MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 15,337: 250 465 35 13,007 12,792 13,292 13,292: 2,045 2,045
Old : 15,337: 250 465 35 13,007 12,792 13,292 13,292: 2,045 2,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -235: 0 -25 -25 -80 -55 -105 -105: -130 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 3.0 0.2 84.8 83.4 86.7 86.7: 13.3 13.3
Old : 100.0: 1.6 3.0 0.2 84.8 83.4 86.7 86.7: 13.3 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 : 21: 1 2 1 14 13 16 15:
Old : 21: 1 2 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 : 72.5 55.0 82.3 72.4 67.2 49.3 69.8 62.7
Old : 72.5 55.0 82.3 72.4 67.2 49.3 69.8 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, September 11, 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 : 11,305: 1,310 0 100 8,965 10,280 10,375 10,380: 930 925
Old : 11,305: 1,310 0 100 8,965 10,280 10,375 10,380: 930 925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -455: -100 0 0 -230 -330 -330 -330: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.6 0.0 0.9 79.3 90.9 91.8 91.8: 8.2 8.2
Old : 100.0: 11.6 0.0 0.9 79.3 90.9 91.8 91.8: 8.2 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 : 20: 3 0 1 10 14 13 15:
Old : 20: 3 0 1 10 14 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 71.9 46.5 86.9 76.6 70.3 44.0 76.3 65.7
Old : 71.9 46.5 86.9 76.6 70.3 44.0 76.3 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 62,051: 13,255 7,700 1,750 39,985 45,566 54,990 55,016: 7,061 7,035
Old : 62,051: 13,255 7,700 1,750 39,985 45,566 54,990 55,016: 7,061 7,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -1,263: -625 185 0 -330 -1,148 -955 -963: -308 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.4 12.4 2.8 64.4 73.4 88.6 88.7: 11.4 11.3
Old : 100.0: 21.4 12.4 2.8 64.4 73.4 88.6 88.7: 11.4 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 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 : 64.4 53.0 79.4 71.1 63.5 52.6 74.7 68.6
Old : 64.4 53.0 79.4 71.1 63.5 52.6 74.7 68.6
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 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 60,221: 14,570 7,700 1,750 37,308 44,071 53,628 53,521: 6,593 6,700
Old : 60,221: 14,570 7,700 1,750 37,308 44,071 53,628 53,521: 6,593 6,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -1,151: -975 185 0 74 -1,086 -901 -901: -250 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.2 12.8 2.9 62.0 73.2 89.1 88.9: 10.9 11.1
Old : 100.0: 24.2 12.8 2.9 62.0 73.2 89.1 88.9: 10.9 11.1
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 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 : 64.0 54.4 80.7 72.5 63.0 53.3 77.7 69.2
Old : 64.0 54.4 80.7 72.5 63.0 53.3 77.7 69.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 20,030: 205 9,210 835 15,735 7,025 16,775 17,070: 3,255 2,960
Old : 20,030: 205 9,210 835 15,735 7,025 16,775 17,070: 3,255 2,960
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 30: -255 345 610 -185 -800 170 155: -140 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 46.0 4.2 78.6 35.1 83.7 85.2: 16.3 14.8
Old : 100.0: 1.0 46.0 4.2 78.6 35.1 83.7 85.2: 16.3 14.8
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: 2 4 2 14 10 17 15:
Old : 24: 2 4 2 14 10 17 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 : 46.3 62.4 69.3 76.7 41.0 58.8 56.3 64.8
Old : 46.3 62.4 69.3 76.7 41.0 58.8 56.3 64.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 20,020: 105 9,355 835 15,775 6,815 16,715 17,005: 3,305 3,015
Old : 20,020: 105 9,355 835 15,775 6,815 16,715 17,005: 3,305 3,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 330: -105 295 630 -90 -485 435 440: -105 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 46.7 4.2 78.8 34.0 83.5 84.9: 16.5 15.1
Old : 100.0: 0.5 46.7 4.2 78.8 34.0 83.5 84.9: 16.5 15.1
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 : 23: 1 4 2 15 9 17 14:
Old : 23: 1 4 2 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 : 47.4 63.2 69.2 76.6 40.7 59.6 56.8 65.6
Old : 47.4 63.2 69.2 76.6 40.7 59.6 56.8 65.6
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 11, 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 : 26,400: 9,165 930 0 14,527 22,515 23,692 23,445: 2,708 2,955
Old : 26,400: 9,165 930 0 14,527 22,515 23,692 23,445: 2,708 2,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -2,552: -1,360 -50 0 -1,042 -2,350 -2,402 -2,400: -150 -152
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.7 3.5 0.0 55.0 85.3 89.7 88.8: 10.3 11.2
Old : 100.0: 34.7 3.5 0.0 55.0 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 : 20: 1 1 0 10 13 11 14:
Old : 20: 1 1 0 10 13 11 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 : 67.6 70.0 85.3 81.5 67.4 68.0 78.8 76.2
Old : 67.6 70.0 85.3 81.5 67.4 68.0 78.8 76.2
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 11, 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 : 32,420: 4,825 1,205 600 24,500 28,300 29,925 30,105: 2,495 2,315
Old : 32,420: 4,825 1,205 600 24,500 28,300 29,925 30,105: 2,495 2,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -2,860: -380 -140 -10 -2,360 -2,420 -2,750 -2,570: -110 -290
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.9 3.7 1.9 75.6 87.3 92.3 92.9: 7.7 7.1
Old : 100.0: 14.9 3.7 1.9 75.6 87.3 92.3 92.9: 7.7 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 : 25: 5 2 1 14 9 19 12:
Old : 25: 5 2 1 14 9 19 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 : 57.4 80.2 77.3 89.8 56.9 79.8 74.3 88.0
Old : 57.4 80.2 77.3 89.8 56.9 79.8 74.3 88.0
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 11, 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 : 29,545: 4,365 1,205 610 22,375 25,715 27,350 27,530: 2,195 2,015
Old : 29,545: 4,365 1,205 610 22,375 25,715 27,350 27,530: 2,195 2,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -2,345: -305 -140 -20 -1,965 -1,950 -2,290 -2,110: -55 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 4.1 2.1 75.7 87.0 92.6 93.2: 7.4 6.8
Old : 100.0: 14.8 4.1 2.1 75.7 87.0 92.6 93.2: 7.4 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 : 25: 5 2 2 14 9 19 13:
Old : 25: 5 2 2 14 9 19 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.1 79.3 77.3 90.3 58.5 78.9 75.6 88.5
Old : 59.1 79.3 77.3 90.3 58.5 78.9 75.6 88.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 27,610: 3,765 980 1,340 21,480 24,855 26,585 27,175: 1,025 435
Old : 27,610: 3,765 980 1,340 21,480 24,855 26,585 27,175: 1,025 435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -960: 500 -175 95 -1,680 -1,025 -1,085 -1,105: 125 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 3.5 4.9 77.8 90.0 96.3 98.4: 3.7 1.6
Old : 100.0: 13.6 3.5 4.9 77.8 90.0 96.3 98.4: 3.7 1.6
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: 3 3 2 14 16 18 20:
Old : 28: 3 3 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 : 63.1 73.4 82.5 87.3 58.0 72.3 75.8 80.5
Old : 63.1 73.4 82.5 87.3 58.0 72.3 75.8 80.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 27,115: 2,205 930 1,535 22,190 24,005 25,930 26,470: 1,185 645
Old : 27,115: 2,205 930 1,535 22,190 24,005 25,930 26,470: 1,185 645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -1,320: -100 -100 200 -1,520 -1,520 -1,420 -1,420: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.1 3.4 5.7 81.8 88.5 95.6 97.6: 4.4 2.4
Old : 100.0: 8.1 3.4 5.7 81.8 88.5 95.6 97.6: 4.4 2.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 3 3 13 15 17 20:
Old : 28: 3 3 3 13 15 17 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 : 63.9 76.8 81.4 88.4 59.9 75.7 73.3 82.1
Old : 63.9 76.8 81.4 88.4 59.9 75.7 73.3 82.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 35,475: 9,745 3,805 400 23,245 29,350 33,390 33,555: 2,085 1,920
Old : 35,475: 9,745 3,805 400 23,245 29,350 33,390 33,555: 2,085 1,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -1,710: 40 0 -70 -1,635 -1,605 -1,665 -1,675: -45 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.5 10.7 1.1 65.5 82.7 94.1 94.6: 5.9 5.4
Old : 100.0: 27.5 10.7 1.1 65.5 82.7 94.1 94.6: 5.9 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 3 2 3 16 11 22 14:
Old : 27: 3 2 3 16 11 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 : 62.1 70.7 81.2 93.0 62.1 69.7 80.7 87.8
Old : 62.1 70.7 81.2 93.0 62.1 69.7 80.7 87.8
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 11, 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 : 32,445: 9,670 3,500 400 20,430 26,640 30,500 30,540: 1,945 1,905
Old : 32,445: 9,670 3,500 400 20,430 26,640 30,500 30,540: 1,945 1,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -1,805: -170 350 -300 -1,300 -1,830 -1,770 -1,780: -35 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 29.8 10.8 1.2 63.0 82.1 94.0 94.1: 6.0 5.9
Old : 100.0: 29.8 10.8 1.2 63.0 82.1 94.0 94.1: 6.0 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 : 27: 3 2 3 16 11 22 14:
Old : 27: 3 2 3 16 11 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 : 62.1 66.3 81.1 91.9 62.1 65.2 80.5 86.9
Old : 62.1 66.3 81.1 91.9 62.1 65.2 80.5 86.9
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 11, 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 : 94,225: 6,190 2,355 5,725 74,655 78,445 86,570 86,525: 7,655 7,700
Old : 94,225: 6,190 2,355 5,725 74,655 78,445 86,570 86,525: 7,655 7,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -5,090: -1,005 325 -520 -3,140 -4,465 -4,665 -4,660: -425 -430
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 2.5 6.1 79.2 83.3 91.9 91.8: 8.1 8.2
Old : 100.0: 6.6 2.5 6.1 79.2 83.3 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 : 37: 5 2 4 19 24 25 29:
Old : 37: 5 2 4 19 24 25 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 : 63.2 57.7 76.4 72.7 60.0 57.5 68.6 68.6
Old : 63.2 57.7 76.4 72.7 60.0 57.5 68.6 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, September 11, 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 : 86,625: 7,540 1,900 5,385 65,570 71,165 78,495 78,450: 8,130 8,175
Old : 86,625: 7,540 1,900 5,385 65,570 71,165 78,495 78,450: 8,130 8,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -3,745: 105 -80 -390 -3,100 -2,910 -3,385 -3,380: -360 -365
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.7 2.2 6.2 75.7 82.2 90.6 90.6: 9.4 9.4
Old : 100.0: 8.7 2.2 6.2 75.7 82.2 90.6 90.6: 9.4 9.4
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 : 36: 6 1 4 18 22 24 27:
Old : 36: 6 1 4 18 22 24 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 : 62.1 56.3 75.5 70.4 58.7 56.3 69.7 68.4
Old : 62.1 56.3 75.5 70.4 58.7 56.3 69.7 68.4
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 11, 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 : 30,515: 6,300 2,750 50 22,835 26,455 29,185 29,255: 1,330 1,260
Old : 30,515: 6,300 2,750 50 22,835 26,455 29,185 29,255: 1,330 1,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -555: 400 -225 -50 -750 -125 -400 -400: -155 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.6 9.0 0.2 74.8 86.7 95.6 95.9: 4.4 4.1
Old : 100.0: 20.6 9.0 0.2 74.8 86.7 95.6 95.9: 4.4 4.1
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 21 19 24:
Old : 29: 2 3 1 16 21 19 24:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.1 48.2 84.9 66.9 60.6 44.0 70.9 59.4
Old : 70.1 48.2 84.9 66.9 60.6 44.0 70.9 59.4
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 11, 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 : 22,260: 3,160 1,300 30 18,495 20,425 21,685 21,755: 575 505
Old : 22,260: 3,160 1,300 30 18,495 20,425 21,685 21,755: 575 505
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: 195: 360 -75 30 -390 145 0 100: 195 95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.2 5.8 0.1 83.1 91.8 97.4 97.7: 2.6 2.3
Old : 100.0: 14.2 5.8 0.1 83.1 91.8 97.4 97.7: 2.6 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 : 24: 2 2 1 13 19 15 22:
Old : 24: 2 2 1 13 19 15 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 : 78.2 48.5 91.0 71.6 60.9 40.3 67.5 60.2
Old : 78.2 48.5 91.0 71.6 60.9 40.3 67.5 60.2
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 11, 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 : 17,620: 6,050 1,775 0 10,490 14,945 16,540 16,720: 1,080 900
Old : 17,620: 6,050 1,775 0 10,490 14,945 16,540 16,720: 1,080 900
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -390: -75 -150 0 -310 -115 -385 -265: -5 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 34.3 10.1 0.0 59.5 84.8 93.9 94.9: 6.1 5.1
Old : 100.0: 34.3 10.1 0.0 59.5 84.8 93.9 94.9: 6.1 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 : 22: 2 1 0 14 12 16 13:
Old : 22: 2 1 0 14 12 16 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 : 73.1 71.0 87.4 88.1 72.8 63.5 77.3 75.1
Old : 73.1 71.0 87.4 88.1 72.8 63.5 77.3 75.1
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 11, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 54,795: 50 3,860 890 42,745 38,995 43,685 43,745: 11,110 11,050
Old : 54,795: 50 3,860 890 42,745 38,995 43,685 43,745: 11,110 11,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -470: -50 1,010 -25 40 -1,020 -35 -35: -435 -435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 7.0 1.6 78.0 71.2 79.7 79.8: 20.3 20.2
Old : 100.0: 0.1 7.0 1.6 78.0 71.2 79.7 79.8: 20.3 20.2
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 : 30: 1 4 2 18 21 21 25:
Old : 30: 1 4 2 18 21 21 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 : 50.3 33.3 68.4 53.8 37.3 23.7 43.9 37.5
Old : 50.3 33.3 68.4 53.8 37.3 23.7 43.9 37.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 11, 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 : 41,985: 1,040 2,075 200 28,285 27,770 29,525 30,045: 12,460 11,940
Old : 41,985: 1,040 2,075 200 28,285 27,770 29,525 30,045: 12,460 11,940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 4, 2018 :
: -530: -185 1,425 -25 80 -1,540 -130 -140: -400 -390
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 4.9 0.5 67.4 66.1 70.3 71.6: 29.7 28.4
Old : 100.0: 2.5 4.9 0.5 67.4 66.1 70.3 71.6: 29.7 28.4
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 : 25: 1 2 1 18 22 20 24:
Old : 25: 1 2 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 : 44.7 31.8 60.7 49.7 26.2 18.5 33.8 28.6
Old : 44.7 31.8 60.7 49.7 26.2 18.5 33.8 28.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 14, 2018