MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 16,495: 1,385 0 100 12,745 14,130 14,230 14,230: 2,265 2,265
Old : 16,495: 1,385 0 100 12,745 14,130 14,230 14,230: 2,265 2,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 0.0 0.6 77.3 85.7 86.3 86.3: 13.7 13.7
Old : 100.0: 8.4 0.0 0.6 77.3 85.7 86.3 86.3: 13.7 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 2 0 1 14 13 16 14:
Old : 20: 2 0 1 14 13 16 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 : 65.5 54.0 80.8 75.7 51.5 44.6 59.8 56.8
Old : 65.5 54.0 80.8 75.7 51.5 44.6 59.8 56.8
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 19, 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 : 60,742: 14,780 5,090 600 39,159 48,866 54,539 54,556: 6,203 6,186
Old : 60,742: 14,780 5,090 600 39,159 48,866 54,539 54,556: 6,203 6,186
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,264: 1,020 -150 0 -17 1,134 1,003 984: 261 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.3 8.4 1.0 64.5 80.4 89.8 89.8: 10.2 10.2
Old : 100.0: 24.3 8.4 1.0 64.5 80.4 89.8 89.8: 10.2 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 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 : 69.6 52.1 80.6 71.1 68.3 51.2 77.0 68.8
Old : 69.6 52.1 80.6 71.1 68.3 51.2 77.0 68.8
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 19, 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 : 58,528: 17,080 5,240 600 35,530 47,383 53,210 53,223: 5,318 5,305
Old : 58,528: 17,080 5,240 600 35,530 47,383 53,210 53,223: 5,318 5,305
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,398: 1,400 0 0 -31 1,472 1,369 1,472: 29 -74
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.2 9.0 1.0 60.7 81.0 90.9 90.9: 9.1 9.1
Old : 100.0: 29.2 9.0 1.0 60.7 81.0 90.9 90.9: 9.1 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 : 29: 3 1 1 14 22 17 24:
Old : 29: 3 1 1 14 22 17 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 : 70.3 53.2 83.0 71.7 68.9 52.9 79.9 70.6
Old : 70.3 53.2 83.0 71.7 68.9 52.9 79.9 70.6
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 19, 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 : 21,015: 910 8,700 40 16,845 9,305 17,795 18,045: 3,220 2,970
Old : 21,015: 910 8,700 40 16,845 9,305 17,795 18,045: 3,220 2,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 450: 100 0 -100 450 550 450 450: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.3 41.4 0.2 80.2 44.3 84.7 85.9: 15.3 14.1
Old : 100.0: 4.3 41.4 0.2 80.2 44.3 84.7 85.9: 15.3 14.1
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: 2 2 1 15 9 17 12:
Old : 25: 2 2 1 15 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 : 44.5 67.3 68.6 83.0 42.5 63.3 62.7 72.4
Old : 44.5 67.3 68.6 83.0 42.5 63.3 62.7 72.4
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 19, 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 : 19,965: 410 8,700 0 16,550 8,475 16,960 17,175: 3,005 2,790
Old : 19,965: 410 8,700 0 16,550 8,475 16,960 17,175: 3,005 2,790
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 550: 0 0 0 550 550 550 550: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 43.6 0.0 82.9 42.4 84.9 86.0: 15.1 14.0
Old : 100.0: 2.1 43.6 0.0 82.9 42.4 84.9 86.0: 15.1 14.0
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 : 24: 1 2 0 16 9 17 11:
Old : 24: 1 2 0 16 9 17 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 : 46.4 66.9 69.4 83.5 39.4 66.6 60.9 74.1
Old : 46.4 66.9 69.4 83.5 39.4 66.6 60.9 74.1
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 19, 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 : 31,121: 12,645 600 0 15,368 27,164 28,013 27,764: 3,108 3,357
Old : 31,121: 12,645 600 0 15,368 27,164 28,013 27,764: 3,108 3,357
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 630: 50 0 0 500 581 550 581: 80 49
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.6 1.9 0.0 49.4 87.3 90.0 89.2: 10.0 10.8
Old : 100.0: 40.6 1.9 0.0 49.4 87.3 90.0 89.2: 10.0 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 : 72.6 70.9 87.2 81.4 72.3 67.3 81.1 76.6
Old : 72.6 70.9 87.2 81.4 72.3 67.3 81.1 76.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 36,465: 4,530 1,230 20 29,535 32,835 34,085 34,085: 2,380 2,380
Old : 36,465: 4,530 1,230 20 29,535 32,835 34,085 34,085: 2,380 2,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 200: -100 0 20 200 100 120 120: 80 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 3.4 0.1 81.0 90.0 93.5 93.5: 6.5 6.5
Old : 100.0: 12.4 3.4 0.1 81.0 90.0 93.5 93.5: 6.5 6.5
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: 3 1 1 15 9 18 11:
Old : 23: 3 1 1 15 9 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 : 60.0 83.8 78.1 92.0 58.5 83.5 76.5 89.5
Old : 60.0 83.8 78.1 92.0 58.5 83.5 76.5 89.5
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 19, 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 : 32,955: 4,605 1,180 20 26,370 29,795 30,995 30,995: 1,960 1,960
Old : 32,955: 4,605 1,180 20 26,370 29,795 30,995 30,995: 1,960 1,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 430: -100 0 20 500 400 420 420: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.0 3.6 0.1 80.0 90.4 94.1 94.1: 5.9 5.9
Old : 100.0: 14.0 3.6 0.1 80.0 90.4 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 : 23: 3 1 1 15 9 18 11:
Old : 23: 3 1 1 15 9 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 : 61.9 83.7 79.7 92.8 60.3 83.4 77.3 90.7
Old : 61.9 83.7 79.7 92.8 60.3 83.4 77.3 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 19, 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 : 24,735: 2,275 345 210 20,920 23,640 23,405 24,195: 1,330 540
Old : 24,735: 2,275 345 210 20,920 23,640 23,405 24,195: 1,330 540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 25: 0 0 0 25 25 25 25: 0 0
: : :
: : 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 : 63.0 73.4 79.4 87.8 56.8 72.2 71.2 83.5
Old : 63.0 73.4 79.4 87.8 56.8 72.2 71.2 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 19, 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 : 24,465: 2,225 245 260 20,715 23,375 23,200 23,880: 1,265 585
Old : 24,465: 2,225 245 260 20,715 23,375 23,200 23,880: 1,265 585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 10: 0 0 0 10 10 10 10: 0 0
: : :
: : 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 19, 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 : 36,900: 8,430 1,925 540 26,880 33,655 35,850 36,120: 1,050 780
Old : 36,900: 8,430 1,925 540 26,880 33,655 35,850 36,120: 1,050 780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 50: 75 -50 0 -5 120 70 70: -20 -20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 5.2 1.5 72.8 91.2 97.2 97.9: 2.8 2.1
Old : 100.0: 22.8 5.2 1.5 72.8 91.2 97.2 97.9: 2.8 2.1
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 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 : 64.2 79.0 84.8 95.6 62.8 78.2 81.8 91.6
Old : 64.2 79.0 84.8 95.6 62.8 78.2 81.8 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 19, 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 : 33,800: 8,875 1,925 125 23,560 30,660 32,560 32,710: 1,240 1,090
Old : 33,800: 8,875 1,925 125 23,560 30,660 32,560 32,710: 1,240 1,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 75: 75 -50 0 35 160 110 110: -35 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 5.7 0.4 69.7 90.7 96.3 96.8: 3.7 3.2
Old : 100.0: 26.3 5.7 0.4 69.7 90.7 96.3 96.8: 3.7 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: 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 84.2 94.4 63.1 73.8 82.4 90.3
Old : 63.4 74.2 84.2 94.4 63.1 73.8 82.4 90.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 19, 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 : 99,605: 10,015 2,160 2,935 78,495 86,290 91,445 91,385: 8,160 8,220
Old : 99,605: 10,015 2,160 2,935 78,495 86,290 91,445 91,385: 8,160 8,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 2,475: 175 0 20 1,340 1,515 1,535 1,535: 940 940
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.1 2.2 2.9 78.8 86.6 91.8 91.7: 8.2 8.3
Old : 100.0: 10.1 2.2 2.9 78.8 86.6 91.8 91.7: 8.2 8.3
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 : 40: 6 1 3 20 26 26 30:
Old : 40: 6 1 3 20 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 : 65.2 54.4 79.2 69.9 62.3 54.2 73.5 67.6
Old : 65.2 54.4 79.2 69.9 62.3 54.2 73.5 67.6
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 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 90,130: 8,760 2,190 2,420 71,215 77,725 82,395 82,335: 7,735 7,795
Old : 90,130: 8,760 2,190 2,420 71,215 77,725 82,395 82,335: 7,735 7,795
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,835: -125 -100 100 1,240 1,215 1,215 1,215: 620 620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 2.4 2.7 79.0 86.2 91.4 91.4: 8.6 8.6
Old : 100.0: 9.7 2.4 2.7 79.0 86.2 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 : 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 : 64.3 52.4 78.7 68.2 63.0 52.0 74.6 67.9
Old : 64.3 52.4 78.7 68.2 63.0 52.0 74.6 67.9
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 19, 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 : 31,315: 3,950 3,250 200 25,355 26,125 29,505 29,575: 1,810 1,740
Old : 31,315: 3,950 3,250 200 25,355 26,125 29,505 29,575: 1,810 1,740
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 2,430: 1,150 -100 0 1,280 2,530 2,430 2,430: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 10.4 0.6 81.0 83.4 94.2 94.4: 5.8 5.6
Old : 100.0: 12.6 10.4 0.6 81.0 83.4 94.2 94.4: 5.8 5.6
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 : 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 : 67.7 50.5 83.7 71.1 59.4 47.9 72.0 64.1
Old : 67.7 50.5 83.7 71.1 59.4 47.9 72.0 64.1
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 19, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 23,965: 2,975 1,475 0 20,325 21,775 23,300 23,250: 665 715
Old : 23,965: 2,975 1,475 0 20,325 21,775 23,300 23,250: 665 715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,565: 300 0 0 1,265 1,565 1,565 1,565: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 6.2 0.0 84.8 90.9 97.2 97.0: 2.8 3.0
Old : 100.0: 12.4 6.2 0.0 84.8 90.9 97.2 97.0: 2.8 3.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 79.8 54.1 91.8 75.2 61.0 44.1 70.2 62.3
Old : 79.8 54.1 91.8 75.2 61.0 44.1 70.2 62.3
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, June 19, 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 : 55,495: 500 1,855 1,075 42,745 41,450 44,320 44,380: 11,175 11,115
Old : 55,495: 500 1,855 1,075 42,745 41,450 44,320 44,380: 11,175 11,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,295: 200 1,150 -100 385 -565 485 485: 810 810
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 3.3 1.9 77.0 74.7 79.9 80.0: 20.1 20.0
Old : 100.0: 0.9 3.3 1.9 77.0 74.7 79.9 80.0: 20.1 20.0
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 : 32: 2 3 1 19 22 22 25:
Old : 32: 2 3 1 19 22 22 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 : 50.9 33.5 69.2 53.3 38.2 24.0 41.9 36.7
Old : 50.9 33.5 69.2 53.3 38.2 24.0 41.9 36.7
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 19, 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 : 41,225: 2,270 700 100 27,200 29,060 29,570 29,860: 11,655 11,365
Old : 41,225: 2,270 700 100 27,200 29,060 29,570 29,860: 11,655 11,365
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 12, 2018 :
: 1,440: 150 300 0 805 655 955 955: 485 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 1.7 0.2 66.0 70.5 71.7 72.4: 28.3 27.6
Old : 100.0: 5.5 1.7 0.2 66.0 70.5 71.7 72.4: 28.3 27.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 1 16 21 19 22:
Old : 25: 2 1 1 16 21 19 22:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.2 35.5 63.1 52.1 35.9 22.6 37.6 31.2
Old : 44.2 35.5 63.1 52.1 35.9 22.6 37.6 31.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 22, 2018