MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 18,612: 475 2,890 0 17,042 14,627 17,517 17,517: 1,095 1,095
Old : 18,612: 475 2,890 0 17,042 14,627 17,517 17,517: 1,095 1,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 3,955: 0 0 0 4,195 4,195 4,195 4,195: -240 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 15.5 0.0 91.6 78.6 94.1 94.1: 5.9 5.9
Old : 100.0: 2.6 15.5 0.0 91.6 78.6 94.1 94.1: 5.9 5.9
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: 2 3 0 10 13 12 16:
Old : 20: 2 3 0 10 13 12 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 : 87.1 69.1 93.3 83.8 84.1 68.8 88.3 82.7
Old : 87.1 69.1 93.3 83.8 84.1 68.8 88.3 82.7
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, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 63,871: 7,845 5,140 4,790 43,647 45,721 56,282 55,651: 7,589 8,220
Old : 63,871: 7,845 5,140 4,790 43,647 45,721 56,282 55,651: 7,589 8,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 3,115: -350 625 1,735 2,025 1,050 3,410 3,410: -295 -295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 8.0 7.5 68.3 71.6 88.1 87.1: 11.9 12.9
Old : 100.0: 12.3 8.0 7.5 68.3 71.6 88.1 87.1: 11.9 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 : 27: 3 2 2 14 21 17 25:
Old : 27: 3 2 2 14 21 17 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 : 64.2 53.2 83.0 68.9 61.3 53.0 70.2 66.1
Old : 64.2 53.2 83.0 68.9 61.3 53.0 70.2 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 63,046: 8,260 5,140 4,620 43,057 45,766 55,937 55,526: 7,109 7,520
Old : 63,046: 8,260 5,140 4,620 43,057 45,766 55,937 55,526: 7,109 7,520
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 3,225: -350 625 1,735 1,970 995 3,355 3,355: -130 -130
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.1 8.2 7.3 68.3 72.6 88.7 88.1: 11.3 11.9
Old : 100.0: 13.1 8.2 7.3 68.3 72.6 88.7 88.1: 11.3 11.9
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 : 29: 3 2 2 14 22 17 26:
Old : 29: 3 2 2 14 22 17 26:
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 : 63.3 55.6 81.7 71.4 61.0 55.0 68.6 65.9
Old : 63.3 55.6 81.7 71.4 61.0 55.0 68.6 65.9
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, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 22,040: 150 12,060 350 17,575 5,985 18,075 18,395: 3,965 3,645
Old : 22,040: 150 12,060 350 17,575 5,985 18,075 18,395: 3,965 3,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 90: 25 25 50 5 5 80 80: 10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 54.7 1.6 79.7 27.2 82.0 83.5: 18.0 16.5
Old : 100.0: 0.7 54.7 1.6 79.7 27.2 82.0 83.5: 18.0 16.5
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: 1 5 2 17 10 19 16:
Old : 26: 1 5 2 17 10 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 44.1 60.9 69.3 73.4 41.1 59.5 62.8 71.0
Old : 44.1 60.9 69.3 73.4 41.1 59.5 62.8 71.0
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, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 21,790: 150 11,760 350 17,218 5,928 17,718 18,038: 4,072 3,752
Old : 21,790: 150 11,760 350 17,218 5,928 17,718 18,038: 4,072 3,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 90: 25 25 50 0 0 75 75: 15 15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 54.0 1.6 79.0 27.2 81.3 82.8: 18.7 17.2
Old : 100.0: 0.7 54.0 1.6 79.0 27.2 81.3 82.8: 18.7 17.2
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 5 2 17 10 19 16:
Old : 26: 1 5 2 17 10 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.4 60.2 68.3 72.8 42.3 58.8 62.0 70.4
Old : 45.4 60.2 68.3 72.8 42.3 58.8 62.0 70.4
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, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 30,256: 12,450 730 0 14,438 25,911 26,888 26,641: 3,368 3,615
Old : 30,256: 12,450 730 0 14,438 25,911 26,888 26,641: 3,368 3,615
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 1,150: 600 0 0 -180 420 420 420: 730 730
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.1 2.4 0.0 47.7 85.6 88.9 88.1: 11.1 11.9
Old : 100.0: 41.1 2.4 0.0 47.7 85.6 88.9 88.1: 11.1 11.9
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: 4 1 0 10 15 14 16:
Old : 24: 4 1 0 10 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 : 63.3 71.5 82.0 80.8 63.2 70.3 80.1 79.3
Old : 63.3 71.5 82.0 80.8 63.2 70.3 80.1 79.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 28,997: 10,850 730 0 14,557 24,698 25,407 25,428: 3,590 3,569
Old : 28,997: 10,850 730 0 14,557 24,698 25,407 25,428: 3,590 3,569
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 1,200: 600 0 0 -180 420 420 420: 780 780
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.4 2.5 0.0 50.2 85.2 87.6 87.7: 12.4 12.3
Old : 100.0: 37.4 2.5 0.0 50.2 85.2 87.6 87.7: 12.4 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 : 21: 4 1 0 9 13 13 14:
Old : 21: 4 1 0 9 13 13 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 60.6 75.0 81.1 84.2 60.2 73.6 80.1 82.0
Old : 60.6 75.0 81.1 84.2 60.2 73.6 80.1 82.0
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, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 34,655: 8,565 1,075 1,870 20,880 28,590 31,315 31,535: 3,340 3,120
Old : 34,655: 8,565 1,075 1,870 20,880 28,590 31,315 31,535: 3,340 3,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 0: 0 0 0 -220 0 -220 0: 220 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 3.1 5.4 60.3 82.5 90.4 91.0: 9.6 9.0
Old : 100.0: 24.7 3.1 5.4 60.3 82.5 90.4 91.0: 9.6 9.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 6 2 4 16 10 24 14:
Old : 29: 6 2 4 16 10 24 14:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 51.9 75.4 73.7 88.5 46.7 73.4 68.5 81.5
Old : 51.9 75.4 73.7 88.5 46.7 73.4 68.5 81.5
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, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 32,605: 8,990 725 1,170 19,195 27,680 29,355 29,575: 3,250 3,030
Old : 32,605: 8,990 725 1,170 19,195 27,680 29,355 29,575: 3,250 3,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 0: 0 0 0 -220 0 -220 0: 220 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.6 2.2 3.6 58.9 84.9 90.0 90.7: 10.0 9.3
Old : 100.0: 27.6 2.2 3.6 58.9 84.9 90.0 90.7: 10.0 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 : 27: 6 1 4 16 8 24 12:
Old : 27: 6 1 4 16 8 24 12:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 53.5 78.3 74.1 89.1 50.5 76.9 71.1 84.4
Old : 53.5 78.3 74.1 89.1 50.5 76.9 71.1 84.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 11,905: 25 1,980 840 9,505 7,865 10,370 10,685: 1,535 1,220
Old : 11,905: 25 1,980 840 9,505 7,865 10,370 10,685: 1,535 1,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 50: 0 0 0 50 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 16.6 7.1 79.8 66.1 87.1 89.8: 12.9 10.2
Old : 100.0: 0.2 16.6 7.1 79.8 66.1 87.1 89.8: 12.9 10.2
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 : 22: 1 4 3 14 12 17 17:
Old : 22: 1 4 3 14 12 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 : 60.0 62.1 76.3 81.4 58.3 53.9 68.6 70.3
Old : 60.0 62.1 76.3 81.4 58.3 53.9 68.6 70.3
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, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 11,365: 25 2,100 640 9,195 7,375 9,860 10,115: 1,505 1,250
Old : 11,365: 25 2,100 640 9,195 7,375 9,860 10,115: 1,505 1,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 50: 0 0 0 50 50 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 18.5 5.6 80.9 64.9 86.8 89.0: 13.2 11.0
Old : 100.0: 0.2 18.5 5.6 80.9 64.9 86.8 89.0: 13.2 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 1 4 3 14 11 17 16:
Old : 22: 1 4 3 14 11 17 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 : 62.0 63.0 76.6 82.9 61.9 56.1 71.5 74.4
Old : 62.0 63.0 76.6 82.9 61.9 56.1 71.5 74.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 47,085: 6,045 12,820 4,395 34,070 27,905 44,510 45,120: 2,575 1,965
Old : 47,085: 6,045 12,820 4,395 34,070 27,905 44,510 45,120: 2,575 1,965
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 300: -250 0 -50 650 400 350 350: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.8 27.2 9.3 72.4 59.3 94.5 95.8: 5.5 4.2
Old : 100.0: 12.8 27.2 9.3 72.4 59.3 94.5 95.8: 5.5 4.2
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: 4 3 5 18 17 25 22:
Old : 30: 4 3 5 18 17 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 : 61.3 66.6 77.2 89.1 52.8 59.6 66.1 74.5
Old : 61.3 66.6 77.2 89.1 52.8 59.6 66.1 74.5
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, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 46,980: 5,785 12,820 4,335 34,150 27,755 44,270 44,910: 2,710 2,070
Old : 46,980: 5,785 12,820 4,335 34,150 27,755 44,270 44,910: 2,710 2,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 265: -250 0 0 615 365 365 365: -100 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 27.3 9.2 72.7 59.1 94.2 95.6: 5.8 4.4
Old : 100.0: 12.3 27.3 9.2 72.7 59.1 94.2 95.6: 5.8 4.4
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 : 29: 3 3 5 17 17 23 22:
Old : 29: 3 3 5 17 17 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 : 61.8 68.3 78.3 88.6 54.0 61.4 68.7 74.2
Old : 61.8 68.3 78.3 88.6 54.0 61.4 68.7 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, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 43,155: 16,690 10,675 370 23,215 29,470 40,275 40,515: 2,880 2,640
Old : 43,155: 16,690 10,675 370 23,215 29,470 40,275 40,515: 2,880 2,640
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 105: 100 245 45 -40 -185 105 105: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 38.7 24.7 0.9 53.8 68.3 93.3 93.9: 6.7 6.1
Old : 100.0: 38.7 24.7 0.9 53.8 68.3 93.3 93.9: 6.7 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: 5 2 3 21 10 26 15:
Old : 28: 5 2 3 21 10 26 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 : 57.3 74.3 77.6 92.2 57.2 71.8 77.3 88.8
Old : 57.3 74.3 77.6 92.2 57.2 71.8 77.3 88.8
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, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 38,885: 16,245 8,515 415 19,825 27,795 36,485 36,725: 2,400 2,160
Old : 38,885: 16,245 8,515 415 19,825 27,795 36,485 36,725: 2,400 2,160
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 60: 50 195 50 -40 -185 60 60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 41.8 21.9 1.1 51.0 71.5 93.8 94.4: 6.2 5.6
Old : 100.0: 41.8 21.9 1.1 51.0 71.5 93.8 94.4: 6.2 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 2 3 20 10 25 15:
Old : 28: 5 2 3 20 10 25 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 : 58.4 68.2 79.1 92.0 58.1 66.5 78.7 89.4
Old : 58.4 68.2 79.1 92.0 58.1 66.5 78.7 89.4
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, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 109,507: 12,864 2,760 9,830 74,993 84,712 97,687 97,302: 11,820 12,205
Old : 109,507: 12,864 2,760 9,830 74,993 84,712 97,687 97,302: 11,820 12,205
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 2,023: 765 -25 580 570 1,360 1,915 1,915: 108 108
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 2.5 9.0 68.5 77.4 89.2 88.9: 10.8 11.1
Old : 100.0: 11.7 2.5 9.0 68.5 77.4 89.2 88.9: 10.8 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 : 42: 5 4 7 25 27 33 35:
Old : 42: 5 4 7 25 27 33 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 : 59.6 44.9 74.9 62.5 52.0 44.6 61.2 56.6
Old : 59.6 44.9 74.9 62.5 52.0 44.6 61.2 56.6
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, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 101,016: 9,672 2,175 10,302 70,256 77,450 90,230 89,927: 10,786 11,089
Old : 101,016: 9,672 2,175 10,302 70,256 77,450 90,230 89,927: 10,786 11,089
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 1,290: 565 -25 350 287 877 1,202 1,202: 88 88
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.6 2.2 10.2 69.5 76.7 89.3 89.0: 10.7 11.0
Old : 100.0: 9.6 2.2 10.2 69.5 76.7 89.3 89.0: 10.7 11.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 3 7 19 26 27 34:
Old : 40: 6 3 7 19 26 27 34:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.2 44.7 76.5 60.3 50.4 44.3 60.8 57.4
Old : 59.2 44.7 76.5 60.3 50.4 44.3 60.8 57.4
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, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 29,725: 3,250 4,330 900 24,405 23,455 28,555 28,685: 1,170 1,040
Old : 29,725: 3,250 4,330 900 24,405 23,455 28,555 28,685: 1,170 1,040
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 425: -625 0 900 150 -475 425 425: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 14.6 3.0 82.1 78.9 96.1 96.5: 3.9 3.5
Old : 100.0: 10.9 14.6 3.0 82.1 78.9 96.1 96.5: 3.9 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 : 25: 3 3 1 14 15 17 19:
Old : 25: 3 3 1 14 15 17 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 : 76.7 44.5 90.6 66.6 74.6 42.6 83.8 64.2
Old : 76.7 44.5 90.6 66.6 74.6 42.6 83.8 64.2
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, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 23,945: 1,320 2,950 1,105 20,565 19,065 22,990 23,120: 955 825
Old : 23,945: 1,320 2,950 1,105 20,565 19,065 22,990 23,120: 955 825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 610: -75 550 650 35 -590 610 610: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.5 12.3 4.6 85.9 79.6 96.0 96.6: 4.0 3.4
Old : 100.0: 5.5 12.3 4.6 85.9 79.6 96.0 96.6: 4.0 3.4
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 : 22: 1 3 2 13 15 15 19:
Old : 22: 1 3 2 13 15 15 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 : 76.6 43.0 92.6 65.7 74.9 35.2 77.4 55.9
Old : 76.6 43.0 92.6 65.7 74.9 35.2 77.4 55.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 21,005: 10,300 520 130 9,560 19,500 19,990 20,150: 1,015 855
Old : 21,005: 10,300 520 130 9,560 19,500 19,990 20,150: 1,015 855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 1,200: 1,200 -25 0 0 1,225 1,200 1,200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.0 2.5 0.6 45.5 92.8 95.2 95.9: 4.8 4.1
Old : 100.0: 49.0 2.5 0.6 45.5 92.8 95.2 95.9: 4.8 4.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 1 2 10 13 14 15:
Old : 21: 3 1 2 10 13 14 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 : 78.1 72.1 91.1 86.9 77.5 63.1 82.4 76.9
Old : 78.1 72.1 91.1 86.9 77.5 63.1 82.4 76.9
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, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 59,130: 1,075 7,130 475 46,465 40,600 48,015 48,205: 11,115 10,925
Old : 59,130: 1,075 7,130 475 46,465 40,600 48,015 48,205: 11,115 10,925
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 1,090: 0 125 475 30 -95 505 505: 585 585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 12.1 0.8 78.6 68.7 81.2 81.5: 18.8 18.5
Old : 100.0: 1.8 12.1 0.8 78.6 68.7 81.2 81.5: 18.8 18.5
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: 2 4 1 20 23 23 27:
Old : 32: 2 4 1 20 23 23 27:
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 30.0 67.4 49.8 33.9 20.5 40.4 33.5
Old : 48.1 30.0 67.4 49.8 33.9 20.5 40.4 33.5
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, January 15, 2019
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 46,730: 1,000 3,025 180 31,480 29,755 32,660 32,960: 14,070 13,770
Old : 46,730: 1,000 3,025 180 31,480 29,755 32,660 32,960: 14,070 13,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 8, 2019 :
: 365: 0 575 0 610 60 610 635: -245 -270
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.1 6.5 0.4 67.4 63.7 69.9 70.5: 30.1 29.5
Old : 100.0: 2.1 6.5 0.4 67.4 63.7 69.9 70.5: 30.1 29.5
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 2 1 18 19 21 21:
Old : 26: 2 2 1 18 19 21 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 : 43.0 32.1 60.7 50.0 25.5 19.6 29.0 27.3
Old : 43.0 32.1 60.7 50.0 25.5 19.6 29.0 27.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 12, 2019