MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 18,307: 400 2,840 850 14,807 12,367 16,057 16,057: 2,250 2,250
Old : 18,307: 400 2,840 850 14,807 12,367 16,057 16,057: 2,250 2,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 250: 100 150 -100 200 150 200 200: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 15.5 4.6 80.9 67.6 87.7 87.7: 12.3 12.3
Old : 100.0: 2.2 15.5 4.6 80.9 67.6 87.7 87.7: 12.3 12.3
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: 3 3 1 14 15 18 18:
Old : 25: 3 3 1 14 15 18 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 : 73.4 56.1 81.6 72.7 66.7 47.7 70.6 62.3
Old : 73.4 56.1 81.6 72.7 66.7 47.7 70.6 62.3
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 30, 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 23, 2018 :
: 0: 0 0 0 0 0 0 0: 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 30, 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 : 69,979: 10,900 5,540 4,090 45,683 50,706 60,673 60,336: 9,306 9,643
Old : 69,979: 10,900 5,540 4,090 45,683 50,706 60,673 60,336: 9,306 9,643
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 275: 200 0 -60 95 295 235 235: 40 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 7.9 5.8 65.3 72.5 86.7 86.2: 13.3 13.8
Old : 100.0: 15.6 7.9 5.8 65.3 72.5 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 53.9 79.8 68.7 54.4 53.9 70.0 66.9
Old : 57.4 53.9 79.8 68.7 54.4 53.9 70.0 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 68,411: 11,430 5,540 4,225 44,419 49,842 60,074 59,607: 8,337 8,804
Old : 68,411: 11,430 5,540 4,225 44,419 49,842 60,074 59,607: 8,337 8,804
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 280: -90 0 40 315 225 265 265: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.7 8.1 6.2 64.9 72.9 87.8 87.1: 12.2 12.9
Old : 100.0: 16.7 8.1 6.2 64.9 72.9 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 : 59.3 54.3 79.2 68.9 56.5 54.3 69.8 66.3
Old : 59.3 54.3 79.2 68.9 56.5 54.3 69.8 66.3
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 30, 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 : 23,515: 1,245 11,215 2,555 16,090 6,415 19,890 20,185: 3,625 3,330
Old : 23,515: 1,245 11,215 2,555 16,090 6,415 19,890 20,185: 3,625 3,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 150: 365 90 -35 -325 -50 5 5: 145 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 47.7 10.9 68.4 27.3 84.6 85.8: 15.4 14.2
Old : 100.0: 5.3 47.7 10.9 68.4 27.3 84.6 85.8: 15.4 14.2
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 : 26: 1 4 3 17 12 20 17:
Old : 26: 1 4 3 17 12 20 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 : 46.5 66.6 68.7 76.6 35.9 58.4 53.9 63.8
Old : 46.5 66.6 68.7 76.6 35.9 58.4 53.9 63.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 23,640: 1,145 11,090 2,755 15,890 6,240 19,790 20,085: 3,850 3,555
Old : 23,640: 1,145 11,090 2,755 15,890 6,240 19,790 20,085: 3,850 3,555
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 150: 440 65 -10 -425 -50 5 5: 145 145
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.8 46.9 11.7 67.2 26.4 83.7 85.0: 16.3 15.0
Old : 100.0: 4.8 46.9 11.7 67.2 26.4 83.7 85.0: 16.3 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 : 25: 1 4 3 17 12 20 17:
Old : 25: 1 4 3 17 12 20 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 : 48.1 66.6 67.7 76.5 36.1 57.6 52.9 63.0
Old : 48.1 66.6 67.7 76.5 36.1 57.6 52.9 63.0
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 30, 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 23, 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 : 21: 0 4 1 14 9 15 13:
Old : 21: 0 4 1 14 9 15 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 76.6 86.1 48.7 49.1 62.6 61.4
Old : 50.7 58.4 76.6 86.1 48.7 49.1 62.6 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 30, 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 : 28,226: 9,930 880 0 15,538 24,341 25,468 25,221: 2,758 3,005
Old : 28,226: 9,930 880 0 15,538 24,341 25,468 25,221: 2,758 3,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 300: 0 0 0 300 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 3.1 0.0 55.0 86.2 90.2 89.4: 9.8 10.6
Old : 100.0: 35.2 3.1 0.0 55.0 86.2 90.2 89.4: 9.8 10.6
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 : 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 : 70.9 72.5 87.3 82.4 70.8 71.1 83.2 79.6
Old : 70.9 72.5 87.3 82.4 70.8 71.1 83.2 79.6
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 30, 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 : 38,400: 8,855 2,225 825 25,990 32,885 35,670 35,935: 2,730 2,465
Old : 38,400: 8,855 2,225 825 25,990 32,885 35,670 35,935: 2,730 2,465
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 835: 290 0 -100 670 960 860 860: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.1 5.8 2.1 67.7 85.6 92.9 93.6: 7.1 6.4
Old : 100.0: 23.1 5.8 2.1 67.7 85.6 92.9 93.6: 7.1 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 : 27: 5 2 2 16 11 21 15:
Old : 27: 5 2 2 16 11 21 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 : 54.7 79.9 78.6 90.4 52.3 78.9 75.4 88.0
Old : 54.7 79.9 78.6 90.4 52.3 78.9 75.4 88.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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: 8,495 1,875 1,175 23,490 30,375 33,160 33,425: 2,585 2,320
Old : 35,745: 8,495 1,875 1,175 23,490 30,375 33,160 33,425: 2,585 2,320
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 920: 240 -50 50 670 960 960 960: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.8 5.2 3.3 65.7 85.0 92.8 93.5: 7.2 6.5
Old : 100.0: 23.8 5.2 3.3 65.7 85.0 92.8 93.5: 7.2 6.5
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: 5 2 3 16 10 21 15:
Old : 26: 5 2 3 16 10 21 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 : 55.3 79.5 78.3 89.8 52.8 78.5 75.2 87.3
Old : 55.3 79.5 78.3 89.8 52.8 78.5 75.2 87.3
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 30, 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 : 10,860: 0 2,430 140 9,435 7,350 9,575 9,920: 1,285 940
Old : 10,860: 0 2,430 140 9,435 7,350 9,575 9,920: 1,285 940
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 270: 0 -50 40 230 280 270 270: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 22.4 1.3 86.9 67.7 88.2 91.3: 11.8 8.7
Old : 100.0: 0.0 22.4 1.3 86.9 67.7 88.2 91.3: 11.8 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 : 20: 0 4 2 11 11 13 15:
Old : 20: 0 4 2 11 11 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 : 73.5 73.4 84.4 85.3 72.0 68.8 77.4 77.8
Old : 73.5 73.4 84.4 85.3 72.0 68.8 77.4 77.8
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 30, 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 : 43,135: 10,305 9,740 3,430 27,625 28,760 41,360 41,930: 1,775 1,205
Old : 43,135: 10,305 9,740 3,430 27,625 28,760 41,360 41,930: 1,775 1,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -215: -635 -50 160 250 -335 -225 -225: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.9 22.6 8.0 64.0 66.7 95.9 97.2: 4.1 2.8
Old : 100.0: 23.9 22.6 8.0 64.0 66.7 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 : 70.5 61.6 82.6 84.8 62.9 58.2 72.6 76.6
Old : 70.5 61.6 82.6 84.8 62.9 58.2 72.6 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 30, 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 : 42,650: 9,225 9,715 3,515 28,135 28,185 40,875 41,415: 1,775 1,235
Old : 42,650: 9,225 9,715 3,515 28,135 28,185 40,875 41,415: 1,775 1,235
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: -295: -635 -50 160 170 -415 -305 -305: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.6 22.8 8.2 66.0 66.1 95.8 97.1: 4.2 2.9
Old : 100.0: 21.6 22.8 8.2 66.0 66.1 95.8 97.1: 4.2 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 63.1 83.3 85.1 64.6 59.5 73.7 74.2
Old : 71.7 63.1 83.3 85.1 64.6 59.5 73.7 74.2
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 30, 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 : 47,710: 17,635 5,545 3,055 24,545 36,635 45,235 45,235: 2,475 2,475
Old : 47,710: 17,635 5,545 3,055 24,545 36,635 45,235 45,235: 2,475 2,475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,380: 925 1,175 -375 820 570 1,370 1,370: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.0 11.6 6.4 51.4 76.8 94.8 94.8: 5.2 5.2
Old : 100.0: 37.0 11.6 6.4 51.4 76.8 94.8 94.8: 5.2 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 : 30: 3 2 4 21 13 27 17:
Old : 30: 3 2 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 : 59.9 73.5 78.9 91.4 59.8 68.3 76.5 84.2
Old : 59.9 73.5 78.9 91.4 59.8 68.3 76.5 84.2
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, October 30, 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 : 45,480: 17,490 5,545 3,115 22,235 34,180 42,840 42,840: 2,640 2,640
Old : 45,480: 17,490 5,545 3,115 22,235 34,180 42,840 42,840: 2,640 2,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,370: 925 1,175 -375 820 570 1,370 1,370: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.5 12.2 6.8 48.9 75.2 94.2 94.2: 5.8 5.8
Old : 100.0: 38.5 12.2 6.8 48.9 75.2 94.2 94.2: 5.8 5.8
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 : 30: 3 2 5 20 13 26 18:
Old : 30: 3 2 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 : 60.4 68.7 78.4 90.3 60.1 62.3 75.4 82.3
Old : 60.4 68.7 78.4 90.3 60.1 62.3 75.4 82.3
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 30, 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 : 114,200: 9,655 8,145 10,925 84,210 85,660 104,790 104,730: 9,410 9,470
Old : 114,200: 9,655 8,145 10,925 84,210 85,660 104,790 104,730: 9,410 9,470
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 780: -900 -70 -215 1,950 1,120 835 835: -55 -55
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.5 7.1 9.6 73.7 75.0 91.8 91.7: 8.2 8.3
Old : 100.0: 8.5 7.1 9.6 73.7 75.0 91.8 91.7: 8.2 8.3
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 : 41: 4 3 6 24 27 30 34:
Old : 41: 4 3 6 24 27 30 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 : 62.3 53.0 76.5 67.8 56.4 48.5 63.3 59.7
Old : 62.3 53.0 76.5 67.8 56.4 48.5 63.3 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 107,729: 10,417 7,445 10,232 76,715 79,450 97,364 97,127: 10,365 10,602
Old : 107,729: 10,417 7,445 10,232 76,715 79,450 97,364 97,127: 10,365 10,602
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 1,055: -700 30 -445 2,335 1,605 1,190 1,190: -135 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 6.9 9.5 71.2 73.7 90.4 90.2: 9.6 9.8
Old : 100.0: 9.7 6.9 9.5 71.2 73.7 90.4 90.2: 9.6 9.8
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 : 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 : 61.1 51.4 75.6 66.7 55.1 45.9 63.3 59.5
Old : 61.1 51.4 75.6 66.7 55.1 45.9 63.3 59.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 33,560: 6,480 4,000 365 25,135 27,950 31,980 32,315: 1,580 1,245
Old : 33,560: 6,480 4,000 365 25,135 27,950 31,980 32,315: 1,580 1,245
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 225: -115 0 115 205 70 205 185: 20 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.3 11.9 1.1 74.9 83.3 95.3 96.3: 4.7 3.7
Old : 100.0: 19.3 11.9 1.1 74.9 83.3 95.3 96.3: 4.7 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 : 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 42.8 87.2 62.2 65.6 41.4 74.7 59.7
Old : 73.8 42.8 87.2 62.2 65.6 41.4 74.7 59.7
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 30, 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 : 25,940: 3,295 2,475 370 21,110 21,930 24,775 24,775: 1,165 1,165
Old : 25,940: 3,295 2,475 370 21,110 21,930 24,775 24,775: 1,165 1,165
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 255: 100 0 0 155 255 255 255: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.7 9.5 1.4 81.4 84.5 95.5 95.5: 4.5 4.5
Old : 100.0: 12.7 9.5 1.4 81.4 84.5 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 : 75.2 40.1 88.0 59.6 65.2 35.7 71.6 54.4
Old : 75.2 40.1 88.0 59.6 65.2 35.7 71.6 54.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 22,935: 10,700 1,170 80 10,805 20,515 21,585 21,765: 1,350 1,170
Old : 22,935: 10,700 1,170 80 10,805 20,515 21,585 21,765: 1,350 1,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 300: 0 0 0 300 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 46.7 5.1 0.3 47.1 89.4 94.1 94.9: 5.9 5.1
Old : 100.0: 46.7 5.1 0.3 47.1 89.4 94.1 94.9: 5.9 5.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 74.4 66.6 88.2 85.3 74.2 58.0 80.6 75.8
Old : 74.4 66.6 88.2 85.3 74.2 58.0 80.6 75.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 30, 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 : 58,115: 400 8,920 755 46,250 37,790 47,405 47,465: 10,710 10,650
Old : 58,115: 400 8,920 755 46,250 37,790 47,405 47,465: 10,710 10,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 140: 0 0 300 -690 -690 -390 -390: 530 530
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 15.3 1.3 79.6 65.0 81.6 81.7: 18.4 18.3
Old : 100.0: 0.7 15.3 1.3 79.6 65.0 81.6 81.7: 18.4 18.3
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 : 32: 3 3 2 20 20 25 23:
Old : 32: 3 3 2 20 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 : 48.9 36.3 67.7 57.2 38.5 27.2 47.2 41.4
Old : 48.9 36.3 67.7 57.2 38.5 27.2 47.2 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 30, 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 : 42,665: 855 4,975 0 29,115 25,625 29,970 30,600: 12,695 12,065
Old : 42,665: 855 4,975 0 29,115 25,625 29,970 30,600: 12,695 12,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 23, 2018 :
: 50: 0 100 0 -550 -650 -550 -550: 600 600
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.0 11.7 0.0 68.2 60.1 70.2 71.7: 29.8 28.3
Old : 100.0: 2.0 11.7 0.0 68.2 60.1 70.2 71.7: 29.8 28.3
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 : 26: 1 2 0 18 20 19 22:
Old : 26: 1 2 0 18 20 19 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 : 42.4 35.3 60.9 51.5 30.7 24.3 38.5 35.1
Old : 42.4 35.3 60.9 51.5 30.7 24.3 38.5 35.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 2, 2018