PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 29,273: 50 2,900 125 25,367 22,067 25,542 25,092: 3,731 4,181 Old : 29,273: 50 2,900 125 25,367 22,067 25,542 25,092: 3,731 4,181 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 16, 2018 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 9.9 0.4 86.7 75.4 87.3 85.7: 12.7 14.3 Old : 100.0: 0.2 9.9 0.4 86.7 75.4 87.3 85.7: 12.7 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 : 22: 1 1 1 13 15 14 17: Old : 22: 1 1 1 13 15 14 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 : 66.6 42.4 84.0 69.3 60.2 41.7 65.1 59.3 Old : 66.6 42.4 84.0 69.3 60.2 41.7 65.1 59.3 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, January 23, 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 : 27,957: 50 2,900 125 24,831 21,531 25,006 24,556: 2,951 3,401 Old : 27,957: 50 2,900 125 24,831 21,531 25,006 24,556: 2,951 3,401 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 16, 2018 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 10.4 0.4 88.8 77.0 89.4 87.8: 10.6 12.2 Old : 100.0: 0.2 10.4 0.4 88.8 77.0 89.4 87.8: 10.6 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 : 22: 1 1 1 11 16 12 18: Old : 22: 1 1 1 11 16 12 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 : 74.0 43.3 87.2 70.8 61.8 43.3 66.4 57.4 Old : 74.0 43.3 87.2 70.8 61.8 43.3 66.4 57.4 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, January 23, 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 : 26,375: 0 11,475 0 23,550 12,245 23,550 23,720: 2,825 2,655 Old : 26,375: 0 11,475 0 23,550 12,245 23,550 23,720: 2,825 2,655 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 16, 2018 : : -25: 0 300 0 -20 -320 -20 -20: -5 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 43.5 0.0 89.3 46.4 89.3 89.9: 10.7 10.1 Old : 100.0: 0.0 43.5 0.0 89.3 46.4 89.3 89.9: 10.7 10.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 0 6 0 19 14 19 20: Old : 30: 0 6 0 19 14 19 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 : 53.0 72.5 71.5 82.7 47.2 62.1 61.3 70.9 Old : 53.0 72.5 71.5 82.7 47.2 62.1 61.3 70.9 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, January 23, 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 : 26,790: 0 10,625 0 24,005 13,550 24,005 24,175: 2,785 2,615 Old : 26,790: 0 10,625 0 24,005 13,550 24,005 24,175: 2,785 2,615 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 16, 2018 : : -25: 0 300 0 -25 -325 -25 -25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 39.7 0.0 89.6 50.6 89.6 90.2: 10.4 9.8 Old : 100.0: 0.0 39.7 0.0 89.6 50.6 89.6 90.2: 10.4 9.8 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 : 29: 0 5 0 19 15 19 20: Old : 29: 0 5 0 19 15 19 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 : 54.8 74.8 72.6 83.9 48.9 64.6 61.7 71.5 Old : 54.8 74.8 72.6 83.9 48.9 64.6 61.7 71.5 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, January 23, 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 : 39,275: 625 1,005 300 34,230 33,880 35,155 35,185: 4,120 4,090 Old : 39,275: 625 1,005 300 34,230 33,880 35,155 35,185: 4,120 4,090 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 16, 2018 : : 1,525: 0 25 0 1,525 1,500 1,525 1,525: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 2.6 0.8 87.2 86.3 89.5 89.6: 10.5 10.4 Old : 100.0: 1.6 2.6 0.8 87.2 86.3 89.5 89.6: 10.5 10.4 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 3 3 14 12 17 17: Old : 26: 2 3 3 14 12 17 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.5 79.5 81.7 85.8 67.6 77.8 80.4 83.4 Old : 68.5 79.5 81.7 85.8 67.6 77.8 80.4 83.4 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, January 23, 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 : 36,965: 825 1,005 150 32,300 31,910 33,275 33,065: 3,690 3,900 Old : 36,965: 825 1,005 150 32,300 31,910 33,275 33,065: 3,690 3,900 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 16, 2018 : : 1,700: 0 25 0 1,700 1,675 1,700 1,700: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 2.7 0.4 87.4 86.3 90.0 89.4: 10.0 10.6 Old : 100.0: 2.2 2.7 0.4 87.4 86.3 90.0 89.4: 10.0 10.6 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 : 24: 2 3 2 14 10 17 14: Old : 24: 2 3 2 14 10 17 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 : 68.1 81.0 82.2 86.7 67.1 79.7 80.4 84.9 Old : 68.1 81.0 82.2 86.7 67.1 79.7 80.4 84.9 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, January 23, 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 : 19,785: 0 5,315 0 17,205 11,965 17,205 17,280: 2,580 2,505 Old : 19,785: 0 5,315 0 17,205 11,965 17,205 17,280: 2,580 2,505 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 16, 2018 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 26.9 0.0 87.0 60.5 87.0 87.3: 13.0 12.7 Old : 100.0: 0.0 26.9 0.0 87.0 60.5 87.0 87.3: 13.0 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 : 20: 0 2 0 16 10 16 12: Old : 20: 0 2 0 16 10 16 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 : 67.5 70.0 78.2 84.9 56.2 53.6 62.9 63.0 Old : 67.5 70.0 78.2 84.9 56.2 53.6 62.9 63.0 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, January 23, 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 : 22,985: 500 430 50 18,460 19,455 19,010 19,935: 3,975 3,050 Old : 22,985: 500 430 50 18,460 19,455 19,010 19,935: 3,975 3,050 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 16, 2018 : : 1,345: 450 0 0 230 710 680 710: 665 635 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 1.9 0.2 80.3 84.6 82.7 86.7: 17.3 13.3 Old : 100.0: 2.2 1.9 0.2 80.3 84.6 82.7 86.7: 17.3 13.3 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 : 22: 2 1 1 14 12 17 13: Old : 22: 2 1 1 14 12 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 : 59.0 67.2 74.3 82.8 50.4 58.6 60.3 66.7 Old : 59.0 67.2 74.3 82.8 50.4 58.6 60.3 66.7 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, January 23, 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 : 20,780: 650 430 50 16,290 17,545 16,990 18,025: 3,790 2,755 Old : 20,780: 650 430 50 16,290 17,545 16,990 18,025: 3,790 2,755 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 16, 2018 : : 530: 450 0 0 -545 -95 -95 -95: 625 625 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 2.1 0.2 78.4 84.4 81.8 86.7: 18.2 13.3 Old : 100.0: 3.1 2.1 0.2 78.4 84.4 81.8 86.7: 18.2 13.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 3 1 1 14 11 18 12: Old : 23: 3 1 1 14 11 18 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 : 57.9 71.7 72.2 83.7 49.7 61.3 56.9 65.6 Old : 57.9 71.7 72.2 83.7 49.7 61.3 56.9 65.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 37,140: 10,915 700 0 24,525 34,765 35,440 35,465: 1,700 1,675 Old : 37,140: 10,915 700 0 24,525 34,765 35,440 35,465: 1,700 1,675 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 16, 2018 : : 550: -70 0 0 120 50 50 50: 500 500 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.4 1.9 0.0 66.0 93.6 95.4 95.5: 4.6 4.5 Old : 100.0: 29.4 1.9 0.0 66.0 93.6 95.4 95.5: 4.6 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 : 29: 4 1 0 18 12 22 13: Old : 29: 4 1 0 18 12 22 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 : 69.0 83.0 81.5 92.8 68.9 78.4 80.4 87.2 Old : 69.0 83.0 81.5 92.8 68.9 78.4 80.4 87.2 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, January 23, 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 : 32,590: 9,580 700 0 20,965 29,870 30,545 30,570: 2,045 2,020 Old : 32,590: 9,580 700 0 20,965 29,870 30,545 30,570: 2,045 2,020 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 16, 2018 : : 525: -100 0 0 310 210 210 210: 315 315 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.4 2.1 0.0 64.3 91.7 93.7 93.8: 6.3 6.2 Old : 100.0: 29.4 2.1 0.0 64.3 91.7 93.7 93.8: 6.3 6.2 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: 4 1 0 19 12 23 13: Old : 29: 4 1 0 19 12 23 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 : 65.9 77.3 78.9 90.1 65.1 71.3 77.4 83.8 Old : 65.9 77.3 78.9 90.1 65.1 71.3 77.4 83.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 93,935: 9,270 825 2,235 74,630 83,030 86,135 86,090: 7,800 7,845 Old : 93,935: 9,270 825 2,235 74,630 83,030 86,135 86,090: 7,800 7,845 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 16, 2018 : : 1,665: 1,545 500 110 -1,190 -145 465 465: 1,200 1,200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.9 0.9 2.4 79.4 88.4 91.7 91.6: 8.3 8.4 Old : 100.0: 9.9 0.9 2.4 79.4 88.4 91.7 91.6: 8.3 8.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 5 2 3 21 24 27 28: Old : 39: 5 2 3 21 24 27 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.4 61.4 77.3 75.9 61.3 60.9 70.4 69.7 Old : 63.4 61.4 77.3 75.9 61.3 60.9 70.4 69.7 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, January 23, 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 : 86,335: 8,635 825 1,855 66,115 73,880 76,605 76,560: 9,730 9,775 Old : 86,335: 8,635 825 1,855 66,115 73,880 76,605 76,560: 9,730 9,775 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 16, 2018 : : 3,175: 1,575 500 5 500 1,575 2,080 2,080: 1,095 1,095 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.0 1.0 2.1 76.6 85.6 88.7 88.7: 11.3 11.3 Old : 100.0: 10.0 1.0 2.1 76.6 85.6 88.7 88.7: 11.3 11.3 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 : 37: 4 2 3 19 22 24 26: Old : 37: 4 2 3 19 22 24 26: 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 : 63.8 56.2 79.6 71.6 62.4 54.1 74.5 68.2 Old : 63.8 56.2 79.6 71.6 62.4 54.1 74.5 68.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 18,190: 725 1,650 75 15,060 14,315 15,860 16,040: 2,330 2,150 Old : 18,190: 725 1,650 75 15,060 14,315 15,860 16,040: 2,330 2,150 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 16, 2018 : : 75: 0 0 75 0 0 75 75: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 9.1 0.4 82.8 78.7 87.2 88.2: 12.8 11.8 Old : 100.0: 4.0 9.1 0.4 82.8 78.7 87.2 88.2: 12.8 11.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 2 1 1 16 15 18 17: Old : 24: 2 1 1 16 15 18 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.0 66.2 67.7 79.1 47.2 60.3 62.1 70.1 Old : 51.0 66.2 67.7 79.1 47.2 60.3 62.1 70.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 47,805: 0 3,450 600 38,920 35,470 39,520 39,520: 8,285 8,285 Old : 47,805: 0 3,450 600 38,920 35,470 39,520 39,520: 8,285 8,285 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 16, 2018 : : 150: 0 0 100 25 25 125 125: 25 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.2 1.3 81.4 74.2 82.7 82.7: 17.3 17.3 Old : 100.0: 0.0 7.2 1.3 81.4 74.2 82.7 82.7: 17.3 17.3 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 : 29: 0 3 2 18 21 20 24: Old : 29: 0 3 2 18 21 20 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 : 55.6 39.7 74.0 57.7 52.0 32.0 57.1 45.8 Old : 55.6 39.7 74.0 57.7 52.0 32.0 57.1 45.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Commitments of Traders with Delta-adjusted Options and Futures Combined, January 23, 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 : 30,060: 300 600 225 21,060 20,880 21,585 21,705: 8,475 8,355 Old : 30,060: 300 600 225 21,060 20,880 21,585 21,705: 8,475 8,355 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 16, 2018 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 2.0 0.7 70.1 69.5 71.8 72.2: 28.2 27.8 Old : 100.0: 1.0 2.0 0.7 70.1 69.5 71.8 72.2: 28.2 27.8 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: 1 1 1 17 20 19 22: Old : 26: 1 1 1 17 20 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 : 48.1 32.5 62.2 48.1 37.3 20.2 41.5 34.5 Old : 48.1 32.5 62.2 48.1 37.3 20.2 41.5 34.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 26, 2018