MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 16,952: 350 1,715 0 14,647 13,282 14,997 14,997: 1,955 1,955
Old : 16,952: 350 1,715 0 14,647 13,282 14,997 14,997: 1,955 1,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,315: 100 1,250 -35 1,340 190 1,405 1,405: -90 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 10.1 0.0 86.4 78.4 88.5 88.5: 11.5 11.5
Old : 100.0: 2.1 10.1 0.0 86.4 78.4 88.5 88.5: 11.5 11.5
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 : 22: 2 2 0 14 14 16 16:
Old : 22: 2 2 0 14 14 16 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 : 75.6 53.3 84.0 72.7 70.8 49.1 73.7 65.6
Old : 75.6 53.3 84.0 72.7 70.8 49.1 73.7 65.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 11,705: 275 165 35 10,480 10,595 10,790 10,795: 915 910
Old : 11,705: 275 165 35 10,480 10,595 10,790 10,795: 915 910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 100: -1,035 165 -65 1,215 15 115 115: -15 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.3 1.4 0.3 89.5 90.5 92.2 92.2: 7.8 7.8
Old : 100.0: 2.3 1.4 0.3 89.5 90.5 92.2 92.2: 7.8 7.8
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: 2 1 1 10 14 13 15:
Old : 20: 2 1 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 : 77.7 47.4 89.1 76.7 76.0 42.5 78.3 66.6
Old : 77.7 47.4 89.1 76.7 76.0 42.5 78.3 66.6
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 25, 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 : 64,301: 11,835 5,965 1,930 42,106 47,642 55,871 55,537: 8,430 8,764
Old : 64,301: 11,835 5,965 1,930 42,106 47,642 55,871 55,537: 8,430 8,764
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,345: 110 -475 180 930 1,155 1,220 860: 125 485
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 9.3 3.0 65.5 74.1 86.9 86.4: 13.1 13.6
Old : 100.0: 18.4 9.3 3.0 65.5 74.1 86.9 86.4: 13.1 13.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 2 2 15 20 18 23:
Old : 28: 2 2 2 15 20 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 : 61.3 55.4 78.8 71.0 60.1 55.4 75.4 70.8
Old : 61.3 55.4 78.8 71.0 60.1 55.4 75.4 70.8
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 25, 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 : 62,541: 13,110 6,000 1,930 40,188 46,831 55,228 54,761: 7,313 7,780
Old : 62,541: 13,110 6,000 1,930 40,188 46,831 55,228 54,761: 7,313 7,780
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,345: 60 -475 180 930 1,105 1,170 810: 175 535
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.0 9.6 3.1 64.3 74.9 88.3 87.6: 11.7 12.4
Old : 100.0: 21.0 9.6 3.1 64.3 74.9 88.3 87.6: 11.7 12.4
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: 2 2 2 14 20 17 23:
Old : 28: 2 2 2 14 20 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 : 62.0 56.2 80.4 72.2 61.7 56.2 77.4 71.1
Old : 62.0 56.2 80.4 72.2 61.7 56.2 77.4 71.1
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 25, 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 : 21,265: 205 11,010 485 17,085 6,575 17,775 18,070: 3,490 3,195
Old : 21,265: 205 11,010 485 17,085 6,575 17,775 18,070: 3,490 3,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,200: 0 500 -200 1,400 900 1,200 1,200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 51.8 2.3 80.3 30.9 83.6 85.0: 16.4 15.0
Old : 100.0: 1.0 51.8 2.3 80.3 30.9 83.6 85.0: 16.4 15.0
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 : 26: 2 4 2 16 11 19 16:
Old : 26: 2 4 2 16 11 19 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 : 46.1 63.8 68.3 74.9 42.7 61.7 61.0 71.6
Old : 46.1 63.8 68.3 74.9 42.7 61.7 61.0 71.6
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, September 25, 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 : 21,280: 105 11,155 485 17,150 6,390 17,740 18,030: 3,540 3,250
Old : 21,280: 105 11,155 485 17,150 6,390 17,740 18,030: 3,540 3,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,200: 0 500 -200 1,400 900 1,200 1,200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.5 52.4 2.3 80.6 30.0 83.4 84.7: 16.6 15.3
Old : 100.0: 0.5 52.4 2.3 80.6 30.0 83.4 84.7: 16.6 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 2 17 10 19 15:
Old : 25: 1 4 2 17 10 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 : 46.9 64.4 68.2 75.5 44.3 62.3 61.4 72.2
Old : 46.9 64.4 68.2 75.5 44.3 62.3 61.4 72.2
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 25, 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 : 28,200: 9,165 930 0 16,327 24,315 25,492 25,245: 2,708 2,955
Old : 28,200: 9,165 930 0 16,327 24,315 25,492 25,245: 2,708 2,955
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.5 3.3 0.0 57.9 86.2 90.4 89.5: 9.6 10.5
Old : 100.0: 32.5 3.3 0.0 57.9 86.2 90.4 89.5: 9.6 10.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 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 : 69.7 71.9 86.3 82.7 69.5 70.0 80.2 77.8
Old : 69.7 71.9 86.3 82.7 69.5 70.0 80.2 77.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 35,745: 6,405 1,230 950 25,820 31,175 33,175 33,355: 2,570 2,390
Old : 35,745: 6,405 1,230 950 25,820 31,175 33,175 33,355: 2,570 2,390
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 2,655: 1,500 25 330 1,000 2,475 2,830 2,830: -175 -175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 17.9 3.4 2.7 72.2 87.2 92.8 93.3: 7.2 6.7
Old : 100.0: 17.9 3.4 2.7 72.2 87.2 92.8 93.3: 7.2 6.7
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: 5 2 1 16 9 21 12:
Old : 27: 5 2 1 16 9 21 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 : 54.5 79.3 75.4 90.8 54.0 78.9 71.4 87.2
Old : 54.5 79.3 75.4 90.8 54.0 78.9 71.4 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 33,115: 6,245 1,230 950 23,295 28,490 30,490 30,670: 2,625 2,445
Old : 33,115: 6,245 1,230 950 23,295 28,490 30,490 30,670: 2,625 2,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 2,675: 1,500 25 350 900 2,375 2,750 2,750: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.9 3.7 2.9 70.3 86.0 92.1 92.6: 7.9 7.4
Old : 100.0: 18.9 3.7 2.9 70.3 86.0 92.1 92.6: 7.9 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 : 27: 5 2 1 16 9 21 12:
Old : 27: 5 2 1 16 9 21 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 : 54.5 77.8 74.7 90.2 53.9 77.5 70.8 86.4
Old : 54.5 77.8 74.7 90.2 53.9 77.5 70.8 86.4
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 25, 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: 9,110 3,540 685 22,505 28,665 32,300 32,890: 1,065 475
Old : 33,365: 9,110 3,540 685 22,505 28,665 32,300 32,890: 1,065 475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,510: 1,925 0 -265 -150 1,775 1,510 1,510: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.3 10.6 2.1 67.5 85.9 96.8 98.6: 3.2 1.4
Old : 100.0: 27.3 10.6 2.1 67.5 85.9 96.8 98.6: 3.2 1.4
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 : 30: 3 3 2 16 16 20 20:
Old : 30: 3 3 2 16 16 20 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 : 69.6 69.1 82.5 86.8 65.6 67.7 78.2 82.7
Old : 69.6 69.1 82.5 86.8 65.6 67.7 78.2 82.7
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 25, 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 : 32,555: 7,630 3,490 710 22,990 27,670 31,330 31,870: 1,225 685
Old : 32,555: 7,630 3,490 710 22,990 27,670 31,330 31,870: 1,225 685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,195: 1,925 0 -425 -305 1,620 1,195 1,195: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.4 10.7 2.2 70.6 85.0 96.2 97.9: 3.8 2.1
Old : 100.0: 23.4 10.7 2.2 70.6 85.0 96.2 97.9: 3.8 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 : 30: 3 3 3 16 15 20 20:
Old : 30: 3 3 3 16 15 20 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 : 70.5 72.8 83.7 89.0 67.7 71.4 79.5 87.0
Old : 70.5 72.8 83.7 89.0 67.7 71.4 79.5 87.0
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 25, 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 : 37,890: 9,965 3,950 1,255 24,140 30,100 35,360 35,305: 2,530 2,585
Old : 37,890: 9,965 3,950 1,255 24,140 30,100 35,360 35,305: 2,530 2,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,885: 100 115 820 265 250 1,185 1,185: 700 700
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.3 10.4 3.3 63.7 79.4 93.3 93.2: 6.7 6.8
Old : 100.0: 26.3 10.4 3.3 63.7 79.4 93.3 93.2: 6.7 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 : 28: 3 2 3 17 11 23 14:
Old : 28: 3 2 3 17 11 23 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 : 59.0 69.1 77.2 89.9 59.0 67.1 77.2 85.2
Old : 59.0 69.1 77.2 89.9 59.0 67.1 77.2 85.2
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 25, 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 : 34,965: 9,890 3,645 1,255 21,180 27,365 32,325 32,265: 2,640 2,700
Old : 34,965: 9,890 3,645 1,255 21,180 27,365 32,325 32,265: 2,640 2,700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,930: 100 115 820 240 225 1,160 1,160: 770 770
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.3 10.4 3.6 60.6 78.3 92.4 92.3: 7.6 7.7
Old : 100.0: 28.3 10.4 3.6 60.6 78.3 92.4 92.3: 7.6 7.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 2 3 17 11 23 14:
Old : 28: 3 2 3 17 11 23 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 : 58.6 64.3 76.7 88.4 58.6 62.5 76.3 83.9
Old : 58.6 64.3 76.7 88.4 58.6 62.5 76.3 83.9
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 25, 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 : 100,915: 5,305 2,525 7,940 78,680 81,415 91,925 91,880: 8,990 9,035
Old : 100,915: 5,305 2,525 7,940 78,680 81,415 91,925 91,880: 8,990 9,035
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 2,905: -1,745 -95 890 3,045 1,395 2,190 2,190: 715 715
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 2.5 7.9 78.0 80.7 91.1 91.0: 8.9 9.0
Old : 100.0: 5.3 2.5 7.9 78.0 80.7 91.1 91.0: 8.9 9.0
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 : 39: 5 2 5 20 27 26 33:
Old : 39: 5 2 5 20 27 26 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 : 61.3 52.9 76.5 67.2 57.6 52.5 66.6 63.1
Old : 61.3 52.9 76.5 67.2 57.6 52.5 66.6 63.1
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 25, 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 : 94,039: 6,247 2,020 8,017 69,830 73,955 84,094 83,992: 9,945 10,047
Old : 94,039: 6,247 2,020 8,017 69,830 73,955 84,094 83,992: 9,945 10,047
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 3,204: -1,628 0 877 2,820 1,135 2,069 2,012: 1,135 1,192
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 2.1 8.5 74.3 78.6 89.4 89.3: 10.6 10.7
Old : 100.0: 6.6 2.1 8.5 74.3 78.6 89.4 89.3: 10.6 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 : 37: 5 1 5 19 24 25 30:
Old : 37: 5 1 5 19 24 25 30:
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 : 59.6 50.5 75.4 64.7 56.2 50.5 66.3 62.1
Old : 59.6 50.5 75.4 64.7 56.2 50.5 66.3 62.1
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 25, 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 : 32,155: 5,950 2,750 50 24,775 28,045 30,775 30,845: 1,380 1,310
Old : 32,155: 5,950 2,750 50 24,775 28,045 30,775 30,845: 1,380 1,310
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 700: -950 0 0 1,635 685 685 685: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.5 8.6 0.2 77.0 87.2 95.7 95.9: 4.3 4.1
Old : 100.0: 18.5 8.6 0.2 77.0 87.2 95.7 95.9: 4.3 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 : 71.2 46.3 85.3 64.8 62.2 42.3 72.0 58.0
Old : 71.2 46.3 85.3 64.8 62.2 42.3 72.0 58.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 23,795: 2,210 1,300 360 20,060 21,040 22,630 22,700: 1,165 1,095
Old : 23,795: 2,210 1,300 360 20,060 21,040 22,630 22,700: 1,165 1,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,330: -950 0 330 1,360 410 740 740: 590 590
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 5.5 1.5 84.3 88.4 95.1 95.4: 4.9 4.6
Old : 100.0: 9.3 5.5 1.5 84.3 88.4 95.1 95.4: 4.9 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 : 23: 2 2 1 13 18 15 21:
Old : 23: 2 2 1 13 18 15 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 : 77.6 46.5 89.0 66.8 63.6 39.2 67.7 58.9
Old : 77.6 46.5 89.0 66.8 63.6 39.2 67.7 58.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Commitments of Traders with Delta-adjusted Options and Futures Combined, September 25, 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 : 20,365: 8,450 1,425 0 10,440 17,645 18,890 19,070: 1,475 1,295
Old : 20,365: 8,450 1,425 0 10,440 17,645 18,890 19,070: 1,475 1,295
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 2,205: 2,400 -350 0 -550 2,200 1,850 1,850: 355 355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.5 7.0 0.0 51.3 86.6 92.8 93.6: 7.2 6.4
Old : 100.0: 41.5 7.0 0.0 51.3 86.6 92.8 93.6: 7.2 6.4
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 : 23: 2 1 0 14 14 16 15:
Old : 23: 2 1 0 14 14 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 : 73.8 63.8 87.2 85.3 73.8 56.7 77.4 73.3
Old : 73.8 63.8 87.2 85.3 73.8 56.7 77.4 73.3
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 25, 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 : 57,925: 50 6,260 890 45,555 39,405 46,495 46,555: 11,430 11,370
Old : 57,925: 50 6,260 890 45,555 39,405 46,495 46,555: 11,430 11,370
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 1,850: 0 1,800 0 1,780 -20 1,780 1,780: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 10.8 1.5 78.6 68.0 80.3 80.4: 19.7 19.6
Old : 100.0: 0.1 10.8 1.5 78.6 68.0 80.3 80.4: 19.7 19.6
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 : 30: 1 4 2 19 21 22 25:
Old : 30: 1 4 2 19 21 22 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 : 48.0 34.7 67.2 56.0 36.9 26.5 44.5 40.2
Old : 48.0 34.7 67.2 56.0 36.9 26.5 44.5 40.2
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 25, 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 : 42,420: 1,040 2,375 200 28,690 27,875 29,930 30,450: 12,490 11,970
Old : 42,420: 1,040 2,375 200 28,690 27,875 29,930 30,450: 12,490 11,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: September 18, 2018 :
: 30: 0 300 0 0 -300 0 0: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.5 5.6 0.5 67.6 65.7 70.6 71.8: 29.4 28.2
Old : 100.0: 2.5 5.6 0.5 67.6 65.7 70.6 71.8: 29.4 28.2
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 : 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 : 44.1 32.4 60.7 50.1 26.0 18.4 32.7 29.0
Old : 44.1 32.4 60.7 50.1 26.0 18.4 32.7 29.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 29, 2018