MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 05, 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 : 17,187: 1,100 100 100 13,657 14,682 14,857 14,882: 2,330 2,305
Old : 17,187: 1,100 100 100 13,657 14,682 14,857 14,882: 2,330 2,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 10: 0 0 0 10 10 10 10: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.4 0.6 0.6 79.5 85.4 86.4 86.6: 13.6 13.4
Old : 100.0: 6.4 0.6 0.6 79.5 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 52.8 42.7 59.8 56.1
Old : 65.1 51.6 81.0 74.3 52.8 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, June 05, 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 29, 2018 :
: 0: 0 0 0 0 0 0 0: 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, June 05, 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 : 58,515: 13,685 5,520 725 38,326 46,474 52,736 52,719: 5,779 5,796
Old : 58,515: 13,685 5,520 725 38,326 46,474 52,736 52,719: 5,779 5,796
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 2,130: -685 0 0 2,750 2,088 2,065 2,088: 65 42
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 9.4 1.2 65.5 79.4 90.1 90.1: 9.9 9.9
Old : 100.0: 23.4 9.4 1.2 65.5 79.4 90.1 90.1: 9.9 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 : 29: 3 1 2 18 22 21 25:
Old : 29: 3 1 2 18 22 21 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 : 64.8 53.6 78.1 72.7 62.8 52.8 73.7 69.8
Old : 64.8 53.6 78.1 72.7 62.8 52.8 73.7 69.8
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, June 05, 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 : 56,271: 15,775 5,520 625 34,956 45,196 51,356 51,341: 4,915 4,930
Old : 56,271: 15,775 5,520 625 34,956 45,196 51,356 51,341: 4,915 4,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 2,348: 1,235 0 0 1,018 2,295 2,253 2,295: 95 53
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.0 9.8 1.1 62.1 80.3 91.3 91.2: 8.7 8.8
Old : 100.0: 28.0 9.8 1.1 62.1 80.3 91.3 91.2: 8.7 8.8
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 : 30: 3 1 1 17 23 20 25:
Old : 30: 3 1 1 17 23 20 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 : 65.3 55.0 80.4 73.8 64.5 54.8 76.1 71.3
Old : 65.3 55.0 80.4 73.8 64.5 54.8 76.1 71.3
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, June 05, 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 29, 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, June 05, 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 29, 2018 :
: 0: 0 0 0 0 0 0 0: 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, June 05, 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 : 31,511: 12,920 600 0 15,361 27,421 28,281 28,021: 3,230 3,490
Old : 31,511: 12,920 600 0 15,361 27,421 28,281 28,021: 3,230 3,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 1,980: 1,920 0 0 -35 1,885 1,885 1,885: 95 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.0 1.9 0.0 48.7 87.0 89.7 88.9: 10.3 11.1
Old : 100.0: 41.0 1.9 0.0 48.7 87.0 89.7 88.9: 10.3 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 : 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 : 72.0 68.7 86.5 79.8 71.7 65.1 80.4 75.0
Old : 72.0 68.7 86.5 79.8 71.7 65.1 80.4 75.0
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, June 05, 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 : 24,699: 9,975 600 0 11,224 20,369 21,199 20,969: 3,500 3,730
Old : 24,699: 9,975 600 0 11,224 20,369 21,199 20,969: 3,500 3,730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 60: 0 0 0 -35 -35 -35 -35: 95 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.4 2.4 0.0 45.4 82.5 85.8 84.9: 14.2 15.1
Old : 100.0: 40.4 2.4 0.0 45.4 82.5 85.8 84.9: 14.2 15.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 74.1 64.3 84.0 77.7 73.2 61.9 77.6 72.5
Old : 74.1 64.3 84.0 77.7 73.2 61.9 77.6 72.5
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, June 05, 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 : 38,725: 5,105 1,585 25 31,150 34,670 36,280 36,280: 2,445 2,445
Old : 38,725: 5,105 1,585 25 31,150 34,670 36,280 36,280: 2,445 2,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -345: 0 0 0 -415 -415 -415 -415: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 4.1 0.1 80.4 89.5 93.7 93.7: 6.3 6.3
Old : 100.0: 13.2 4.1 0.1 80.4 89.5 93.7 93.7: 6.3 6.3
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 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 : 60.5 83.6 78.4 91.6 59.1 83.2 77.1 89.7
Old : 60.5 83.6 78.4 91.6 59.1 83.2 77.1 89.7
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, June 05, 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 : 34,750: 5,180 1,535 25 27,395 31,040 32,600 32,600: 2,150 2,150
Old : 34,750: 5,180 1,535 25 27,395 31,040 32,600 32,600: 2,150 2,150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -345: 0 0 0 -415 -415 -415 -415: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 4.4 0.1 78.8 89.3 93.8 93.8: 6.2 6.2
Old : 100.0: 14.9 4.4 0.1 78.8 89.3 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 : 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 83.2 78.8 91.9 60.2 82.9 77.0 90.6
Old : 61.7 83.2 78.8 91.9 60.2 82.9 77.0 90.6
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, June 05, 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 : 14,975: 0 4,185 0 13,280 9,430 13,280 13,615: 1,695 1,360
Old : 14,975: 0 4,185 0 13,280 9,430 13,280 13,615: 1,695 1,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 50: 0 0 0 50 110 50 110: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 27.9 0.0 88.7 63.0 88.7 90.9: 11.3 9.1
Old : 100.0: 0.0 27.9 0.0 88.7 63.0 88.7 90.9: 11.3 9.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 4 0 15 11 15 15:
Old : 22: 0 4 0 15 11 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 : 72.2 69.6 84.0 83.7 68.3 63.2 75.3 73.6
Old : 72.2 69.6 84.0 83.7 68.3 63.2 75.3 73.6
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, June 05, 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 : 13,455: 0 3,765 0 11,830 8,400 11,830 12,165: 1,625 1,290
Old : 13,455: 0 3,765 0 11,830 8,400 11,830 12,165: 1,625 1,290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 50: 0 0 0 50 110 50 110: 0 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 28.0 0.0 87.9 62.4 87.9 90.4: 12.1 9.6
Old : 100.0: 0.0 28.0 0.0 87.9 62.4 87.9 90.4: 12.1 9.6
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 : 22: 0 4 0 15 11 15 15:
Old : 22: 0 4 0 15 11 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 : 66.1 73.9 81.5 86.3 64.2 63.1 72.8 74.4
Old : 66.1 73.9 81.5 86.3 64.2 63.1 72.8 74.4
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, June 05, 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 : 27,275: 1,840 245 895 23,470 25,260 26,205 26,400: 1,070 875
Old : 27,275: 1,840 245 895 23,470 25,260 26,205 26,400: 1,070 875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 250: -275 25 0 445 145 170 170: 80 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 0.9 3.3 86.0 92.6 96.1 96.8: 3.9 3.2
Old : 100.0: 6.7 0.9 3.3 86.0 92.6 96.1 96.8: 3.9 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: 3 2 5 19 17 24 22:
Old : 29: 3 2 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 : 60.5 70.4 76.7 85.3 53.6 67.9 68.2 80.4
Old : 60.5 70.4 76.7 85.3 53.6 67.9 68.2 80.4
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, June 05, 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 : 26,260: 1,900 245 835 22,025 24,255 24,760 25,335: 1,500 925
Old : 26,260: 1,900 245 835 22,025 24,255 24,760 25,335: 1,500 925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 170: -175 125 -100 365 65 90 90: 80 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 0.9 3.2 83.9 92.4 94.3 96.5: 5.7 3.5
Old : 100.0: 7.2 0.9 3.2 83.9 92.4 94.3 96.5: 5.7 3.5
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 : 29: 3 2 5 19 16 24 21:
Old : 29: 3 2 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 : 59.7 73.5 75.8 86.2 56.9 72.4 71.6 81.7
Old : 59.7 73.5 75.8 86.2 56.9 72.4 71.6 81.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 05, 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 29, 2018 :
: 0: 0 0 0 0 0 0 0: 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, June 05, 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 29, 2018 :
: 0: 0 0 0 0 0 0 0: 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, June 05, 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 : 101,205: 10,800 2,160 2,925 80,325 88,960 94,050 94,045: 7,155 7,160
Old : 101,205: 10,800 2,160 2,925 80,325 88,960 94,050 94,045: 7,155 7,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 650: 450 0 -20 -105 345 325 325: 325 325
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 2.1 2.9 79.4 87.9 92.9 92.9: 7.1 7.1
Old : 100.0: 10.7 2.1 2.9 79.4 87.9 92.9 92.9: 7.1 7.1
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 : 41: 7 1 2 19 26 26 29:
Old : 41: 7 1 2 19 26 26 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 : 65.3 55.4 79.9 71.3 62.0 55.1 73.9 69.1
Old : 65.3 55.4 79.9 71.3 62.0 55.1 73.9 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, June 05, 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 : 92,245: 10,145 2,300 2,320 71,835 79,675 84,300 84,295: 7,945 7,950
Old : 92,245: 10,145 2,300 2,320 71,835 79,675 84,300 84,295: 7,945 7,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 545: 450 0 0 -30 420 420 420: 125 125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.0 2.5 2.5 77.9 86.4 91.4 91.4: 8.6 8.6
Old : 100.0: 11.0 2.5 2.5 77.9 86.4 91.4 91.4: 8.6 8.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 62.9 52.2 78.5 68.0 61.6 51.9 74.6 67.6
Old : 62.9 52.2 78.5 68.0 61.6 51.9 74.6 67.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 05, 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 : 29,725: 2,825 3,350 200 24,840 24,315 27,865 27,865: 1,860 1,860
Old : 29,725: 2,825 3,350 200 24,840 24,315 27,865 27,865: 1,860 1,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: -75: 300 -1,620 -175 -200 1,720 -75 -75: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.5 11.3 0.7 83.6 81.8 93.7 93.7: 6.3 6.3
Old : 100.0: 9.5 11.3 0.7 83.6 81.8 93.7 93.7: 6.3 6.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 2 3 1 17 20 20 23:
Old : 30: 2 3 1 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 : 69.8 48.9 83.6 69.8 60.0 45.0 70.1 61.1
Old : 69.8 48.9 83.6 69.8 60.0 45.0 70.1 61.1
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, June 05, 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 : 22,695: 2,875 1,475 0 19,225 20,505 22,100 21,980: 595 715
Old : 22,695: 2,875 1,475 0 19,225 20,505 22,100 21,980: 595 715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 180: 0 0 0 360 180 360 180: -180 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 6.5 0.0 84.7 90.4 97.4 96.8: 2.6 3.2
Old : 100.0: 12.7 6.5 0.0 84.7 90.4 97.4 96.8: 2.6 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 : 25: 1 3 0 14 16 15 19:
Old : 25: 1 3 0 14 16 15 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 : 84.8 54.4 92.9 76.3 66.1 42.4 72.1 61.7
Old : 84.8 54.4 92.9 76.3 66.1 42.4 72.1 61.7
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, June 05, 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 : 53,885: 380 600 1,280 42,265 42,105 43,925 43,985: 9,960 9,900
Old : 53,885: 380 600 1,280 42,265 42,105 43,925 43,985: 9,960 9,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 10: 0 0 0 70 130 70 130: -60 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 1.1 2.4 78.4 78.1 81.5 81.6: 18.5 18.4
Old : 100.0: 0.7 1.1 2.4 78.4 78.1 81.5 81.6: 18.5 18.4
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 : 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 36.1 71.8 54.9 42.8 23.9 45.8 35.7
Old : 55.0 36.1 71.8 54.9 42.8 23.9 45.8 35.7
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, June 05, 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 : 40,875: 2,330 400 100 27,015 29,145 29,445 29,645: 11,430 11,230
Old : 40,875: 2,330 400 100 27,015 29,145 29,445 29,645: 11,430 11,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 29, 2018 :
: 195: 0 0 0 375 435 375 435: -180 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 1.0 0.2 66.1 71.3 72.0 72.5: 28.0 27.5
Old : 100.0: 5.7 1.0 0.2 66.1 71.3 72.0 72.5: 28.0 27.5
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: 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 : 47.4 36.7 64.5 52.4 39.9 21.4 40.8 32.1
Old : 47.4 36.7 64.5 52.4 39.9 21.4 40.8 32.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 8, 2018