ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 32,219: 0 0 0 28,782 28,842 28,782 28,842: 3,437 3,377
Old : 32,219: 0 0 0 28,782 28,842 28,782 28,842: 3,437 3,377
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -2,610: 0 0 0 -2,715 -2,515 -2,715 -2,515: 105 -95
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 89.3 89.5 89.3 89.5: 10.7 10.5
Old : 100.0: 0.0 0.0 0.0 89.3 89.5 89.3 89.5: 10.7 10.5
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: 0 0 0 14 16 14 16:
Old : 20: 0 0 0 14 16 14 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 82.0 57.2 86.5 77.9 67.8 47.3 70.3 66.6
Old : 82.0 57.2 86.5 77.9 67.8 47.3 70.3 66.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 30,695: 0 0 0 27,035 27,110 27,035 27,110: 3,660 3,585
Old : 30,695: 0 0 0 27,035 27,110 27,035 27,110: 3,660 3,585
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -2,455: 0 0 0 -2,575 -2,380 -2,575 -2,380: 120 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 0.0 0.0 88.1 88.3 88.1 88.3: 11.9 11.7
Old : 100.0: 0.0 0.0 0.0 88.1 88.3 88.1 88.3: 11.9 11.7
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 20: 0 0 0 13 18 13 18:
Old : 20: 0 0 0 13 18 13 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 : 82.2 58.3 86.9 78.4 67.4 47.9 69.9 65.4
Old : 82.2 58.3 86.9 78.4 67.4 47.9 69.9 65.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 12,280: 0 5,510 0 11,175 5,665 11,175 11,175: 1,105 1,105
Old : 12,280: 0 5,510 0 11,175 5,665 11,175 11,175: 1,105 1,105
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 44.9 0.0 91.0 46.1 91.0 91.0: 9.0 9.0
Old : 100.0: 0.0 44.9 0.0 91.0 46.1 91.0 91.0: 9.0 9.0
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 : 20: 0 3 0 14 12 14 15:
Old : 20: 0 3 0 14 12 14 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 : 72.4 67.9 84.9 82.3 71.4 67.5 77.6 74.9
Old : 72.4 67.9 84.9 82.3 71.4 67.5 77.6 74.9
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, October 10, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 31,837: 0 2,600 0 28,757 26,097 28,757 28,697: 3,080 3,140
Old : 31,837: 0 2,600 0 28,757 26,097 28,757 28,697: 3,080 3,140
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,777: 0 -100 0 -1,509 -1,434 -1,509 -1,534: -268 -243
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.2 0.0 90.3 82.0 90.3 90.1: 9.7 9.9
Old : 100.0: 0.0 8.2 0.0 90.3 82.0 90.3 90.1: 9.7 9.9
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 : 24: 0 2 0 13 17 13 19:
Old : 24: 0 2 0 13 17 13 19:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 74.3 43.8 87.5 70.5 64.8 42.1 71.7 60.9
Old : 74.3 43.8 87.5 70.5 64.8 42.1 71.7 60.9
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, October 10, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 30,275: 0 2,600 0 27,979 25,259 27,979 27,859: 2,296 2,416
Old : 30,275: 0 2,600 0 27,979 25,259 27,979 27,859: 2,296 2,416
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,630: 0 -100 0 -1,385 -1,290 -1,385 -1,390: -245 -240
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 8.6 0.0 92.4 83.4 92.4 92.0: 7.6 8.0
Old : 100.0: 0.0 8.6 0.0 92.4 83.4 92.4 92.0: 7.6 8.0
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 : 24: 0 2 0 12 18 12 20:
Old : 24: 0 2 0 12 18 12 20:
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 : 80.0 44.0 90.7 71.2 70.1 43.3 73.9 59.7
Old : 80.0 44.0 90.7 71.2 70.1 43.3 73.9 59.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, October 10, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 33,280: 100 12,435 0 28,340 16,235 28,440 28,670: 4,840 4,610
Old : 33,280: 100 12,435 0 28,340 16,235 28,440 28,670: 4,840 4,610
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -3,010: -100 -860 0 -2,900 -2,160 -3,000 -3,020: -10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 37.4 0.0 85.2 48.8 85.5 86.1: 14.5 13.9
Old : 100.0: 0.3 37.4 0.0 85.2 48.8 85.5 86.1: 14.5 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 1 5 0 18 12 19 17:
Old : 28: 1 5 0 18 12 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 54.8 66.2 69.7 79.8 51.8 65.2 65.6 78.3
Old : 54.8 66.2 69.7 79.8 51.8 65.2 65.6 78.3
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, October 10, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 33,620: 100 10,630 0 28,615 18,315 28,715 28,945: 4,905 4,675
Old : 33,620: 100 10,630 0 28,615 18,315 28,715 28,945: 4,905 4,675
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -3,295: -100 -810 0 -3,185 -2,495 -3,285 -3,305: -10 10
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.3 31.6 0.0 85.1 54.5 85.4 86.1: 14.6 13.9
Old : 100.0: 0.3 31.6 0.0 85.1 54.5 85.4 86.1: 14.6 13.9
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 0 18 13 19 17:
Old : 27: 1 4 0 18 13 19 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 56.0 70.0 69.2 82.4 54.7 69.0 66.5 77.6
Old : 56.0 70.0 69.2 82.4 54.7 69.0 66.5 77.6
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, October 10, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 38,840: 950 1,410 425 35,770 35,260 37,145 37,095: 1,695 1,745
Old : 38,840: 950 1,410 425 35,770 35,260 37,145 37,095: 1,695 1,745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -2,935: -25 -415 -25 -2,730 -2,410 -2,780 -2,850: -155 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.4 3.6 1.1 92.1 90.8 95.6 95.5: 4.4 4.5
Old : 100.0: 2.4 3.6 1.1 92.1 90.8 95.6 95.5: 4.4 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 : 25: 3 1 2 14 13 18 15:
Old : 25: 3 1 2 14 13 18 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 : 72.9 83.0 87.3 90.7 72.1 80.4 86.3 87.6
Old : 72.9 83.0 87.3 90.7 72.1 80.4 86.3 87.6
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, October 10, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 36,235: 950 1,510 425 33,495 32,960 34,870 34,895: 1,365 1,340
Old : 36,235: 950 1,510 425 33,495 32,960 34,870 34,895: 1,365 1,340
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -2,900: -25 -415 -25 -2,765 -2,370 -2,815 -2,810: -85 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 2.6 4.2 1.2 92.4 91.0 96.2 96.3: 3.8 3.7
Old : 100.0: 2.6 4.2 1.2 92.4 91.0 96.2 96.3: 3.8 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 : 25: 3 1 2 14 13 18 15:
Old : 25: 3 1 2 14 13 18 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 : 71.8 84.2 87.7 91.6 70.8 80.3 85.1 86.9
Old : 71.8 84.2 87.7 91.6 70.8 80.3 85.1 86.9
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, October 10, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 24,325: 0 7,580 0 23,025 15,520 23,025 23,100: 1,300 1,225
Old : 24,325: 0 7,580 0 23,025 15,520 23,025 23,100: 1,300 1,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -2,440: 0 -730 0 -2,420 -1,695 -2,420 -2,425: -20 -15
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 31.2 0.0 94.7 63.8 94.7 95.0: 5.3 5.0
Old : 100.0: 0.0 31.2 0.0 94.7 63.8 94.7 95.0: 5.3 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 : 22: 0 2 0 17 11 17 13:
Old : 22: 0 2 0 17 11 17 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 : 74.2 79.6 85.9 91.1 69.4 76.9 79.1 82.1
Old : 74.2 79.6 85.9 91.1 69.4 76.9 79.1 82.1
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, October 10, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 21,865: 0 330 230 17,950 18,275 18,180 18,835: 3,685 3,030
Old : 21,865: 0 330 230 17,950 18,275 18,180 18,835: 3,685 3,030
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,535: 0 -215 -25 -1,075 -875 -1,100 -1,115: -435 -420
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.5 1.1 82.1 83.6 83.1 86.1: 16.9 13.9
Old : 100.0: 0.0 1.5 1.1 82.1 83.6 83.1 86.1: 16.9 13.9
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: 0 3 2 12 9 14 12:
Old : 20: 0 3 2 12 9 14 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 : 65.8 65.2 78.8 83.3 58.2 59.9 66.7 69.6
Old : 65.8 65.2 78.8 83.3 58.2 59.9 66.7 69.6
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, October 10, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 21,380: 0 250 290 17,455 17,780 17,745 18,320: 3,635 3,060
Old : 21,380: 0 250 290 17,455 17,780 17,745 18,320: 3,635 3,060
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,460: -50 -130 -25 -1,235 -1,165 -1,310 -1,320: -150 -140
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 1.2 1.4 81.6 83.2 83.0 85.7: 17.0 14.3
Old : 100.0: 0.0 1.2 1.4 81.6 83.2 83.0 85.7: 17.0 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 : 21: 0 3 2 13 10 15 13:
Old : 21: 0 3 2 13 10 15 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 : 66.6 65.7 77.9 82.5 60.0 60.6 67.0 70.3
Old : 66.6 65.7 77.9 82.5 60.0 60.6 67.0 70.3
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, October 10, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 36,015: 11,245 1,025 125 23,710 33,955 35,080 35,105: 935 910
Old : 36,015: 11,245 1,025 125 23,710 33,955 35,080 35,105: 935 910
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,560: 330 25 -150 -1,520 -1,215 -1,340 -1,340: -220 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 31.2 2.8 0.3 65.8 94.3 97.4 97.5: 2.6 2.5
Old : 100.0: 31.2 2.8 0.3 65.8 94.3 97.4 97.5: 2.6 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 3 2 1 19 12 23 14:
Old : 28: 3 2 1 19 12 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 : 71.0 83.0 85.3 93.6 71.0 80.9 81.8 88.2
Old : 71.0 83.0 85.3 93.6 71.0 80.9 81.8 88.2
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, October 10, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 29,910: 8,445 975 150 19,645 27,140 28,240 28,265: 1,670 1,645
Old : 29,910: 8,445 975 150 19,645 27,140 28,240 28,265: 1,670 1,645
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -455: 770 65 -100 -1,035 -330 -365 -365: -90 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 28.2 3.3 0.5 65.7 90.7 94.4 94.5: 5.6 5.5
Old : 100.0: 28.2 3.3 0.5 65.7 90.7 94.4 94.5: 5.6 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 : 28: 3 2 1 18 12 22 14:
Old : 28: 3 2 1 18 12 22 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 : 66.2 76.1 80.4 88.9 65.2 69.9 76.7 80.5
Old : 66.2 76.1 80.4 88.9 65.2 69.9 76.7 80.5
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, October 10, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 101,640: 10,835 400 1,905 79,570 89,960 92,310 92,265: 9,330 9,375
Old : 101,640: 10,835 400 1,905 79,570 89,960 92,310 92,265: 9,330 9,375
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -6,665: -2,565 -175 300 -1,960 -4,335 -4,225 -4,210: -2,440 -2,455
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 0.4 1.9 78.3 88.5 90.8 90.8: 9.2 9.2
Old : 100.0: 10.7 0.4 1.9 78.3 88.5 90.8 90.8: 9.2 9.2
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 : 43: 5 3 2 24 24 29 29:
Old : 43: 5 3 2 24 24 29 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 : 63.6 60.3 76.3 73.5 58.5 59.3 68.9 70.9
Old : 63.6 60.3 76.3 73.5 58.5 59.3 68.9 70.9
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, October 10, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 91,620: 10,680 400 1,390 70,505 80,740 82,575 82,530: 9,045 9,090
Old : 91,620: 10,680 400 1,390 70,505 80,740 82,575 82,530: 9,045 9,090
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -5,170: -2,630 -100 100 -985 -3,500 -3,515 -3,500: -1,655 -1,670
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 0.4 1.5 77.0 88.1 90.1 90.1: 9.9 9.9
Old : 100.0: 11.7 0.4 1.5 77.0 88.1 90.1 90.1: 9.9 9.9
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 : 39: 4 3 2 21 24 25 29:
Old : 39: 4 3 2 21 24 25 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 57.5 79.6 72.3 61.5 56.8 75.5 71.1
Old : 64.8 57.5 79.6 72.3 61.5 56.8 75.5 71.1
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, October 10, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 17,810: 1,200 750 0 14,215 14,800 15,415 15,550: 2,395 2,260
Old : 17,810: 1,200 750 0 14,215 14,800 15,415 15,550: 2,395 2,260
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,290: -50 0 0 -1,230 -1,265 -1,280 -1,265: -10 -25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 6.7 4.2 0.0 79.8 83.1 86.6 87.3: 13.4 12.7
Old : 100.0: 6.7 4.2 0.0 79.8 83.1 86.6 87.3: 13.4 12.7
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: 2 1 0 16 14 18 15:
Old : 24: 2 1 0 16 14 18 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 : 46.2 57.8 66.5 75.6 36.0 51.5 54.1 64.2
Old : 46.2 57.8 66.5 75.6 36.0 51.5 54.1 64.2
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, October 10, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 18,210: 2,475 0 0 14,610 17,280 17,085 17,280: 1,125 930
Old : 18,210: 2,475 0 0 14,610 17,280 17,085 17,280: 1,125 930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,250: -200 0 0 -1,010 -1,215 -1,210 -1,215: -40 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.6 0.0 0.0 80.2 94.9 93.8 94.9: 6.2 5.1
Old : 100.0: 13.6 0.0 0.0 80.2 94.9 93.8 94.9: 6.2 5.1
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 : 21: 1 0 0 17 14 18 14:
Old : 21: 1 0 0 17 14 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 : 63.4 69.5 77.4 90.0 44.1 52.2 57.0 63.2
Old : 63.4 69.5 77.4 90.0 44.1 52.2 57.0 63.2
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, October 10, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 49,710: 0 3,600 600 42,060 38,580 42,660 42,780: 7,050 6,930
Old : 49,710: 0 3,600 600 42,060 38,580 42,660 42,780: 7,050 6,930
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,400: 0 0 0 -1,180 -1,180 -1,180 -1,180: -220 -220
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 7.2 1.2 84.6 77.6 85.8 86.1: 14.2 13.9
Old : 100.0: 0.0 7.2 1.2 84.6 77.6 85.8 86.1: 14.2 13.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 29: 0 3 1 18 19 19 22:
Old : 29: 0 3 1 18 19 19 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 : 57.7 45.6 77.2 62.9 56.9 37.9 62.0 52.1
Old : 57.7 45.6 77.2 62.9 56.9 37.9 62.0 52.1
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, October 10, 2017
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 31,825: 300 1,125 225 26,330 25,625 26,855 26,975: 4,970 4,850
Old : 31,825: 300 1,125 225 26,330 25,625 26,855 26,975: 4,970 4,850
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: October 3, 2017 :
: -1,475: 0 -475 75 -1,300 -825 -1,225 -1,225: -250 -250
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.9 3.5 0.7 82.7 80.5 84.4 84.8: 15.6 15.2
Old : 100.0: 0.9 3.5 0.7 82.7 80.5 84.4 84.8: 15.6 15.2
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 : 29: 1 2 1 19 21 21 23:
Old : 29: 1 2 1 19 21 21 23:
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 : 46.6 36.0 69.7 55.3 29.2 21.2 35.7 33.0
Old : 46.6 36.0 69.7 55.3 29.2 21.2 35.7 33.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 13, 2017