PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Commitments of Traders - Futures Only, March 06, 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 : 31,740: 1,885 4,325 0 26,210 23,848 28,095 28,173: 3,645 3,567 Old : 31,740: 1,885 4,325 0 26,210 23,848 28,095 28,173: 3,645 3,567 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 27, 2018 : : -1,246: 805 200 -25 -1,526 -913 -746 -738: -500 -508 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.9 13.6 0.0 82.6 75.1 88.5 88.8: 11.5 11.2 Old : 100.0: 5.9 13.6 0.0 82.6 75.1 88.5 88.8: 11.5 11.2 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: 1 2 0 14 16 15 18: Old : 24: 1 2 0 14 16 15 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 : 63.1 42.0 79.3 70.1 60.4 39.2 70.8 60.2 Old : 63.1 42.0 79.3 70.1 60.4 39.2 70.8 60.2 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 - Futures Only, March 06, 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 : 29,896: 1,885 4,325 0 24,771 22,234 26,656 26,559: 3,240 3,337 Old : 29,896: 1,885 4,325 0 24,771 22,234 26,656 26,559: 3,240 3,337 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 27, 2018 : : -941: 805 200 -25 -1,606 -1,019 -826 -844: -115 -97 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.3 14.5 0.0 82.9 74.4 89.2 88.8: 10.8 11.2 Old : 100.0: 6.3 14.5 0.0 82.9 74.4 89.2 88.8: 10.8 11.2 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 : 22: 1 2 0 12 15 13 17: Old : 22: 1 2 0 12 15 13 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 : 66.0 43.7 83.0 73.1 61.8 40.7 69.6 59.1 Old : 66.0 43.7 83.0 73.1 61.8 40.7 69.6 59.1 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 - Futures Only, March 06, 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 : 24,490: 0 10,125 50 21,850 11,875 21,900 22,050: 2,590 2,440 Old : 24,490: 0 10,125 50 21,850 11,875 21,900 22,050: 2,590 2,440 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 27, 2018 : : -2,025: 0 -925 35 -2,035 -1,120 -2,000 -2,010: -25 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 41.3 0.2 89.2 48.5 89.4 90.0: 10.6 10.0 Old : 100.0: 0.0 41.3 0.2 89.2 48.5 89.4 90.0: 10.6 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 : 27: 0 5 1 19 11 20 17: Old : 27: 0 5 1 19 11 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 : 49.5 74.2 71.3 85.2 43.7 62.8 60.5 71.7 Old : 49.5 74.2 71.3 85.2 43.7 62.8 60.5 71.7 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 - Futures Only, March 06, 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 : 24,650: 0 9,925 50 22,245 12,470 22,295 22,445: 2,355 2,205 Old : 24,650: 0 9,925 50 22,245 12,470 22,295 22,445: 2,355 2,205 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 27, 2018 : : -2,025: 0 -600 35 -1,935 -1,345 -1,900 -1,910: -125 -115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 40.3 0.2 90.2 50.6 90.4 91.1: 9.6 8.9 Old : 100.0: 0.0 40.3 0.2 90.2 50.6 90.4 91.1: 9.6 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 : 27: 0 5 1 19 12 20 18: Old : 27: 0 5 1 19 12 20 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 : 52.6 75.7 72.8 86.9 44.1 62.3 59.1 70.1 Old : 52.6 75.7 72.8 86.9 44.1 62.3 59.1 70.1 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 - Futures Only, March 06, 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 : 36,040: 0 1,770 100 32,630 30,860 32,730 32,730: 3,310 3,310 Old : 36,040: 0 1,770 100 32,630 30,860 32,730 32,730: 3,310 3,310 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 27, 2018 : : -570: -400 1,290 -300 780 -925 80 65: -650 -635 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.9 0.3 90.5 85.6 90.8 90.8: 9.2 9.2 Old : 100.0: 0.0 4.9 0.3 90.5 85.6 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 : 24: 0 4 1 16 11 17 15: Old : 24: 0 4 1 16 11 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 : 69.8 85.1 85.4 89.0 68.9 84.0 83.9 86.9 Old : 69.8 85.1 85.4 89.0 68.9 84.0 83.9 86.9 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 - Futures Only, March 06, 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 : 33,785: 150 1,720 0 30,860 29,290 31,010 31,010: 2,775 2,775 Old : 33,785: 150 1,720 0 30,860 29,290 31,010 31,010: 2,775 2,775 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 27, 2018 : : -645: -475 1,215 -250 330 -1,375 -395 -410: -250 -235 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 5.1 0.0 91.3 86.7 91.8 91.8: 8.2 8.2 Old : 100.0: 0.4 5.1 0.0 91.3 86.7 91.8 91.8: 8.2 8.2 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: 1 3 0 16 9 17 12: Old : 24: 1 3 0 16 9 17 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 : 71.3 85.7 86.6 90.9 70.3 85.4 85.5 89.6 Old : 71.3 85.7 86.6 90.9 70.3 85.4 85.5 89.6 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 - Futures Only, March 06, 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 : 16,330: 0 4,165 0 14,940 10,905 14,940 15,070: 1,390 1,260 Old : 16,330: 0 4,165 0 14,940 10,905 14,940 15,070: 1,390 1,260 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 27, 2018 : : -1,880: 0 -730 -25 -1,355 -835 -1,380 -1,590: -500 -290 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 25.5 0.0 91.5 66.8 91.5 92.3: 8.5 7.7 Old : 100.0: 0.0 25.5 0.0 91.5 66.8 91.5 92.3: 8.5 7.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 2 0 15 10 15 12: Old : 20: 0 2 0 15 10 15 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 : 69.4 72.0 82.8 89.2 62.0 58.3 69.2 69.1 Old : 69.4 72.0 82.8 89.2 62.0 58.3 69.2 69.1 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 - Futures Only, March 06, 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 : 22,495: 1,620 0 505 18,480 20,855 20,605 21,360: 1,890 1,135 Old : 22,495: 1,620 0 505 18,480 20,855 20,605 21,360: 1,890 1,135 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 27, 2018 : : 420: 1,270 -405 225 405 2,070 1,900 1,890: -1,480 -1,470 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 0.0 2.2 82.2 92.7 91.6 95.0: 8.4 5.0 Old : 100.0: 7.2 0.0 2.2 82.2 92.7 91.6 95.0: 8.4 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 : 23: 3 0 3 15 12 19 15: Old : 23: 3 0 3 15 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 : 58.5 71.2 74.8 89.7 50.0 66.0 65.7 77.9 Old : 58.5 71.2 74.8 89.7 50.0 66.0 65.7 77.9 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 - Futures Only, March 06, 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 : 20,460: 1,650 0 475 16,095 18,740 18,220 19,215: 2,240 1,245 Old : 20,460: 1,650 0 475 16,095 18,740 18,220 19,215: 2,240 1,245 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 27, 2018 : : 375: 1,310 -455 275 -55 1,690 1,530 1,510: -1,155 -1,135 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.1 0.0 2.3 78.7 91.6 89.1 93.9: 10.9 6.1 Old : 100.0: 8.1 0.0 2.3 78.7 91.6 89.1 93.9: 10.9 6.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 3 0 3 15 12 19 15: Old : 23: 3 0 3 15 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 : 54.6 74.0 72.3 88.4 47.4 67.1 63.5 76.3 Old : 54.6 74.0 72.3 88.4 47.4 67.1 63.5 76.3 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 - Futures Only, March 06, 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 : 38,380: 10,490 1,250 440 25,720 34,975 36,650 36,665: 1,730 1,715 Old : 38,380: 10,490 1,250 440 25,720 34,975 36,650 36,665: 1,730 1,715 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 27, 2018 : : -4,070: -1,645 100 -350 -2,110 -3,860 -4,105 -4,110: 35 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.3 3.3 1.1 67.0 91.1 95.5 95.5: 4.5 4.5 Old : 100.0: 27.3 3.3 1.1 67.0 91.1 95.5 95.5: 4.5 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 : 24: 3 1 1 15 11 18 13: Old : 24: 3 1 1 15 11 18 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 : 62.5 78.6 82.7 92.3 61.3 78.0 81.5 89.1 Old : 62.5 78.6 82.7 92.3 61.3 78.0 81.5 89.1 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 - Futures Only, March 06, 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 : 33,675: 9,160 1,250 20 22,510 30,435 31,690 31,705: 1,985 1,970 Old : 33,675: 9,160 1,250 20 22,510 30,435 31,690 31,705: 1,985 1,970 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 27, 2018 : : -3,625: -1,240 100 -505 -1,920 -3,265 -3,665 -3,670: 40 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.2 3.7 0.1 66.8 90.4 94.1 94.1: 5.9 5.9 Old : 100.0: 27.2 3.7 0.1 66.8 90.4 94.1 94.1: 5.9 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 1 1 15 11 18 13: Old : 23: 3 1 1 15 11 18 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 : 58.6 75.2 80.8 90.3 57.8 73.6 80.0 86.4 Old : 58.6 75.2 80.8 90.3 57.8 73.6 80.0 86.4 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 - Futures Only, March 06, 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 : 93,530: 12,245 2,460 2,290 71,760 81,530 86,295 86,280: 7,235 7,250 Old : 93,530: 12,245 2,460 2,290 71,760 81,530 86,295 86,280: 7,235 7,250 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 27, 2018 : : -6,440: 320 0 -445 -6,035 -5,700 -6,160 -6,145: -280 -295 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.1 2.6 2.4 76.7 87.2 92.3 92.2: 7.7 7.8 Old : 100.0: 13.1 2.6 2.4 76.7 87.2 92.3 92.2: 7.7 7.8 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 : 41: 5 2 2 17 27 23 31: Old : 41: 5 2 2 17 27 23 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 : 65.4 59.1 78.3 72.4 62.6 58.1 74.5 70.4 Old : 65.4 59.1 78.3 72.4 62.6 58.1 74.5 70.4 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 - Futures Only, March 06, 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 : 86,445: 11,825 2,360 1,940 63,660 73,110 77,425 77,410: 9,020 9,035 Old : 86,445: 11,825 2,360 1,940 63,660 73,110 77,425 77,410: 9,020 9,035 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 27, 2018 : : -5,615: 50 0 -150 -5,200 -5,135 -5,300 -5,285: -315 -330 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.7 2.7 2.2 73.6 84.6 89.6 89.5: 10.4 10.5 Old : 100.0: 13.7 2.7 2.2 73.6 84.6 89.6 89.5: 10.4 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 : 39: 5 2 2 16 25 22 29: Old : 39: 5 2 2 16 25 22 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 51.8 80.7 66.4 61.1 51.8 75.7 65.9 Old : 63.6 51.8 80.7 66.4 61.1 51.8 75.7 65.9 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 - Futures Only, March 06, 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 : 19,560: 675 3,650 0 16,845 14,050 17,520 17,700: 2,040 1,860 Old : 19,560: 675 3,650 0 16,845 14,050 17,520 17,700: 2,040 1,860 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 27, 2018 : : -985: 75 50 -175 -760 -735 -860 -860: -125 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 18.7 0.0 86.1 71.8 89.6 90.5: 10.4 9.5 Old : 100.0: 3.5 18.7 0.0 86.1 71.8 89.6 90.5: 10.4 9.5 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 : 24: 1 2 0 15 15 16 17: Old : 24: 1 2 0 15 15 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 : 56.3 56.7 73.3 80.6 51.6 47.9 65.9 69.1 Old : 56.3 56.7 73.3 80.6 51.6 47.9 65.9 69.1 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 - Futures Only, March 06, 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 : 46,920: 0 1,700 750 38,725 37,025 39,475 39,475: 7,445 7,445 Old : 46,920: 0 1,700 750 38,725 37,025 39,475 39,475: 7,445 7,445 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 27, 2018 : : -795: 0 75 -175 -245 -320 -420 -420: -375 -375 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.6 1.6 82.5 78.9 84.1 84.1: 15.9 15.9 Old : 100.0: 0.0 3.6 1.6 82.5 78.9 84.1 84.1: 15.9 15.9 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: 0 2 1 18 21 19 23: Old : 28: 0 2 1 18 21 19 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 : 59.7 40.2 75.4 57.3 50.1 31.0 52.5 42.3 Old : 59.7 40.2 75.4 57.3 50.1 31.0 52.5 42.3 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 - Futures Only, March 06, 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 : 33,340: 1,700 600 0 22,535 23,335 24,235 23,935: 9,105 9,405 Old : 33,340: 1,700 600 0 22,535 23,335 24,235 23,935: 9,105 9,405 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 27, 2018 : : 1,520: 25 0 -25 1,755 1,360 1,755 1,335: -235 185 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.1 1.8 0.0 67.6 70.0 72.7 71.8: 27.3 28.2 Old : 100.0: 5.1 1.8 0.0 67.6 70.0 72.7 71.8: 27.3 28.2 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: 2 1 0 15 20 17 21: Old : 25: 2 1 0 15 20 17 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 : 49.6 32.9 64.1 50.6 42.7 22.6 45.1 34.7 Old : 49.6 32.9 64.1 50.6 42.7 22.6 45.1 34.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 9, 2018