MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 18,787: 925 2,815 225 16,542 14,652 17,692 17,692: 1,095 1,095
Old : 18,787: 925 2,815 225 16,542 14,652 17,692 17,692: 1,095 1,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: -200: 0 125 25 -250 -375 -225 -225: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.9 15.0 1.2 88.1 78.0 94.2 94.2: 5.8 5.8
Old : 100.0: 4.9 15.0 1.2 88.1 78.0 94.2 94.2: 5.8 5.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 3 2 1 11 13 14 16:
Old : 21: 3 2 1 11 13 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 : 83.2 70.7 92.0 83.4 79.3 70.5 84.4 80.2
Old : 83.2 70.7 92.0 83.4 79.3 70.5 84.4 80.2
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 29, 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 : 65,581: 8,115 5,675 3,595 46,297 48,086 58,007 57,356: 7,574 8,225
Old : 65,581: 8,115 5,675 3,595 46,297 48,086 58,007 57,356: 7,574 8,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 1,990: -80 0 -305 2,305 2,225 1,920 1,920: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 8.7 5.5 70.6 73.3 88.5 87.5: 11.5 12.5
Old : 100.0: 12.4 8.7 5.5 70.6 73.3 88.5 87.5: 11.5 12.5
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: 3 2 3 15 21 18 26:
Old : 28: 3 2 3 15 21 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 : 62.3 52.6 83.0 68.1 59.5 52.5 72.3 67.5
Old : 62.3 52.6 83.0 68.1 59.5 52.5 72.3 67.5
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 29, 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 : 64,661: 8,530 5,675 3,480 45,582 47,966 57,592 57,121: 7,069 7,540
Old : 64,661: 8,530 5,675 3,480 45,582 47,966 57,592 57,121: 7,069 7,540
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 1,900: -80 0 -310 2,265 2,185 1,875 1,875: 25 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.2 8.8 5.4 70.5 74.2 89.1 88.3: 10.9 11.7
Old : 100.0: 13.2 8.8 5.4 70.5 74.2 89.1 88.3: 10.9 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 : 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 : 63.4 54.9 82.2 70.1 59.6 54.8 71.4 68.1
Old : 63.4 54.9 82.2 70.1 59.6 54.8 71.4 68.1
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 29, 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 : 22,465: 150 10,075 770 17,222 7,622 18,142 18,467: 4,323 3,998
Old : 22,465: 150 10,075 770 17,222 7,622 18,142 18,467: 4,323 3,998
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 420: 0 -1,825 420 -348 1,477 72 72: 348 348
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 44.8 3.4 76.7 33.9 80.8 82.2: 19.2 17.8
Old : 100.0: 0.7 44.8 3.4 76.7 33.9 80.8 82.2: 19.2 17.8
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 : 27: 1 5 3 17 11 20 17:
Old : 27: 1 5 3 17 11 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 42.0 58.0 66.4 70.6 40.3 54.8 58.9 66.1
Old : 42.0 58.0 66.4 70.6 40.3 54.8 58.9 66.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 22,210: 150 9,775 770 16,882 7,577 17,802 18,122: 4,408 4,088
Old : 22,210: 150 9,775 770 16,882 7,577 17,802 18,122: 4,408 4,088
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 420: 0 -1,825 420 -336 1,489 84 84: 336 336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 44.0 3.5 76.0 34.1 80.2 81.6: 19.8 18.4
Old : 100.0: 0.7 44.0 3.5 76.0 34.1 80.2 81.6: 19.8 18.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 1 5 3 17 11 20 17:
Old : 27: 1 5 3 17 11 20 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 43.0 57.3 65.5 69.8 40.3 54.0 58.1 65.5
Old : 43.0 57.3 65.5 69.8 40.3 54.0 58.1 65.5
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 29, 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: 13,650 655 0 14,348 27,096 27,998 27,751: 3,443 3,690
Old : 31,441: 13,650 655 0 14,348 27,096 27,998 27,751: 3,443 3,690
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 0: 0 -75 0 0 75 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 43.4 2.1 0.0 45.6 86.2 89.0 88.3: 11.0 11.7
Old : 100.0: 43.4 2.1 0.0 45.6 86.2 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 72.1 80.8 80.8 62.3 70.9 79.7 79.4
Old : 62.3 72.1 80.8 80.8 62.3 70.9 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 29, 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: 12,050 655 0 14,407 25,883 26,457 26,538: 3,725 3,644
Old : 30,182: 12,050 655 0 14,407 25,883 26,457 26,538: 3,725 3,644
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 0: 0 -75 0 0 75 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.9 2.2 0.0 47.7 85.8 87.7 87.9: 12.3 12.1
Old : 100.0: 39.9 2.2 0.0 47.7 85.8 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 75.5 81.3 84.1 59.6 74.1 80.4 82.0
Old : 59.9 75.5 81.3 84.1 59.6 74.1 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 29, 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 : 34,705: 8,865 1,000 1,845 20,680 28,765 31,390 31,610: 3,315 3,095
Old : 34,705: 8,865 1,000 1,845 20,680 28,765 31,390 31,610: 3,315 3,095
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 50: 100 -75 -25 -25 150 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 2.9 5.3 59.6 82.9 90.4 91.1: 9.6 8.9
Old : 100.0: 25.5 2.9 5.3 59.6 82.9 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 : 51.8 75.2 73.5 88.0 47.0 73.3 68.7 81.5
Old : 51.8 75.2 73.5 88.0 47.0 73.3 68.7 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 29, 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 : 32,705: 9,290 650 1,145 18,995 27,855 29,430 29,650: 3,275 3,055
Old : 32,705: 9,290 650 1,145 18,995 27,855 29,430 29,650: 3,275 3,055
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 50: 100 -75 -25 -25 150 50 50: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.4 2.0 3.5 58.1 85.2 90.0 90.7: 10.0 9.3
Old : 100.0: 28.4 2.0 3.5 58.1 85.2 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 : 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 : 53.3 78.0 73.8 88.4 50.7 76.6 71.2 84.5
Old : 53.3 78.0 73.8 88.4 50.7 76.6 71.2 84.5
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 29, 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 22, 2019 :
: 0: 0 0 0 0 0 0 0: 0 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 29, 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 22, 2019 :
: 0: 0 0 0 0 0 0 0: 0 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 29, 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 : 48,870: 7,740 13,990 4,600 33,905 28,265 46,245 46,855: 2,625 2,015
Old : 48,870: 7,740 13,990 4,600 33,905 28,265 46,245 46,855: 2,625 2,015
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 600: 345 200 -45 125 270 425 425: 175 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.8 28.6 9.4 69.4 57.8 94.6 95.9: 5.4 4.1
Old : 100.0: 15.8 28.6 9.4 69.4 57.8 94.6 95.9: 5.4 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 : 30: 4 3 5 19 17 26 22:
Old : 30: 4 3 5 19 17 26 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 : 61.7 66.1 77.7 89.0 54.2 60.6 67.8 75.5
Old : 61.7 66.1 77.7 89.0 54.2 60.6 67.8 75.5
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 29, 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 : 48,730: 7,505 13,990 4,585 33,880 28,035 45,970 46,610: 2,760 2,120
Old : 48,730: 7,505 13,990 4,585 33,880 28,035 45,970 46,610: 2,760 2,120
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 620: 370 200 -50 125 295 445 445: 175 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.4 28.7 9.4 69.5 57.5 94.3 95.6: 5.7 4.4
Old : 100.0: 15.4 28.7 9.4 69.5 57.5 94.3 95.6: 5.7 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 18 17 24 22:
Old : 29: 3 3 5 18 17 24 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 : 62.5 67.8 78.6 88.6 55.6 61.6 69.5 75.2
Old : 62.5 67.8 78.6 88.6 55.6 61.6 69.5 75.2
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 29, 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 : 47,350: 16,690 12,875 370 26,195 30,250 43,255 43,495: 4,095 3,855
Old : 47,350: 16,690 12,875 370 26,195 30,250 43,255 43,495: 4,095 3,855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 1,720: 0 900 0 700 -200 700 700: 1,020 1,020
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.2 27.2 0.8 55.3 63.9 91.4 91.9: 8.6 8.1
Old : 100.0: 35.2 27.2 0.8 55.3 63.9 91.4 91.9: 8.6 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 : 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 : 57.4 75.6 75.9 90.3 57.3 73.6 75.7 87.3
Old : 57.4 75.6 75.9 90.3 57.3 73.6 75.7 87.3
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 29, 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 : 42,875: 16,245 10,515 415 22,735 28,705 39,395 39,635: 3,480 3,240
Old : 42,875: 16,245 10,515 415 22,735 28,705 39,395 39,635: 3,480 3,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 1,750: 0 900 0 510 -390 510 510: 1,240 1,240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 37.9 24.5 1.0 53.0 67.0 91.9 92.4: 8.1 7.6
Old : 100.0: 37.9 24.5 1.0 53.0 67.0 91.9 92.4: 8.1 7.6
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 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 : 58.7 70.4 77.5 90.2 58.4 69.2 77.1 88.1
Old : 58.7 70.4 77.5 90.2 58.4 69.2 77.1 88.1
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 29, 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 : 116,397: 11,844 2,860 10,965 80,504 89,103 103,313 102,928: 13,084 13,469
Old : 116,397: 11,844 2,860 10,965 80,504 89,103 103,313 102,928: 13,084 13,469
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 3,330: -1,040 100 435 3,141 2,001 2,536 2,536: 794 794
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.2 2.5 9.4 69.2 76.6 88.8 88.4: 11.2 11.6
Old : 100.0: 10.2 2.5 9.4 69.2 76.6 88.8 88.4: 11.2 11.6
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 : 42: 6 3 7 25 26 33 34:
Old : 42: 6 3 7 25 26 33 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 : 56.6 46.0 74.0 63.1 49.7 45.0 61.4 56.6
Old : 56.6 46.0 74.0 63.1 49.7 45.0 61.4 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 29, 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 : 108,011: 8,377 2,150 11,857 75,821 81,745 96,055 95,752: 11,956 12,259
Old : 108,011: 8,377 2,150 11,857 75,821 81,745 96,055 95,752: 11,956 12,259
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 3,398: -1,015 75 620 3,000 1,910 2,605 2,605: 793 793
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.8 2.0 11.0 70.2 75.7 88.9 88.7: 11.1 11.3
Old : 100.0: 7.8 2.0 11.0 70.2 75.7 88.9 88.7: 11.1 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 39: 6 3 7 21 27 29 35:
Old : 39: 6 3 7 21 27 29 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 58.0 45.9 75.6 62.0 49.1 44.6 61.0 57.0
Old : 58.0 45.9 75.6 62.0 49.1 44.6 61.0 57.0
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 29, 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 : 30,945: 2,180 4,330 2,270 25,285 23,265 29,735 29,865: 1,210 1,080
Old : 30,945: 2,180 4,330 2,270 25,285 23,265 29,735 29,865: 1,210 1,080
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 550: -225 0 350 335 110 460 460: 90 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 7.0 14.0 7.3 81.7 75.2 96.1 96.5: 3.9 3.5
Old : 100.0: 7.0 14.0 7.3 81.7 75.2 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 : 26: 3 3 1 16 15 19 19:
Old : 26: 3 3 1 16 15 19 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 : 76.0 41.8 89.5 65.6 72.7 40.1 79.0 60.8
Old : 76.0 41.8 89.5 65.6 72.7 40.1 79.0 60.8
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 29, 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 : 25,450: 1,070 3,770 1,955 21,470 18,830 24,495 24,555: 955 895
Old : 25,450: 1,070 3,770 1,955 21,470 18,830 24,495 24,555: 955 895
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 870: -175 50 550 445 150 820 750: 50 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.2 14.8 7.7 84.4 74.0 96.2 96.5: 3.8 3.5
Old : 100.0: 4.2 14.8 7.7 84.4 74.0 96.2 96.5: 3.8 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 : 24: 1 3 2 15 17 17 21:
Old : 24: 1 3 2 15 17 17 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 : 76.0 45.7 92.2 67.2 71.9 32.0 75.0 52.1
Old : 76.0 45.7 92.2 67.2 71.9 32.0 75.0 52.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 29, 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 : 23,650: 12,520 270 105 9,980 22,390 22,605 22,765: 1,045 885
Old : 23,650: 12,520 270 105 9,980 22,390 22,605 22,765: 1,045 885
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 785: 650 -175 -15 120 945 755 755: 30 30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 52.9 1.1 0.4 42.2 94.7 95.6 96.3: 4.4 3.7
Old : 100.0: 52.9 1.1 0.4 42.2 94.7 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 : 78.6 73.3 90.7 87.7 78.2 64.7 82.2 78.3
Old : 78.6 73.3 90.7 87.7 78.2 64.7 82.2 78.3
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 29, 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 : 61,058: 995 8,980 525 48,853 41,058 50,373 50,563: 10,685 10,495
Old : 61,058: 995 8,980 525 48,853 41,058 50,373 50,563: 10,685 10,495
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 1,458: -30 600 50 1,988 1,358 2,008 2,008: -550 -550
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.6 14.7 0.9 80.0 67.2 82.5 82.8: 17.5 17.2
Old : 100.0: 1.6 14.7 0.9 80.0 67.2 82.5 82.8: 17.5 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 : 32: 2 4 2 21 23 25 27:
Old : 32: 2 4 2 21 23 25 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 : 48.6 32.5 68.1 51.4 37.0 22.2 43.8 35.7
Old : 48.6 32.5 68.1 51.4 37.0 22.2 43.8 35.7
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 29, 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 : 49,325: 900 4,375 180 33,110 29,935 34,190 34,490: 15,135 14,835
Old : 49,325: 900 4,375 180 33,110 29,935 34,190 34,490: 15,135 14,835
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: January 22, 2019 :
: 2,295: 0 500 50 1,180 680 1,230 1,230: 1,065 1,065
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.8 8.9 0.4 67.1 60.7 69.3 69.9: 30.7 30.1
Old : 100.0: 1.8 8.9 0.4 67.1 60.7 69.3 69.9: 30.7 30.1
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 : 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 : 44.9 36.2 60.2 51.7 29.9 24.6 34.0 32.9
Old : 44.9 36.2 60.2 51.7 29.9 24.6 34.0 32.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 19, 2019