MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 09, 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 : 15,967: 300 1,690 0 13,817 12,427 14,117 14,117: 1,850 1,850
Old : 15,967: 300 1,690 0 13,817 12,427 14,117 14,117: 1,850 1,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -985: -50 -25 0 -830 -855 -880 -880: -105 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 10.6 0.0 86.5 77.8 88.4 88.4: 11.6 11.6
Old : 100.0: 1.9 10.6 0.0 86.5 77.8 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 : 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 : 75.9 55.8 84.0 73.7 72.2 51.5 75.5 68.0
Old : 75.9 55.8 84.0 73.7 72.2 51.5 75.5 68.0
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 10,885: 200 140 35 9,815 9,875 10,050 10,050: 835 835
Old : 10,885: 200 140 35 9,815 9,875 10,050 10,050: 835 835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -820: -75 -25 0 -665 -720 -740 -745: -80 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 1.3 0.3 90.2 90.7 92.3 92.3: 7.7 7.7
Old : 100.0: 1.8 1.3 0.3 90.2 90.7 92.3 92.3: 7.7 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 : 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 : 79.3 47.7 89.3 77.4 76.5 42.1 78.4 67.7
Old : 79.3 47.7 89.3 77.4 76.5 42.1 78.4 67.7
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, October 09, 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 : 66,654: 9,840 5,540 5,350 42,187 46,150 57,377 57,040: 9,277 9,614
Old : 66,654: 9,840 5,540 5,350 42,187 46,150 57,377 57,040: 9,277 9,614
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -2,687: -1,035 -315 -135 -1,159 -1,882 -2,329 -2,332: -358 -355
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 8.3 8.0 63.3 69.2 86.1 85.6: 13.9 14.4
Old : 100.0: 14.8 8.3 8.0 63.3 69.2 86.1 85.6: 13.9 14.4
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 1 2 16 20 19 23:
Old : 28: 3 1 2 16 20 19 23:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 55.2 52.4 77.7 68.9 51.7 51.8 67.6 65.1
Old : 55.2 52.4 77.7 68.9 51.7 51.8 67.6 65.1
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, October 09, 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 : 64,881: 10,560 5,540 5,385 40,504 45,057 56,449 55,982: 8,432 8,899
Old : 64,881: 10,560 5,540 5,385 40,504 45,057 56,449 55,982: 8,432 8,899
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -2,700: -1,195 -315 -135 -1,135 -2,015 -2,465 -2,465: -235 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 8.5 8.3 62.4 69.4 87.0 86.3: 13.0 13.7
Old : 100.0: 16.3 8.5 8.3 62.4 69.4 87.0 86.3: 13.0 13.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 1 2 15 20 18 23:
Old : 28: 3 1 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 : 56.5 53.6 79.2 69.6 53.8 52.6 69.7 65.0
Old : 56.5 53.6 79.2 69.6 53.8 52.6 69.7 65.0
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, October 09, 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 : 22,965: 855 11,275 2,360 16,450 6,325 19,665 19,960: 3,300 3,005
Old : 22,965: 855 11,275 2,360 16,450 6,325 19,665 19,960: 3,300 3,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -500: 535 150 -160 -685 -300 -310 -310: -190 -190
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.7 49.1 10.3 71.6 27.5 85.6 86.9: 14.4 13.1
Old : 100.0: 3.7 49.1 10.3 71.6 27.5 85.6 86.9: 14.4 13.1
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: 2 3 3 16 11 19 16:
Old : 25: 2 3 3 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 : 47.0 68.0 69.7 78.1 37.4 60.4 54.8 66.9
Old : 47.0 68.0 69.7 78.1 37.4 60.4 54.8 66.9
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, October 09, 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 : 23,140: 655 11,225 2,560 16,465 6,190 19,680 19,975: 3,460 3,165
Old : 23,140: 655 11,225 2,560 16,465 6,190 19,680 19,975: 3,460 3,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -340: 430 -50 45 -735 -250 -260 -255: -80 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.8 48.5 11.1 71.2 26.8 85.0 86.3: 15.0 13.7
Old : 100.0: 2.8 48.5 11.1 71.2 26.8 85.0 86.3: 15.0 13.7
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 : 25: 2 3 3 17 11 20 16:
Old : 25: 2 3 3 17 11 20 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 : 48.7 68.1 68.7 78.2 39.1 59.7 54.5 65.9
Old : 48.7 68.1 68.7 78.2 39.1 59.7 54.5 65.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 09, 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 : 15,825: 0 4,040 1,500 12,540 8,485 14,040 14,025: 1,785 1,800
Old : 15,825: 0 4,040 1,500 12,540 8,485 14,040 14,025: 1,785 1,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 80: 0 -50 575 -485 -440 90 85: -10 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 25.5 9.5 79.2 53.6 88.7 88.6: 11.3 11.4
Old : 100.0: 0.0 25.5 9.5 79.2 53.6 88.7 88.6: 11.3 11.4
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 : 20: 0 4 1 13 9 14 13:
Old : 20: 0 4 1 13 9 14 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 : 50.9 58.2 77.1 86.0 48.8 48.8 63.1 61.3
Old : 50.9 58.2 77.1 86.0 48.8 48.8 63.1 61.3
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, October 09, 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 : 26,501: 8,130 880 0 15,713 22,716 23,843 23,596: 2,658 2,905
Old : 26,501: 8,130 880 0 15,713 22,716 23,843 23,596: 2,658 2,905
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -2,299: -1,035 -50 0 -1,214 -2,199 -2,249 -2,249: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.7 3.3 0.0 59.3 85.7 90.0 89.0: 10.0 11.0
Old : 100.0: 30.7 3.3 0.0 59.3 85.7 90.0 89.0: 10.0 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 1 0 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 : 68.0 72.2 86.5 82.7 67.9 71.4 80.9 78.7
Old : 68.0 72.2 86.5 82.7 67.9 71.4 80.9 78.7
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 36,900: 8,340 2,300 850 24,975 31,280 34,165 34,430: 2,735 2,470
Old : 36,900: 8,340 2,300 850 24,975 31,280 34,165 34,430: 2,735 2,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -1,090: 325 895 -100 -1,280 -1,805 -1,055 -1,010: -35 -80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.6 6.2 2.3 67.7 84.8 92.6 93.3: 7.4 6.7
Old : 100.0: 22.6 6.2 2.3 67.7 84.8 92.6 93.3: 7.4 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 3 15 11 20 16:
Old : 27: 5 2 3 15 11 20 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 : 53.7 77.2 78.4 89.4 51.2 76.3 75.0 87.6
Old : 53.7 77.2 78.4 89.4 51.2 76.3 75.0 87.6
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, October 09, 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 : 34,145: 8,030 2,000 1,050 22,450 28,745 31,530 31,795: 2,615 2,350
Old : 34,145: 8,030 2,000 1,050 22,450 28,745 31,530 31,795: 2,615 2,350
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -1,215: 175 595 100 -1,280 -1,655 -1,005 -960: -210 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 5.9 3.1 65.7 84.2 92.3 93.1: 7.7 6.9
Old : 100.0: 23.5 5.9 3.1 65.7 84.2 92.3 93.1: 7.7 6.9
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: 4 3 3 15 10 20 15:
Old : 26: 4 3 3 15 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 : 54.5 76.8 78.2 88.9 51.7 75.9 75.0 87.2
Old : 54.5 76.8 78.2 88.9 51.7 75.9 75.0 87.2
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 40,810: 10,635 10,315 2,645 25,950 26,840 39,230 39,800: 1,580 1,010
Old : 40,810: 10,635 10,315 2,645 25,950 26,840 39,230 39,800: 1,580 1,010
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 4,675: 5,020 6,700 -470 -5 -1,730 4,545 4,500: 130 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.1 25.3 6.5 63.6 65.8 96.1 97.5: 3.9 2.5
Old : 100.0: 26.1 25.3 6.5 63.6 65.8 96.1 97.5: 3.9 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 31: 4 3 6 16 16 23 22:
Old : 31: 4 3 6 16 16 23 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 : 71.9 67.1 83.4 86.0 65.7 63.8 75.9 78.0
Old : 71.9 67.1 83.4 86.0 65.7 63.8 75.9 78.0
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 40,185: 9,555 10,290 2,730 26,235 26,040 38,520 39,060: 1,665 1,125
Old : 40,185: 9,555 10,290 2,730 26,235 26,040 38,520 39,060: 1,665 1,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 4,660: 5,420 6,700 -470 -395 -1,700 4,555 4,530: 105 130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 25.6 6.8 65.3 64.8 95.9 97.2: 4.1 2.8
Old : 100.0: 23.8 25.6 6.8 65.3 64.8 95.9 97.2: 4.1 2.8
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: 4 3 6 17 15 24 21:
Old : 31: 4 3 6 17 15 24 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 : 73.5 69.7 84.6 87.5 67.7 66.5 77.1 79.1
Old : 73.5 69.7 84.6 87.5 67.7 66.5 77.1 79.1
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, October 09, 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 : 39,875: 8,965 1,520 4,105 23,640 31,085 36,710 36,710: 3,165 3,165
Old : 39,875: 8,965 1,520 4,105 23,640 31,085 36,710 36,710: 3,165 3,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -1,015: -25 570 -600 -900 -1,495 -1,525 -1,525: 510 510
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.5 3.8 10.3 59.3 78.0 92.1 92.1: 7.9 7.9
Old : 100.0: 22.5 3.8 10.3 59.3 78.0 92.1 92.1: 7.9 7.9
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 : 30: 3 1 4 21 13 27 17:
Old : 30: 3 1 4 21 13 27 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 : 52.5 67.4 75.0 88.2 51.8 60.4 69.5 76.9
Old : 52.5 67.4 75.0 88.2 51.8 60.4 69.5 76.9
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, October 09, 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 : 37,680: 8,940 1,520 4,165 21,300 28,720 34,405 34,405: 3,275 3,275
Old : 37,680: 8,940 1,520 4,165 21,300 28,720 34,405 34,405: 3,275 3,275
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -465: 225 875 -600 -530 -1,180 -905 -905: 440 440
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 4.0 11.1 56.5 76.2 91.3 91.3: 8.7 8.7
Old : 100.0: 23.7 4.0 11.1 56.5 76.2 91.3 91.3: 8.7 8.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 1 5 20 13 26 18:
Old : 30: 3 1 5 20 13 26 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.6 61.2 74.5 86.7 50.0 53.6 67.6 74.3
Old : 52.6 61.2 74.5 86.7 50.0 53.6 67.6 74.3
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, October 09, 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 : 111,185: 16,440 10,010 8,620 76,235 82,665 101,295 101,295: 9,890 9,890
Old : 111,185: 16,440 10,010 8,620 76,235 82,665 101,295 101,295: 9,890 9,890
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 3,935: 8,595 5,960 -1,045 -3,680 -1,045 3,870 3,870: 65 65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 9.0 7.8 68.6 74.3 91.1 91.1: 8.9 8.9
Old : 100.0: 14.8 9.0 7.8 68.6 74.3 91.1 91.1: 8.9 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 : 41: 4 3 6 21 27 27 34:
Old : 41: 4 3 6 21 27 27 34:
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 : 60.8 55.8 75.5 69.8 57.7 51.2 64.7 62.2
Old : 60.8 55.8 75.5 69.8 57.7 51.2 64.7 62.2
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, October 09, 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 : 104,244: 17,052 9,455 8,297 68,260 75,800 93,609 93,552: 10,635 10,692
Old : 104,244: 17,052 9,455 8,297 68,260 75,800 93,609 93,552: 10,635 10,692
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 3,585: 8,170 6,040 -1,425 -3,060 -930 3,685 3,685: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.4 9.1 8.0 65.5 72.7 89.8 89.7: 10.2 10.3
Old : 100.0: 16.4 9.1 8.0 65.5 72.7 89.8 89.7: 10.2 10.3
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 : 39: 4 3 6 19 25 25 32:
Old : 39: 4 3 6 19 25 25 32:
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 : 59.7 54.7 74.7 68.1 56.6 48.9 64.9 61.2
Old : 59.7 54.7 74.7 68.1 56.6 48.9 64.9 61.2
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, October 09, 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 : 32,140: 5,925 3,950 250 24,435 26,765 30,610 30,965: 1,530 1,175
Old : 32,140: 5,925 3,950 250 24,435 26,765 30,610 30,965: 1,530 1,175
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 240: -50 1,150 200 250 -950 400 400: -160 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.4 12.3 0.8 76.0 83.3 95.2 96.3: 4.8 3.7
Old : 100.0: 18.4 12.3 0.8 76.0 83.3 95.2 96.3: 4.8 3.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 2 3 1 16 20 18 24:
Old : 28: 2 3 1 16 20 18 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 : 75.0 43.4 87.6 60.8 66.7 41.2 75.8 57.3
Old : 75.0 43.4 87.6 60.8 66.7 41.2 75.8 57.3
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, October 09, 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 : 24,370: 2,575 2,475 390 20,270 20,370 23,235 23,235: 1,135 1,135
Old : 24,370: 2,575 2,475 390 20,270 20,370 23,235 23,235: 1,135 1,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 115: 10 1,175 40 455 -1,140 505 75: -390 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 10.2 1.6 83.2 83.6 95.3 95.3: 4.7 4.7
Old : 100.0: 10.6 10.2 1.6 83.2 83.6 95.3 95.3: 4.7 4.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 3 2 15 18 17 23:
Old : 26: 2 3 2 15 18 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 : 76.6 41.3 88.5 61.9 64.8 37.2 71.3 56.9
Old : 76.6 41.3 88.5 61.9 64.8 37.2 71.3 56.9
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, October 09, 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 : 21,235: 9,550 1,200 50 10,285 18,815 19,885 20,065: 1,350 1,170
Old : 21,235: 9,550 1,200 50 10,285 18,815 19,885 20,065: 1,350 1,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: 870: 1,100 -200 50 -155 1,145 995 995: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 45.0 5.7 0.2 48.4 88.6 93.6 94.5: 6.4 5.5
Old : 100.0: 45.0 5.7 0.2 48.4 88.6 93.6 94.5: 6.4 5.5
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 : 23: 3 1 1 13 14 17 15:
Old : 23: 3 1 1 13 14 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 : 73.3 67.7 87.4 86.7 73.3 59.9 80.2 76.3
Old : 73.3 67.7 87.4 86.7 73.3 59.9 80.2 76.3
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, October 09, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 56,375: 50 7,370 455 45,540 38,280 46,045 46,105: 10,330 10,270
Old : 56,375: 50 7,370 455 45,540 38,280 46,045 46,105: 10,330 10,270
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -1,595: -25 1,085 -460 60 -1,050 -425 -425: -1,170 -1,170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 13.1 0.8 80.8 67.9 81.7 81.8: 18.3 18.2
Old : 100.0: 0.1 13.1 0.8 80.8 67.9 81.7 81.8: 18.3 18.2
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 3 1 20 20 22 23:
Old : 30: 1 3 1 20 20 22 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 : 49.3 36.3 69.3 58.0 39.2 27.2 46.4 41.4
Old : 49.3 36.3 69.3 58.0 39.2 27.2 46.4 41.4
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, October 09, 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 : 41,415: 855 3,275 0 28,315 26,525 29,170 29,800: 12,245 11,615
Old : 41,415: 855 3,275 0 28,315 26,525 29,170 29,800: 12,245 11,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 2, 2018 :
: -1,500: -185 450 -200 -380 -1,025 -765 -775: -735 -725
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 7.9 0.0 68.4 64.0 70.4 72.0: 29.6 28.0
Old : 100.0: 2.1 7.9 0.0 68.4 64.0 70.4 72.0: 29.6 28.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 1 2 0 17 19 18 21:
Old : 24: 1 2 0 17 19 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 : 43.3 34.4 61.1 51.7 31.8 21.8 38.1 33.0
Old : 43.3 34.4 61.1 51.7 31.8 21.8 38.1 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 12, 2018