MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 18,987: 925 2,690 200 16,792 15,027 17,917 17,917: 1,070 1,070
Old : 18,987: 925 2,690 200 16,792 15,027 17,917 17,917: 1,070 1,070
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 375: 450 -200 200 -250 400 400 400: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 14.2 1.1 88.4 79.1 94.4 94.4: 5.6 5.6
Old : 100.0: 4.9 14.2 1.1 88.4 79.1 94.4 94.4: 5.6 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 : 20: 3 2 1 10 13 13 16:
Old : 20: 3 2 1 10 13 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 : 84.2 69.4 92.9 83.8 80.7 69.3 87.2 82.5
Old : 84.2 69.4 92.9 83.8 80.7 69.3 87.2 82.5
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 22, 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 : 63,591: 8,195 5,675 3,900 43,992 45,861 56,087 55,436: 7,504 8,155
Old : 63,591: 8,195 5,675 3,900 43,992 45,861 56,087 55,436: 7,504 8,155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: -280: 350 535 -890 345 140 -195 -215: -85 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 8.9 6.1 69.2 72.1 88.2 87.2: 11.8 12.8
Old : 100.0: 12.9 8.9 6.1 69.2 72.1 88.2 87.2: 11.8 12.8
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 2 2 15 21 18 25:
Old : 28: 3 2 2 15 21 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 : 64.7 52.6 82.9 67.5 61.9 52.4 71.4 66.4
Old : 64.7 52.6 82.9 67.5 61.9 52.4 71.4 66.4
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 22, 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 : 62,761: 8,610 5,675 3,790 43,317 45,781 55,717 55,246: 7,044 7,515
Old : 62,761: 8,610 5,675 3,790 43,317 45,781 55,717 55,246: 7,044 7,515
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: -285: 350 535 -830 260 15 -220 -280: -65 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.7 9.0 6.0 69.0 72.9 88.8 88.0: 11.2 12.0
Old : 100.0: 13.7 9.0 6.0 69.0 72.9 88.8 88.0: 11.2 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 30: 3 2 2 15 22 18 26:
Old : 30: 3 2 2 15 22 18 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 : 63.9 54.9 82.0 70.2 61.6 54.7 70.2 66.7
Old : 63.9 54.9 82.0 70.2 61.6 54.7 70.2 66.7
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 22, 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 : 22,045: 150 11,900 350 17,570 6,145 18,070 18,395: 3,975 3,650
Old : 22,045: 150 11,900 350 17,570 6,145 18,070 18,395: 3,975 3,650
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 5: 0 -160 0 -5 160 -5 0: 10 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 54.0 1.6 79.7 27.9 82.0 83.4: 18.0 16.6
Old : 100.0: 0.7 54.0 1.6 79.7 27.9 82.0 83.4: 18.0 16.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 5 2 17 11 19 17:
Old : 27: 1 5 2 17 11 19 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 : 44.0 60.0 69.2 72.6 41.1 58.6 62.8 70.2
Old : 44.0 60.0 69.2 72.6 41.1 58.6 62.8 70.2
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 22, 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 11,600 350 17,218 6,088 17,718 18,038: 4,072 3,752
Old : 21,790: 150 11,600 350 17,218 6,088 17,718 18,038: 4,072 3,752
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 0: 0 -160 0 0 160 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 53.2 1.6 79.0 27.9 81.3 82.8: 18.7 17.2
Old : 100.0: 0.7 53.2 1.6 79.0 27.9 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 : 27: 1 5 2 17 11 19 17:
Old : 27: 1 5 2 17 11 19 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 : 45.4 59.4 68.3 72.1 42.3 57.9 62.0 69.7
Old : 45.4 59.4 68.3 72.1 42.3 57.9 62.0 69.7
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 22, 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 : 31,441: 13,650 730 0 14,348 27,021 27,998 27,751: 3,443 3,690
Old : 31,441: 13,650 730 0 14,348 27,021 27,998 27,751: 3,443 3,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 1,185: 1,200 0 0 -90 1,110 1,110 1,110: 75 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 2.3 0.0 45.6 85.9 89.0 88.3: 11.0 11.7
Old : 100.0: 43.4 2.3 0.0 45.6 85.9 89.0 88.3: 11.0 11.7
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: 4 1 0 10 16 14 17:
Old : 25: 4 1 0 10 16 14 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 : 62.3 71.9 80.8 80.8 62.3 70.7 79.7 79.4
Old : 62.3 71.9 80.8 80.8 62.3 70.7 79.7 79.4
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 22, 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 : 30,182: 12,050 730 0 14,407 25,808 26,457 26,538: 3,725 3,644
Old : 30,182: 12,050 730 0 14,407 25,808 26,457 26,538: 3,725 3,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 1,185: 1,200 0 0 -150 1,110 1,050 1,110: 135 75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 2.4 0.0 47.7 85.5 87.7 87.9: 12.3 12.1
Old : 100.0: 39.9 2.4 0.0 47.7 85.5 87.7 87.9: 12.3 12.1
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 : 22: 4 1 0 9 14 13 15:
Old : 22: 4 1 0 9 14 13 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 59.9 75.2 81.3 84.1 59.6 73.9 80.4 82.0
Old : 59.9 75.2 81.3 84.1 59.6 73.9 80.4 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 22, 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: 8,765 1,075 1,870 20,705 28,615 31,340 31,560: 3,315 3,095
Old : 34,655: 8,765 1,075 1,870 20,705 28,615 31,340 31,560: 3,315 3,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 0: 200 0 0 -175 25 25 25: -25 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.3 3.1 5.4 59.7 82.6 90.4 91.1: 9.6 8.9
Old : 100.0: 25.3 3.1 5.4 59.7 82.6 90.4 91.1: 9.6 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 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 : 52.0 75.4 73.7 88.5 46.8 73.4 68.5 81.5
Old : 52.0 75.4 73.7 88.5 46.8 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 22, 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 : 32,655: 9,190 725 1,170 19,020 27,705 29,380 29,600: 3,275 3,055
Old : 32,655: 9,190 725 1,170 19,020 27,705 29,380 29,600: 3,275 3,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 50: 200 0 0 -175 25 25 25: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.1 2.2 3.6 58.2 84.8 90.0 90.6: 10.0 9.4
Old : 100.0: 28.1 2.2 3.6 58.2 84.8 90.0 90.6: 10.0 9.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 6 1 4 16 9 24 13:
Old : 28: 6 1 4 16 9 24 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 : 53.5 78.2 74.0 89.0 50.5 76.8 71.1 84.4
Old : 53.5 78.2 74.0 89.0 50.5 76.8 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 22, 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 : 11,955: 25 2,040 780 9,610 7,915 10,415 10,735: 1,540 1,220
Old : 11,955: 25 2,040 780 9,610 7,915 10,415 10,735: 1,540 1,220
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 50: 0 60 -60 105 50 45 50: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 17.1 6.5 80.4 66.2 87.1 89.8: 12.9 10.2
Old : 100.0: 0.2 17.1 6.5 80.4 66.2 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 : 59.4 61.8 75.9 81.1 58.5 53.9 68.7 70.6
Old : 59.4 61.8 75.9 81.1 58.5 53.9 68.7 70.6
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 22, 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 : 11,415: 25 2,160 580 9,300 7,425 9,905 10,165: 1,510 1,250
Old : 11,415: 25 2,160 580 9,300 7,425 9,905 10,165: 1,510 1,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 50: 0 60 -60 105 50 45 50: 5 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 18.9 5.1 81.5 65.0 86.8 89.0: 13.2 11.0
Old : 100.0: 0.2 18.9 5.1 81.5 65.0 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 : 62.2 62.7 76.0 82.5 62.0 56.4 71.2 74.6
Old : 62.2 62.7 76.0 82.5 62.0 56.4 71.2 74.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 48,270: 7,395 13,790 4,645 33,780 27,995 45,820 46,430: 2,450 1,840
Old : 48,270: 7,395 13,790 4,645 33,780 27,995 45,820 46,430: 2,450 1,840
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 1,185: 1,350 970 250 -290 90 1,310 1,310: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.3 28.6 9.6 70.0 58.0 94.9 96.2: 5.1 3.8
Old : 100.0: 15.3 28.6 9.6 70.0 58.0 94.9 96.2: 5.1 3.8
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: 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 : 61.8 67.9 78.1 89.3 54.1 61.3 68.0 75.8
Old : 61.8 67.9 78.1 89.3 54.1 61.3 68.0 75.8
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 22, 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 : 48,110: 7,135 13,790 4,635 33,755 27,740 45,525 46,165: 2,585 1,945
Old : 48,110: 7,135 13,790 4,635 33,755 27,740 45,525 46,165: 2,585 1,945
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 1,130: 1,350 970 300 -395 -15 1,255 1,255: -125 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 14.8 28.7 9.6 70.2 57.7 94.6 96.0: 5.4 4.0
Old : 100.0: 14.8 28.7 9.6 70.2 57.7 94.6 96.0: 5.4 4.0
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: 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 : 62.7 69.7 79.1 89.0 55.5 63.0 69.7 75.5
Old : 62.7 69.7 79.1 89.0 55.5 63.0 69.7 75.5
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 22, 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 : 45,630: 16,690 11,975 370 25,495 30,450 42,555 42,795: 3,075 2,835
Old : 45,630: 16,690 11,975 370 25,495 30,450 42,555 42,795: 3,075 2,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 2,475: 0 1,300 0 2,280 980 2,280 2,280: 195 195
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 36.6 26.2 0.8 55.9 66.7 93.3 93.8: 6.7 6.2
Old : 100.0: 36.6 26.2 0.8 55.9 66.7 93.3 93.8: 6.7 6.2
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 : 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 : 59.5 75.3 78.7 92.2 59.4 73.7 78.5 89.8
Old : 59.5 75.3 78.7 92.2 59.4 73.7 78.5 89.8
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 22, 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 : 41,125: 16,245 9,615 415 22,225 29,095 38,885 39,125: 2,240 2,000
Old : 41,125: 16,245 9,615 415 22,225 29,095 38,885 39,125: 2,240 2,000
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 2,240: 0 1,100 0 2,400 1,300 2,400 2,400: -160 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.5 23.4 1.0 54.0 70.7 94.6 95.1: 5.4 4.9
Old : 100.0: 39.5 23.4 1.0 54.0 70.7 94.6 95.1: 5.4 4.9
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: 5 2 3 19 10 24 15:
Old : 28: 5 2 3 19 10 24 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 : 61.2 70.4 80.8 92.8 60.9 69.1 80.4 91.0
Old : 61.2 70.4 80.8 92.8 60.9 69.1 80.4 91.0
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 22, 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 : 113,067: 12,884 2,760 10,530 77,363 87,102 100,777 100,392: 12,290 12,675
Old : 113,067: 12,884 2,760 10,530 77,363 87,102 100,777 100,392: 12,290 12,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 3,560: 20 0 700 2,370 2,390 3,090 3,090: 470 470
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.4 2.4 9.3 68.4 77.0 89.1 88.8: 10.9 11.2
Old : 100.0: 11.4 2.4 9.3 68.4 77.0 89.1 88.8: 10.9 11.2
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 : 42: 5 3 7 25 27 33 35:
Old : 42: 5 3 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 : 58.5 46.7 74.5 64.3 52.0 46.0 61.8 57.5
Old : 58.5 46.7 74.5 64.3 52.0 46.0 61.8 57.5
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 22, 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 : 104,613: 9,392 2,075 11,237 72,821 79,835 93,450 93,147: 11,163 11,466
Old : 104,613: 9,392 2,075 11,237 72,821 79,835 93,450 93,147: 11,163 11,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 3,597: -280 -100 935 2,565 2,385 3,220 3,220: 377 377
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 2.0 10.7 69.6 76.3 89.3 89.0: 10.7 11.0
Old : 100.0: 9.0 2.0 10.7 69.6 76.3 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 46.7 76.1 62.5 50.4 45.4 61.4 58.0
Old : 59.2 46.7 76.1 62.5 50.4 45.4 61.4 58.0
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 22, 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 : 30,395: 2,405 4,330 1,920 24,950 23,155 29,275 29,405: 1,120 990
Old : 30,395: 2,405 4,330 1,920 24,950 23,155 29,275 29,405: 1,120 990
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 670: -845 0 1,020 545 -300 720 720: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.9 14.2 6.3 82.1 76.2 96.3 96.7: 3.7 3.3
Old : 100.0: 7.9 14.2 6.3 82.1 76.2 96.3 96.7: 3.7 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 : 26: 3 3 1 15 15 18 19:
Old : 26: 3 3 1 15 15 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 : 75.8 42.5 90.0 65.6 73.5 40.7 80.3 61.8
Old : 75.8 42.5 90.0 65.6 73.5 40.7 80.3 61.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 22, 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 : 24,580: 1,245 3,720 1,405 21,025 18,680 23,675 23,805: 905 775
Old : 24,580: 1,245 3,720 1,405 21,025 18,680 23,675 23,805: 905 775
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 635: -75 770 300 460 -385 685 685: -50 -50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.1 15.1 5.7 85.5 76.0 96.3 96.8: 3.7 3.2
Old : 100.0: 5.1 15.1 5.7 85.5 76.0 96.3 96.8: 3.7 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 : 23: 1 3 2 14 15 16 19:
Old : 23: 1 3 2 14 15 16 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 : 74.8 44.9 91.9 67.1 73.1 33.1 77.3 53.7
Old : 74.8 44.9 91.9 67.1 73.1 33.1 77.3 53.7
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 22, 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 : 22,865: 11,870 445 120 9,860 21,445 21,850 22,010: 1,015 855
Old : 22,865: 11,870 445 120 9,860 21,445 21,850 22,010: 1,015 855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 1,860: 1,570 -75 -10 300 1,945 1,860 1,860: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 51.9 1.9 0.5 43.1 93.8 95.6 96.3: 4.4 3.7
Old : 100.0: 51.9 1.9 0.5 43.1 93.8 95.6 96.3: 4.4 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 : 22: 3 1 2 11 15 15 17:
Old : 22: 3 1 2 11 15 15 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 : 78.5 72.1 90.5 86.6 78.1 63.9 82.1 77.4
Old : 78.5 72.1 90.5 86.6 78.1 63.9 82.1 77.4
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 22, 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 : 59,600: 1,025 8,380 475 46,865 39,700 48,365 48,555: 11,235 11,045
Old : 59,600: 1,025 8,380 475 46,865 39,700 48,365 48,555: 11,235 11,045
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 470: -50 1,250 0 400 -900 350 350: 120 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 14.1 0.8 78.6 66.6 81.1 81.5: 18.9 18.5
Old : 100.0: 1.7 14.1 0.8 78.6 66.6 81.1 81.5: 18.9 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 21 23 24 27:
Old : 32: 2 4 1 21 23 24 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 : 47.0 30.1 66.7 49.8 33.6 21.6 41.1 33.9
Old : 47.0 30.1 66.7 49.8 33.6 21.6 41.1 33.9
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 22, 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 : 47,030: 900 3,875 130 31,930 29,255 32,960 33,260: 14,070 13,770
Old : 47,030: 900 3,875 130 31,930 29,255 32,960 33,260: 14,070 13,770
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 15, 2019 :
: 300: -100 850 -50 450 -500 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.9 8.2 0.3 67.9 62.2 70.1 70.7: 29.9 29.3
Old : 100.0: 1.9 8.2 0.3 67.9 62.2 70.1 70.7: 29.9 29.3
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: 2 2 1 19 19 22 21:
Old : 26: 2 2 1 19 19 22 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 : 43.1 32.1 60.6 50.3 25.6 21.3 28.9 28.4
Old : 43.1 32.1 60.6 50.3 25.6 21.3 28.9 28.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 15, 2019