MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 04, 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 : 15,572: 250 490 60 13,087 12,847 13,397 13,397: 2,175 2,175
Old : 15,572: 250 490 60 13,087 12,847 13,397 13,397: 2,175 2,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 245: -1,060 140 -40 1,260 60 160 160: 85 85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 3.1 0.4 84.0 82.5 86.0 86.0: 14.0 14.0
Old : 100.0: 1.6 3.1 0.4 84.0 82.5 86.0 86.0: 14.0 14.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 3 1 15 13 17 16:
Old : 22: 1 3 1 15 13 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 : 70.3 50.6 80.6 71.1 61.4 43.8 64.1 57.4
Old : 70.3 50.6 80.6 71.1 61.4 43.8 64.1 57.4
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, September 04, 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 : 11,760: 1,410 0 100 9,195 10,610 10,705 10,710: 1,055 1,050
Old : 11,760: 1,410 0 100 9,195 10,610 10,705 10,710: 1,055 1,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 705: 0 0 0 670 670 670 670: 35 35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.0 0.0 0.9 78.2 90.2 91.0 91.1: 9.0 8.9
Old : 100.0: 12.0 0.0 0.9 78.2 90.2 91.0 91.1: 9.0 8.9
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 : 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 : 68.9 47.1 85.4 74.9 67.6 44.8 74.8 63.5
Old : 68.9 47.1 85.4 74.9 67.6 44.8 74.8 63.5
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, September 04, 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 : 63,314: 13,880 7,515 1,750 40,315 46,714 55,945 55,979: 7,369 7,335
Old : 63,314: 13,880 7,515 1,750 40,315 46,714 55,945 55,979: 7,369 7,335
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 1,830: -20 -40 0 1,775 1,795 1,755 1,755: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.9 11.9 2.8 63.7 73.8 88.4 88.4: 11.6 11.6
Old : 100.0: 21.9 11.9 2.8 63.7 73.8 88.4 88.4: 11.6 11.6
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 : 28: 2 2 1 15 20 18 22:
Old : 28: 2 2 1 15 20 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 : 63.8 51.7 78.9 69.7 62.9 51.7 73.6 67.9
Old : 63.8 51.7 78.9 69.7 62.9 51.7 73.6 67.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 04, 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 : 61,372: 15,545 7,515 1,750 37,234 45,157 54,529 54,422: 6,843 6,950
Old : 61,372: 15,545 7,515 1,750 37,234 45,157 54,529 54,422: 6,843 6,950
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 1,875: -20 -40 0 1,820 1,840 1,800 1,800: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 12.2 2.9 60.7 73.6 88.8 88.7: 11.2 11.3
Old : 100.0: 25.3 12.2 2.9 60.7 73.6 88.8 88.7: 11.2 11.3
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: 2 2 1 14 21 17 23:
Old : 28: 2 2 1 14 21 17 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.1 52.8 80.6 71.5 63.5 52.8 77.9 68.8
Old : 64.1 52.8 80.6 71.5 63.5 52.8 77.9 68.8
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, September 04, 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 : 20,000: 460 8,865 225 15,920 7,825 16,605 16,915: 3,395 3,085
Old : 20,000: 460 8,865 225 15,920 7,825 16,605 16,915: 3,395 3,085
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 275: 35 25 185 15 25 235 235: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 44.3 1.1 79.6 39.1 83.0 84.6: 17.0 15.4
Old : 100.0: 2.3 44.3 1.1 79.6 39.1 83.0 84.6: 17.0 15.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 2 4 2 17 10 20 15:
Old : 27: 2 4 2 17 10 20 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 : 45.4 60.0 68.1 73.9 43.7 56.0 56.3 64.4
Old : 45.4 60.0 68.1 73.9 43.7 56.0 56.3 64.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 04, 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 : 19,690: 210 9,060 205 15,865 7,300 16,280 16,565: 3,410 3,125
Old : 19,690: 210 9,060 205 15,865 7,300 16,280 16,565: 3,410 3,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 225: 35 25 185 -35 -25 185 185: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 46.0 1.0 80.6 37.1 82.7 84.1: 17.3 15.9
Old : 100.0: 1.1 46.0 1.0 80.6 37.1 82.7 84.1: 17.3 15.9
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: 1 4 2 18 10 20 15:
Old : 26: 1 4 2 18 10 20 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 : 46.1 62.0 68.0 74.5 44.0 57.9 59.1 66.9
Old : 46.1 62.0 68.0 74.5 44.0 57.9 59.1 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_dap - NODAL EXCHANGE Code-064ERM
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 04, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 28,952: 10,525 980 0 15,569 24,865 26,094 25,845: 2,858 3,107
Old : 28,952: 10,525 980 0 15,569 24,865 26,094 25,845: 2,858 3,107
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 1,275: 0 0 0 1,255 1,255 1,255 1,255: 20 20
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.4 3.4 0.0 53.8 85.9 90.1 89.3: 9.9 10.7
Old : 100.0: 36.4 3.4 0.0 53.8 85.9 90.1 89.3: 9.9 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 : 21: 2 1 0 10 13 12 14:
Old : 21: 2 1 0 10 13 12 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 : 68.9 70.3 85.7 81.8 68.7 67.7 79.7 76.7
Old : 68.9 70.3 85.7 81.8 68.7 67.7 79.7 76.7
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, September 04, 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 : 35,280: 5,205 1,345 610 26,860 30,720 32,675 32,675: 2,605 2,605
Old : 35,280: 5,205 1,345 610 26,860 30,720 32,675 32,675: 2,605 2,605
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 150: 150 -50 0 0 200 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 3.8 1.7 76.1 87.1 92.6 92.6: 7.4 7.4
Old : 100.0: 14.8 3.8 1.7 76.1 87.1 92.6 92.6: 7.4 7.4
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 : 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 : 57.4 80.0 77.5 89.5 56.8 79.6 74.6 87.9
Old : 57.4 80.0 77.5 89.5 56.8 79.6 74.6 87.9
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, September 04, 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 : 31,890: 4,670 1,345 630 24,340 27,665 29,640 29,640: 2,250 2,250
Old : 31,890: 4,670 1,345 630 24,340 27,665 29,640 29,640: 2,250 2,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 50: 0 -50 0 50 100 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.6 4.2 2.0 76.3 86.8 92.9 92.9: 7.1 7.1
Old : 100.0: 14.6 4.2 2.0 76.3 86.8 92.9 92.9: 7.1 7.1
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: 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 : 59.1 79.1 77.3 89.9 58.5 78.8 76.1 88.3
Old : 59.1 79.1 77.3 89.9 58.5 78.8 76.1 88.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 04, 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 : 12,930: 0 3,330 100 11,550 8,625 11,650 12,055: 1,280 875
Old : 12,930: 0 3,330 100 11,550 8,625 11,650 12,055: 1,280 875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 60: 0 210 0 60 -150 60 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 25.8 0.8 89.3 66.7 90.1 93.2: 9.9 6.8
Old : 100.0: 0.0 25.8 0.8 89.3 66.7 90.1 93.2: 9.9 6.8
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 : 20: 0 5 1 11 12 12 17:
Old : 20: 0 5 1 11 12 12 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 : 79.4 70.8 88.1 84.6 74.0 64.7 76.3 73.3
Old : 79.4 70.8 88.1 84.6 74.0 64.7 76.3 73.3
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 28,570: 3,265 1,155 1,245 23,160 25,880 27,670 28,280: 900 290
Old : 28,570: 3,265 1,155 1,245 23,160 25,880 27,670 28,280: 900 290
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 100: -100 0 0 200 100 100 100: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 4.0 4.4 81.1 90.6 96.8 99.0: 3.2 1.0
Old : 100.0: 11.4 4.0 4.4 81.1 90.6 96.8 99.0: 3.2 1.0
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 : 28: 3 3 2 15 16 19 20:
Old : 28: 3 3 2 15 16 19 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.3 75.6 82.2 88.9 59.9 74.5 76.1 82.4
Old : 62.3 75.6 82.2 88.9 59.9 74.5 76.1 82.4
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 28,435: 2,305 1,030 1,335 23,710 25,525 27,350 27,890: 1,085 545
Old : 28,435: 2,305 1,030 1,335 23,710 25,525 27,350 27,890: 1,085 545
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 0: -200 0 0 200 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 3.6 4.7 83.4 89.8 96.2 98.1: 3.8 1.9
Old : 100.0: 8.1 3.6 4.7 83.4 89.8 96.2 98.1: 3.8 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 3 14 16 18 21:
Old : 28: 3 3 3 14 16 18 21:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.2 78.1 81.7 89.2 60.9 77.0 75.5 83.6
Old : 64.2 78.1 81.7 89.2 60.9 77.0 75.5 83.6
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, September 04, 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 : 37,185: 9,705 3,805 470 24,880 30,955 35,055 35,230: 2,130 1,955
Old : 37,185: 9,705 3,805 470 24,880 30,955 35,055 35,230: 2,130 1,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 430: 400 430 0 25 0 425 430: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 10.2 1.3 66.9 83.2 94.3 94.7: 5.7 5.3
Old : 100.0: 26.1 10.2 1.3 66.9 83.2 94.3 94.7: 5.7 5.3
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: 3 3 5 17 11 23 16:
Old : 28: 3 3 5 17 11 23 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 : 62.4 69.9 81.6 92.5 62.1 68.9 80.2 87.1
Old : 62.4 69.9 81.6 92.5 62.1 68.9 80.2 87.1
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, September 04, 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 : 34,250: 9,840 3,150 700 21,730 28,470 32,270 32,320: 1,980 1,930
Old : 34,250: 9,840 3,150 700 21,730 28,470 32,270 32,320: 1,980 1,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 125: 100 125 0 25 0 125 125: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.7 9.2 2.0 63.4 83.1 94.2 94.4: 5.8 5.6
Old : 100.0: 28.7 9.2 2.0 63.4 83.1 94.2 94.4: 5.8 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 3 4 16 11 22 15:
Old : 27: 3 3 4 16 11 22 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 : 61.9 66.5 80.8 91.8 61.9 65.7 80.0 85.6
Old : 61.9 66.5 80.8 91.8 61.9 65.7 80.0 85.6
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, September 04, 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 : 99,315: 7,195 2,030 6,245 77,795 82,910 91,235 91,185: 8,080 8,130
Old : 99,315: 7,195 2,030 6,245 77,795 82,910 91,235 91,185: 8,080 8,130
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 70: 130 0 -80 50 180 100 100: -30 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.2 2.0 6.3 78.3 83.5 91.9 91.8: 8.1 8.2
Old : 100.0: 7.2 2.0 6.3 78.3 83.5 91.9 91.8: 8.1 8.2
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 : 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 : 61.1 57.5 75.1 72.0 56.8 57.3 66.7 68.7
Old : 61.1 57.5 75.1 72.0 56.8 57.3 66.7 68.7
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, September 04, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 90,370: 7,435 1,980 5,775 68,670 74,075 81,880 81,830: 8,490 8,540
Old : 90,370: 7,435 1,980 5,775 68,670 74,075 81,880 81,830: 8,490 8,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 45: 375 0 -155 -180 195 40 40: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.2 2.2 6.4 76.0 82.0 90.6 90.5: 9.4 9.5
Old : 100.0: 8.2 2.2 6.4 76.0 82.0 90.6 90.5: 9.4 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 : 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 : 60.1 55.7 74.1 69.8 56.9 55.7 68.4 68.5
Old : 60.1 55.7 74.1 69.8 56.9 55.7 68.4 68.5
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, September 04, 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 : 31,070: 5,900 2,975 100 23,585 26,580 29,585 29,655: 1,485 1,415
Old : 31,070: 5,900 2,975 100 23,585 26,580 29,585 29,655: 1,485 1,415
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 0: -50 0 0 50 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.0 9.6 0.3 75.9 85.5 95.2 95.4: 4.8 4.6
Old : 100.0: 19.0 9.6 0.3 75.9 85.5 95.2 95.4: 4.8 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 3 1 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 : 65.5 50.4 83.0 69.3 57.3 46.1 71.5 61.1
Old : 65.5 50.4 83.0 69.3 57.3 46.1 71.5 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 04, 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 : 22,065: 2,800 1,375 0 18,885 20,280 21,685 21,655: 380 410
Old : 22,065: 2,800 1,375 0 18,885 20,280 21,685 21,655: 380 410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 225: -50 0 0 275 225 225 225: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 6.2 0.0 85.6 91.9 98.3 98.1: 1.7 1.9
Old : 100.0: 12.7 6.2 0.0 85.6 91.9 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 18 13 20:
Old : 23: 1 2 0 12 18 13 20:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 79.1 53.3 93.7 76.2 62.1 45.2 73.2 65.4
Old : 79.1 53.3 93.7 76.2 62.1 45.2 73.2 65.4
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, September 04, 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 : 18,010: 6,125 1,925 0 10,800 15,060 16,925 16,985: 1,085 1,025
Old : 18,010: 6,125 1,925 0 10,800 15,060 16,925 16,985: 1,085 1,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 300: 0 -50 0 300 350 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.0 10.7 0.0 60.0 83.6 94.0 94.3: 6.0 5.7
Old : 100.0: 34.0 10.7 0.0 60.0 83.6 94.0 94.3: 6.0 5.7
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 : 22: 2 1 0 14 13 16 14:
Old : 22: 2 1 0 14 13 16 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 75.0 68.2 86.3 87.5 71.8 60.3 77.1 74.8
Old : 75.0 68.2 86.3 87.5 71.8 60.3 77.1 74.8
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, September 04, 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 : 55,265: 100 2,850 915 42,705 40,015 43,720 43,780: 11,545 11,485
Old : 55,265: 100 2,850 915 42,705 40,015 43,720 43,780: 11,545 11,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 300: 0 -25 0 300 325 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 5.2 1.7 77.3 72.4 79.1 79.2: 20.9 20.8
Old : 100.0: 0.2 5.2 1.7 77.3 72.4 79.1 79.2: 20.9 20.8
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 : 31: 1 4 2 20 21 23 25:
Old : 31: 1 4 2 20 21 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 : 51.1 34.4 67.4 55.2 35.9 25.3 42.3 37.0
Old : 51.1 34.4 67.4 55.2 35.9 25.3 42.3 37.0
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, September 04, 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 : 42,515: 1,225 650 225 28,205 29,310 29,655 30,185: 12,860 12,330
Old : 42,515: 1,225 650 225 28,205 29,310 29,655 30,185: 12,860 12,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: August 28, 2018 :
: 1,000: 0 0 0 630 630 630 630: 370 370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.9 1.5 0.5 66.3 68.9 69.8 71.0: 30.2 29.0
Old : 100.0: 2.9 1.5 0.5 66.3 68.9 69.8 71.0: 30.2 29.0
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: 1 1 1 18 22 20 24:
Old : 25: 1 1 1 18 22 20 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 : 45.7 31.1 61.2 48.8 27.3 17.7 31.4 27.3
Old : 45.7 31.1 61.2 48.8 27.3 17.7 31.4 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 7, 2018