MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 17,177: 1,100 100 100 13,647 14,672 14,847 14,872: 2,330 2,305
Old : 17,177: 1,100 100 100 13,647 14,672 14,847 14,872: 2,330 2,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: -100: -300 0 0 200 -100 -100 -100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 0.6 0.6 79.4 85.4 86.4 86.6: 13.6 13.4
Old : 100.0: 6.4 0.6 0.6 79.4 85.4 86.4 86.6: 13.6 13.4
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 12 13 14 15:
Old : 20: 2 1 1 12 13 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 : 65.1 51.6 81.0 74.3 52.7 42.7 59.8 56.1
Old : 65.1 51.6 81.0 74.3 52.7 42.7 59.8 56.1
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 29, 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 : 13,575: 1,350 75 175 10,730 12,000 12,255 12,250: 1,320 1,325
Old : 13,575: 1,350 75 175 10,730 12,000 12,255 12,250: 1,320 1,325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: -300: -300 0 0 0 -300 -300 -300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 0.6 1.3 79.0 88.4 90.3 90.2: 9.7 9.8
Old : 100.0: 9.9 0.6 1.3 79.0 88.4 90.3 90.2: 9.7 9.8
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 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 : 70.6 46.4 85.9 73.1 66.2 45.3 74.5 65.0
Old : 70.6 46.4 85.9 73.1 66.2 45.3 74.5 65.0
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 29, 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 : 56,385: 14,370 5,520 725 35,576 44,386 50,671 50,631: 5,714 5,754
Old : 56,385: 14,370 5,520 725 35,576 44,386 50,671 50,631: 5,714 5,754
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 3,756: 650 70 -175 3,830 4,385 4,305 4,280: -549 -524
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 9.8 1.3 63.1 78.7 89.9 89.8: 10.1 10.2
Old : 100.0: 25.5 9.8 1.3 63.1 78.7 89.9 89.8: 10.1 10.2
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 : 28: 3 1 2 18 21 21 24:
Old : 28: 3 1 2 18 21 21 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 : 66.7 53.1 78.3 72.4 65.9 52.2 74.5 69.6
Old : 66.7 53.1 78.3 72.4 65.9 52.2 74.5 69.6
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, May 29, 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 : 53,923: 14,540 5,520 625 33,938 42,901 49,103 49,046: 4,820 4,877
Old : 53,923: 14,540 5,520 625 33,938 42,901 49,103 49,046: 4,820 4,877
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 3,945: 650 70 -175 4,215 4,805 4,690 4,700: -745 -755
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 10.2 1.2 62.9 79.6 91.1 91.0: 8.9 9.0
Old : 100.0: 27.0 10.2 1.2 62.9 79.6 91.1 91.0: 8.9 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 3 1 1 17 22 20 24:
Old : 29: 3 1 1 17 22 20 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 : 66.5 54.7 80.9 73.7 65.3 54.5 77.3 71.2
Old : 66.5 54.7 80.9 73.7 65.3 54.5 77.3 71.2
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, May 29, 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 : 22,280: 825 9,070 175 18,025 10,000 19,025 19,245: 3,255 3,035
Old : 22,280: 825 9,070 175 18,025 10,000 19,025 19,245: 3,255 3,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 40.7 0.8 80.9 44.9 85.4 86.4: 14.6 13.6
Old : 100.0: 3.7 40.7 0.8 80.9 44.9 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 : 27: 2 3 2 17 12 19 17:
Old : 27: 2 3 2 17 12 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 46.1 67.3 68.1 82.4 44.3 61.9 61.6 71.5
Old : 46.1 67.3 68.1 82.4 44.3 61.9 61.6 71.5
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 29, 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 : 21,375: 460 9,055 0 17,810 9,440 18,270 18,495: 3,105 2,880
Old : 21,375: 460 9,055 0 17,810 9,440 18,270 18,495: 3,105 2,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 50: 0 0 0 50 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 42.4 0.0 83.3 44.2 85.5 86.5: 14.5 13.5
Old : 100.0: 2.2 42.4 0.0 83.3 44.2 85.5 86.5: 14.5 13.5
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: 1 4 0 18 13 19 17:
Old : 27: 1 4 0 18 13 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.9 67.8 69.6 83.4 42.0 64.5 58.3 69.7
Old : 48.9 67.8 69.6 83.4 42.0 64.5 58.3 69.7
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 29, 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 : 29,531: 11,000 600 0 15,396 25,536 26,396 26,136: 3,135 3,395
Old : 29,531: 11,000 600 0 15,396 25,536 26,396 26,136: 3,135 3,395
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 250: 250 0 0 0 250 250 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.2 2.0 0.0 52.1 86.5 89.4 88.5: 10.6 11.5
Old : 100.0: 37.2 2.0 0.0 52.1 86.5 89.4 88.5: 10.6 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 : 23: 2 1 0 13 15 15 16:
Old : 23: 2 1 0 13 15 15 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 : 70.4 66.7 85.9 78.7 70.0 62.8 79.3 73.6
Old : 70.4 66.7 85.9 78.7 70.0 62.8 79.3 73.6
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 29, 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 : 24,639: 9,975 600 0 11,259 20,404 21,234 21,004: 3,405 3,635
Old : 24,639: 9,975 600 0 11,259 20,404 21,234 21,004: 3,405 3,635
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 250: 250 0 0 0 250 250 250: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.5 2.4 0.0 45.7 82.8 86.2 85.2: 13.8 14.8
Old : 100.0: 40.5 2.4 0.0 45.7 82.8 86.2 85.2: 13.8 14.8
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 10 14 11 15:
Old : 20: 1 1 0 10 14 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 : 74.4 64.5 84.4 78.1 73.4 62.2 77.8 72.8
Old : 74.4 64.5 84.4 78.1 73.4 62.2 77.8 72.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 39,070: 5,105 1,585 25 31,565 35,085 36,695 36,695: 2,375 2,375
Old : 39,070: 5,105 1,585 25 31,565 35,085 36,695 36,695: 2,375 2,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 480: 0 0 0 395 395 395 395: 85 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 4.1 0.1 80.8 89.8 93.9 93.9: 6.1 6.1
Old : 100.0: 13.1 4.1 0.1 80.8 89.8 93.9 93.9: 6.1 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 61.1 83.5 78.9 91.8 59.7 83.2 77.5 89.9
Old : 61.1 83.5 78.9 91.8 59.7 83.2 77.5 89.9
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 29, 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 : 35,095: 5,180 1,535 25 27,810 31,455 33,015 33,015: 2,080 2,080
Old : 35,095: 5,180 1,535 25 27,810 31,455 33,015 33,015: 2,080 2,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 360: 0 0 0 540 360 540 360: -180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 4.4 0.1 79.2 89.6 94.1 94.1: 5.9 5.9
Old : 100.0: 14.8 4.4 0.1 79.2 89.6 94.1 94.1: 5.9 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 : 62.4 83.1 79.3 92.1 60.9 82.8 77.5 90.8
Old : 62.4 83.1 79.3 92.1 60.9 82.8 77.5 90.8
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 29, 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 : 14,925: 0 4,185 0 13,230 9,320 13,230 13,505: 1,695 1,420
Old : 14,925: 0 4,185 0 13,230 9,320 13,230 13,505: 1,695 1,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 50: 0 50 0 60 10 60 60: -10 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 28.0 0.0 88.6 62.4 88.6 90.5: 11.4 9.5
Old : 100.0: 0.0 28.0 0.0 88.6 62.4 88.6 90.5: 11.4 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 : 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 : 72.4 69.9 84.3 84.0 68.5 63.8 75.6 74.2
Old : 72.4 69.9 84.3 84.0 68.5 63.8 75.6 74.2
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 29, 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 : 13,405: 0 3,765 0 11,780 8,290 11,780 12,055: 1,625 1,350
Old : 13,405: 0 3,765 0 11,780 8,290 11,780 12,055: 1,625 1,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 25: 0 50 0 35 5 35 55: -10 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 28.1 0.0 87.9 61.8 87.9 89.9: 12.1 10.1
Old : 100.0: 0.0 28.1 0.0 87.9 61.8 87.9 89.9: 12.1 10.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 66.4 74.2 81.8 86.6 64.4 63.7 73.1 75.1
Old : 66.4 74.2 81.8 86.6 64.4 63.7 73.1 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 29, 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 : 27,025: 2,115 220 895 23,025 25,115 26,035 26,230: 990 795
Old : 27,025: 2,115 220 895 23,025 25,115 26,035 26,230: 990 795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 445: 0 0 75 350 350 425 425: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 0.8 3.3 85.2 92.9 96.3 97.1: 3.7 2.9
Old : 100.0: 7.8 0.8 3.3 85.2 92.9 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 5 19 17 24 22:
Old : 29: 4 1 5 19 17 24 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 : 62.1 72.1 77.9 86.5 56.2 69.5 70.4 82.1
Old : 62.1 72.1 77.9 86.5 56.2 69.5 70.4 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 26,090: 2,075 120 935 21,660 24,190 24,670 25,245: 1,420 845
Old : 26,090: 2,075 120 935 21,660 24,190 24,670 25,245: 1,420 845
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 445: 0 0 75 350 350 425 425: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 0.5 3.6 83.0 92.7 94.6 96.8: 5.4 3.2
Old : 100.0: 8.0 0.5 3.6 83.0 92.7 94.6 96.8: 5.4 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 : 29: 4 1 5 19 16 24 21:
Old : 29: 4 1 5 19 16 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 : 61.1 75.0 77.1 87.8 59.4 73.9 73.4 83.3
Old : 61.1 75.0 77.1 87.8 59.4 73.9 73.4 83.3
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, May 29, 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 : 38,095: 8,845 1,950 565 27,730 34,650 37,140 37,165: 955 930
Old : 38,095: 8,845 1,950 565 27,730 34,650 37,140 37,165: 955 930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 550: -50 0 200 400 350 550 550: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.2 5.1 1.5 72.8 91.0 97.5 97.6: 2.5 2.4
Old : 100.0: 23.2 5.1 1.5 72.8 91.0 97.5 97.6: 2.5 2.4
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 : 26: 3 2 2 16 10 20 13:
Old : 26: 3 2 2 16 10 20 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 : 63.7 78.7 83.9 94.6 62.2 77.6 80.5 90.3
Old : 63.7 78.7 83.9 94.6 62.2 77.6 80.5 90.3
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 29, 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 : 34,790: 9,015 2,000 125 24,215 31,255 33,355 33,380: 1,435 1,410
Old : 34,790: 9,015 2,000 125 24,215 31,255 33,355 33,380: 1,435 1,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 475: -50 0 125 400 350 475 475: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 5.7 0.4 69.6 89.8 95.9 95.9: 4.1 4.1
Old : 100.0: 25.9 5.7 0.4 69.6 89.8 95.9 95.9: 4.1 4.1
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 : 25: 3 2 1 15 11 18 14:
Old : 25: 3 2 1 15 11 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 73.1 82.7 92.9 61.6 71.8 80.7 88.2
Old : 62.2 73.1 82.7 92.9 61.6 71.8 80.7 88.2
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 29, 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 : 100,555: 10,350 2,160 2,945 80,430 88,615 93,725 93,720: 6,830 6,835
Old : 100,555: 10,350 2,160 2,945 80,430 88,615 93,725 93,720: 6,830 6,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 1,220: 160 0 0 975 1,135 1,135 1,135: 85 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.3 2.1 2.9 80.0 88.1 93.2 93.2: 6.8 6.8
Old : 100.0: 10.3 2.1 2.9 80.0 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 : 41: 7 1 3 19 26 26 30:
Old : 41: 7 1 3 19 26 26 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 : 65.7 56.2 80.2 72.1 62.2 56.0 74.4 69.8
Old : 65.7 56.2 80.2 72.1 62.2 56.0 74.4 69.8
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, May 29, 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 : 91,700: 9,695 2,300 2,320 71,865 79,255 83,880 83,875: 7,820 7,825
Old : 91,700: 9,695 2,300 2,320 71,865 79,255 83,880 83,875: 7,820 7,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 1,020: 160 0 0 785 945 945 945: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 2.5 2.5 78.4 86.4 91.5 91.5: 8.5 8.5
Old : 100.0: 10.6 2.5 2.5 78.4 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 : 40: 6 2 2 19 25 26 28:
Old : 40: 6 2 2 19 25 26 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 : 63.1 52.8 78.7 68.4 61.8 52.4 74.8 68.1
Old : 63.1 52.8 78.7 68.4 61.8 52.4 74.8 68.1
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 29, 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 : 29,800: 2,525 4,970 375 25,040 22,595 27,940 27,940: 1,860 1,860
Old : 29,800: 2,525 4,970 375 25,040 22,595 27,940 27,940: 1,860 1,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 600: 0 300 -175 775 475 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 16.7 1.3 84.0 75.8 93.8 93.8: 6.2 6.2
Old : 100.0: 8.5 16.7 1.3 84.0 75.8 93.8 93.8: 6.2 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 1 4 2 18 20 21 24:
Old : 30: 1 4 2 18 20 21 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 : 69.2 43.0 83.4 65.7 59.0 38.4 69.9 56.6
Old : 69.2 43.0 83.4 65.7 59.0 38.4 69.9 56.6
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 29, 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 : 22,515: 2,875 1,475 0 18,865 20,325 21,740 21,800: 775 715
Old : 22,515: 2,875 1,475 0 18,865 20,325 21,740 21,800: 775 715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: -210: -280 0 -70 -95 -495 -445 -565: 235 355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 6.6 0.0 83.8 90.3 96.6 96.8: 3.4 3.2
Old : 100.0: 12.8 6.6 0.0 83.8 90.3 96.6 96.8: 3.4 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 : 24: 1 3 0 13 16 14 19:
Old : 24: 1 3 0 13 16 14 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 : 84.4 54.0 92.4 76.1 65.5 41.6 70.8 60.3
Old : 84.4 54.0 92.4 76.1 65.5 41.6 70.8 60.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Commitments of Traders with Delta-adjusted Options and Futures Combined, May 29, 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 : 53,875: 380 600 1,280 42,195 41,975 43,855 43,855: 10,020 10,020
Old : 53,875: 380 600 1,280 42,195 41,975 43,855 43,855: 10,020 10,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 2,205: 0 0 0 355 355 355 355: 1,850 1,850
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 1.1 2.4 78.3 77.9 81.4 81.4: 18.6 18.6
Old : 100.0: 0.7 1.1 2.4 78.3 77.9 81.4 81.4: 18.6 18.6
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 : 31: 2 2 2 20 23 23 26:
Old : 31: 2 2 2 20 23 23 26:
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 : 55.0 37.6 71.7 55.1 43.8 23.5 47.4 36.0
Old : 55.0 37.6 71.7 55.1 43.8 23.5 47.4 36.0
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 29, 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 : 40,680: 2,330 400 100 26,640 28,710 29,070 29,210: 11,610 11,470
Old : 40,680: 2,330 400 100 26,640 28,710 29,070 29,210: 11,610 11,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2018 :
: 300: 0 0 0 -860 -860 -860 -860: 1,160 1,160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 1.0 0.2 65.5 70.6 71.5 71.8: 28.5 28.2
Old : 100.0: 5.7 1.0 0.2 65.5 70.6 71.5 71.8: 28.5 28.2
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 : 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 : 46.8 36.7 64.0 52.5 41.1 23.4 43.4 35.3
Old : 46.8 36.7 64.0 52.5 41.1 23.4 43.4 35.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 1, 2018