MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 06, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 17,007: 375 2,865 850 13,902 11,412 15,127 15,127: 1,880 1,880
Old : 17,007: 375 2,865 850 13,902 11,412 15,127 15,127: 1,880 1,880
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,300: -25 25 0 -905 -955 -930 -930: -370 -370
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.2 16.8 5.0 81.7 67.1 88.9 88.9: 11.1 11.1
Old : 100.0: 2.2 16.8 5.0 81.7 67.1 88.9 88.9: 11.1 11.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 25: 3 3 1 14 16 18 19:
Old : 25: 3 3 1 14 16 18 19:
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 59.7 81.9 76.0 67.4 50.7 71.0 65.7
Old : 73.5 59.7 81.9 76.0 67.4 50.7 71.0 65.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 06, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 11,225: 125 1,315 635 9,735 8,545 10,495 10,495: 730 730
Old : 11,225: 125 1,315 635 9,735 8,545 10,495 10,495: 730 730
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,350: -75 -25 0 -1,120 -1,170 -1,195 -1,195: -155 -155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 11.7 5.7 86.7 76.1 93.5 93.5: 6.5 6.5
Old : 100.0: 1.1 11.7 5.7 86.7 76.1 93.5 93.5: 6.5 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 : 21: 2 1 1 11 15 14 16:
Old : 21: 2 1 1 11 15 14 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 : 79.0 49.3 90.0 77.4 71.3 41.8 72.4 63.7
Old : 79.0 49.3 90.0 77.4 71.3 41.8 72.4 63.7
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, November 06, 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 : 68,051: 8,555 5,590 4,755 45,455 48,082 58,765 58,427: 9,286 9,624
Old : 68,051: 8,555 5,590 4,755 45,455 48,082 58,765 58,427: 9,286 9,624
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,928: -2,345 50 665 -228 -2,624 -1,908 -1,909: -20 -19
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.6 8.2 7.0 66.8 70.7 86.4 85.9: 13.6 14.1
Old : 100.0: 12.6 8.2 7.0 66.8 70.7 86.4 85.9: 13.6 14.1
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 : 27: 3 1 2 15 21 18 24:
Old : 27: 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 : 58.6 52.4 80.2 68.0 55.4 52.4 69.3 65.8
Old : 58.6 52.4 80.2 68.0 55.4 52.4 69.3 65.8
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, November 06, 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 : 66,678: 9,155 5,590 4,915 44,215 47,313 58,285 57,818: 8,393 8,860
Old : 66,678: 9,155 5,590 4,915 44,215 47,313 58,285 57,818: 8,393 8,860
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,733: -2,275 50 690 -204 -2,529 -1,789 -1,789: 56 56
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 8.4 7.4 66.3 71.0 87.4 86.7: 12.6 13.3
Old : 100.0: 13.7 8.4 7.4 66.3 71.0 87.4 86.7: 12.6 13.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 60.6 53.1 79.5 68.6 57.6 53.1 68.3 65.3
Old : 60.6 53.1 79.5 68.6 57.6 53.1 68.3 65.3
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, November 06, 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 : 22,310: 1,575 10,535 2,160 14,780 6,055 18,515 18,750: 3,795 3,560
Old : 22,310: 1,575 10,535 2,160 14,780 6,055 18,515 18,750: 3,795 3,560
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,205: 330 -680 -395 -1,310 -360 -1,375 -1,435: 170 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.1 47.2 9.7 66.2 27.1 83.0 84.0: 17.0 16.0
Old : 100.0: 7.1 47.2 9.7 66.2 27.1 83.0 84.0: 17.0 16.0
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 5 3 15 11 18 17:
Old : 25: 1 5 3 15 11 18 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 : 46.1 64.4 67.2 75.0 37.6 57.5 53.7 62.7
Old : 46.1 64.4 67.2 75.0 37.6 57.5 53.7 62.7
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, November 06, 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 : 22,435: 1,475 10,410 2,360 14,580 5,880 18,415 18,650: 4,020 3,785
Old : 22,435: 1,475 10,410 2,360 14,580 5,880 18,415 18,650: 4,020 3,785
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,205: 330 -680 -395 -1,310 -360 -1,375 -1,435: 170 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.6 46.4 10.5 65.0 26.2 82.1 83.1: 17.9 16.9
Old : 100.0: 6.6 46.4 10.5 65.0 26.2 82.1 83.1: 17.9 16.9
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 : 24: 1 5 3 15 11 18 17:
Old : 24: 1 5 3 15 11 18 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 : 47.0 64.5 66.1 74.7 36.1 56.7 53.0 61.8
Old : 47.0 64.5 66.1 74.7 36.1 56.7 53.0 61.8
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, November 06, 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 : 27,124: 9,845 830 0 14,651 23,419 24,496 24,249: 2,628 2,875
Old : 27,124: 9,845 830 0 14,651 23,419 24,496 24,249: 2,628 2,875
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,102: -85 -50 0 -887 -922 -972 -972: -130 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.3 3.1 0.0 54.0 86.3 90.3 89.4: 9.7 10.6
Old : 100.0: 36.3 3.1 0.0 54.0 86.3 90.3 89.4: 9.7 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 71.3 87.3 82.4 70.8 69.9 83.3 79.9
Old : 70.9 71.3 87.3 82.4 70.8 69.9 83.3 79.9
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, November 06, 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 : 37,350: 9,705 1,805 890 24,290 32,220 34,885 34,915: 2,465 2,435
Old : 37,350: 9,705 1,805 890 24,290 32,220 34,885 34,915: 2,465 2,435
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,050: 850 -420 65 -1,700 -665 -785 -1,020: -265 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.0 4.8 2.4 65.0 86.3 93.4 93.5: 6.6 6.5
Old : 100.0: 26.0 4.8 2.4 65.0 86.3 93.4 93.5: 6.6 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 15 11 21 15:
Old : 26: 5 2 3 15 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 : 56.5 81.2 79.0 90.8 54.2 80.1 76.1 88.2
Old : 56.5 81.2 79.0 90.8 54.2 80.1 76.1 88.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ
Commitments of Traders with Delta-adjusted Options and Futures Combined, November 06, 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 : 35,085: 9,445 1,455 1,265 21,985 30,005 32,695 32,725: 2,390 2,360
Old : 35,085: 9,445 1,455 1,265 21,985 30,005 32,695 32,725: 2,390 2,360
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -660: 950 -420 90 -1,505 -370 -465 -700: -195 40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.9 4.1 3.6 62.7 85.5 93.2 93.3: 6.8 6.7
Old : 100.0: 26.9 4.1 3.6 62.7 85.5 93.2 93.3: 6.8 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 : 25: 5 2 4 15 10 21 15:
Old : 25: 5 2 4 15 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 : 56.5 80.5 78.3 89.7 53.9 79.5 75.3 87.1
Old : 56.5 80.5 78.3 89.7 53.9 79.5 75.3 87.1
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, November 06, 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 : 46,460: 11,630 9,645 2,205 30,575 33,120 44,410 44,970: 2,050 1,490
Old : 46,460: 11,630 9,645 2,205 30,575 33,120 44,410 44,970: 2,050 1,490
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 3,325: 1,325 -95 -1,225 2,950 4,360 3,050 3,040: 275 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.0 20.8 4.7 65.8 71.3 95.6 96.8: 4.4 3.2
Old : 100.0: 25.0 20.8 4.7 65.8 71.3 95.6 96.8: 4.4 3.2
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 : 29: 3 3 4 17 18 23 22:
Old : 29: 3 3 4 17 18 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 : 67.8 62.9 82.6 85.4 62.9 58.7 76.1 80.0
Old : 67.8 62.9 82.6 85.4 62.9 58.7 76.1 80.0
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, November 06, 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 : 45,910: 10,805 9,575 2,275 30,770 32,540 43,850 44,390: 2,060 1,520
Old : 45,910: 10,805 9,575 2,275 30,770 32,540 43,850 44,390: 2,060 1,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: 3,260: 1,580 -140 -1,240 2,635 4,355 2,975 2,975: 285 285
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 23.5 20.9 5.0 67.0 70.9 95.5 96.7: 4.5 3.3
Old : 100.0: 23.5 20.9 5.0 67.0 70.9 95.5 96.7: 4.5 3.3
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 : 29: 4 2 5 18 18 24 23:
Old : 29: 4 2 5 18 18 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 : 69.8 65.1 83.8 84.9 65.2 61.2 78.1 78.8
Old : 69.8 65.1 83.8 84.9 65.2 61.2 78.1 78.8
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, November 06, 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 : 45,590: 17,990 7,080 1,980 23,185 34,045 43,155 43,105: 2,435 2,485
Old : 45,590: 17,990 7,080 1,980 23,185 34,045 43,155 43,105: 2,435 2,485
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -2,120: 355 1,535 -1,075 -1,360 -2,590 -2,080 -2,130: -40 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 15.5 4.3 50.9 74.7 94.7 94.5: 5.3 5.5
Old : 100.0: 39.5 15.5 4.3 50.9 74.7 94.7 94.5: 5.3 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 : 28: 4 2 4 18 12 24 16:
Old : 28: 4 2 4 18 12 24 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 : 61.0 74.5 78.4 91.9 60.9 70.6 77.7 86.1
Old : 61.0 74.5 78.4 91.9 60.9 70.6 77.7 86.1
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, November 06, 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 : 43,260: 17,895 6,980 1,980 20,810 31,675 40,685 40,635: 2,575 2,625
Old : 43,260: 17,895 6,980 1,980 20,810 31,675 40,685 40,635: 2,575 2,625
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -2,220: 405 1,435 -1,135 -1,425 -2,505 -2,155 -2,205: -65 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.4 16.1 4.6 48.1 73.2 94.0 93.9: 6.0 6.1
Old : 100.0: 41.4 16.1 4.6 48.1 73.2 94.0 93.9: 6.0 6.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 4 2 4 17 12 23 16:
Old : 28: 4 2 4 17 12 23 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 : 61.9 69.7 78.4 90.9 61.8 65.5 77.5 84.8
Old : 61.9 69.7 78.4 90.9 61.8 65.5 77.5 84.8
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, November 06, 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 : 109,754: 7,084 9,760 10,790 83,285 80,354 101,159 100,904: 8,595 8,850
Old : 109,754: 7,084 9,760 10,790 83,285 80,354 101,159 100,904: 8,595 8,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -4,446: -2,571 1,615 -135 -925 -5,306 -3,631 -3,826: -815 -620
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.5 8.9 9.8 75.9 73.2 92.2 91.9: 7.8 8.1
Old : 100.0: 6.5 8.9 9.8 75.9 73.2 92.2 91.9: 7.8 8.1
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 : 40: 5 3 6 22 27 29 34:
Old : 40: 5 3 6 22 27 29 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 : 64.1 54.3 77.1 68.5 57.7 50.4 64.6 60.7
Old : 64.1 54.3 77.1 68.5 57.7 50.4 64.6 60.7
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, November 06, 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 : 102,483: 8,571 9,375 8,762 76,040 74,769 93,373 92,906: 9,110 9,577
Old : 102,483: 8,571 9,375 8,762 76,040 74,769 93,373 92,906: 9,110 9,577
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -5,246: -1,846 1,930 -1,470 -675 -4,681 -3,991 -4,221: -1,255 -1,025
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 9.1 8.5 74.2 73.0 91.1 90.7: 8.9 9.3
Old : 100.0: 8.4 9.1 8.5 74.2 73.0 91.1 90.7: 8.9 9.3
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 : 37: 5 3 6 20 24 27 31:
Old : 37: 5 3 6 20 24 27 31:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 63.9 53.6 77.3 68.7 58.7 49.1 66.9 62.9
Old : 63.9 53.6 77.3 68.7 58.7 49.1 66.9 62.9
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, November 06, 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 : 32,260: 5,905 4,100 365 24,360 26,675 30,630 31,140: 1,630 1,120
Old : 32,260: 5,905 4,100 365 24,360 26,675 30,630 31,140: 1,630 1,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,300: -575 100 0 -775 -1,275 -1,350 -1,175: 50 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 18.3 12.7 1.1 75.5 82.7 94.9 96.5: 5.1 3.5
Old : 100.0: 18.3 12.7 1.1 75.5 82.7 94.9 96.5: 5.1 3.5
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 : 27: 2 4 1 16 18 18 23:
Old : 27: 2 4 1 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 : 76.0 44.0 88.8 63.0 68.9 42.7 78.1 61.5
Old : 76.0 44.0 88.8 63.0 68.9 42.7 78.1 61.5
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, November 06, 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 : 24,780: 2,775 2,450 370 20,520 20,845 23,665 23,665: 1,115 1,115
Old : 24,780: 2,775 2,450 370 20,520 20,845 23,665 23,665: 1,115 1,115
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,160: -520 -25 0 -590 -1,085 -1,110 -1,110: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.2 9.9 1.5 82.8 84.1 95.5 95.5: 4.5 4.5
Old : 100.0: 11.2 9.9 1.5 82.8 84.1 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 17 18 19 23:
Old : 26: 2 3 2 17 18 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 : 76.0 40.1 88.2 59.9 66.7 36.9 74.1 56.3
Old : 76.0 40.1 88.2 59.9 66.7 36.9 74.1 56.3
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, November 06, 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 : 22,020: 9,775 945 505 10,540 19,550 20,820 21,000: 1,200 1,020
Old : 22,020: 9,775 945 505 10,540 19,550 20,820 21,000: 1,200 1,020
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -915: -925 -225 425 -265 -965 -765 -765: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.4 4.3 2.3 47.9 88.8 94.6 95.4: 5.4 4.6
Old : 100.0: 44.4 4.3 2.3 47.9 88.8 94.6 95.4: 5.4 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 3 1 2 13 13 17 15:
Old : 22: 3 1 2 13 13 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 : 73.9 66.8 89.3 84.6 71.7 57.7 79.5 74.7
Old : 73.9 66.8 89.3 84.6 71.7 57.7 79.5 74.7
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, November 06, 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 : 56,340: 600 8,080 645 44,720 37,300 45,965 46,025: 10,375 10,315
Old : 56,340: 600 8,080 645 44,720 37,300 45,965 46,025: 10,375 10,315
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,775: 200 -840 -110 -1,530 -490 -1,440 -1,440: -335 -335
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.1 14.3 1.1 79.4 66.2 81.6 81.7: 18.4 18.3
Old : 100.0: 1.1 14.3 1.1 79.4 66.2 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 : 31: 3 3 2 20 19 25 22:
Old : 31: 3 3 2 20 19 25 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 : 47.2 34.3 66.9 56.9 37.1 26.1 46.8 40.6
Old : 47.2 34.3 66.9 56.9 37.1 26.1 46.8 40.6
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, November 06, 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 : 41,645: 770 4,975 0 27,745 24,160 28,515 29,135: 13,130 12,510
Old : 41,645: 770 4,975 0 27,745 24,160 28,515 29,135: 13,130 12,510
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 30, 2018 :
: -1,020: -85 0 0 -1,370 -1,465 -1,455 -1,465: 435 445
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 11.9 0.0 66.6 58.0 68.5 70.0: 31.5 30.0
Old : 100.0: 1.8 11.9 0.0 66.6 58.0 68.5 70.0: 31.5 30.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 2 0 18 19 20 21:
Old : 26: 2 2 0 18 19 20 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 : 40.6 35.2 59.4 50.2 31.3 25.1 38.0 35.2
Old : 40.6 35.2 59.4 50.2 31.3 25.1 38.0 35.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 9, 2018