MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 18,057: 300 2,690 950 14,607 12,217 15,857 15,857: 2,200 2,200
Old : 18,057: 300 2,690 950 14,607 12,217 15,857 15,857: 2,200 2,200
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 180: 0 -200 350 -170 30 180 180: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 14.9 5.3 80.9 67.7 87.8 87.8: 12.2 12.2
Old : 100.0: 1.7 14.9 5.3 80.9 67.7 87.8 87.8: 12.2 12.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 2 2 1 14 15 17 17:
Old : 23: 2 2 1 14 15 17 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 : 73.8 57.1 82.2 73.0 67.4 48.1 71.3 63.0
Old : 73.8 57.1 82.2 73.0 67.4 48.1 71.3 63.0
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 23, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 12,575: 200 1,340 635 10,855 9,715 11,690 11,690: 885 885
Old : 12,575: 200 1,340 635 10,855 9,715 11,690 11,690: 885 885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: -220: 0 0 0 -220 -220 -220 -220: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 10.7 5.0 86.3 77.3 93.0 93.0: 7.0 7.0
Old : 100.0: 1.6 10.7 5.0 86.3 77.3 93.0 93.0: 7.0 7.0
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 : 21: 2 1 1 10 15 13 16:
Old : 21: 2 1 1 10 15 13 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 : 77.9 46.3 89.8 76.8 72.3 39.2 73.9 64.0
Old : 77.9 46.3 89.8 76.8 72.3 39.2 73.9 64.0
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 23, 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 : 69,704: 10,700 5,540 4,150 45,588 50,411 60,438 60,101: 9,266 9,603
Old : 69,704: 10,700 5,540 4,150 45,588 50,411 60,438 60,101: 9,266 9,603
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 895: -400 0 0 1,065 665 665 665: 230 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 7.9 6.0 65.4 72.3 86.7 86.2: 13.3 13.8
Old : 100.0: 15.4 7.9 6.0 65.4 72.3 86.7 86.2: 13.3 13.8
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 1 2 16 21 19 24:
Old : 28: 3 1 2 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 : 57.4 53.8 78.7 68.7 54.3 53.8 68.8 66.8
Old : 57.4 53.8 78.7 68.7 54.3 53.8 68.8 66.8
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, October 23, 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 : 68,131: 11,520 5,540 4,185 44,104 49,617 59,809 59,342: 8,322 8,789
Old : 68,131: 11,520 5,540 4,185 44,104 49,617 59,809 59,342: 8,322 8,789
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 1,045: -300 0 0 1,190 890 890 890: 155 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.9 8.1 6.1 64.7 72.8 87.8 87.1: 12.2 12.9
Old : 100.0: 16.9 8.1 6.1 64.7 72.8 87.8 87.1: 12.2 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 1 2 15 21 18 24:
Old : 28: 3 1 2 15 21 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 : 59.5 54.3 79.4 68.9 56.7 54.3 70.0 66.2
Old : 59.5 54.3 79.4 68.9 56.7 54.3 70.0 66.2
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, October 23, 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 : 23,365: 880 11,125 2,590 16,415 6,465 19,885 20,180: 3,480 3,185
Old : 23,365: 880 11,125 2,590 16,415 6,465 19,885 20,180: 3,480 3,185
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 400: 25 -150 230 -75 100 180 180: 220 220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 47.6 11.1 70.3 27.7 85.1 86.4: 14.9 13.6
Old : 100.0: 3.8 47.6 11.1 70.3 27.7 85.1 86.4: 14.9 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 : 26: 2 3 3 17 11 20 16:
Old : 26: 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 : 46.0 67.0 68.3 77.1 36.1 58.7 53.4 65.1
Old : 46.0 67.0 68.3 77.1 36.1 58.7 53.4 65.1
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 23, 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 : 23,490: 705 11,025 2,765 16,315 6,290 19,785 20,080: 3,705 3,410
Old : 23,490: 705 11,025 2,765 16,315 6,290 19,785 20,080: 3,705 3,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 350: 50 -200 205 -150 100 105 105: 245 245
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.0 46.9 11.8 69.5 26.8 84.2 85.5: 15.8 14.5
Old : 100.0: 3.0 46.9 11.8 69.5 26.8 84.2 85.5: 15.8 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 2 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 : 47.5 67.1 67.3 77.0 37.6 58.0 52.4 64.1
Old : 47.5 67.1 67.3 77.0 37.6 58.0 52.4 64.1
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 23, 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 : 15,895: 0 4,110 1,500 12,550 8,485 14,050 14,095: 1,845 1,800
Old : 15,895: 0 4,110 1,500 12,550 8,485 14,050 14,095: 1,845 1,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 25.9 9.4 79.0 53.4 88.4 88.7: 11.6 11.3
Old : 100.0: 0.0 25.9 9.4 79.0 53.4 88.4 88.7: 11.6 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 : 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 : 50.7 58.4 76.8 86.1 48.7 49.1 62.8 61.4
Old : 50.7 58.4 76.8 86.1 48.7 49.1 62.8 61.4
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 23, 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 : 27,926: 9,930 880 0 15,238 24,041 25,168 24,921: 2,758 3,005
Old : 27,926: 9,930 880 0 15,238 24,041 25,168 24,921: 2,758 3,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 260: 0 0 0 160 160 160 160: 100 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.6 3.2 0.0 54.6 86.1 90.1 89.2: 9.9 10.8
Old : 100.0: 35.6 3.2 0.0 54.6 86.1 90.1 89.2: 9.9 10.8
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: 1 1 0 10 14 11 15:
Old : 20: 1 1 0 10 14 11 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 : 71.6 72.2 87.2 82.2 71.6 70.8 83.4 79.4
Old : 71.6 72.2 87.2 82.2 71.6 70.8 83.4 79.4
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 23, 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 : 37,565: 8,565 2,225 925 25,320 31,925 34,810 35,075: 2,755 2,490
Old : 37,565: 8,565 2,225 925 25,320 31,925 34,810 35,075: 2,755 2,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 445: 350 -100 -175 220 670 395 395: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.8 5.9 2.5 67.4 85.0 92.7 93.4: 7.3 6.6
Old : 100.0: 22.8 5.9 2.5 67.4 85.0 92.7 93.4: 7.3 6.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 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 : 53.8 77.7 78.6 89.6 51.1 76.8 75.1 87.7
Old : 53.8 77.7 78.6 89.6 51.1 76.8 75.1 87.7
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 23, 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 : 34,825: 8,255 1,925 1,125 22,820 29,415 32,200 32,465: 2,625 2,360
Old : 34,825: 8,255 1,925 1,125 22,820 29,415 32,200 32,465: 2,625 2,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 430: 350 -100 -175 245 695 420 420: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.7 5.5 3.2 65.5 84.5 92.5 93.2: 7.5 6.8
Old : 100.0: 23.7 5.5 3.2 65.5 84.5 92.5 93.2: 7.5 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 : 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 77.3 78.4 89.2 51.6 76.4 75.1 87.2
Old : 54.5 77.3 78.4 89.2 51.6 76.4 75.1 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 23, 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 : 10,590: 0 2,480 100 9,205 7,070 9,305 9,650: 1,285 940
Old : 10,590: 0 2,480 100 9,205 7,070 9,305 9,650: 1,285 940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 0: 0 200 0 0 -200 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 23.4 0.9 86.9 66.8 87.9 91.1: 12.1 8.9
Old : 100.0: 0.0 23.4 0.9 86.9 66.8 87.9 91.1: 12.1 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 4 1 11 11 12 15:
Old : 20: 0 4 1 11 11 12 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.9 72.6 84.4 84.9 73.3 67.9 78.9 77.6
Old : 74.9 72.6 84.4 84.9 73.3 67.9 78.9 77.6
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 23, 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 : 43,350: 10,940 9,790 3,270 27,375 29,095 41,585 42,155: 1,765 1,195
Old : 43,350: 10,940 9,790 3,270 27,375 29,095 41,585 42,155: 1,765 1,195
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 310: -175 -125 330 -5 -55 150 150: 160 160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.2 22.6 7.5 63.1 67.1 95.9 97.2: 4.1 2.8
Old : 100.0: 25.2 22.6 7.5 63.1 67.1 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 17 24 23:
Old : 31: 4 3 6 17 17 24 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 : 70.6 62.9 82.3 85.7 63.3 59.7 73.0 76.6
Old : 70.6 62.9 82.3 85.7 63.3 59.7 73.0 76.6
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 23, 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 : 42,945: 9,860 9,765 3,355 27,965 28,600 41,180 41,720: 1,765 1,225
Old : 42,945: 9,860 9,765 3,355 27,965 28,600 41,180 41,720: 1,765 1,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 310: -175 -125 330 40 -10 195 195: 115 115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.0 22.7 7.8 65.1 66.6 95.9 97.1: 4.1 2.9
Old : 100.0: 23.0 22.7 7.8 65.1 66.6 95.9 97.1: 4.1 2.9
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 : 31: 4 3 6 18 17 25 23:
Old : 31: 4 3 6 18 17 25 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 : 71.7 64.3 83.1 85.9 64.9 60.8 74.1 75.0
Old : 71.7 64.3 83.1 85.9 64.9 60.8 74.1 75.0
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, October 23, 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 : 46,330: 16,710 4,370 3,430 23,725 36,065 43,865 43,865: 2,465 2,465
Old : 46,330: 16,710 4,370 3,430 23,725 36,065 43,865 43,865: 2,465 2,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 3,870: 3,575 50 350 245 3,770 4,170 4,170: -300 -300
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.1 9.4 7.4 51.2 77.8 94.7 94.7: 5.3 5.3
Old : 100.0: 36.1 9.4 7.4 51.2 77.8 94.7 94.7: 5.3 5.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 2 4 20 13 26 17:
Old : 30: 3 2 4 20 13 26 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 : 60.0 72.6 80.3 91.2 59.9 66.4 77.1 83.8
Old : 60.0 72.6 80.3 91.2 59.9 66.4 77.1 83.8
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, October 23, 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 : 44,110: 16,565 4,370 3,490 21,415 33,610 41,470 41,470: 2,640 2,640
Old : 44,110: 16,565 4,370 3,490 21,415 33,610 41,470 41,470: 2,640 2,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 3,965: 3,575 50 350 295 3,820 4,220 4,220: -255 -255
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.6 9.9 7.9 48.5 76.2 94.0 94.0: 6.0 6.0
Old : 100.0: 37.6 9.9 7.9 48.5 76.2 94.0 94.0: 6.0 6.0
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 : 30: 3 2 5 19 13 25 18:
Old : 30: 3 2 5 19 13 25 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 : 60.6 68.3 80.0 90.0 60.2 61.3 75.8 81.8
Old : 60.6 68.3 80.0 90.0 60.2 61.3 75.8 81.8
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 23, 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 : 113,420: 10,555 8,215 11,140 82,260 84,540 103,955 103,895: 9,465 9,525
Old : 113,420: 10,555 8,215 11,140 82,260 84,540 103,955 103,895: 9,465 9,525
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 2,560: -1,475 1,025 965 3,075 575 2,565 2,565: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.3 7.2 9.8 72.5 74.5 91.7 91.6: 8.3 8.4
Old : 100.0: 9.3 7.2 9.8 72.5 74.5 91.7 91.6: 8.3 8.4
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 : 41: 4 3 6 23 28 29 35:
Old : 41: 4 3 6 23 28 29 35:
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 : 60.7 53.6 75.9 66.9 55.0 48.7 62.2 59.1
Old : 60.7 53.6 75.9 66.9 55.0 48.7 62.2 59.1
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, October 23, 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 : 106,674: 11,117 7,415 10,677 74,380 77,845 96,174 95,937: 10,500 10,737
Old : 106,674: 11,117 7,415 10,677 74,380 77,845 96,174 95,937: 10,500 10,737
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 2,900: -1,525 1,050 900 3,350 775 2,725 2,725: 175 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.4 7.0 10.0 69.7 73.0 90.2 89.9: 9.8 10.1
Old : 100.0: 10.4 7.0 10.0 69.7 73.0 90.2 89.9: 9.8 10.1
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 : 39: 4 3 6 20 26 26 33:
Old : 39: 4 3 6 20 26 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 : 59.5 52.1 75.5 65.7 53.7 46.1 62.5 58.2
Old : 59.5 52.1 75.5 65.7 53.7 46.1 62.5 58.2
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 23, 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 : 33,335: 6,595 4,000 250 24,930 27,880 31,775 32,130: 1,560 1,205
Old : 33,335: 6,595 4,000 250 24,930 27,880 31,775 32,130: 1,560 1,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 585: 300 0 0 285 585 585 585: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.8 12.0 0.7 74.8 83.6 95.3 96.4: 4.7 3.6
Old : 100.0: 19.8 12.0 0.7 74.8 83.6 95.3 96.4: 4.7 3.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 2 4 1 16 20 18 25:
Old : 29: 2 4 1 16 20 18 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 : 73.8 43.1 87.2 61.2 65.7 40.7 74.8 57.8
Old : 73.8 43.1 87.2 61.2 65.7 40.7 74.8 57.8
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 23, 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 : 25,685: 3,195 2,475 370 20,955 21,675 24,520 24,520: 1,165 1,165
Old : 25,685: 3,195 2,475 370 20,955 21,675 24,520 24,520: 1,165 1,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 865: 350 0 -50 565 915 865 865: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 9.6 1.4 81.6 84.4 95.5 95.5: 4.5 4.5
Old : 100.0: 12.4 9.6 1.4 81.6 84.4 95.5 95.5: 4.5 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 3 2 16 18 18 23:
Old : 26: 2 3 2 16 18 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 : 75.4 40.6 87.9 60.3 64.8 36.3 71.4 55.1
Old : 75.4 40.6 87.9 60.3 64.8 36.3 71.4 55.1
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 23, 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 : 22,635: 10,700 1,170 80 10,505 20,215 21,285 21,465: 1,350 1,170
Old : 22,635: 10,700 1,170 80 10,505 20,215 21,285 21,465: 1,350 1,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 47.3 5.2 0.4 46.4 89.3 94.0 94.8: 6.0 5.2
Old : 100.0: 47.3 5.2 0.4 46.4 89.3 94.0 94.8: 6.0 5.2
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 : 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 : 75.2 67.4 88.1 86.4 75.2 60.1 81.6 78.0
Old : 75.2 67.4 88.1 86.4 75.2 60.1 81.6 78.0
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 23, 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 : 57,975: 400 8,920 455 46,940 38,480 47,795 47,855: 10,180 10,120
Old : 57,975: 400 8,920 455 46,940 38,480 47,795 47,855: 10,180 10,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 195: 0 0 0 195 195 195 195: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 15.4 0.8 81.0 66.4 82.4 82.5: 17.6 17.5
Old : 100.0: 0.7 15.4 0.8 81.0 66.4 82.4 82.5: 17.6 17.5
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 : 32: 3 3 1 21 20 25 23:
Old : 32: 3 3 1 21 20 25 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 37.6 69.4 58.6 39.3 28.3 47.3 42.5
Old : 49.3 37.6 69.4 58.6 39.3 28.3 47.3 42.5
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, October 23, 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 : 42,615: 855 4,875 0 29,665 26,275 30,520 31,150: 12,095 11,465
Old : 42,615: 855 4,875 0 29,665 26,275 30,520 31,150: 12,095 11,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 16, 2018 :
: 350: 0 350 0 350 0 350 350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 11.4 0.0 69.6 61.7 71.6 73.1: 28.4 26.9
Old : 100.0: 2.0 11.4 0.0 69.6 61.7 71.6 73.1: 28.4 26.9
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 : 25: 1 2 0 18 19 19 21:
Old : 25: 1 2 0 18 19 19 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 : 43.8 36.5 62.3 52.9 32.0 23.4 39.1 34.2
Old : 43.8 36.5 62.3 52.9 32.0 23.4 39.1 34.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 26, 2018