MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 15,285: 1,435 100 100 11,675 13,010 13,210 13,210: 2,075 2,075
Old : 15,285: 1,435 100 100 11,675 13,010 13,210 13,210: 2,075 2,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -35: 60 0 0 -95 -35 -35 -35: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.4 0.7 0.7 76.4 85.1 86.4 86.4: 13.6 13.6
Old : 100.0: 9.4 0.7 0.7 76.4 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 52.1 81.5 74.6 59.1 47.5 66.6 62.6
Old : 68.4 52.1 81.5 74.6 59.1 47.5 66.6 62.6
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 24, 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 : 11,840: 1,460 0 125 9,135 10,595 10,720 10,720: 1,120 1,120
Old : 11,840: 1,460 0 125 9,135 10,595 10,720 10,720: 1,120 1,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 60: 60 0 0 0 60 60 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 0.0 1.1 77.2 89.5 90.5 90.5: 9.5 9.5
Old : 100.0: 12.3 0.0 1.1 77.2 89.5 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 : 70.8 46.4 85.6 75.3 69.0 45.4 78.5 66.0
Old : 70.8 46.4 85.6 75.3 69.0 45.4 78.5 66.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 58,316: 12,275 5,035 1,000 38,743 46,021 52,018 52,056: 6,298 6,260
Old : 58,316: 12,275 5,035 1,000 38,743 46,021 52,018 52,056: 6,298 6,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 375: -600 0 200 775 175 375 375: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 8.6 1.7 66.4 78.9 89.2 89.3: 10.8 10.7
Old : 100.0: 21.0 8.6 1.7 66.4 78.9 89.2 89.3: 10.8 10.7
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 : 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 : 67.7 51.1 79.3 70.2 66.3 50.9 75.7 68.5
Old : 67.7 51.1 79.3 70.2 66.3 50.9 75.7 68.5
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, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 56,418: 14,665 5,235 950 35,180 44,623 50,795 50,808: 5,623 5,610
Old : 56,418: 14,665 5,235 950 35,180 44,623 50,795 50,808: 5,623 5,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 340: -800 0 200 840 40 240 240: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 9.3 1.7 62.4 79.1 90.0 90.1: 10.0 9.9
Old : 100.0: 26.0 9.3 1.7 62.4 79.1 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 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 : 68.5 52.5 82.3 71.6 67.0 52.4 78.5 70.6
Old : 68.5 52.5 82.3 71.6 67.0 52.4 78.5 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, July 24, 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 : 20,755: 755 8,905 40 16,935 9,050 17,730 17,995: 3,025 2,760
Old : 20,755: 755 8,905 40 16,935 9,050 17,730 17,995: 3,025 2,760
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 30: 0 155 0 95 -55 95 100: -65 -70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 42.9 0.2 81.6 43.6 85.4 86.7: 14.6 13.3
Old : 100.0: 3.6 42.9 0.2 81.6 43.6 85.4 86.7: 14.6 13.3
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 : 26: 2 4 1 15 9 17 14:
Old : 26: 2 4 1 15 9 17 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 : 46.4 63.0 71.0 79.2 44.6 56.1 59.2 64.0
Old : 46.4 63.0 71.0 79.2 44.6 56.1 59.2 64.0
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 24, 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 : 19,895: 355 8,900 0 16,775 8,450 17,130 17,350: 2,765 2,545
Old : 19,895: 355 8,900 0 16,775 8,450 17,130 17,350: 2,765 2,545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 45: 0 150 0 150 0 150 150: -105 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 44.7 0.0 84.3 42.5 86.1 87.2: 13.9 12.8
Old : 100.0: 1.8 44.7 0.0 84.3 42.5 86.1 87.2: 13.9 12.8
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 : 24: 1 3 0 16 9 17 12:
Old : 24: 1 3 0 16 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 : 48.2 64.0 71.9 80.6 41.6 59.5 60.1 68.1
Old : 48.2 64.0 71.9 80.6 41.6 59.5 60.1 68.1
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, July 24, 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 : 29,620: 11,835 1,030 0 14,797 25,353 26,632 26,383: 2,988 3,237
Old : 29,620: 11,835 1,030 0 14,797 25,353 26,632 26,383: 2,988 3,237
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 40.0 3.5 0.0 50.0 85.6 89.9 89.1: 10.1 10.9
Old : 100.0: 40.0 3.5 0.0 50.0 85.6 89.9 89.1: 10.1 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 : 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 : 72.1 68.9 86.8 80.9 71.8 65.8 80.7 76.0
Old : 72.1 68.9 86.8 80.9 71.8 65.8 80.7 76.0
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 24, 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: 4,835 1,535 220 28,285 31,700 33,340 33,455: 2,430 2,315
Old : 35,770: 4,835 1,535 220 28,285 31,700 33,340 33,455: 2,430 2,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 0: 100 0 0 -100 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.5 4.3 0.6 79.1 88.6 93.2 93.5: 6.8 6.5
Old : 100.0: 13.5 4.3 0.6 79.1 88.6 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 : 60.0 81.6 78.3 90.1 58.6 81.2 76.2 88.2
Old : 60.0 81.6 78.3 90.1 58.6 81.2 76.2 88.2
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 24, 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 : 32,295: 4,655 1,535 220 25,385 28,620 30,260 30,375: 2,035 1,920
Old : 32,295: 4,655 1,535 220 25,385 28,620 30,260 30,375: 2,035 1,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 20: 100 0 0 -100 0 0 0: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.4 4.8 0.7 78.6 88.6 93.7 94.1: 6.3 5.9
Old : 100.0: 14.4 4.8 0.7 78.6 88.6 93.7 94.1: 6.3 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 : 61.8 81.5 79.1 90.9 60.2 81.2 77.0 88.9
Old : 61.8 81.5 79.1 90.9 60.2 81.2 77.0 88.9
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 24, 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 : 23,230: 2,835 600 60 19,050 22,035 21,945 22,695: 1,285 535
Old : 23,230: 2,835 600 60 19,050 22,035 21,945 22,695: 1,285 535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 180: 200 -25 0 -30 195 170 170: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.2 2.6 0.3 82.0 94.9 94.5 97.7: 5.5 2.3
Old : 100.0: 12.2 2.6 0.3 82.0 94.9 94.5 97.7: 5.5 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 : 28: 4 2 1 15 14 19 17:
Old : 28: 4 2 1 15 14 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.2 74.6 75.3 88.1 54.8 73.3 69.4 83.4
Old : 58.2 74.6 75.3 88.1 54.8 73.3 69.4 83.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 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 : 22,805: 2,685 410 60 18,835 21,770 21,580 22,240: 1,225 565
Old : 22,805: 2,685 410 60 18,835 21,770 21,580 22,240: 1,225 565
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 190: 50 0 0 135 185 185 185: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.8 1.8 0.3 82.6 95.5 94.6 97.5: 5.4 2.5
Old : 100.0: 11.8 1.8 0.3 82.6 95.5 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 : 28: 4 2 1 14 14 18 17:
Old : 28: 4 2 1 14 14 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.0 79.3 75.7 90.9 59.4 78.0 74.0 85.6
Old : 60.0 79.3 75.7 90.9 59.4 78.0 74.0 85.6
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 24, 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 : 36,475: 9,380 2,100 290 25,535 32,995 35,205 35,385: 1,270 1,090
Old : 36,475: 9,380 2,100 290 25,535 32,995 35,205 35,385: 1,270 1,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.7 5.8 0.8 70.0 90.5 96.5 97.0: 3.5 3.0
Old : 100.0: 25.7 5.8 0.8 70.0 90.5 96.5 97.0: 3.5 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 : 25: 3 3 2 14 10 18 14:
Old : 25: 3 3 2 14 10 18 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 65.3 77.4 85.5 94.2 64.6 76.5 82.8 90.7
Old : 65.3 77.4 85.5 94.2 64.6 76.5 82.8 90.7
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 24, 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 : 33,630: 9,775 2,100 50 22,515 30,250 32,340 32,400: 1,290 1,230
Old : 33,630: 9,775 2,100 50 22,515 30,250 32,340 32,400: 1,290 1,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.1 6.2 0.1 66.9 89.9 96.2 96.3: 3.8 3.7
Old : 100.0: 29.1 6.2 0.1 66.9 89.9 96.2 96.3: 3.8 3.7
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 : 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 73.7 85.9 93.4 65.5 73.1 84.4 89.1
Old : 65.5 73.7 85.9 93.4 65.5 73.1 84.4 89.1
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, July 24, 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 : 99,025: 7,760 2,075 4,905 77,820 83,450 90,485 90,430: 8,540 8,595
Old : 99,025: 7,760 2,075 4,905 77,820 83,450 90,485 90,430: 8,540 8,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 695: -2,050 0 1,325 1,115 -935 390 390: 305 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 2.1 5.0 78.6 84.3 91.4 91.3: 8.6 8.7
Old : 100.0: 7.8 2.1 5.0 78.6 84.3 91.4 91.3: 8.6 8.7
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 : 39: 6 1 5 21 25 27 31:
Old : 39: 6 1 5 21 25 27 31:
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 57.6 76.6 71.9 59.7 57.4 69.0 68.4
Old : 63.4 57.6 76.6 71.9 59.7 57.4 69.0 68.4
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 24, 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 : 88,915: 6,560 2,000 4,360 69,335 73,840 80,255 80,200: 8,660 8,715
Old : 88,915: 6,560 2,000 4,360 69,335 73,840 80,255 80,200: 8,660 8,715
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 345: -1,680 0 1,355 -455 -2,135 -780 -780: 1,125 1,125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.4 2.2 4.9 78.0 83.0 90.3 90.2: 9.7 9.8
Old : 100.0: 7.4 2.2 4.9 78.0 83.0 90.3 90.2: 9.7 9.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 6 1 4 20 22 26 27:
Old : 38: 6 1 4 20 22 26 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 : 62.3 55.8 75.9 70.2 59.5 55.4 70.3 68.7
Old : 62.3 55.8 75.9 70.2 59.5 55.4 70.3 68.7
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 24, 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 : 30,525: 4,900 3,200 150 23,845 25,615 28,895 28,965: 1,630 1,560
Old : 30,525: 4,900 3,200 150 23,845 25,615 28,895 28,965: 1,630 1,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 0: 300 0 0 -300 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 10.5 0.5 78.1 83.9 94.7 94.9: 5.3 5.1
Old : 100.0: 16.1 10.5 0.5 78.1 83.9 94.7 94.9: 5.3 5.1
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: 2 3 1 16 19 19 22:
Old : 29: 2 3 1 16 19 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 : 64.3 51.2 82.9 71.6 56.5 49.2 71.4 65.5
Old : 64.3 51.2 82.9 71.6 56.5 49.2 71.4 65.5
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 24, 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 : 22,625: 2,975 1,350 0 19,300 20,885 22,275 22,235: 350 390
Old : 22,625: 2,975 1,350 0 19,300 20,885 22,275 22,235: 350 390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 6.0 0.0 85.3 92.3 98.5 98.3: 1.5 1.7
Old : 100.0: 13.1 6.0 0.0 85.3 92.3 98.5 98.3: 1.5 1.7
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 : 23: 1 2 0 12 16 13 18:
Old : 23: 1 2 0 12 16 13 18:
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 : 78.7 55.4 93.9 78.1 60.5 47.5 74.3 66.9
Old : 78.7 55.4 93.9 78.1 60.5 47.5 74.3 66.9
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 24, 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 : 18,205: 6,500 2,200 0 10,430 14,730 16,930 16,930: 1,275 1,275
Old : 18,205: 6,500 2,200 0 10,430 14,730 16,930 16,930: 1,275 1,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 600: 0 0 0 600 600 600 600: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.7 12.1 0.0 57.3 80.9 93.0 93.0: 7.0 7.0
Old : 100.0: 35.7 12.1 0.0 57.3 80.9 93.0 93.0: 7.0 7.0
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 : 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 : 76.5 66.5 88.3 87.5 73.7 58.7 78.9 77.0
Old : 76.5 66.5 88.3 87.5 73.7 58.7 78.9 77.0
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 24, 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 : 55,150: 450 2,040 790 44,445 42,915 45,685 45,745: 9,465 9,405
Old : 55,150: 450 2,040 790 44,445 42,915 45,685 45,745: 9,465 9,405
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: -90: 0 0 0 1,050 1,050 1,050 1,050: -1,140 -1,140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.8 3.7 1.4 80.6 77.8 82.8 82.9: 17.2 17.1
Old : 100.0: 0.8 3.7 1.4 80.6 77.8 82.8 82.9: 17.2 17.1
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 : 31: 2 3 1 20 21 23 24:
Old : 31: 2 3 1 20 21 23 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 : 53.8 36.7 71.7 57.4 39.9 23.2 43.4 36.0
Old : 53.8 36.7 71.7 57.4 39.9 23.2 43.4 36.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 24, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 40,525: 2,060 650 100 26,615 28,445 28,775 29,195: 11,750 11,330
Old : 40,525: 2,060 650 100 26,615 28,445 28,775 29,195: 11,750 11,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 17, 2018 :
: 410: 0 0 0 -15 105 -15 105: 425 305
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 1.6 0.2 65.7 70.2 71.0 72.0: 29.0 28.0
Old : 100.0: 5.1 1.6 0.2 65.7 70.2 71.0 72.0: 29.0 28.0
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 : 25: 2 1 1 16 22 19 23:
Old : 25: 2 1 1 16 22 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 : 45.9 32.9 63.5 48.6 31.1 22.8 36.9 32.3
Old : 45.9 32.9 63.5 48.6 31.1 22.8 36.9 32.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 27, 2018