MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 14,627: 1,310 50 100 11,127 12,387 12,537 12,537: 2,090 2,090
Old : 14,627: 1,310 50 100 11,127 12,387 12,537 12,537: 2,090 2,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 80: -100 0 0 180 80 80 80: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 0.3 0.7 76.1 84.7 85.7 85.7: 14.3 14.3
Old : 100.0: 9.0 0.3 0.7 76.1 84.7 85.7 85.7: 14.3 14.3
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 : 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 52.3 81.4 74.1 59.8 47.8 67.0 62.7
Old : 68.4 52.3 81.4 74.1 59.8 47.8 67.0 62.7
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, August 21, 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 : 10,755: 1,410 0 100 8,245 9,660 9,755 9,760: 1,000 995
Old : 10,755: 1,410 0 100 8,245 9,660 9,755 9,760: 1,000 995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 5: 0 0 0 0 5 0 5: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 0.0 0.9 76.7 89.8 90.7 90.7: 9.3 9.3
Old : 100.0: 13.1 0.0 0.9 76.7 89.8 90.7 90.7: 9.3 9.3
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 : 20: 3 0 1 11 14 14 15:
Old : 20: 3 0 1 11 14 14 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 69.7 48.4 85.1 75.9 67.7 47.3 78.5 66.7
Old : 69.7 48.4 85.1 75.9 67.7 47.3 78.5 66.7
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, August 21, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 59,849: 13,950 7,230 1,240 37,345 44,099 52,535 52,569: 7,314 7,280
Old : 59,849: 13,950 7,230 1,240 37,345 44,099 52,535 52,569: 7,314 7,280
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 1,680: 700 1,000 140 650 350 1,490 1,490: 190 190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.3 12.1 2.1 62.4 73.7 87.8 87.8: 12.2 12.2
Old : 100.0: 23.3 12.1 2.1 62.4 73.7 87.8 87.8: 12.2 12.2
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: 2 2 2 15 20 19 22:
Old : 28: 2 2 2 15 20 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 : 66.5 50.2 78.2 68.6 65.5 49.9 74.7 66.4
Old : 66.5 50.2 78.2 68.6 65.5 49.9 74.7 66.4
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, August 21, 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 : 57,912: 15,615 7,230 1,240 34,289 42,567 51,144 51,037: 6,768 6,875
Old : 57,912: 15,615 7,230 1,240 34,289 42,567 51,144 51,037: 6,768 6,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 1,680: 700 1,000 140 745 445 1,585 1,585: 95 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.0 12.5 2.1 59.2 73.5 88.3 88.1: 11.7 11.9
Old : 100.0: 27.0 12.5 2.1 59.2 73.5 88.3 88.1: 11.7 11.9
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: 2 2 2 14 21 18 23:
Old : 28: 2 2 2 14 21 18 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 : 66.7 51.6 80.1 70.5 65.7 51.3 77.8 67.7
Old : 66.7 51.6 80.1 70.5 65.7 51.3 77.8 67.7
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, August 21, 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 : 19,595: 525 8,840 20 15,825 7,820 16,370 16,680: 3,225 2,915
Old : 19,595: 525 8,840 20 15,825 7,820 16,370 16,680: 3,225 2,915
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 70: 0 100 0 70 -30 70 70: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.7 45.1 0.1 80.8 39.9 83.5 85.1: 16.5 14.9
Old : 100.0: 2.7 45.1 0.1 80.8 39.9 83.5 85.1: 16.5 14.9
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 : 26: 2 4 1 16 10 18 15:
Old : 26: 2 4 1 16 10 18 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 : 47.7 60.8 71.2 74.7 44.9 56.4 59.9 66.6
Old : 47.7 60.8 71.2 74.7 44.9 56.4 59.9 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 19,335: 275 9,035 0 15,820 7,345 16,095 16,380: 3,240 2,955
Old : 19,335: 275 9,035 0 15,820 7,345 16,095 16,380: 3,240 2,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 120: 0 100 0 120 20 120 120: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.4 46.7 0.0 81.8 38.0 83.2 84.7: 16.8 15.3
Old : 100.0: 1.4 46.7 0.0 81.8 38.0 83.2 84.7: 16.8 15.3
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: 1 4 0 16 10 17 14:
Old : 25: 1 4 0 16 10 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 : 48.4 62.6 71.0 75.0 46.2 58.2 62.7 69.0
Old : 48.4 62.6 71.0 75.0 46.2 58.2 62.7 69.0
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, August 21, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 27,627: 10,475 980 0 14,314 23,560 24,789 24,540: 2,838 3,087
Old : 27,627: 10,475 980 0 14,314 23,560 24,789 24,540: 2,838 3,087
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 200: 0 0 0 200 200 200 200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 3.5 0.0 51.8 85.3 89.7 88.8: 10.3 11.2
Old : 100.0: 37.9 3.5 0.0 51.8 85.3 89.7 88.8: 10.3 11.2
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 : 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 : 69.6 69.1 85.2 81.0 69.3 66.3 78.7 75.6
Old : 69.6 69.1 85.2 81.0 69.3 66.3 78.7 75.6
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, August 21, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 34,400: 5,055 1,395 610 26,120 29,780 31,785 31,785: 2,615 2,615
Old : 34,400: 5,055 1,395 610 26,120 29,780 31,785 31,785: 2,615 2,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 1,150: -350 0 600 415 65 665 665: 485 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.7 4.1 1.8 75.9 86.6 92.4 92.4: 7.6 7.6
Old : 100.0: 14.7 4.1 1.8 75.9 86.6 92.4 92.4: 7.6 7.6
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 : 26: 5 2 2 14 11 19 15:
Old : 26: 5 2 2 14 11 19 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 : 58.8 79.5 77.2 89.0 58.2 79.1 74.6 87.5
Old : 58.8 79.5 77.2 89.0 58.2 79.1 74.6 87.5
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, August 21, 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 : 31,110: 4,680 1,395 620 23,560 26,845 28,860 28,860: 2,250 2,250
Old : 31,110: 4,680 1,395 620 23,560 26,845 28,860 28,860: 2,250 2,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 1,150: -350 0 600 415 65 665 665: 485 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.0 4.5 2.0 75.7 86.3 92.8 92.8: 7.2 7.2
Old : 100.0: 15.0 4.5 2.0 75.7 86.3 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 : 26: 5 2 2 14 11 19 15:
Old : 26: 5 2 2 14 11 19 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 : 60.5 78.9 77.9 89.6 59.9 78.5 75.8 88.1
Old : 60.5 78.9 77.9 89.6 59.9 78.5 75.8 88.1
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, August 21, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 26,975: 2,170 1,155 1,420 22,260 23,885 25,850 26,460: 1,125 515
Old : 26,975: 2,170 1,155 1,420 22,260 23,885 25,850 26,460: 1,125 515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 4,225: 160 0 910 3,155 3,315 4,225 4,225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.0 4.3 5.3 82.5 88.5 95.8 98.1: 4.2 1.9
Old : 100.0: 8.0 4.3 5.3 82.5 88.5 95.8 98.1: 4.2 1.9
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 3 2 15 15 19 19:
Old : 28: 3 3 2 15 15 19 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 : 62.2 72.6 80.2 87.0 59.5 71.5 74.0 79.9
Old : 62.2 72.6 80.2 87.0 59.5 71.5 74.0 79.9
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, August 21, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 26,515: 1,825 1,295 1,195 22,410 23,480 25,430 25,970: 1,085 545
Old : 26,515: 1,825 1,295 1,195 22,410 23,480 25,430 25,970: 1,085 545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 3,850: 0 -600 1,150 2,700 3,300 3,850 3,850: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.9 4.9 4.5 84.5 88.6 95.9 97.9: 4.1 2.1
Old : 100.0: 6.9 4.9 4.5 84.5 88.6 95.9 97.9: 4.1 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 : 28: 2 4 2 14 16 18 20:
Old : 28: 2 4 2 14 16 18 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 : 63.5 76.2 81.1 89.1 61.3 75.1 77.1 82.2
Old : 63.5 76.2 81.1 89.1 61.3 75.1 77.1 82.2
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, August 21, 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 : 35,970: 9,330 2,500 470 24,305 31,305 34,105 34,275: 1,865 1,695
Old : 35,970: 9,330 2,500 470 24,305 31,305 34,105 34,275: 1,865 1,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 810: 0 500 150 35 -465 185 185: 625 625
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.9 7.0 1.3 67.6 87.0 94.8 95.3: 5.2 4.7
Old : 100.0: 25.9 7.0 1.3 67.6 87.0 94.8 95.3: 5.2 4.7
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 : 27: 3 3 5 17 10 23 15:
Old : 27: 3 3 5 17 10 23 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 : 63.1 72.4 82.3 93.0 62.7 71.4 80.9 88.1
Old : 63.1 72.4 82.3 93.0 62.7 71.4 80.9 88.1
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, August 21, 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 : 33,365: 9,165 2,150 700 21,755 28,820 31,620 31,670: 1,745 1,695
Old : 33,365: 9,165 2,150 700 21,755 28,820 31,620 31,670: 1,745 1,695
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 785: -350 150 500 35 -465 185 185: 600 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 6.4 2.1 65.2 86.4 94.8 94.9: 5.2 5.1
Old : 100.0: 27.5 6.4 2.1 65.2 86.4 94.8 94.9: 5.2 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 : 26: 3 3 4 16 10 22 14:
Old : 26: 3 3 4 16 10 22 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 68.2 81.7 92.3 62.3 67.5 80.9 86.7
Old : 62.3 68.2 81.7 92.3 62.3 67.5 80.9 86.7
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, August 21, 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 : 97,095: 7,085 2,030 5,765 75,875 80,880 88,725 88,675: 8,370 8,420
Old : 97,095: 7,085 2,030 5,765 75,875 80,880 88,725 88,675: 8,370 8,420
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 4,900: 790 0 1,125 2,580 3,370 4,495 4,495: 405 405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.3 2.1 5.9 78.1 83.3 91.4 91.3: 8.6 8.7
Old : 100.0: 7.3 2.1 5.9 78.1 83.3 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 19 27 25 33:
Old : 39: 6 1 5 19 27 25 33:
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 : 61.0 57.1 75.1 71.9 57.3 56.9 67.4 68.6
Old : 61.0 57.1 75.1 71.9 57.3 56.9 67.4 68.6
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, August 21, 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 : 88,460: 7,420 1,980 5,240 67,310 72,700 79,970 79,920: 8,490 8,540
Old : 88,460: 7,420 1,980 5,240 67,310 72,700 79,970 79,920: 8,490 8,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 4,650: 320 90 1,355 2,640 2,870 4,315 4,315: 335 335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 2.2 5.9 76.1 82.2 90.4 90.3: 9.6 9.7
Old : 100.0: 8.4 2.2 5.9 76.1 82.2 90.4 90.3: 9.6 9.7
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 : 37: 6 1 5 18 23 24 29:
Old : 37: 6 1 5 18 23 24 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.9 55.6 73.6 69.7 57.0 55.6 68.6 68.7
Old : 58.9 55.6 73.6 69.7 57.0 55.6 68.6 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, August 21, 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 : 30,945: 5,950 2,975 100 23,435 26,480 29,485 29,555: 1,460 1,390
Old : 30,945: 5,950 2,975 100 23,435 26,480 29,485 29,555: 1,460 1,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 300: 0 0 0 300 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 9.6 0.3 75.7 85.6 95.3 95.5: 4.7 4.5
Old : 100.0: 19.2 9.6 0.3 75.7 85.6 95.3 95.5: 4.7 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 3 1 17 20 20 23:
Old : 29: 2 3 1 17 20 20 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 66.4 50.9 82.9 69.9 58.0 46.5 71.3 61.5
Old : 66.4 50.9 82.9 69.9 58.0 46.5 71.3 61.5
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, August 21, 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 : 21,815: 2,850 1,375 0 18,585 20,030 21,435 21,405: 380 410
Old : 21,815: 2,850 1,375 0 18,585 20,030 21,435 21,405: 380 410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: -35: 0 0 0 -75 -75 -75 -75: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 6.3 0.0 85.2 91.8 98.3 98.1: 1.7 1.9
Old : 100.0: 13.1 6.3 0.0 85.2 91.8 98.3 98.1: 1.7 1.9
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 12 17 13 19:
Old : 23: 1 2 0 12 17 13 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 : 80.0 52.9 93.6 76.0 63.5 46.2 74.3 66.6
Old : 80.0 52.9 93.6 76.0 63.5 46.2 74.3 66.6
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, August 21, 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 : 17,475: 6,125 1,975 0 10,500 14,650 16,625 16,625: 850 850
Old : 17,475: 6,125 1,975 0 10,500 14,650 16,625 16,625: 850 850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: -140: 0 0 0 -140 -140 -140 -140: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.1 11.3 0.0 60.1 83.8 95.1 95.1: 4.9 4.9
Old : 100.0: 35.1 11.3 0.0 60.1 83.8 95.1 95.1: 4.9 4.9
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 : 22: 2 1 0 13 13 15 14:
Old : 22: 2 1 0 13 13 15 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 : 77.3 66.8 88.9 88.1 74.0 58.6 79.4 76.7
Old : 77.3 66.8 88.9 88.1 74.0 58.6 79.4 76.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Commitments of Traders with Delta-adjusted Options and Futures Combined, August 21, 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 : 55,725: 100 2,875 915 43,115 40,400 44,130 44,190: 11,595 11,535
Old : 55,725: 100 2,875 915 43,115 40,400 44,130 44,190: 11,595 11,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 990: 0 0 0 680 680 680 680: 310 310
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.2 1.6 77.4 72.5 79.2 79.3: 20.8 20.7
Old : 100.0: 0.2 5.2 1.6 77.4 72.5 79.2 79.3: 20.8 20.7
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 : 31: 1 4 2 22 21 25 25:
Old : 31: 1 4 2 22 21 25 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 : 50.6 35.1 66.3 55.7 35.5 24.0 39.5 35.6
Old : 50.6 35.1 66.3 55.7 35.5 24.0 39.5 35.6
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, August 21, 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 : 41,380: 1,600 650 0 27,850 29,330 29,450 29,980: 11,930 11,400
Old : 41,380: 1,600 650 0 27,850 29,330 29,450 29,980: 11,930 11,400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 14, 2018 :
: 830: -350 0 0 960 730 610 730: 220 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.9 1.6 0.0 67.3 70.9 71.2 72.5: 28.8 27.5
Old : 100.0: 3.9 1.6 0.0 67.3 70.9 71.2 72.5: 28.8 27.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 1 0 18 22 20 23:
Old : 25: 2 1 0 18 22 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 : 47.3 32.9 62.7 50.2 28.7 17.8 32.5 27.8
Old : 47.3 32.9 62.7 50.2 28.7 17.8 32.5 27.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 24, 2018