MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 15,270: 1,375 100 100 11,720 12,995 13,195 13,195: 2,075 2,075
Old : 15,270: 1,375 100 100 11,720 12,995 13,195 13,195: 2,075 2,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,350: -10 0 0 -1,155 -1,165 -1,165 -1,165: -185 -185
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 0.7 0.7 76.8 85.1 86.4 86.4: 13.6 13.6
Old : 100.0: 9.0 0.7 0.7 76.8 85.1 86.4 86.4: 13.6 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 : 21: 2 1 1 14 13 16 15:
Old : 21: 2 1 1 14 13 16 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 : 68.4 52.0 81.5 74.6 58.7 47.2 66.3 62.2
Old : 68.4 52.0 81.5 74.6 58.7 47.2 66.3 62.2
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, July 10, 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 : 11,805: 1,350 0 150 9,185 10,535 10,685 10,685: 1,120 1,120
Old : 11,805: 1,350 0 150 9,185 10,535 10,685 10,685: 1,120 1,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -840: -50 0 -25 -690 -740 -765 -765: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 0.0 1.3 77.8 89.2 90.5 90.5: 9.5 9.5
Old : 100.0: 11.4 0.0 1.3 77.8 89.2 90.5 90.5: 9.5 9.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 3 0 1 10 14 13 15:
Old : 20: 3 0 1 10 14 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.2 46.6 85.5 75.0 69.1 45.1 78.2 65.7
Old : 71.2 46.6 85.5 75.0 69.1 45.1 78.2 65.7
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, July 10, 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 : 57,556: 13,125 5,035 800 37,333 45,461 51,258 51,296: 6,298 6,260
Old : 57,556: 13,125 5,035 800 37,333 45,461 51,258 51,296: 6,298 6,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -3,146: -1,165 -425 -50 -1,726 -2,445 -2,941 -2,920: -205 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 8.7 1.4 64.9 79.0 89.1 89.1: 10.9 10.9
Old : 100.0: 22.8 8.7 1.4 64.9 79.0 89.1 89.1: 10.9 10.9
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 2 16 21 20 23:
Old : 28: 3 1 2 16 21 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 : 68.0 51.1 79.0 70.4 66.6 50.4 75.3 68.1
Old : 68.0 51.1 79.0 70.4 66.6 50.4 75.3 68.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 55,668: 15,715 5,235 750 33,680 44,173 50,145 50,158: 5,523 5,510
Old : 55,668: 15,715 5,235 750 33,680 44,173 50,145 50,158: 5,523 5,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -2,965: -1,325 -425 -50 -1,435 -2,335 -2,810 -2,810: -155 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 9.4 1.3 60.5 79.4 90.1 90.1: 9.9 9.9
Old : 100.0: 28.2 9.4 1.3 60.5 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 : 28: 3 1 2 13 21 17 23:
Old : 28: 3 1 2 13 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 : 69.2 52.5 82.4 71.2 67.8 52.5 78.5 70.2
Old : 69.2 52.5 82.4 71.2 67.8 52.5 78.5 70.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 20,725: 730 8,750 60 16,865 9,105 17,655 17,915: 3,070 2,810
Old : 20,725: 730 8,750 60 16,865 9,105 17,655 17,915: 3,070 2,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,240: -180 -600 20 -930 -500 -1,090 -1,080: -150 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 42.2 0.3 81.4 43.9 85.2 86.4: 14.8 13.6
Old : 100.0: 3.5 42.2 0.3 81.4 43.9 85.2 86.4: 14.8 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 3 1 15 9 17 13:
Old : 25: 2 3 1 15 9 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 : 46.0 63.8 70.6 79.9 44.7 56.4 59.3 64.8
Old : 46.0 63.8 70.6 79.9 44.7 56.4 59.3 64.8
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, July 10, 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 : 19,850: 330 8,750 20 16,650 8,450 17,000 17,220: 2,850 2,630
Old : 19,850: 330 8,750 20 16,650 8,450 17,000 17,220: 2,850 2,630
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,065: -80 -600 20 -850 -325 -910 -905: -155 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 44.1 0.1 83.9 42.6 85.6 86.8: 14.4 13.2
Old : 100.0: 1.7 44.1 0.1 83.9 42.6 85.6 86.8: 14.4 13.2
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 1 16 9 17 13:
Old : 24: 1 3 1 16 9 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 : 47.5 63.4 71.3 80.1 41.7 58.9 59.5 67.5
Old : 47.5 63.4 71.3 80.1 41.7 58.9 59.5 67.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 29,370: 11,585 1,030 0 14,797 25,103 26,382 26,133: 2,988 3,237
Old : 29,370: 11,585 1,030 0 14,797 25,103 26,382 26,133: 2,988 3,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,991: -1,060 -50 0 -811 -1,821 -1,871 -1,871: -120 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.4 3.5 0.0 50.4 85.5 89.8 89.0: 10.2 11.0
Old : 100.0: 39.4 3.5 0.0 50.4 85.5 89.8 89.0: 10.2 11.0
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 : 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 : 71.8 68.9 86.7 80.8 71.6 65.5 80.6 75.8
Old : 71.8 68.9 86.7 80.8 71.6 65.5 80.6 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 35,770: 4,435 1,535 370 28,535 31,550 33,340 33,455: 2,430 2,315
Old : 35,770: 4,435 1,535 370 28,535 31,550 33,340 33,455: 2,430 2,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -2,305: -575 -15 0 -1,730 -2,175 -2,305 -2,190: 0 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 4.3 1.0 79.8 88.2 93.2 93.5: 6.8 6.5
Old : 100.0: 12.4 4.3 1.0 79.8 88.2 93.2 93.5: 6.8 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 : 25: 5 1 1 13 11 18 13:
Old : 25: 5 1 1 13 11 18 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 : 59.9 81.2 78.6 89.7 58.4 80.8 76.2 87.8
Old : 59.9 81.2 78.6 89.7 58.4 80.8 76.2 87.8
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, July 10, 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 : 32,275: 4,255 1,535 370 25,635 28,470 30,260 30,375: 2,015 1,900
Old : 32,275: 4,255 1,535 370 25,635 28,470 30,260 30,375: 2,015 1,900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -2,140: -700 35 0 -1,495 -2,115 -2,195 -2,080: 55 -60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 4.8 1.1 79.4 88.2 93.8 94.1: 6.2 5.9
Old : 100.0: 13.2 4.8 1.1 79.4 88.2 93.8 94.1: 6.2 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 : 25: 5 1 1 13 11 18 13:
Old : 25: 5 1 1 13 11 18 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 : 61.7 81.1 79.5 90.5 60.1 80.8 77.4 88.5
Old : 61.7 81.1 79.5 90.5 60.1 80.8 77.4 88.5
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, July 10, 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 : 22,965: 2,425 625 0 19,275 21,825 21,700 22,450: 1,265 515
Old : 22,965: 2,425 625 0 19,275 21,825 21,700 22,450: 1,265 515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,760: 150 -10 -210 -1,635 -1,515 -1,695 -1,735: -65 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 2.7 0.0 83.9 95.0 94.5 97.8: 5.5 2.2
Old : 100.0: 10.6 2.7 0.0 83.9 95.0 94.5 97.8: 5.5 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 0 15 14 18 16:
Old : 27: 3 2 0 15 14 18 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 75.3 77.3 88.3 55.3 74.0 71.3 84.2
Old : 59.9 75.3 77.3 88.3 55.3 74.0 71.3 84.2
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, July 10, 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 : 22,555: 2,425 410 0 18,910 21,585 21,335 21,995: 1,220 560
Old : 22,555: 2,425 410 0 18,910 21,585 21,335 21,995: 1,220 560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,895: 200 -10 -260 -1,790 -1,600 -1,850 -1,870: -45 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.8 1.8 0.0 83.8 95.7 94.6 97.5: 5.4 2.5
Old : 100.0: 10.8 1.8 0.0 83.8 95.7 94.6 97.5: 5.4 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 2 0 14 14 17 16:
Old : 27: 3 2 0 14 14 17 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 : 60.3 80.0 77.1 91.7 59.4 78.6 75.8 86.4
Old : 60.3 80.0 77.1 91.7 59.4 78.6 75.8 86.4
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, July 10, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 35,810: 8,995 1,500 290 25,475 33,210 34,760 35,000: 1,050 810
Old : 35,810: 8,995 1,500 290 25,475 33,210 34,760 35,000: 1,050 810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,740: 115 -325 -200 -1,525 -1,115 -1,610 -1,640: -130 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.1 4.2 0.8 71.1 92.7 97.1 97.7: 2.9 2.3
Old : 100.0: 25.1 4.2 0.8 71.1 92.7 97.1 97.7: 2.9 2.3
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: 3 3 2 14 9 18 13:
Old : 25: 3 3 2 14 9 18 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.4 79.5 86.0 95.5 64.8 78.6 83.2 91.5
Old : 65.4 79.5 86.0 95.5 64.8 78.6 83.2 91.5
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, July 10, 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 : 33,070: 9,390 1,500 50 22,515 30,525 31,955 32,075: 1,115 995
Old : 33,070: 9,390 1,500 50 22,515 30,525 31,955 32,075: 1,115 995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,460: 65 -325 -125 -1,165 -805 -1,225 -1,255: -235 -205
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 4.5 0.2 68.1 92.3 96.6 97.0: 3.4 3.0
Old : 100.0: 28.4 4.5 0.2 68.1 92.3 96.6 97.0: 3.4 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: 3 3 1 13 10 17 13:
Old : 24: 3 3 1 13 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 : 65.5 75.8 86.2 94.7 65.5 75.3 84.7 90.3
Old : 65.5 75.8 86.2 94.7 65.5 75.3 84.7 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, July 10, 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 : 97,895: 9,820 2,075 3,270 76,650 84,340 89,740 89,685: 8,155 8,210
Old : 97,895: 9,820 2,075 3,270 76,650 84,340 89,740 89,685: 8,155 8,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -4,730: -1,425 -85 -45 -2,935 -4,270 -4,405 -4,400: -325 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.0 2.1 3.3 78.3 86.2 91.7 91.6: 8.3 8.4
Old : 100.0: 10.0 2.1 3.3 78.3 86.2 91.7 91.6: 8.3 8.4
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 : 39: 6 1 4 21 27 27 32:
Old : 39: 6 1 4 21 27 27 32:
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 : 64.7 58.4 78.3 72.5 62.3 58.1 71.4 69.2
Old : 64.7 58.4 78.3 72.5 62.3 58.1 71.4 69.2
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, July 10, 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 : 88,195: 8,250 2,000 2,695 69,740 75,935 80,685 80,630: 7,510 7,565
Old : 88,195: 8,250 2,000 2,695 69,740 75,935 80,685 80,630: 7,510 7,565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -4,140: -1,225 -60 -5 -2,565 -3,725 -3,795 -3,790: -345 -350
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 2.3 3.1 79.1 86.1 91.5 91.4: 8.5 8.6
Old : 100.0: 9.4 2.3 3.1 79.1 86.1 91.5 91.4: 8.5 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: 6 1 3 20 24 26 28:
Old : 38: 6 1 3 20 24 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 : 64.4 57.1 77.7 71.4 63.1 56.8 73.6 70.2
Old : 64.4 57.1 77.7 71.4 63.1 56.8 73.6 70.2
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, July 10, 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 : 30,200: 4,450 3,200 150 23,970 25,290 28,570 28,640: 1,630 1,560
Old : 30,200: 4,450 3,200 150 23,970 25,290 28,570 28,640: 1,630 1,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,115: -100 -50 -50 -785 -835 -935 -935: -180 -180
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 10.6 0.5 79.4 83.7 94.6 94.8: 5.4 5.2
Old : 100.0: 14.7 10.6 0.5 79.4 83.7 94.6 94.8: 5.4 5.2
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: 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 : 66.8 51.0 83.7 71.7 59.4 49.6 73.2 66.0
Old : 66.8 51.0 83.7 71.7 59.4 49.6 73.2 66.0
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, July 10, 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 : 22,825: 2,825 1,350 0 19,370 20,805 22,195 22,155: 630 670
Old : 22,825: 2,825 1,350 0 19,370 20,805 22,195 22,155: 630 670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,140: -150 -125 0 -955 -970 -1,105 -1,095: -35 -45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 5.9 0.0 84.9 91.2 97.2 97.1: 2.8 2.9
Old : 100.0: 12.4 5.9 0.0 84.9 91.2 97.2 97.1: 2.8 2.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 1 2 0 13 17 14 19:
Old : 23: 1 2 0 13 17 14 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 80.2 53.6 92.4 75.6 62.8 45.5 72.1 64.8
Old : 80.2 53.6 92.4 75.6 62.8 45.5 72.1 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 10, 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 : 17,605: 6,500 2,050 0 9,830 14,280 16,330 16,330: 1,275 1,275
Old : 17,605: 6,500 2,050 0 9,830 14,280 16,330 16,330: 1,275 1,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.9 11.6 0.0 55.8 81.1 92.8 92.8: 7.2 7.2
Old : 100.0: 36.9 11.6 0.0 55.8 81.1 92.8 92.8: 7.2 7.2
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 : 20: 1 1 0 11 12 12 13:
Old : 20: 1 1 0 11 12 12 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 : 75.7 65.4 87.9 87.1 72.8 57.3 78.2 76.2
Old : 75.7 65.4 87.9 87.1 72.8 57.3 78.2 76.2
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, July 10, 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 : 54,075: 450 2,040 790 42,220 40,690 43,460 43,520: 10,615 10,555
Old : 54,075: 450 2,040 790 42,220 40,690 43,460 43,520: 10,615 10,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -2,170: -50 185 -285 -1,305 -1,540 -1,640 -1,640: -530 -530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 3.8 1.5 78.1 75.2 80.4 80.5: 19.6 19.5
Old : 100.0: 0.8 3.8 1.5 78.1 75.2 80.4 80.5: 19.6 19.5
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 : 31: 2 3 1 20 22 23 25:
Old : 31: 2 3 1 20 22 23 25:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.0 35.0 69.8 55.7 37.9 24.6 41.8 37.5
Old : 52.0 35.0 69.8 55.7 37.9 24.6 41.8 37.5
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, July 10, 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 : 39,965: 2,060 650 100 26,630 28,340 28,790 29,090: 11,175 10,875
Old : 39,965: 2,060 650 100 26,630 28,340 28,790 29,090: 11,175 10,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 3, 2018 :
: -1,260: -210 -50 0 -570 -720 -780 -770: -480 -490
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 1.6 0.3 66.6 70.9 72.0 72.8: 28.0 27.2
Old : 100.0: 5.2 1.6 0.3 66.6 70.9 72.0 72.8: 28.0 27.2
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: 2 1 1 15 21 18 22:
Old : 24: 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 : 44.8 36.0 64.0 52.7 35.1 23.0 37.1 31.8
Old : 44.8 36.0 64.0 52.7 35.1 23.0 37.1 31.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 13, 2018