ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 23,107: 0 0 0 22,102 22,507 22,102 22,507: 1,005 600
Old : 23,107: 0 0 0 22,102 22,507 22,102 22,507: 1,005 600
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 95.7 97.4 95.7 97.4: 4.3 2.6
Old : 100.0: 0.0 0.0 0.0 95.7 97.4 95.7 97.4: 4.3 2.6
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 0 0 12 14 12 14:
Old : 20: 0 0 0 12 14 12 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 : 75.8 60.3 92.5 86.1 75.8 59.0 88.8 79.5
Old : 75.8 60.3 92.5 86.1 75.8 59.0 88.8 79.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 41,214: 0 700 0 37,884 37,069 37,884 37,769: 3,330 3,445
Old : 41,214: 0 700 0 37,884 37,069 37,884 37,769: 3,330 3,445
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -2,123: 0 600 0 -2,250 -2,810 -2,250 -2,210: 127 87
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.7 0.0 91.9 89.9 91.9 91.6: 8.1 8.4
Old : 100.0: 0.0 1.7 0.0 91.9 89.9 91.9 91.6: 8.1 8.4
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 : 25: 0 1 0 16 18 16 19:
Old : 25: 0 1 0 16 18 16 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 77.6 48.8 90.1 75.0 76.3 48.5 82.6 73.1
Old : 77.6 48.8 90.1 75.0 76.3 48.5 82.6 73.1
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, December 06, 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 : 37,415: 0 700 0 33,728 32,933 33,728 33,633: 3,687 3,782
Old : 37,415: 0 700 0 33,728 32,933 33,728 33,633: 3,687 3,782
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -2,036: 0 600 0 -2,150 -2,730 -2,150 -2,130: 114 94
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.9 0.0 90.1 88.0 90.1 89.9: 9.9 10.1
Old : 100.0: 0.0 1.9 0.0 90.1 88.0 90.1 89.9: 9.9 10.1
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 : 24: 0 1 0 12 18 12 19:
Old : 24: 0 1 0 12 18 12 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 : 76.5 47.4 88.9 74.4 75.2 47.3 81.9 72.8
Old : 76.5 47.4 88.9 74.4 75.2 47.3 81.9 72.8
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, December 06, 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 : 34,805: 0 23,235 30 33,230 10,415 33,260 33,680: 1,545 1,125
Old : 34,805: 0 23,235 30 33,230 10,415 33,260 33,680: 1,545 1,125
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 485: 0 -370 -50 740 860 690 440: -205 45
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 66.8 0.1 95.5 29.9 95.6 96.8: 4.4 3.2
Old : 100.0: 0.0 66.8 0.1 95.5 29.9 95.6 96.8: 4.4 3.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 0 6 1 16 11 17 17:
Old : 26: 0 6 1 16 11 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 : 73.4 77.2 86.8 87.7 69.2 75.3 82.4 82.8
Old : 73.4 77.2 86.8 87.7 69.2 75.3 82.4 82.8
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, December 06, 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 : 31,725: 0 17,590 360 29,685 12,395 30,045 30,345: 1,680 1,380
Old : 31,725: 0 17,590 360 29,685 12,395 30,045 30,345: 1,680 1,380
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 615: 0 305 -130 1,025 470 895 645: -280 -30
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 55.4 1.1 93.6 39.1 94.7 95.7: 5.3 4.3
Old : 100.0: 0.0 55.4 1.1 93.6 39.1 94.7 95.7: 5.3 4.3
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 : 24: 0 5 2 14 12 16 17:
Old : 24: 0 5 2 14 12 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 : 75.8 75.1 85.4 86.5 70.5 71.8 78.1 79.9
Old : 75.8 75.1 85.4 86.5 70.5 71.8 78.1 79.9
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, December 06, 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 : 25,078: 3,245 2,005 205 20,126 21,366 23,576 23,576: 1,502 1,502
Old : 25,078: 3,245 2,005 205 20,126 21,366 23,576 23,576: 1,502 1,502
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -1,375: -695 -175 -50 -1,328 -1,848 -2,073 -2,073: 698 698
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.9 8.0 0.8 80.3 85.2 94.0 94.0: 6.0 6.0
Old : 100.0: 12.9 8.0 0.8 80.3 85.2 94.0 94.0: 6.0 6.0
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: 4 1 4 18 10 23 14:
Old : 25: 4 1 4 18 10 23 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 : 48.9 87.0 76.2 92.2 43.3 68.4 65.2 72.0
Old : 48.9 87.0 76.2 92.2 43.3 68.4 65.2 72.0
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, December 06, 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 : 21,918: 3,510 2,130 100 16,915 18,386 20,525 20,616: 1,393 1,302
Old : 21,918: 3,510 2,130 100 16,915 18,386 20,525 20,616: 1,393 1,302
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -940: -710 -200 -50 -752 -1,275 -1,512 -1,525: 572 585
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.0 9.7 0.5 77.2 83.9 93.6 94.1: 6.4 5.9
Old : 100.0: 16.0 9.7 0.5 77.2 83.9 93.6 94.1: 6.4 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 : 23: 3 2 2 16 11 20 14:
Old : 23: 3 2 2 16 11 20 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 : 48.3 86.8 77.9 92.5 45.3 69.7 65.1 71.0
Old : 48.3 86.8 77.9 92.5 45.3 69.7 65.1 71.0
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, December 06, 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 : 44,845: 200 16,550 0 44,190 27,970 44,390 44,520: 455 325
Old : 44,845: 200 16,550 0 44,190 27,970 44,390 44,520: 455 325
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -150: -200 -210 0 220 -30 20 -240: -170 90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 36.9 0.0 98.5 62.4 99.0 99.3: 1.0 0.7
Old : 100.0: 0.4 36.9 0.0 98.5 62.4 99.0 99.3: 1.0 0.7
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 : 26: 1 4 0 15 13 16 17:
Old : 26: 1 4 0 15 13 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 : 80.6 88.8 92.9 96.0 75.1 87.7 87.2 92.0
Old : 80.6 88.8 92.9 96.0 75.1 87.7 87.2 92.0
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, December 06, 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 : 39,185: 0 15,750 0 38,590 22,960 38,590 38,710: 595 475
Old : 39,185: 0 15,750 0 38,590 22,960 38,590 38,710: 595 475
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -955: 0 -310 0 -570 -520 -570 -830: -385 -125
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 40.2 0.0 98.5 58.6 98.5 98.8: 1.5 1.2
Old : 100.0: 0.0 40.2 0.0 98.5 58.6 98.5 98.8: 1.5 1.2
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 4 0 13 11 13 15:
Old : 24: 0 4 0 13 11 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 : 78.8 91.0 92.6 96.5 73.2 88.5 87.0 92.1
Old : 78.8 91.0 92.6 96.5 73.2 88.5 87.0 92.1
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, December 06, 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 : 29,915: 1,200 2,125 405 27,135 26,215 28,740 28,745: 1,175 1,170
Old : 29,915: 1,200 2,125 405 27,135 26,215 28,740 28,745: 1,175 1,170
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 1,430: 0 -850 50 1,360 1,825 1,410 1,025: 20 405
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.0 7.1 1.4 90.7 87.6 96.1 96.1: 3.9 3.9
Old : 100.0: 4.0 7.1 1.4 90.7 87.6 96.1 96.1: 3.9 3.9
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: 1 4 4 17 11 22 16:
Old : 27: 1 4 4 17 11 22 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 : 70.2 82.8 85.5 94.2 67.5 75.7 77.4 81.2
Old : 70.2 82.8 85.5 94.2 67.5 75.7 77.4 81.2
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, December 06, 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 : 30,105: 1,330 1,845 685 27,105 26,595 29,120 29,125: 985 980
Old : 30,105: 1,330 1,845 685 27,105 26,595 29,120 29,125: 985 980
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: 1,620: 130 -680 155 1,260 1,685 1,545 1,160: 75 460
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 4.4 6.1 2.3 90.0 88.3 96.7 96.7: 3.3 3.3
Old : 100.0: 4.4 6.1 2.3 90.0 88.3 96.7 96.7: 3.3 3.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 3 1 4 18 10 23 14:
Old : 26: 3 1 4 18 10 23 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 : 69.5 83.6 83.2 95.5 66.1 71.1 74.1 78.4
Old : 69.5 83.6 83.2 95.5 66.1 71.1 74.1 78.4
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, December 06, 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 : 33,624: 5,465 2,070 905 25,874 29,274 32,244 32,249: 1,380 1,375
Old : 33,624: 5,465 2,070 905 25,874 29,274 32,244 32,249: 1,380 1,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -1,075: -145 -50 0 -1,085 -1,180 -1,230 -1,230: 155 155
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.3 6.2 2.7 77.0 87.1 95.9 95.9: 4.1 4.1
Old : 100.0: 16.3 6.2 2.7 77.0 87.1 95.9 95.9: 4.1 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 : 29: 3 3 4 19 12 24 17:
Old : 29: 3 3 4 19 12 24 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 : 56.6 77.7 76.1 90.6 45.3 61.6 58.9 68.8
Old : 56.6 77.7 76.1 90.6 45.3 61.6 58.9 68.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF
Commitments of Traders with Delta-adjusted Options and Futures Combined, December 06, 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 : 25,475: 965 1,600 470 22,800 22,175 24,235 24,245: 1,240 1,230
Old : 25,475: 965 1,600 470 22,800 22,175 24,235 24,245: 1,240 1,230
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -1,070: 305 50 -245 -1,220 -975 -1,160 -1,170: 90 100
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.8 6.3 1.8 89.5 87.0 95.1 95.2: 4.9 4.8
Old : 100.0: 3.8 6.3 1.8 89.5 87.0 95.1 95.2: 4.9 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 : 27: 2 2 3 19 12 22 16:
Old : 27: 2 2 3 19 12 22 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 : 55.4 73.4 73.7 88.7 37.2 46.2 49.9 59.8
Old : 55.4 73.4 73.7 88.7 37.2 46.2 49.9 59.8
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, December 06, 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 : 120,744: 36,460 0 920 76,100 112,560 113,480 113,480: 7,264 7,264
Old : 120,744: 36,460 0 920 76,100 112,560 113,480 113,480: 7,264 7,264
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -1,942: -885 0 -125 -3,473 -4,183 -4,483 -4,308: 2,541 2,366
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 30.2 0.0 0.8 63.0 93.2 94.0 94.0: 6.0 6.0
Old : 100.0: 30.2 0.0 0.8 63.0 93.2 94.0 94.0: 6.0 6.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 40: 6 0 3 20 29 26 32:
Old : 40: 6 0 3 20 29 26 32:
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 : 62.8 56.5 81.4 73.8 50.9 54.0 69.4 66.9
Old : 62.8 56.5 81.4 73.8 50.9 54.0 69.4 66.9
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, December 06, 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 : 110,074: 34,310 0 550 70,053 104,327 104,913 104,877: 5,161 5,197
Old : 110,074: 34,310 0 550 70,053 104,327 104,913 104,877: 5,161 5,197
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -2,277: -915 0 -175 -2,150 -2,833 -3,240 -3,008: 963 731
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 0.0 0.5 63.6 94.8 95.3 95.3: 4.7 4.7
Old : 100.0: 31.2 0.0 0.5 63.6 94.8 95.3 95.3: 4.7 4.7
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 : 37: 5 0 2 20 28 25 30:
Old : 37: 5 0 2 20 28 25 30:
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 : 68.0 59.1 86.6 75.4 56.5 57.1 74.6 69.2
Old : 68.0 59.1 86.6 75.4 56.5 57.1 74.6 69.2
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, December 06, 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 : 21,000: 200 250 25 19,640 19,580 19,865 19,855: 1,135 1,145
Old : 21,000: 200 250 25 19,640 19,580 19,865 19,855: 1,135 1,145
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -1,085: 0 25 -25 -1,035 -1,050 -1,060 -1,050: -25 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.0 1.2 0.1 93.5 93.2 94.6 94.5: 5.4 5.5
Old : 100.0: 1.0 1.2 0.1 93.5 93.2 94.6 94.5: 5.4 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 : 26: 1 2 1 22 13 24 15:
Old : 26: 1 2 1 22 13 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 : 52.4 76.7 75.9 88.0 52.4 67.2 68.4 72.6
Old : 52.4 76.7 75.9 88.0 52.4 67.2 68.4 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, December 06, 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 : 18,230: 950 150 0 16,915 17,705 17,865 17,855: 365 375
Old : 18,230: 950 150 0 16,915 17,705 17,865 17,855: 365 375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -1,125: -50 -25 0 -975 -990 -1,025 -1,015: -100 -110
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.2 0.8 0.0 92.8 97.1 98.0 97.9: 2.0 2.1
Old : 100.0: 5.2 0.8 0.0 92.8 97.1 98.0 97.9: 2.0 2.1
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 : 24: 1 1 0 19 13 20 14:
Old : 24: 1 1 0 19 13 20 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 : 53.6 83.0 78.9 92.0 47.0 74.1 67.9 79.1
Old : 53.6 83.0 78.9 92.0 47.0 74.1 67.9 79.1
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, December 06, 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 : 37,265: 0 3,355 0 33,500 30,145 33,500 33,500: 3,765 3,765
Old : 37,265: 0 3,355 0 33,500 30,145 33,500 33,500: 3,765 3,765
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -450: 0 -275 0 -620 -345 -620 -620: 170 170
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 9.0 0.0 89.9 80.9 89.9 89.9: 10.1 10.1
Old : 100.0: 0.0 9.0 0.0 89.9 80.9 89.9 89.9: 10.1 10.1
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 : 31: 0 4 0 20 18 20 22:
Old : 31: 0 4 0 20 18 20 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 : 64.1 44.8 79.4 70.0 63.0 39.5 72.9 60.8
Old : 64.1 44.8 79.4 70.0 63.0 39.5 72.9 60.8
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, December 06, 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 : 26,455: 0 1,150 0 22,405 21,255 22,405 22,405: 4,050 4,050
Old : 26,455: 0 1,150 0 22,405 21,255 22,405 22,405: 4,050 4,050
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: November 29, 2016 :
: -515: 0 -75 0 -425 -350 -425 -425: -90 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 4.3 0.0 84.7 80.3 84.7 84.7: 15.3 15.3
Old : 100.0: 0.0 4.3 0.0 84.7 80.3 84.7 84.7: 15.3 15.3
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 : 24: 0 1 0 18 16 18 17:
Old : 24: 0 1 0 18 16 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 : 45.0 46.5 63.8 68.0 34.6 33.3 46.9 49.3
Old : 45.0 46.5 63.8 68.0 34.6 33.3 46.9 49.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 9, 2016