PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 59,478: 13,760 5,240 600 39,176 47,732 53,536 53,572: 5,942 5,906
Old : 59,478: 13,760 5,240 600 39,176 47,732 53,536 53,572: 5,942 5,906
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 963: 75 -280 -125 850 1,258 800 853: 163 110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 8.8 1.0 65.9 80.3 90.0 90.1: 10.0 9.9
Old : 100.0: 23.1 8.8 1.0 65.9 80.3 90.0 90.1: 10.0 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 : 28: 3 1 1 16 21 19 23:
Old : 28: 3 1 1 16 21 19 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 : 67.8 53.2 80.8 72.0 66.4 52.6 77.2 70.5
Old : 67.8 53.2 80.8 72.0 66.4 52.6 77.2 70.5
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 12, 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 : 57,130: 15,680 5,240 600 35,561 45,911 51,841 51,751: 5,289 5,379
Old : 57,130: 15,680 5,240 600 35,561 45,911 51,841 51,751: 5,289 5,379
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 859: -95 -280 -25 605 715 485 410: 374 449
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.4 9.2 1.1 62.2 80.4 90.7 90.6: 9.3 9.4
Old : 100.0: 27.4 9.2 1.1 62.2 80.4 90.7 90.6: 9.3 9.4
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 : 29: 3 1 1 14 21 17 23:
Old : 29: 3 1 1 14 21 17 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 : 67.8 54.5 82.7 73.5 66.2 54.2 79.2 72.3
Old : 67.8 54.5 82.7 73.5 66.2 54.2 79.2 72.3
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 12, 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 : 20,565: 810 8,700 140 16,395 8,755 17,345 17,595: 3,220 2,970
Old : 20,565: 810 8,700 140 16,395 8,755 17,345 17,595: 3,220 2,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -1,715: -15 -370 -35 -1,630 -1,245 -1,680 -1,650: -35 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 42.3 0.7 79.7 42.6 84.3 85.6: 15.7 14.4
Old : 100.0: 3.9 42.3 0.7 79.7 42.6 84.3 85.6: 15.7 14.4
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 : 25: 2 2 1 15 10 17 13:
Old : 25: 2 2 1 15 10 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 : 43.6 64.7 68.0 80.7 41.5 64.7 61.9 72.6
Old : 43.6 64.7 68.0 80.7 41.5 64.7 61.9 72.6
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 12, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 19,415: 410 8,700 0 16,000 7,925 16,410 16,625: 3,005 2,790
Old : 19,415: 410 8,700 0 16,000 7,925 16,410 16,625: 3,005 2,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -1,960: -50 -355 0 -1,810 -1,515 -1,860 -1,870: -100 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 44.8 0.0 82.4 40.8 84.5 85.6: 15.5 14.4
Old : 100.0: 2.1 44.8 0.0 82.4 40.8 84.5 85.6: 15.5 14.4
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 : 24: 1 2 0 16 10 17 12:
Old : 24: 1 2 0 16 10 17 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 68.5 69.0 82.0 41.7 68.5 64.2 75.9
Old : 45.6 68.5 69.0 82.0 41.7 68.5 64.2 75.9
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 12, 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 : 30,491: 12,595 600 0 14,868 26,583 27,463 27,183: 3,028 3,308
Old : 30,491: 12,595 600 0 14,868 26,583 27,463 27,183: 3,028 3,308
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -1,020: -325 0 0 -493 -838 -818 -838: -202 -182
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.3 2.0 0.0 48.8 87.2 90.1 89.2: 9.9 10.8
Old : 100.0: 41.3 2.0 0.0 48.8 87.2 90.1 89.2: 9.9 10.8
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 : 21: 2 1 0 10 14 12 15:
Old : 21: 2 1 0 10 14 12 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 : 72.4 70.6 87.4 81.2 72.1 66.8 81.2 76.3
Old : 72.4 70.6 87.4 81.2 72.1 66.8 81.2 76.3
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 12, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 36,265: 4,630 1,230 0 29,335 32,735 33,965 33,965: 2,300 2,300
Old : 36,265: 4,630 1,230 0 29,335 32,735 33,965 33,965: 2,300 2,300
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -2,460: -475 -355 -25 -1,815 -1,935 -2,315 -2,315: -145 -145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 3.4 0.0 80.9 90.3 93.7 93.7: 6.3 6.3
Old : 100.0: 12.8 3.4 0.0 80.9 90.3 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 : 23: 3 1 0 15 9 18 10:
Old : 23: 3 1 0 15 9 18 10:
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 : 59.8 84.0 78.0 92.3 58.3 83.6 76.3 89.7
Old : 59.8 84.0 78.0 92.3 58.3 83.6 76.3 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 12, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 32,525: 4,705 1,180 0 25,870 29,395 30,575 30,575: 1,950 1,950
Old : 32,525: 4,705 1,180 0 25,870 29,395 30,575 30,575: 1,950 1,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -2,225: -475 -355 -25 -1,525 -1,645 -2,025 -2,025: -200 -200
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.5 3.6 0.0 79.5 90.4 94.0 94.0: 6.0 6.0
Old : 100.0: 14.5 3.6 0.0 79.5 90.4 94.0 94.0: 6.0 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 : 23: 3 1 0 15 9 18 10:
Old : 23: 3 1 0 15 9 18 10:
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 : 61.2 83.6 79.2 92.8 59.6 83.3 76.7 90.7
Old : 61.2 83.6 79.2 92.8 59.6 83.3 76.7 90.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 12, 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 : 24,710: 2,275 345 210 20,895 23,615 23,380 24,170: 1,330 540
Old : 24,710: 2,275 345 210 20,895 23,615 23,380 24,170: 1,330 540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -2,565: 435 100 -685 -2,575 -1,645 -2,825 -2,230: 260 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.2 1.4 0.8 84.6 95.6 94.6 97.8: 5.4 2.2
Old : 100.0: 9.2 1.4 0.8 84.6 95.6 94.6 97.8: 5.4 2.2
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 2 16 16 19 20:
Old : 27: 3 2 2 16 16 19 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 : 63.1 73.4 79.5 87.8 56.8 72.1 71.3 83.5
Old : 63.1 73.4 79.5 87.8 56.8 72.1 71.3 83.5
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 12, 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 : 24,455: 2,225 245 260 20,705 23,365 23,190 23,870: 1,265 585
Old : 24,455: 2,225 245 260 20,705 23,365 23,190 23,870: 1,265 585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -1,805: 325 0 -575 -1,320 -890 -1,570 -1,465: -235 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.1 1.0 1.1 84.7 95.5 94.8 97.6: 5.2 2.4
Old : 100.0: 9.1 1.0 1.1 84.7 95.5 94.8 97.6: 5.2 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 : 27: 3 2 2 15 15 18 19:
Old : 27: 3 2 2 15 15 18 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 : 63.4 77.6 79.3 89.8 61.2 76.4 75.8 85.1
Old : 63.4 77.6 79.3 89.8 61.2 76.4 75.8 85.1
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 12, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 36,850: 8,355 1,975 540 26,885 33,535 35,780 36,050: 1,070 800
Old : 36,850: 8,355 1,975 540 26,885 33,535 35,780 36,050: 1,070 800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -1,245: -490 25 -25 -845 -1,115 -1,360 -1,115: 115 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.7 5.4 1.5 73.0 91.0 97.1 97.8: 2.9 2.2
Old : 100.0: 22.7 5.4 1.5 73.0 91.0 97.1 97.8: 2.9 2.2
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 1 15 8 18 11:
Old : 25: 3 2 1 15 8 18 11:
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 79.2 84.9 95.5 62.7 78.5 81.7 91.6
Old : 64.1 79.2 84.9 95.5 62.7 78.5 81.7 91.6
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 12, 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 : 33,725: 8,800 1,975 125 23,525 30,500 32,450 32,600: 1,275 1,125
Old : 33,725: 8,800 1,975 125 23,525 30,500 32,450 32,600: 1,275 1,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -1,065: -215 -25 0 -690 -755 -905 -780: -160 -285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 5.9 0.4 69.8 90.4 96.2 96.7: 3.8 3.3
Old : 100.0: 26.1 5.9 0.4 69.8 90.4 96.2 96.7: 3.8 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 : 24: 3 2 1 14 9 17 12:
Old : 24: 3 2 1 14 9 17 12:
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 : 63.4 74.2 84.4 94.3 63.0 73.7 82.4 90.1
Old : 63.4 74.2 84.4 94.3 63.0 73.7 82.4 90.1
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 12, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 97,130: 9,840 2,160 2,915 77,155 84,775 89,910 89,850: 7,220 7,280
Old : 97,130: 9,840 2,160 2,915 77,155 84,775 89,910 89,850: 7,220 7,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -4,075: -960 0 -10 -3,170 -4,185 -4,140 -4,195: 65 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 2.2 3.0 79.4 87.3 92.6 92.5: 7.4 7.5
Old : 100.0: 10.1 2.2 3.0 79.4 87.3 92.6 92.5: 7.4 7.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 6 1 2 20 25 26 28:
Old : 39: 6 1 2 20 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 : 65.6 55.3 79.8 71.4 62.4 55.0 73.8 69.0
Old : 65.6 55.3 79.8 71.4 62.4 55.0 73.8 69.0
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, June 12, 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 : 88,295: 8,885 2,290 2,320 69,975 76,510 81,180 81,120: 7,115 7,175
Old : 88,295: 8,885 2,290 2,320 69,975 76,510 81,180 81,120: 7,115 7,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -3,950: -1,260 -10 0 -1,860 -3,165 -3,120 -3,175: -830 -775
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 2.6 2.6 79.3 86.7 91.9 91.9: 8.1 8.1
Old : 100.0: 10.1 2.6 2.6 79.3 86.7 91.9 91.9: 8.1 8.1
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 : 38: 5 2 2 19 24 25 27:
Old : 38: 5 2 2 19 24 25 27:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.6 52.3 79.5 69.1 63.3 52.0 75.2 68.8
Old : 64.6 52.3 79.5 69.1 63.3 52.0 75.2 68.8
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 12, 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 : 28,885: 2,800 3,350 200 24,075 23,595 27,075 27,145: 1,810 1,740
Old : 28,885: 2,800 3,350 200 24,075 23,595 27,075 27,145: 1,810 1,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -840: -25 0 0 -765 -720 -790 -720: -50 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 11.6 0.7 83.3 81.7 93.7 94.0: 6.3 6.0
Old : 100.0: 9.7 11.6 0.7 83.3 81.7 93.7 94.0: 6.3 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 : 29: 2 3 1 16 20 19 23:
Old : 29: 2 3 1 16 20 19 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 : 64.9 47.6 82.3 69.0 56.0 44.8 69.7 61.3
Old : 64.9 47.6 82.3 69.0 56.0 44.8 69.7 61.3
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 12, 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 : 22,400: 2,675 1,475 0 19,060 20,210 21,735 21,685: 665 715
Old : 22,400: 2,675 1,475 0 19,060 20,210 21,735 21,685: 665 715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -295: -200 0 0 -165 -295 -365 -295: 70 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 6.6 0.0 85.1 90.2 97.0 96.8: 3.0 3.2
Old : 100.0: 11.9 6.6 0.0 85.1 90.2 97.0 96.8: 3.0 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 17 14 20:
Old : 24: 1 3 0 13 17 14 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 : 78.9 51.2 91.2 73.3 58.5 40.0 67.9 59.6
Old : 78.9 51.2 91.2 73.3 58.5 40.0 67.9 59.6
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 12, 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 : 54,200: 300 705 1,175 42,360 42,015 43,835 43,895: 10,365 10,305
Old : 54,200: 300 705 1,175 42,360 42,015 43,835 43,895: 10,365 10,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: 315: -80 105 -105 95 -90 -90 -90: 405 405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.6 1.3 2.2 78.2 77.5 80.9 81.0: 19.1 19.0
Old : 100.0: 0.6 1.3 2.2 78.2 77.5 80.9 81.0: 19.1 19.0
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 : 31: 1 3 2 18 22 21 25:
Old : 31: 1 3 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 : 54.4 34.5 71.6 54.5 42.0 23.8 45.1 37.4
Old : 54.4 34.5 71.6 54.5 42.0 23.8 45.1 37.4
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, June 12, 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 : 39,785: 2,120 400 100 26,395 28,405 28,615 28,905: 11,170 10,880
Old : 39,785: 2,120 400 100 26,395 28,405 28,615 28,905: 11,170 10,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 5, 2018 :
: -1,090: -210 0 0 -620 -740 -830 -740: -260 -350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 1.0 0.3 66.3 71.4 71.9 72.7: 28.1 27.3
Old : 100.0: 5.3 1.0 0.3 66.3 71.4 71.9 72.7: 28.1 27.3
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 : 25: 2 1 1 15 21 18 22:
Old : 25: 2 1 1 15 21 18 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 37.1 64.0 52.7 39.1 23.1 40.3 33.7
Old : 47.4 37.1 64.0 52.7 39.1 23.1 40.3 33.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 15, 2018