PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 49,500: 0 250 0 46,309 45,704 46,309 45,954: 3,191 3,546
Old : 49,500: 0 250 0 46,309 45,704 46,309 45,954: 3,191 3,546
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 30: 0 100 0 150 50 150 150: -120 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.5 0.0 93.6 92.3 93.6 92.8: 6.4 7.2
Old : 100.0: 0.0 0.5 0.0 93.6 92.3 93.6 92.8: 6.4 7.2
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: 0 1 0 16 21 16 22:
Old : 26: 0 1 0 16 21 16 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 : 76.7 52.7 89.6 78.9 76.4 47.1 80.1 69.3
Old : 76.7 52.7 89.6 78.9 76.4 47.1 80.1 69.3
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, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 43,725: 0 50 0 40,568 40,303 40,568 40,353: 3,157 3,372
Old : 43,725: 0 50 0 40,568 40,303 40,568 40,353: 3,157 3,372
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 35: 0 0 0 155 155 155 155: -120 -120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.1 0.0 92.8 92.2 92.8 92.3: 7.2 7.7
Old : 100.0: 0.0 0.1 0.0 92.8 92.2 92.8 92.3: 7.2 7.7
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 : 24: 0 1 0 14 21 14 22:
Old : 24: 0 1 0 14 21 14 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 : 75.0 48.6 88.6 78.7 74.5 39.7 78.7 68.8
Old : 75.0 48.6 88.6 78.7 74.5 39.7 78.7 68.8
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, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 25,015: 255 12,960 620 22,510 10,735 23,385 24,315: 1,630 700
Old : 25,015: 255 12,960 620 22,510 10,735 23,385 24,315: 1,630 700
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 1,675: -70 900 95 2,170 1,220 2,195 2,215: -520 -540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 51.8 2.5 90.0 42.9 93.5 97.2: 6.5 2.8
Old : 100.0: 1.0 51.8 2.5 90.0 42.9 93.5 97.2: 6.5 2.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 1 5 3 15 13 18 19:
Old : 26: 1 5 3 15 13 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 : 62.2 71.8 79.5 86.6 42.8 60.5 59.8 69.1
Old : 62.2 71.8 79.5 86.6 42.8 60.5 59.8 69.1
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, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 22,565: 0 12,375 25 20,960 9,365 20,985 21,765: 1,580 800
Old : 22,565: 0 12,375 25 20,960 9,365 20,985 21,765: 1,580 800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 1,655: 0 970 25 2,170 1,200 2,195 2,195: -540 -540
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 54.8 0.1 92.9 41.5 93.0 96.5: 7.0 3.5
Old : 100.0: 0.0 54.8 0.1 92.9 41.5 93.0 96.5: 7.0 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 : 22: 0 5 1 14 9 15 14:
Old : 22: 0 5 1 14 9 15 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 : 64.3 75.4 82.7 90.2 45.9 63.0 61.4 71.6
Old : 64.3 75.4 82.7 90.2 45.9 63.0 61.4 71.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 24,623: 5,240 150 485 17,401 22,491 23,126 23,126: 1,497 1,497
Old : 24,623: 5,240 150 485 17,401 22,491 23,126 23,126: 1,497 1,497
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 500: 300 150 0 -250 -100 50 50: 450 450
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 0.6 2.0 70.7 91.3 93.9 93.9: 6.1 6.1
Old : 100.0: 21.3 0.6 2.0 70.7 91.3 93.9 93.9: 6.1 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 : 25: 4 1 1 16 10 20 12:
Old : 25: 4 1 1 16 10 20 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 : 51.4 84.0 78.5 91.8 42.9 73.8 66.9 76.3
Old : 51.4 84.0 78.5 91.8 42.9 73.8 66.9 76.3
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, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 21,611: 5,520 0 280 14,296 19,994 20,096 20,274: 1,515 1,337
Old : 21,611: 5,520 0 280 14,296 19,994 20,096 20,274: 1,515 1,337
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 230: 150 0 0 0 150 150 150: 80 80
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 0.0 1.3 66.2 92.5 93.0 93.8: 7.0 6.2
Old : 100.0: 25.5 0.0 1.3 66.2 92.5 93.0 93.8: 7.0 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 : 23: 4 0 1 17 10 21 11:
Old : 23: 4 0 1 17 10 21 11:
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 : 51.0 85.2 74.0 92.3 41.4 62.3 57.3 64.5
Old : 51.0 85.2 74.0 92.3 41.4 62.3 57.3 64.5
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, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 31,925: 50 13,230 100 31,130 18,470 31,280 31,800: 645 125
Old : 31,925: 50 13,230 100 31,130 18,470 31,280 31,800: 645 125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 150: 0 -50 0 150 200 150 150: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 41.4 0.3 97.5 57.9 98.0 99.6: 2.0 0.4
Old : 100.0: 0.2 41.4 0.3 97.5 57.9 98.0 99.6: 2.0 0.4
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 : 24: 1 2 1 16 8 17 11:
Old : 24: 1 2 1 16 8 17 11:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.7 93.3 89.9 98.8 63.8 86.5 80.1 89.4
Old : 73.7 93.3 89.9 98.8 63.8 86.5 80.1 89.4
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, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 25,915: 0 10,780 0 25,250 14,980 25,250 25,760: 665 155
Old : 25,915: 0 10,780 0 25,250 14,980 25,250 25,760: 665 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 41.6 0.0 97.4 57.8 97.4 99.4: 2.6 0.6
Old : 100.0: 0.0 41.6 0.0 97.4 57.8 97.4 99.4: 2.6 0.6
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: 0 2 0 14 7 14 9:
Old : 20: 0 2 0 14 7 14 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 73.0 95.9 89.6 99.2 64.4 89.5 81.0 90.8
Old : 73.0 95.9 89.6 99.2 64.4 89.5 81.0 90.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE
Commitments of Traders with Delta-adjusted Options and Futures Combined, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 31,749: 3,900 2,285 465 26,434 28,004 30,799 30,754: 950 995
Old : 31,749: 3,900 2,285 465 26,434 28,004 30,799 30,754: 950 995
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: -175: 0 -100 -100 0 100 -100 -100: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.3 7.2 1.5 83.3 88.2 97.0 96.9: 3.0 3.1
Old : 100.0: 12.3 7.2 1.5 83.3 88.2 97.0 96.9: 3.0 3.1
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 3 2 16 12 19 16:
Old : 26: 2 3 2 16 12 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 : 59.4 78.8 80.3 93.1 58.1 74.1 76.4 87.0
Old : 59.4 78.8 80.3 93.1 58.1 74.1 76.4 87.0
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, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 28,630: 0 3,810 820 25,805 21,995 26,625 26,625: 2,005 2,005
Old : 28,630: 0 3,810 820 25,805 21,995 26,625 26,625: 2,005 2,005
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 350: 0 0 225 125 125 350 350: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 13.3 2.9 90.1 76.8 93.0 93.0: 7.0 7.0
Old : 100.0: 0.0 13.3 2.9 90.1 76.8 93.0 93.0: 7.0 7.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 5 3 15 12 18 17:
Old : 26: 0 5 3 15 12 18 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 52.2 72.1 73.6 88.8 45.9 70.4 67.3 81.9
Old : 52.2 72.1 73.6 88.8 45.9 70.4 67.3 81.9
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, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 117,215: 24,930 1,645 375 85,888 109,293 111,193 111,313: 6,022 5,902
Old : 117,215: 24,930 1,645 375 85,888 109,293 111,193 111,313: 6,022 5,902
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 880: 650 -70 110 -110 545 650 585: 230 295
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 1.4 0.3 73.3 93.2 94.9 95.0: 5.1 5.0
Old : 100.0: 21.3 1.4 0.3 73.3 93.2 94.9 95.0: 5.1 5.0
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 : 39: 4 2 2 20 26 26 28:
Old : 39: 4 2 2 20 26 26 28:
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 : 61.4 50.9 85.9 68.0 51.2 50.6 74.1 66.2
Old : 61.4 50.9 85.9 68.0 51.2 50.6 74.1 66.2
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, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 106,097: 27,040 0 705 73,081 100,191 100,826 100,896: 5,271 5,201
Old : 106,097: 27,040 0 705 73,081 100,191 100,826 100,896: 5,271 5,201
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 70: 855 -65 -55 -690 230 110 110: -40 -40
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 25.5 0.0 0.7 68.9 94.4 95.0 95.1: 5.0 4.9
Old : 100.0: 25.5 0.0 0.7 68.9 94.4 95.0 95.1: 5.0 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 : 37: 5 0 2 18 27 23 29:
Old : 37: 5 0 2 18 27 23 29:
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 : 64.8 44.6 86.1 63.6 56.4 43.5 70.2 58.4
Old : 64.8 44.6 86.1 63.6 56.4 43.5 70.2 58.4
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, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 19,120: 50 0 125 17,915 18,140 18,090 18,265: 1,030 855
Old : 19,120: 50 0 125 17,915 18,140 18,090 18,265: 1,030 855
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 500: 0 0 0 0 0 0 0: 500 500
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 0.0 0.7 93.7 94.9 94.6 95.5: 5.4 4.5
Old : 100.0: 0.3 0.0 0.7 93.7 94.9 94.6 95.5: 5.4 4.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 1 0 1 18 13 19 14:
Old : 20: 1 0 1 18 13 19 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 : 59.6 72.9 78.1 87.7 56.0 67.2 67.3 72.6
Old : 59.6 72.9 78.1 87.7 56.0 67.2 67.3 72.6
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, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 15,905: 600 300 0 15,125 15,375 15,725 15,675: 180 230
Old : 15,905: 600 300 0 15,125 15,375 15,725 15,675: 180 230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 1.9 0.0 95.1 96.7 98.9 98.6: 1.1 1.4
Old : 100.0: 3.8 1.9 0.0 95.1 96.7 98.9 98.6: 1.1 1.4
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 1 0 18 12 19 13:
Old : 22: 1 1 0 18 12 19 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 : 53.0 70.5 75.5 90.2 50.4 61.5 66.9 73.2
Old : 53.0 70.5 75.5 90.2 50.4 61.5 66.9 73.2
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, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 29,985: 50 1,975 350 27,155 25,235 27,555 27,560: 2,430 2,425
Old : 29,985: 50 1,975 350 27,155 25,235 27,555 27,560: 2,430 2,425
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 1,340: 0 300 50 1,170 870 1,220 1,220: 120 120
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 6.6 1.2 90.6 84.2 91.9 91.9: 8.1 8.1
Old : 100.0: 0.2 6.6 1.2 90.6 84.2 91.9 91.9: 8.1 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 : 30: 1 2 2 21 16 24 19:
Old : 30: 1 2 2 21 16 24 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 : 48.3 40.7 71.4 66.0 39.2 36.3 53.7 53.7
Old : 48.3 40.7 71.4 66.0 39.2 36.3 53.7 53.7
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, June 21, 2016
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 22,770: 0 300 125 20,315 20,015 20,440 20,440: 2,330 2,330
Old : 22,770: 0 300 125 20,315 20,015 20,440 20,440: 2,330 2,330
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: June 14, 2016 :
: 350: 0 0 0 300 300 300 300: 50 50
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.3 0.5 89.2 87.9 89.8 89.8: 10.2 10.2
Old : 100.0: 0.0 1.3 0.5 89.2 87.9 89.8 89.8: 10.2 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 : 24: 0 1 1 15 16 16 17:
Old : 24: 0 1 1 15 16 16 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 : 51.9 47.2 74.5 69.6 43.4 39.1 59.5 56.1
Old : 51.9 47.2 74.5 69.6 43.4 39.1 59.5 56.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 24, 2016