MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders - Futures Only, August 14, 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 : 14,547: 1,410 50 100 10,947 12,307 12,457 12,457: 2,090 2,090 Old : 14,547: 1,410 50 100 10,947 12,307 12,457 12,457: 2,090 2,090 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 7, 2018 : : 305: 0 0 0 155 155 155 155: 150 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.7 0.3 0.7 75.3 84.6 85.6 85.6: 14.4 14.4 Old : 100.0: 9.7 0.3 0.7 75.3 84.6 85.6 85.6: 14.4 14.4 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 : 21: 2 1 1 14 13 16 15: Old : 21: 2 1 1 14 13 16 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 52.8 81.3 74.6 59.8 48.2 67.2 63.2 Old : 68.4 52.8 81.3 74.6 59.8 48.2 67.2 63.2 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 - Futures Only, August 14, 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 : 10,750: 1,410 0 100 8,245 9,655 9,755 9,755: 995 995 Old : 10,750: 1,410 0 100 8,245 9,655 9,755 9,755: 995 995 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 7, 2018 : : -160: 0 0 0 -160 -160 -160 -160: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.1 0.0 0.9 76.7 89.8 90.7 90.7: 9.3 9.3 Old : 100.0: 13.1 0.0 0.9 76.7 89.8 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 : 20: 3 0 1 11 14 14 15: Old : 20: 3 0 1 11 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 : 69.7 48.5 85.2 75.9 67.8 47.3 78.6 66.7 Old : 69.7 48.5 85.2 75.9 67.8 47.3 78.6 66.7 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 - Futures Only, August 14, 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 : 58,169: 13,250 6,230 1,100 36,695 43,749 51,045 51,079: 7,124 7,090 Old : 58,169: 13,250 6,230 1,100 36,695 43,749 51,045 51,079: 7,124 7,090 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 7, 2018 : : 60: -600 0 0 110 -490 -490 -490: 550 550 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.8 10.7 1.9 63.1 75.2 87.8 87.8: 12.2 12.2 Old : 100.0: 22.8 10.7 1.9 63.1 75.2 87.8 87.8: 12.2 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 : 28: 2 2 2 15 21 19 23: Old : 28: 2 2 2 15 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 : 66.6 49.9 78.5 68.3 65.2 49.8 74.9 66.9 Old : 66.6 49.9 78.5 68.3 65.2 49.8 74.9 66.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Commitments of Traders - Futures Only, August 14, 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 : 56,232: 14,915 6,230 1,100 33,544 42,122 49,559 49,452: 6,673 6,780 Old : 56,232: 14,915 6,230 1,100 33,544 42,122 49,559 49,452: 6,673 6,780 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 7, 2018 : : 60: -600 0 0 110 -490 -490 -490: 550 550 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.5 11.1 2.0 59.7 74.9 88.1 87.9: 11.9 12.1 Old : 100.0: 26.5 11.1 2.0 59.7 74.9 88.1 87.9: 11.9 12.1 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: 2 2 2 14 22 18 24: Old : 28: 2 2 2 14 22 18 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 : 66.7 51.3 80.4 70.1 65.3 51.2 77.8 68.7 Old : 66.7 51.3 80.4 70.1 65.3 51.2 77.8 68.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Commitments of Traders - Futures Only, August 14, 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 : 19,525: 525 8,740 20 15,755 7,850 16,300 16,610: 3,225 2,915 Old : 19,525: 525 8,740 20 15,755 7,850 16,300 16,610: 3,225 2,915 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 7, 2018 : : 0: 0 25 0 0 -25 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 44.8 0.1 80.7 40.2 83.5 85.1: 16.5 14.9 Old : 100.0: 2.7 44.8 0.1 80.7 40.2 83.5 85.1: 16.5 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 : 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 : 47.4 61.0 70.9 74.9 44.6 56.6 59.6 66.4 Old : 47.4 61.0 70.9 74.9 44.6 56.6 59.6 66.4 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, August 14, 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 : 19,215: 275 8,935 0 15,700 7,325 15,975 16,260: 3,240 2,955 Old : 19,215: 275 8,935 0 15,700 7,325 15,975 16,260: 3,240 2,955 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 7, 2018 : : 0: 0 25 0 0 -25 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 46.5 0.0 81.7 38.1 83.1 84.6: 16.9 15.4 Old : 100.0: 1.4 46.5 0.0 81.7 38.1 83.1 84.6: 16.9 15.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 4 0 16 10 17 14: Old : 25: 1 4 0 16 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 : 48.2 63.0 70.9 75.0 46.0 58.5 62.5 69.0 Old : 48.2 63.0 70.9 75.0 46.0 58.5 62.5 69.0 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 - Futures Only, August 14, 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 : 27,427: 10,475 980 0 14,114 23,360 24,589 24,340: 2,838 3,087 Old : 27,427: 10,475 980 0 14,114 23,360 24,589 24,340: 2,838 3,087 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 7, 2018 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.2 3.6 0.0 51.5 85.2 89.7 88.7: 10.3 11.3 Old : 100.0: 38.2 3.6 0.0 51.5 85.2 89.7 88.7: 10.3 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 : 21: 2 1 0 10 14 12 15: Old : 21: 2 1 0 10 14 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 : 70.1 68.9 85.8 80.9 69.9 66.1 79.3 75.5 Old : 70.1 68.9 85.8 80.9 69.9 66.1 79.3 75.5 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 - Futures Only, August 14, 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 : 33,250: 5,405 1,395 10 25,705 29,715 31,120 31,120: 2,130 2,130 Old : 33,250: 5,405 1,395 10 25,705 29,715 31,120 31,120: 2,130 2,130 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 7, 2018 : : 200: 300 -50 0 25 250 325 200: -125 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.3 4.2 0.0 77.3 89.4 93.6 93.6: 6.4 6.4 Old : 100.0: 16.3 4.2 0.0 77.3 89.4 93.6 93.6: 6.4 6.4 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: 5 2 1 14 11 19 14: Old : 26: 5 2 1 14 11 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 : 59.5 81.4 77.5 90.7 58.0 81.0 74.9 89.3 Old : 59.5 81.4 77.5 90.7 58.0 81.0 74.9 89.3 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, August 14, 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 : 29,960: 5,030 1,395 20 23,145 26,780 28,195 28,195: 1,765 1,765 Old : 29,960: 5,030 1,395 20 23,145 26,780 28,195 28,195: 1,765 1,765 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 7, 2018 : : -50: 150 -50 0 -65 10 85 -40: -135 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.8 4.7 0.1 77.3 89.4 94.1 94.1: 5.9 5.9 Old : 100.0: 16.8 4.7 0.1 77.3 89.4 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 : 26: 5 2 1 14 11 19 14: Old : 26: 5 2 1 14 11 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 : 61.4 80.9 78.4 91.5 59.7 80.5 76.2 90.1 Old : 61.4 80.9 78.4 91.5 59.7 80.5 76.2 90.1 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, August 14, 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 : 22,750: 2,010 1,155 510 19,105 20,570 21,625 22,235: 1,125 515 Old : 22,750: 2,010 1,155 510 19,105 20,570 21,625 22,235: 1,125 515 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 7, 2018 : : 500: -540 0 465 645 5 570 470: -70 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.8 5.1 2.2 84.0 90.4 95.1 97.7: 4.9 2.3 Old : 100.0: 8.8 5.1 2.2 84.0 90.4 95.1 97.7: 4.9 2.3 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 : 28: 3 3 2 15 16 19 20: Old : 28: 3 3 2 15 16 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 : 60.8 71.4 77.5 84.8 57.8 70.0 74.0 80.2 Old : 60.8 71.4 77.5 84.8 57.8 70.0 74.0 80.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV Commitments of Traders - Futures Only, August 14, 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 : 22,665: 1,825 1,895 45 19,710 20,180 21,580 22,120: 1,085 545 Old : 22,665: 1,825 1,895 45 19,710 20,180 21,580 22,120: 1,085 545 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 7, 2018 : : 655: 100 690 -175 800 110 725 625: -70 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.1 8.4 0.2 87.0 89.0 95.2 97.6: 4.8 2.4 Old : 100.0: 8.1 8.4 0.2 87.0 89.0 95.2 97.6: 4.8 2.4 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 : 28: 2 4 1 14 16 17 20: Old : 28: 2 4 1 14 16 17 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 : 62.5 74.6 81.0 87.3 61.9 73.3 78.2 84.2 Old : 62.5 74.6 81.0 87.3 61.9 73.3 78.2 84.2 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, August 14, 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 : 35,160: 9,330 2,000 320 24,270 31,770 33,920 34,090: 1,240 1,070 Old : 35,160: 9,330 2,000 320 24,270 31,770 33,920 34,090: 1,240 1,070 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 7, 2018 : : -100: 60 -400 150 -125 335 85 85: -185 -185 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.5 5.7 0.9 69.0 90.4 96.5 97.0: 3.5 3.0 Old : 100.0: 26.5 5.7 0.9 69.0 90.4 96.5 97.0: 3.5 3.0 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: 3 3 4 16 10 21 15: Old : 27: 3 3 4 16 10 21 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 : 64.4 77.1 84.3 94.7 64.0 76.4 82.7 90.0 Old : 64.4 77.1 84.3 94.7 64.0 76.4 82.7 90.0 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, August 14, 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 : 32,580: 9,515 2,000 200 21,720 29,285 31,435 31,485: 1,145 1,095 Old : 32,580: 9,515 2,000 200 21,720 29,285 31,435 31,485: 1,145 1,095 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 7, 2018 : : -100: 60 -400 150 -125 335 85 85: -185 -185 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.2 6.1 0.6 66.7 89.9 96.5 96.6: 3.5 3.4 Old : 100.0: 29.2 6.1 0.6 66.7 89.9 96.5 96.6: 3.5 3.4 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: 3 3 3 15 10 20 14: Old : 26: 3 3 3 15 10 20 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.7 73.0 85.0 94.0 64.7 72.7 83.7 89.7 Old : 64.7 73.0 85.0 94.0 64.7 72.7 83.7 89.7 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, August 14, 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 : 92,195: 6,295 2,030 4,640 73,295 77,510 84,230 84,180: 7,965 8,015 Old : 92,195: 6,295 2,030 4,640 73,295 77,510 84,230 84,180: 7,965 8,015 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 7, 2018 : : -160: 65 60 -95 -165 -160 -195 -195: 35 35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.8 2.2 5.0 79.5 84.1 91.4 91.3: 8.6 8.7 Old : 100.0: 6.8 2.2 5.0 79.5 84.1 91.4 91.3: 8.6 8.7 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 : 39: 6 1 5 20 25 26 31: Old : 39: 6 1 5 20 25 26 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 : 63.5 58.5 76.9 71.7 58.7 58.2 68.0 68.2 Old : 63.5 58.5 76.9 71.7 58.7 58.2 68.0 68.2 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, August 14, 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 : 83,810: 7,100 1,890 3,885 64,670 69,830 75,655 75,605: 8,155 8,205 Old : 83,810: 7,100 1,890 3,885 64,670 69,830 75,655 75,605: 8,155 8,205 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 7, 2018 : : -195: -60 -265 155 -325 -120 -230 -230: 35 35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.5 2.3 4.6 77.2 83.3 90.3 90.2: 9.7 9.8 Old : 100.0: 8.5 2.3 4.6 77.2 83.3 90.3 90.2: 9.7 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 : 37: 5 2 5 19 22 25 28: Old : 37: 5 2 5 19 22 25 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 : 61.3 56.8 74.5 69.8 58.1 56.4 69.3 68.8 Old : 61.3 56.8 74.5 69.8 58.1 56.4 69.3 68.8 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, August 14, 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 : 30,645: 5,950 2,975 100 23,135 26,180 29,185 29,255: 1,460 1,390 Old : 30,645: 5,950 2,975 100 23,135 26,180 29,185 29,255: 1,460 1,390 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 7, 2018 : : 425: 275 0 0 150 425 425 425: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.4 9.7 0.3 75.5 85.4 95.2 95.5: 4.8 4.5 Old : 100.0: 19.4 9.7 0.3 75.5 85.4 95.2 95.5: 4.8 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: 2 3 1 16 20 19 23: Old : 29: 2 3 1 16 20 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 : 67.0 51.4 83.8 70.6 58.6 48.1 73.1 63.2 Old : 67.0 51.4 83.8 70.6 58.6 48.1 73.1 63.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Commitments of Traders - Futures Only, August 14, 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 : 21,850: 2,850 1,375 0 18,660 20,105 21,510 21,480: 340 370 Old : 21,850: 2,850 1,375 0 18,660 20,105 21,510 21,480: 340 370 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 7, 2018 : : 100: 75 0 0 25 100 100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.0 6.3 0.0 85.4 92.0 98.4 98.3: 1.6 1.7 Old : 100.0: 13.0 6.3 0.0 85.4 92.0 98.4 98.3: 1.6 1.7 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 : 23: 1 2 0 12 17 13 19: Old : 23: 1 2 0 12 17 13 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.8 53.2 94.1 76.2 63.4 46.8 74.9 67.2 Old : 79.8 53.2 94.1 76.2 63.4 46.8 74.9 67.2 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 - Futures Only, August 14, 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 : 17,615: 6,125 1,975 0 10,640 14,790 16,765 16,765: 850 850 Old : 17,615: 6,125 1,975 0 10,640 14,790 16,765 16,765: 850 850 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 7, 2018 : : 700: 0 75 0 700 625 700 700: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.8 11.2 0.0 60.4 84.0 95.2 95.2: 4.8 4.8 Old : 100.0: 34.8 11.2 0.0 60.4 84.0 95.2 95.2: 4.8 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 1 0 12 13 14 14: Old : 22: 2 1 0 12 13 14 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 : 77.9 67.1 89.4 88.2 74.5 59.3 79.9 77.2 Old : 77.9 67.1 89.4 88.2 74.5 59.3 79.9 77.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Commitments of Traders - Futures Only, August 14, 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 : 54,735: 100 2,875 915 42,435 39,720 43,450 43,510: 11,285 11,225 Old : 54,735: 100 2,875 915 42,435 39,720 43,450 43,510: 11,285 11,225 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 7, 2018 : : 175: 0 200 0 -1,125 -1,325 -1,125 -1,125: 1,300 1,300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 5.3 1.7 77.5 72.6 79.4 79.5: 20.6 20.5 Old : 100.0: 0.2 5.3 1.7 77.5 72.6 79.4 79.5: 20.6 20.5 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 : 31: 1 4 2 20 21 23 25: Old : 31: 1 4 2 20 21 23 25: 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 35.1 67.1 55.5 36.0 24.8 40.8 36.6 Old : 51.0 35.1 67.1 55.5 36.0 24.8 40.8 36.6 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, August 14, 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 : 40,550: 1,950 650 0 26,890 28,600 28,840 29,250: 11,710 11,300 Old : 40,550: 1,950 650 0 26,890 28,600 28,840 29,250: 11,710 11,300 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 7, 2018 : : 270: 100 -50 0 450 600 550 550: -280 -280 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 1.6 0.0 66.3 70.5 71.1 72.1: 28.9 27.9 Old : 100.0: 4.8 1.6 0.0 66.3 70.5 71.1 72.1: 28.9 27.9 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 : 25: 2 1 0 17 22 19 23: Old : 25: 2 1 0 17 22 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 : 46.5 32.4 63.1 49.6 29.4 18.5 34.5 29.1 Old : 46.5 32.4 63.1 49.6 29.4 18.5 34.5 29.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 17, 2018