9.5
Old : 100.0: 11.9 0.5 1.3 77.4 88.7 90.5 90.5: 9.5 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 : 20: 2 1 1 10 14 12 16:
Old : 20: 2 1 1 10 14 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 : 71.1 46.5 86.2 73.6 67.6 45.9 75.5 65.6
Old : 71.1 46.5 86.2 73.6 67.6 45.9 75.5 65.6
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, May 15, 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 : 50,769: 13,720 5,250 900 30,336 38,791 44,956 44,941: 5,813 5,828
Old : 50,769: 13,720 5,250 900 30,336 38,791 44,956 44,941: 5,813 5,828
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 286: -180 170 0 203 -124 23 46: 263 240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 10.3 1.8 59.8 76.4 88.6 88.5: 11.4 11.5
Old : 100.0: 27.0 10.3 1.8 59.8 76.4 88.6 88.5: 11.4 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 : 27: 3 1 2 17 20 20 23:
Old : 27: 3 1 2 17 20 20 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 : 66.2 51.2 77.6 70.4 64.0 50.3 72.2 68.1
Old : 66.2 51.2 77.6 70.4 64.0 50.3 72.2 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 48,153: 13,890 5,250 800 28,208 36,781 42,898 42,831: 5,255 5,322
Old : 48,153: 13,890 5,250 800 28,208 36,781 42,898 42,831: 5,255 5,322
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 600: -180 170 0 490 140 310 310: 290 290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.8 10.9 1.7 58.6 76.4 89.1 88.9: 10.9 11.1
Old : 100.0: 28.8 10.9 1.7 58.6 76.4 89.1 88.9: 10.9 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 : 27: 3 1 2 15 20 18 23:
Old : 27: 3 1 2 15 20 18 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 : 67.1 53.5 79.5 73.0 64.6 52.9 73.9 70.4
Old : 67.1 53.5 79.5 73.0 64.6 52.9 73.9 70.4
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, May 15, 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 : 21,920: 565 8,860 85 18,075 10,000 18,725 18,945: 3,195 2,975
Old : 21,920: 565 8,860 85 18,075 10,000 18,725 18,945: 3,195 2,975
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 300: 0 0 0 300 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 40.4 0.4 82.5 45.6 85.4 86.4: 14.6 13.6
Old : 100.0: 2.6 40.4 0.4 82.5 45.6 85.4 86.4: 14.6 13.6
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: 1 4 2 16 11 18 16:
Old : 25: 1 4 2 16 11 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.9 68.5 69.5 82.2 45.0 61.4 62.8 71.1
Old : 46.9 68.5 69.5 82.2 45.0 61.4 62.8 71.1
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, May 15, 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 : 20,965: 50 8,695 0 17,810 9,390 17,860 18,085: 3,105 2,880
Old : 20,965: 50 8,695 0 17,810 9,390 17,860 18,085: 3,105 2,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 300: 0 0 0 300 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 41.5 0.0 85.0 44.8 85.2 86.3: 14.8 13.7
Old : 100.0: 0.2 41.5 0.0 85.0 44.8 85.2 86.3: 14.8 13.7
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 : 25: 1 4 0 17 12 18 16:
Old : 25: 1 4 0 17 12 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.8 69.2 71.2 83.5 42.8 64.1 59.7 69.5
Old : 49.8 69.2 71.2 83.5 42.8 64.1 59.7 69.5
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, May 15, 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 : 28,581: 10,750 600 0 14,696 24,586 25,446 25,186: 3,135 3,395
Old : 28,581: 10,750 600 0 14,696 24,586 25,446 25,186: 3,135 3,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 1,030: 300 0 0 770 1,050 1,070 1,050: -40 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 2.1 0.0 51.4 86.0 89.0 88.1: 11.0 11.9
Old : 100.0: 37.6 2.1 0.0 51.4 86.0 89.0 88.1: 11.0 11.9
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 : 23: 2 1 0 13 14 15 15:
Old : 23: 2 1 0 13 14 15 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 : 71.1 65.9 85.3 78.3 70.9 63.6 80.1 74.3
Old : 71.1 65.9 85.3 78.3 70.9 63.6 80.1 74.3
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, May 15, 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 : 23,689: 9,725 600 0 10,559 19,454 20,284 20,054: 3,405 3,635
Old : 23,689: 9,725 600 0 10,559 19,454 20,284 20,054: 3,405 3,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 350: 300 0 0 0 300 300 300: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 2.5 0.0 44.6 82.1 85.6 84.7: 14.4 15.3
Old : 100.0: 41.1 2.5 0.0 44.6 82.1 85.6 84.7: 14.4 15.3
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: 1 1 0 10 13 11 14:
Old : 20: 1 1 0 10 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 : 75.3 64.3 83.7 77.6 74.5 60.6 79.4 73.2
Old : 75.3 64.3 83.7 77.6 74.5 60.6 79.4 73.2
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, May 15, 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 : 38,215: 5,130 1,585 25 30,640 34,365 35,795 35,975: 2,420 2,240
Old : 38,215: 5,130 1,585 25 30,640 34,365 35,795 35,975: 2,420 2,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 290: -20 0 0 455 280 435 280: -145 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.4 4.1 0.1 80.2 89.9 93.7 94.1: 6.3 5.9
Old : 100.0: 13.4 4.1 0.1 80.2 89.9 93.7 94.1: 6.3 5.9
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 1 17 11 20 14:
Old : 27: 3 2 1 17 11 20 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.9 83.5 78.9 92.0 59.5 83.2 77.1 90.1
Old : 60.9 83.5 78.9 92.0 59.5 83.2 77.1 90.1
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, May 15, 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 : 34,335: 5,080 1,585 25 26,970 30,645 32,075 32,255: 2,260 2,080
Old : 34,335: 5,080 1,585 25 26,970 30,645 32,075 32,255: 2,260 2,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 25: -20 0 0 190 15 170 15: -145 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 4.6 0.1 78.5 89.3 93.4 93.9: 6.6 6.1
Old : 100.0: 14.8 4.6 0.1 78.5 89.3 93.4 93.9: 6.6 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 : 27: 3 2 1 17 11 20 14:
Old : 27: 3 2 1 17 11 20 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.7 82.7 78.7 92.0 60.2 82.4 76.5 90.7
Old : 61.7 82.7 78.7 92.0 60.2 82.4 76.5 90.7
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, May 15, 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 : 14,515: 0 3,775 0 12,810 9,310 12,810 13,085: 1,705 1,430
Old : 14,515: 0 3,775 0 12,810 9,310 12,810 13,085: 1,705 1,430
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 270: 0 0 0 250 270 250 270: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 26.0 0.0 88.3 64.1 88.3 90.1: 11.7 9.9
Old : 100.0: 0.0 26.0 0.0 88.3 64.1 88.3 90.1: 11.7 9.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 0 4 0 15 10 15 14:
Old : 21: 0 4 0 15 10 15 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 72.0 71.9 83.8 86.3 68.0 65.6 74.9 75.4
Old : 72.0 71.9 83.8 86.3 68.0 65.6 74.9 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 13,020: 0 3,355 0 11,385 8,285 11,385 11,640: 1,635 1,380
Old : 13,020: 0 3,355 0 11,385 8,285 11,385 11,640: 1,635 1,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 270: 0 0 0 250 250 250 250: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 25.8 0.0 87.4 63.6 87.4 89.4: 12.6 10.6
Old : 100.0: 0.0 25.8 0.0 87.4 63.6 87.4 89.4: 12.6 10.6
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 : 20: 0 4 0 15 9 15 13:
Old : 20: 0 4 0 15 9 15 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 76.3 81.3 87.1 63.6 65.6 72.3 75.1
Old : 65.6 76.3 81.3 87.1 63.6 65.6 72.3 75.1
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, May 15, 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 : 26,540: 2,165 220 795 22,610 24,750 25,570 25,765: 970 775
Old : 26,540: 2,165 220 795 22,610 24,750 25,570 25,765: 970 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 50: -380 0 0 430 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 0.8 3.0 85.2 93.3 96.3 97.1: 3.7 2.9
Old : 100.0: 8.2 0.8 3.0 85.2 93.3 96.3 97.1: 3.7 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 : 29: 4 1 4 19 17 24 21:
Old : 29: 4 1 4 19 17 24 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 : 64.1 72.1 79.5 86.6 57.5 69.5 71.3 82.0
Old : 64.1 72.1 79.5 86.6 57.5 69.5 71.3 82.0
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, May 15, 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 : 25,220: 2,175 120 785 20,860 23,490 23,820 24,395: 1,400 825
Old : 25,220: 2,175 120 785 20,860 23,490 23,820 24,395: 1,400 825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 50: -380 0 0 430 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 0.5 3.1 82.7 93.1 94.4 96.7: 5.6 3.3
Old : 100.0: 8.6 0.5 3.1 82.7 93.1 94.4 96.7: 5.6 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 : 29: 4 1 4 19 17 24 21:
Old : 29: 4 1 4 19 17 24 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 : 62.6 75.9 78.4 88.0 60.3 74.7 73.9 84.0
Old : 62.6 75.9 78.4 88.0 60.3 74.7 73.9 84.0
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, May 15, 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 : 37,170: 8,995 1,950 365 26,855 33,925 36,215 36,240: 955 930
Old : 37,170: 8,995 1,950 365 26,855 33,925 36,215 36,240: 955 930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 60: -40 0 0 120 100 80 100: -20 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 5.2 1.0 72.2 91.3 97.4 97.5: 2.6 2.5
Old : 100.0: 24.2 5.2 1.0 72.2 91.3 97.4 97.5: 2.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 2 2 15 10 19 13:
Old : 26: 3 2 2 15 10 19 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 : 63.6 80.7 83.9 94.8 62.6 80.0 81.0 91.0
Old : 63.6 80.7 83.9 94.8 62.6 80.0 81.0 91.0
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, May 15, 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 : 33,940: 9,165 2,000 0 23,340 30,530 32,505 32,530: 1,435 1,410
Old : 33,940: 9,165 2,000 0 23,340 30,530 32,505 32,530: 1,435 1,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 580: 560 0 0 0 580 560 580: 20 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 5.9 0.0 68.8 90.0 95.8 95.8: 4.2 4.2
Old : 100.0: 27.0 5.9 0.0 68.8 90.0 95.8 95.8: 4.2 4.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 2 0 14 11 17 13:
Old : 25: 3 2 0 14 11 17 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 75.0 82.7 93.0 61.9 74.1 81.1 88.7
Old : 62.2 75.0 82.7 93.0 61.9 74.1 81.1 88.7
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, May 15, 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 : 98,920: 9,655 2,165 2,890 79,680 87,165 92,225 92,220: 6,695 6,700
Old : 98,920: 9,655 2,165 2,890 79,680 87,165 92,225 92,220: 6,695 6,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 730: -10 -545 40 665 1,200 695 695: 35 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.8 2.2 2.9 80.5 88.1 93.2 93.2: 6.8 6.8
Old : 100.0: 9.8 2.2 2.9 80.5 88.1 93.2 93.2: 6.8 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: 5 2 3 18 26 24 30:
Old : 40: 5 2 3 18 26 24 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 : 64.8 56.7 80.0 72.0 61.3 56.4 74.2 70.0
Old : 64.8 56.7 80.0 72.0 61.3 56.4 74.2 70.0
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, May 15, 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 : 90,455: 9,120 2,300 2,270 71,370 78,185 82,760 82,755: 7,695 7,700
Old : 90,455: 9,120 2,300 2,270 71,370 78,185 82,760 82,755: 7,695 7,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 750: -610 -545 30 1,160 1,095 580 580: 170 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 2.5 2.5 78.9 86.4 91.5 91.5: 8.5 8.5
Old : 100.0: 10.1 2.5 2.5 78.9 86.4 91.5 91.5: 8.5 8.5
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 : 39: 5 2 2 18 25 24 28:
Old : 39: 5 2 2 18 25 24 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 : 62.0 52.9 78.3 68.6 60.7 52.6 74.4 68.3
Old : 62.0 52.9 78.3 68.6 60.7 52.6 74.4 68.3
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, May 15, 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 : 28,800: 2,525 4,670 550 23,810 21,845 26,885 27,065: 1,915 1,735
Old : 28,800: 2,525 4,670 550 23,810 21,845 26,885 27,065: 1,915 1,735
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.8 16.2 1.9 82.7 75.9 93.4 94.0: 6.6 6.0
Old : 100.0: 8.8 16.2 1.9 82.7 75.9 93.4 94.0: 6.6 6.0
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: 1 4 2 16 18 19 22:
Old : 28: 1 4 2 16 18 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 : 68.3 44.5 83.0 67.5 57.8 39.8 70.2 57.5
Old : 68.3 44.5 83.0 67.5 57.8 39.8 70.2 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 15, 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 : 23,275: 3,155 1,475 70 19,510 21,370 22,735 22,915: 540 360
Old : 23,275: 3,155 1,475 70 19,510 21,370 22,735 22,915: 540 360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 25: 0 100 0 25 -75 25 25: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 6.3 0.3 83.8 91.8 97.7 98.5: 2.3 1.5
Old : 100.0: 13.6 6.3 0.3 83.8 91.8 97.7 98.5: 2.3 1.5
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: 2 3 1 13 16 15 20:
Old : 25: 2 3 1 13 16 15 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 : 82.8 54.4 92.6 75.9 58.2 40.3 63.4 57.8
Old : 82.8 54.4 92.6 75.9 58.2 40.3 63.4 57.8
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, May 15, 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 : 50,730: 380 600 1,280 40,850 40,630 42,510 42,510: 8,220 8,220
Old : 50,730: 380 600 1,280 40,850 40,630 42,510 42,510: 8,220 8,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 630: 80 -295 145 175 550 400 400: 230 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 1.2 2.5 80.5 80.1 83.8 83.8: 16.2 16.2
Old : 100.0: 0.7 1.2 2.5 80.5 80.1 83.8 83.8: 16.2 16.2
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 : 30: 2 2 2 20 22 23 25:
Old : 30: 2 2 2 20 22 23 25:
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 : 60.3 38.9 75.0 57.0 48.4 25.5 50.7 38.4
Old : 60.3 38.9 75.0 57.0 48.4 25.5 50.7 38.4
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, May 15, 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 : 38,760: 2,330 400 100 25,880 27,950 28,310 28,450: 10,450 10,310
Old : 38,760: 2,330 400 100 25,880 27,950 28,310 28,450: 10,450 10,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 8, 2018 :
: 515: 375 0 0 0 375 375 375: 140 140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.0 1.0 0.3 66.8 72.1 73.0 73.4: 27.0 26.6
Old : 100.0: 6.0 1.0 0.3 66.8 72.1 73.0 73.4: 27.0 26.6
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: 2 1 1 17 21 20 22:
Old : 26: 2 1 1 17 21 20 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 : 49.1 37.3 65.3 54.5 43.7 24.1 44.7 36.6
Old : 49.1 37.3 65.3 54.5 43.7 24.1 44.7 36.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 18, 2018