PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 47,045: 0 200 0 43,764 43,249 43,764 43,449: 3,281 3,596
Old : 47,045: 0 200 0 43,764 43,249 43,764 43,449: 3,281 3,596
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -2,165: 0 -50 0 -1,945 -1,855 -1,945 -1,905: -220 -260
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.4 0.0 93.0 91.9 93.0 92.4: 7.0 7.6
Old : 100.0: 0.0 0.4 0.0 93.0 91.9 93.0 92.4: 7.0 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 : 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 : 77.6 52.7 89.4 78.6 77.2 47.9 80.7 70.1
Old : 77.6 52.7 89.4 78.6 77.2 47.9 80.7 70.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 41,283: 0 0 0 38,033 37,838 38,033 37,838: 3,250 3,445
Old : 41,283: 0 0 0 38,033 37,838 38,033 37,838: 3,250 3,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -2,042: 0 -50 0 -1,835 -1,765 -1,835 -1,815: -207 -227
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 92.1 91.7 92.1 91.7: 7.9 8.3
Old : 100.0: 0.0 0.0 0.0 92.1 91.7 92.1 91.7: 7.9 8.3
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 : 23: 0 0 0 14 21 14 21:
Old : 23: 0 0 0 14 21 14 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 : 75.8 47.4 88.1 78.3 75.3 40.2 79.1 69.5
Old : 75.8 47.4 88.1 78.3 75.3 40.2 79.1 69.5
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, July 12, 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 : 24,020: 0 13,595 450 21,460 8,785 21,910 22,830: 2,110 1,190
Old : 24,020: 0 13,595 450 21,460 8,785 21,910 22,830: 2,110 1,190
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,075: 0 -165 0 -1,345 -1,190 -1,345 -1,355: 270 280
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 56.6 1.9 89.3 36.6 91.2 95.0: 8.8 5.0
Old : 100.0: 0.0 56.6 1.9 89.3 36.6 91.2 95.0: 8.8 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 : 25: 0 6 3 15 12 18 18:
Old : 25: 0 6 3 15 12 18 18:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.3 70.8 78.1 83.6 42.8 58.0 59.2 66.6
Old : 61.3 70.8 78.1 83.6 42.8 58.0 59.2 66.6
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, July 12, 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 : 22,345: 0 13,165 25 20,310 7,915 20,335 21,105: 2,010 1,240
Old : 22,345: 0 13,165 25 20,310 7,915 20,335 21,105: 2,010 1,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -625: 0 85 0 -845 -940 -845 -855: 220 230
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 58.9 0.1 90.9 35.4 91.0 94.5: 9.0 5.5
Old : 100.0: 0.0 58.9 0.1 90.9 35.4 91.0 94.5: 9.0 5.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 23: 0 5 1 14 10 15 15:
Old : 23: 0 5 1 14 10 15 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 : 61.9 74.4 79.5 87.2 45.1 62.7 59.6 70.6
Old : 61.9 74.4 79.5 87.2 45.1 62.7 59.6 70.6
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, July 12, 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: 5,020 150 430 17,736 22,606 23,186 23,186: 1,437 1,437
Old : 24,623: 5,020 150 430 17,736 22,606 23,186 23,186: 1,437 1,437
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -965: -220 0 -55 -615 -835 -890 -890: -75 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.4 0.6 1.7 72.0 91.8 94.2 94.2: 5.8 5.8
Old : 100.0: 20.4 0.6 1.7 72.0 91.8 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 : 24: 4 1 1 15 10 19 12:
Old : 24: 4 1 1 15 10 19 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 : 51.5 84.8 78.8 91.9 43.5 75.6 67.6 77.8
Old : 51.5 84.8 78.8 91.9 43.5 75.6 67.6 77.8
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, July 12, 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 : 21,436: 5,235 0 240 14,526 19,924 20,001 20,164: 1,435 1,272
Old : 21,436: 5,235 0 240 14,526 19,924 20,001 20,164: 1,435 1,272
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,065: -285 0 -40 -660 -960 -985 -1,000: -80 -65
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.4 0.0 1.1 67.8 92.9 93.3 94.1: 6.7 5.9
Old : 100.0: 24.4 0.0 1.1 67.8 92.9 93.3 94.1: 6.7 5.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 4 0 1 15 10 19 11:
Old : 21: 4 0 1 15 10 19 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 : 49.5 86.2 75.3 92.7 42.0 68.1 60.3 68.7
Old : 49.5 86.2 75.3 92.7 42.0 68.1 60.3 68.7
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, July 12, 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 : 30,445: 0 12,770 0 29,800 17,525 29,800 30,295: 645 150
Old : 30,445: 0 12,770 0 29,800 17,525 29,800 30,295: 645 150
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,205: -150 -310 0 -1,030 -895 -1,180 -1,205: -25 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 41.9 0.0 97.9 57.6 97.9 99.5: 2.1 0.5
Old : 100.0: 0.0 41.9 0.0 97.9 57.6 97.9 99.5: 2.1 0.5
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 : 23: 0 3 0 16 8 16 11:
Old : 23: 0 3 0 16 8 16 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 : 74.3 94.2 90.2 98.7 65.6 88.4 81.4 90.7
Old : 74.3 94.2 90.2 98.7 65.6 88.4 81.4 90.7
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, July 12, 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 : 25,020: 0 10,620 0 24,370 14,245 24,370 24,865: 650 155
Old : 25,020: 0 10,620 0 24,370 14,245 24,370 24,865: 650 155
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -795: 0 -160 0 -780 -635 -780 -795: -15 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 42.4 0.0 97.4 56.9 97.4 99.4: 2.6 0.6
Old : 100.0: 0.0 42.4 0.0 97.4 56.9 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 : 72.7 95.9 89.6 99.2 65.3 90.6 82.1 91.9
Old : 72.7 95.9 89.6 99.2 65.3 90.6 82.1 91.9
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, July 12, 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 : 27,375: 1,450 2,745 150 24,260 23,025 25,860 25,920: 1,515 1,455
Old : 27,375: 1,450 2,745 150 24,260 23,025 25,860 25,920: 1,515 1,455
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,235: 0 25 -25 -1,115 -1,130 -1,140 -1,130: -95 -105
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.3 10.0 0.5 88.6 84.1 94.5 94.7: 5.5 5.3
Old : 100.0: 5.3 10.0 0.5 88.6 84.1 94.5 94.7: 5.5 5.3
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 : 23: 2 2 2 14 12 17 15:
Old : 23: 2 2 2 14 12 17 15:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.4 73.1 84.5 92.6 54.8 59.6 63.1 66.2
Old : 64.4 73.1 84.5 92.6 54.8 59.6 63.1 66.2
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, July 12, 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 : 24,830: 1,475 2,480 435 21,930 20,985 23,840 23,900: 990 930
Old : 24,830: 1,475 2,480 435 21,930 20,985 23,840 23,900: 990 930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -870: 0 15 -15 -765 -770 -780 -770: -90 -100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 10.0 1.8 88.3 84.5 96.0 96.3: 4.0 3.7
Old : 100.0: 5.9 10.0 1.8 88.3 84.5 96.0 96.3: 4.0 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 : 23: 3 1 3 14 11 18 14:
Old : 23: 3 1 3 14 11 18 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 : 59.1 83.9 83.9 94.0 51.3 67.2 64.3 69.6
Old : 59.1 83.9 83.9 94.0 51.3 67.2 64.3 69.6
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, July 12, 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 : 31,664: 4,295 2,360 365 25,879 27,804 30,539 30,529: 1,125 1,135
Old : 31,664: 4,295 2,360 365 25,879 27,804 30,539 30,529: 1,125 1,135
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,085: 45 50 -50 -980 -975 -985 -975: -100 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 7.5 1.2 81.7 87.8 96.4 96.4: 3.6 3.6
Old : 100.0: 13.6 7.5 1.2 81.7 87.8 96.4 96.4: 3.6 3.6
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 : 26: 2 3 2 17 12 20 16:
Old : 26: 2 3 2 17 12 20 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 : 58.4 78.5 79.4 92.8 57.4 73.2 75.4 86.4
Old : 58.4 78.5 79.4 92.8 57.4 73.2 75.4 86.4
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, July 12, 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 : 27,660: 0 3,440 820 24,920 21,480 25,740 25,740: 1,920 1,920
Old : 27,660: 0 3,440 820 24,920 21,480 25,740 25,740: 1,920 1,920
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,110: 0 -320 0 -875 -555 -875 -875: -235 -235
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 12.4 3.0 90.1 77.7 93.1 93.1: 6.9 6.9
Old : 100.0: 0.0 12.4 3.0 90.1 77.7 93.1 93.1: 6.9 6.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 27: 0 5 3 17 12 20 17:
Old : 27: 0 5 3 17 12 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 : 52.3 70.9 73.2 88.6 45.4 69.7 66.3 80.9
Old : 52.3 70.9 73.2 88.6 45.4 69.7 66.3 80.9
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, July 12, 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 : 115,039: 24,505 1,170 765 83,429 106,864 108,699 108,799: 6,340 6,240
Old : 115,039: 24,505 1,170 765 83,429 106,864 108,699 108,799: 6,340 6,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -4,692: -535 -95 50 -3,990 -4,450 -4,475 -4,495: -217 -197
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 1.0 0.7 72.5 92.9 94.5 94.6: 5.5 5.4
Old : 100.0: 21.3 1.0 0.7 72.5 92.9 94.5 94.6: 5.5 5.4
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 : 39: 5 1 2 21 26 27 28:
Old : 39: 5 1 2 21 26 27 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 : 61.3 51.2 85.1 67.8 52.5 50.8 73.2 66.0
Old : 61.3 51.2 85.1 67.8 52.5 50.8 73.2 66.0
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, July 12, 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 : 103,735: 27,135 0 525 71,116 98,240 98,776 98,765: 4,959 4,970
Old : 103,735: 27,135 0 525 71,116 98,240 98,776 98,765: 4,959 4,970
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -3,963: -570 0 0 -3,156 -3,737 -3,726 -3,737: -237 -226
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 0.0 0.5 68.6 94.7 95.2 95.2: 4.8 4.8
Old : 100.0: 26.2 0.0 0.5 68.6 94.7 95.2 95.2: 4.8 4.8
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 : 37: 5 0 2 19 27 24 29:
Old : 37: 5 0 2 19 27 24 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 : 65.5 45.9 85.8 64.6 58.1 44.1 69.7 58.2
Old : 65.5 45.9 85.8 64.6 58.1 44.1 69.7 58.2
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, July 12, 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 : 20,920: 25 0 125 19,575 19,770 19,725 19,895: 1,195 1,025
Old : 20,920: 25 0 125 19,575 19,770 19,725 19,895: 1,195 1,025
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -880: -25 0 0 -840 -870 -865 -870: -15 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.1 0.0 0.6 93.6 94.5 94.3 95.1: 5.7 4.9
Old : 100.0: 0.1 0.0 0.6 93.6 94.5 94.3 95.1: 5.7 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 : 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 : 58.0 75.4 79.6 88.7 54.4 64.4 64.1 68.8
Old : 58.0 75.4 79.6 88.7 54.4 64.4 64.1 68.8
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, July 12, 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 : 16,635: 600 275 0 15,675 15,960 16,275 16,235: 360 400
Old : 16,635: 600 275 0 15,675 15,960 16,275 16,235: 360 400
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -950: 0 -25 0 -950 -915 -950 -940: 0 -10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.6 1.7 0.0 94.2 95.9 97.8 97.6: 2.2 2.4
Old : 100.0: 3.6 1.7 0.0 94.2 95.9 97.8 97.6: 2.2 2.4
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 : 55.4 73.6 76.2 90.4 47.2 61.4 62.2 68.9
Old : 55.4 73.6 76.2 90.4 47.2 61.4 62.2 68.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 30,095: 75 1,825 300 26,180 24,435 26,555 26,560: 3,540 3,535
Old : 30,095: 75 1,825 300 26,180 24,435 26,555 26,560: 3,540 3,535
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,090: 25 -150 -50 -975 -800 -1,000 -1,000: -90 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.2 6.1 1.0 87.0 81.2 88.2 88.3: 11.8 11.7
Old : 100.0: 0.2 6.1 1.0 87.0 81.2 88.2 88.3: 11.8 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: 1 3 1 21 16 23 19:
Old : 30: 1 3 1 21 16 23 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 : 44.0 38.9 65.6 62.6 37.3 32.0 51.5 47.5
Old : 44.0 38.9 65.6 62.6 37.3 32.0 51.5 47.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 12, 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 : 22,910: 0 275 125 19,520 19,245 19,645 19,645: 3,265 3,265
Old : 22,910: 0 275 125 19,520 19,245 19,645 19,645: 3,265 3,265
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: July 5, 2016 :
: -1,055: 0 -25 0 -1,020 -995 -1,020 -1,020: -35 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 0.5 85.2 84.0 85.7 85.7: 14.3 14.3
Old : 100.0: 0.0 1.2 0.5 85.2 84.0 85.7 85.7: 14.3 14.3
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 : 23: 0 1 1 16 15 17 16:
Old : 23: 0 1 1 16 15 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 : 44.7 46.2 67.0 66.8 36.0 33.2 51.1 49.1
Old : 44.7 46.2 67.0 66.8 36.0 33.2 51.1 49.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 15, 2016