MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 14,212: 1,580 300 0 10,947 12,247 12,527 12,547: 1,685 1,665
Old : 14,212: 1,580 300 0 10,947 12,247 12,527 12,547: 1,685 1,665
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 460: 50 0 0 560 610 610 610: -150 -150
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.1 2.1 0.0 77.0 86.2 88.1 88.3: 11.9 11.7
Old : 100.0: 11.1 2.1 0.0 77.0 86.2 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 : 21: 2 2 0 10 13 12 15:
Old : 21: 2 2 0 10 13 12 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 : 66.6 47.6 86.4 72.0 63.1 42.7 70.4 61.1
Old : 66.6 47.6 86.4 72.0 63.1 42.7 70.4 61.1
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 13,060: 1,550 250 0 10,510 11,215 12,060 11,465: 1,000 1,595
Old : 13,060: 1,550 250 0 10,510 11,215 12,060 11,465: 1,000 1,595
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: .: . . . . . . .: . .
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.9 1.9 0.0 80.5 85.9 92.3 87.8: 7.7 12.2
Old : 100.0: 11.9 1.9 0.0 80.5 85.9 92.3 87.8: 7.7 12.2
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 : 20: 2 2 0 10 13 12 15:
Old : 20: 2 2 0 10 13 12 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 : 70.3 53.3 90.0 77.0 67.4 52.6 76.8 67.9
Old : 70.3 53.3 90.0 77.0 67.4 52.6 76.8 67.9
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 43,245: 8,300 5,230 175 28,380 31,396 36,855 36,801: 6,390 6,444
Old : 43,245: 8,300 5,230 175 28,380 31,396 36,855 36,801: 6,390 6,444
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 3,000: 1,920 300 0 385 2,185 2,305 2,485: 695 515
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.2 12.1 0.4 65.6 72.6 85.2 85.1: 14.8 14.9
Old : 100.0: 19.2 12.1 0.4 65.6 72.6 85.2 85.1: 14.8 14.9
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: 2 2 1 17 19 19 22:
Old : 28: 2 2 1 17 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 : 64.3 39.4 75.9 63.9 61.7 37.7 72.2 57.5
Old : 64.3 39.4 75.9 63.9 61.7 37.7 72.2 57.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 40,886: 8,275 5,230 175 26,856 29,690 35,306 35,095: 5,580 5,791
Old : 40,886: 8,275 5,230 175 26,856 29,690 35,306 35,095: 5,580 5,791
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 2,985: 1,920 300 0 470 2,270 2,390 2,570: 595 415
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.2 12.8 0.4 65.7 72.6 86.4 85.8: 13.6 14.2
Old : 100.0: 20.2 12.8 0.4 65.7 72.6 86.4 85.8: 13.6 14.2
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 : 25: 1 2 1 15 18 16 21:
Old : 25: 1 2 1 15 18 16 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 : 66.1 40.6 78.1 66.6 63.6 38.7 72.9 58.6
Old : 66.1 40.6 78.1 66.6 63.6 38.7 72.9 58.6
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 22,560: 375 9,915 315 18,840 9,530 19,530 19,760: 3,030 2,800
Old : 22,560: 375 9,915 315 18,840 9,530 19,530 19,760: 3,030 2,800
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 40: 60 0 -40 -50 10 -30 -30: 70 70
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 1.7 43.9 1.4 83.5 42.2 86.6 87.6: 13.4 12.4
Old : 100.0: 1.7 43.9 1.4 83.5 42.2 86.6 87.6: 13.4 12.4
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 : 26: 2 4 1 15 10 17 15:
Old : 26: 2 4 1 15 10 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 : 46.3 69.4 67.7 83.4 43.2 62.5 59.1 70.8
Old : 46.3 69.4 67.7 83.4 43.2 62.5 59.1 70.8
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 22,290: 150 10,190 0 19,665 9,860 19,815 20,050: 2,475 2,240
Old : 22,290: 150 10,190 0 19,665 9,860 19,815 20,050: 2,475 2,240
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: -60: 0 -60 0 -60 0 -60 -60: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.7 45.7 0.0 88.2 44.2 88.9 90.0: 11.1 10.0
Old : 100.0: 0.7 45.7 0.0 88.2 44.2 88.9 90.0: 11.1 10.0
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: 1 5 0 16 10 17 15:
Old : 25: 1 5 0 16 10 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 : 52.5 71.6 72.5 86.5 41.5 63.1 56.2 66.9
Old : 52.5 71.6 72.5 86.5 41.5 63.1 56.2 66.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 24,302: 9,525 0 0 12,362 21,647 21,887 21,647: 2,415 2,655
Old : 24,302: 9,525 0 0 12,362 21,647 21,887 21,647: 2,415 2,655
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 865: 1,000 0 0 -140 860 860 860: 5 5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.2 0.0 0.0 50.9 89.1 90.1 89.1: 9.9 10.9
Old : 100.0: 39.2 0.0 0.0 50.9 89.1 90.1 89.1: 9.9 10.9
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: 2 0 0 10 13 12 13:
Old : 20: 2 0 0 10 13 12 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 : 76.6 69.0 88.3 80.8 74.3 69.0 82.6 79.5
Old : 76.6 69.0 88.3 80.8 74.3 69.0 82.6 79.5
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 38,480: 3,300 1,490 150 32,595 34,765 36,045 36,405: 2,435 2,075
Old : 38,480: 3,300 1,490 150 32,595 34,765 36,045 36,405: 2,435 2,075
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 650: 175 0 0 475 650 650 650: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.6 3.9 0.4 84.7 90.3 93.7 94.6: 6.3 5.4
Old : 100.0: 8.6 3.9 0.4 84.7 90.3 93.7 94.6: 6.3 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 : 27: 3 2 1 16 12 19 15:
Old : 27: 3 2 1 16 12 19 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 : 62.4 83.3 77.8 91.4 61.0 82.3 75.3 89.9
Old : 62.4 83.3 77.8 91.4 61.0 82.3 75.3 89.9
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 34,710: 3,450 1,490 0 29,075 31,395 32,525 32,885: 2,185 1,825
Old : 34,710: 3,450 1,490 0 29,075 31,395 32,525 32,885: 2,185 1,825
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 300: 175 0 0 125 300 300 300: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 4.3 0.0 83.8 90.4 93.7 94.7: 6.3 5.3
Old : 100.0: 9.9 4.3 0.0 83.8 90.4 93.7 94.7: 6.3 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 : 27: 3 2 0 16 12 19 14:
Old : 27: 3 2 0 16 12 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 : 63.1 83.4 78.7 93.0 61.6 83.1 77.0 92.1
Old : 63.1 83.4 78.7 93.0 61.6 83.1 77.0 92.1
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 15,890: 0 4,935 0 14,195 9,545 14,195 14,480: 1,695 1,410
Old : 15,890: 0 4,935 0 14,195 9,545 14,195 14,480: 1,695 1,410
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: -170: 0 -180 0 -605 -425 -605 -605: 435 435
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.0 31.1 0.0 89.3 60.1 89.3 91.1: 10.7 8.9
Old : 100.0: 0.0 31.1 0.0 89.3 60.1 89.3 91.1: 10.7 8.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 0 5 0 14 10 14 15:
Old : 22: 0 5 0 14 10 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 : 68.4 63.9 83.0 82.5 64.6 53.1 70.0 66.1
Old : 68.4 63.9 83.0 82.5 64.6 53.1 70.0 66.1
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 26,335: 2,785 225 270 22,090 25,155 25,145 25,650: 1,190 685
Old : 26,335: 2,785 225 270 22,090 25,155 25,145 25,650: 1,190 685
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 2,015: 355 0 0 2,000 2,355 2,355 2,355: -340 -340
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.6 0.9 1.0 83.9 95.5 95.5 97.4: 4.5 2.6
Old : 100.0: 10.6 0.9 1.0 83.9 95.5 95.5 97.4: 4.5 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 : 27: 5 1 2 15 14 20 17:
Old : 27: 5 1 2 15 14 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 : 64.2 74.5 79.4 90.6 57.5 71.9 71.6 84.8
Old : 64.2 74.5 79.4 90.6 57.5 71.9 71.6 84.8
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 24,355: 2,805 175 250 19,765 23,185 22,820 23,610: 1,535 745
Old : 24,355: 2,805 175 250 19,765 23,185 22,820 23,610: 1,535 745
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 2,025: 355 0 0 2,000 2,355 2,355 2,355: -330 -330
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.5 0.7 1.0 81.2 95.2 93.7 96.9: 6.3 3.1
Old : 100.0: 11.5 0.7 1.0 81.2 95.2 93.7 96.9: 6.3 3.1
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 28: 5 1 2 16 14 21 17:
Old : 28: 5 1 2 16 14 21 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 : 61.5 76.6 77.8 91.1 58.1 75.4 73.4 86.3
Old : 61.5 76.6 77.8 91.1 58.1 75.4 73.4 86.3
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 37,085: 9,700 1,200 515 25,650 34,160 35,865 35,875: 1,220 1,210
Old : 37,085: 9,700 1,200 515 25,650 34,160 35,865 35,875: 1,220 1,210
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 75: 425 0 -25 0 75 400 50: -325 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.2 3.2 1.4 69.2 92.1 96.7 96.7: 3.3 3.3
Old : 100.0: 26.2 3.2 1.4 69.2 92.1 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 : 27: 3 2 2 15 13 19 16:
Old : 27: 3 2 2 15 13 19 16:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 62.2 82.4 82.9 92.7 61.0 80.7 80.5 87.4
Old : 62.2 82.4 82.9 92.7 61.0 80.7 80.5 87.4
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 32,855: 8,795 1,200 95 22,285 29,890 31,175 31,185: 1,680 1,670
Old : 32,855: 8,795 1,200 95 22,285 29,890 31,175 31,185: 1,680 1,670
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 75: 425 0 -25 0 75 400 50: -325 25
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 26.8 3.7 0.3 67.8 91.0 94.9 94.9: 5.1 5.1
Old : 100.0: 26.8 3.7 0.3 67.8 91.0 94.9 94.9: 5.1 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 : 26: 3 2 2 14 13 18 16:
Old : 26: 3 2 2 14 13 18 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 : 58.7 77.8 80.9 90.4 58.2 75.8 79.4 85.0
Old : 58.7 77.8 80.9 90.4 58.2 75.8 79.4 85.0
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 96,645: 10,310 3,125 2,745 76,535 83,710 89,590 89,580: 7,055 7,065
Old : 96,645: 10,310 3,125 2,745 76,535 83,710 89,590 89,580: 7,055 7,065
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 825: -290 650 40 660 250 410 940: 415 -115
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.7 3.2 2.8 79.2 86.6 92.7 92.7: 7.3 7.3
Old : 100.0: 10.7 3.2 2.8 79.2 86.6 92.7 92.7: 7.3 7.3
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 : 42: 5 4 4 19 24 25 31:
Old : 42: 5 4 4 19 24 25 31:
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 : 65.0 56.0 81.1 71.2 62.2 55.9 76.7 69.1
Old : 65.0 56.0 81.1 71.2 62.2 55.9 76.7 69.1
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 88,665: 9,705 3,025 2,355 68,390 75,060 80,450 80,440: 8,215 8,225
Old : 88,665: 9,705 3,025 2,355 68,390 75,060 80,450 80,440: 8,215 8,225
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 1,400: -190 650 0 1,135 825 945 1,475: 455 -75
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 10.9 3.4 2.7 77.1 84.7 90.7 90.7: 9.3 9.3
Old : 100.0: 10.9 3.4 2.7 77.1 84.7 90.7 90.7: 9.3 9.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 41: 5 4 3 17 23 23 29:
Old : 41: 5 4 3 17 23 23 29:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 61.2 50.3 80.1 66.7 59.0 49.7 75.6 66.1
Old : 61.2 50.3 80.1 66.7 59.0 49.7 75.6 66.1
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 22,840: 2,250 3,970 175 18,425 16,885 20,850 21,030: 1,990 1,810
Old : 22,840: 2,250 3,970 175 18,425 16,885 20,850 21,030: 1,990 1,810
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 245: 0 0 0 250 250 250 250: -5 -5
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 17.4 0.8 80.7 73.9 91.3 92.1: 8.7 7.9
Old : 100.0: 9.9 17.4 0.8 80.7 73.9 91.3 92.1: 8.7 7.9
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: 2 3 1 17 17 20 20:
Old : 28: 2 3 1 17 17 20 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 : 60.2 48.1 76.9 74.4 48.9 40.0 59.3 58.6
Old : 60.2 48.1 76.9 74.4 48.9 40.0 59.3 58.6
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 16,800: 2,625 175 0 13,635 16,145 16,260 16,320: 540 480
Old : 16,800: 2,625 175 0 13,635 16,145 16,260 16,320: 540 480
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 185: 0 0 0 220 220 220 220: -35 -35
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 15.6 1.0 0.0 81.2 96.1 96.8 97.1: 3.2 2.9
Old : 100.0: 15.6 1.0 0.0 81.2 96.1 96.8 97.1: 3.2 2.9
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 1 0 13 14 14 15:
Old : 20: 1 1 0 13 14 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 : 75.5 61.5 89.9 87.5 48.7 41.7 54.6 53.6
Old : 75.5 61.5 89.9 87.5 48.7 41.7 54.6 53.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC
Commitments of Traders with Delta-adjusted Options and Futures Combined, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 18,165: 8,020 1,650 0 8,895 15,265 16,915 16,915: 1,250 1,250
Old : 18,165: 8,020 1,650 0 8,895 15,265 16,915 16,915: 1,250 1,250
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 1,200: 0 0 0 1,200 1,200 1,200 1,200: 0 0
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 44.2 9.1 0.0 49.0 84.0 93.1 93.1: 6.9 6.9
Old : 100.0: 44.2 9.1 0.0 49.0 84.0 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 : 20: 2 1 0 9 13 11 14:
Old : 20: 2 1 0 9 13 11 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 : 70.9 69.8 89.9 88.7 70.9 69.3 80.2 79.8
Old : 70.9 69.8 89.9 88.7 70.9 69.3 80.2 79.8
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 49,695: 200 1,060 1,220 41,460 40,600 42,880 42,880: 6,815 6,815
Old : 49,695: 200 1,060 1,220 41,460 40,600 42,880 42,880: 6,815 6,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 2,050: 0 0 0 1,875 1,875 1,875 1,875: 175 175
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 0.4 2.1 2.5 83.4 81.7 86.3 86.3: 13.7 13.7
Old : 100.0: 0.4 2.1 2.5 83.4 81.7 86.3 86.3: 13.7 13.7
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 2 20 21 23 24:
Old : 30: 1 3 2 20 21 23 24:
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 : 63.0 41.7 76.1 59.3 52.8 29.3 54.9 41.2
Old : 63.0 41.7 76.1 59.3 52.8 29.3 54.9 41.2
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, April 17, 2018
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : Megawatt Hours (MWh) :
: : :
All : 36,105: 2,115 400 100 25,300 27,015 27,515 27,515: 8,590 8,590
Old : 36,105: 2,115 400 100 25,300 27,015 27,515 27,515: 8,590 8,590
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: April 10, 2018 :
: 1,700: 0 0 0 1,640 1,640 1,640 1,640: 60 60
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.9 1.1 0.3 70.1 74.8 76.2 76.2: 23.8 23.8
Old : 100.0: 5.9 1.1 0.3 70.1 74.8 76.2 76.2: 23.8 23.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 26: 2 1 1 16 21 19 22:
Old : 26: 2 1 1 16 21 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 : 53.3 40.1 67.8 56.1 49.0 28.0 50.4 40.6
Old : 53.3 40.1 67.8 56.1 49.0 28.0 50.4 40.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 20, 2018