MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders - Futures Only, August 28, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 15,327: 1,310 350 100 11,827 12,787 13,237 13,237: 2,090 2,090 Old : 15,327: 1,310 350 100 11,827 12,787 13,237 13,237: 2,090 2,090 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 21, 2018 : : 700: 0 300 0 700 400 700 700: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.5 2.3 0.7 77.2 83.4 86.4 86.4: 13.6 13.6 Old : 100.0: 8.5 2.3 0.7 77.2 83.4 86.4 86.4: 13.6 13.6 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 : 22: 2 2 1 14 13 16 16: Old : 22: 2 2 1 14 13 16 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.2 50.0 79.7 71.4 58.3 43.7 64.4 57.9 Old : 67.2 50.0 79.7 71.4 58.3 43.7 64.4 57.9 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 28, 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 : 11,055: 1,410 0 100 8,525 9,940 10,035 10,040: 1,020 1,015 Old : 11,055: 1,410 0 100 8,525 9,940 10,035 10,040: 1,020 1,015 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 21, 2018 : : 300: 0 0 0 280 280 280 280: 20 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.8 0.0 0.9 77.1 89.9 90.8 90.8: 9.2 9.2 Old : 100.0: 12.8 0.0 0.9 77.1 89.9 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 : 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 : 67.9 46.5 85.4 73.6 66.4 45.4 74.1 64.9 Old : 67.9 46.5 85.4 73.6 66.4 45.4 74.1 64.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Commitments of Traders - Futures Only, August 28, 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 : 61,484: 13,900 7,555 1,750 38,540 44,919 54,190 54,224: 7,294 7,260 Old : 61,484: 13,900 7,555 1,750 38,540 44,919 54,190 54,224: 7,294 7,260 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 21, 2018 : : 1,635: -50 325 510 1,195 820 1,655 1,655: -20 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.6 12.3 2.8 62.7 73.1 88.1 88.2: 11.9 11.8 Old : 100.0: 22.6 12.3 2.8 62.7 73.1 88.1 88.2: 11.9 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 : 28: 2 2 1 15 20 18 22: Old : 28: 2 2 1 15 20 18 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 : 66.3 51.0 78.6 69.5 65.3 51.0 74.4 67.0 Old : 66.3 51.0 78.6 69.5 65.3 51.0 74.4 67.0 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 28, 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 : 59,497: 15,565 7,555 1,750 35,414 43,317 52,729 52,622: 6,768 6,875 Old : 59,497: 15,565 7,555 1,750 35,414 43,317 52,729 52,622: 6,768 6,875 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 21, 2018 : : 1,585: -50 325 510 1,125 750 1,585 1,585: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.2 12.7 2.9 59.5 72.8 88.6 88.4: 11.4 11.6 Old : 100.0: 26.2 12.7 2.9 59.5 72.8 88.6 88.4: 11.4 11.6 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 : 28: 2 2 1 14 21 17 23: Old : 28: 2 2 1 14 21 17 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 : 66.4 52.1 80.4 71.3 65.4 52.1 77.5 68.1 Old : 66.4 52.1 80.4 71.3 65.4 52.1 77.5 68.1 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, August 28, 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 : 19,725: 425 8,840 40 15,905 7,800 16,370 16,680: 3,355 3,045 Old : 19,725: 425 8,840 40 15,905 7,800 16,370 16,680: 3,355 3,045 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 21, 2018 : : 130: -100 0 20 80 -20 0 0: 130 130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 44.8 0.2 80.6 39.5 83.0 84.6: 17.0 15.4 Old : 100.0: 2.2 44.8 0.2 80.6 39.5 83.0 84.6: 17.0 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 : 27: 2 4 1 17 10 19 15: Old : 27: 2 4 1 17 10 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 : 46.3 60.4 69.6 74.1 44.6 56.0 57.6 65.4 Old : 46.3 60.4 69.6 74.1 44.6 56.0 57.6 65.4 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 28, 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 : 19,465: 175 9,035 20 15,900 7,325 16,095 16,380: 3,370 3,085 Old : 19,465: 175 9,035 20 15,900 7,325 16,095 16,380: 3,370 3,085 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 21, 2018 : : 130: -100 0 20 80 -20 0 0: 130 130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 46.4 0.1 81.7 37.6 82.7 84.2: 17.3 15.8 Old : 100.0: 0.9 46.4 0.1 81.7 37.6 82.7 84.2: 17.3 15.8 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 4 1 17 10 18 15: Old : 26: 1 4 1 17 10 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.9 62.2 69.3 74.4 44.8 57.8 60.3 67.8 Old : 46.9 62.2 69.3 74.4 44.8 57.8 60.3 67.8 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 28, 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 : 27,677: 10,525 980 0 14,314 23,610 24,839 24,590: 2,838 3,087 Old : 27,677: 10,525 980 0 14,314 23,610 24,839 24,590: 2,838 3,087 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 21, 2018 : : 50: 50 0 0 0 50 50 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.0 3.5 0.0 51.7 85.3 89.7 88.8: 10.3 11.2 Old : 100.0: 38.0 3.5 0.0 51.7 85.3 89.7 88.8: 10.3 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 : 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 : 69.7 69.0 85.2 81.0 69.4 66.2 78.7 75.7 Old : 69.7 69.0 85.2 81.0 69.4 66.2 78.7 75.7 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 28, 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 : 35,130: 5,055 1,395 610 26,860 30,520 32,525 32,525: 2,605 2,605 Old : 35,130: 5,055 1,395 610 26,860 30,520 32,525 32,525: 2,605 2,605 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 21, 2018 : : 730: 0 0 0 740 740 740 740: -10 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.4 4.0 1.7 76.5 86.9 92.6 92.6: 7.4 7.4 Old : 100.0: 14.4 4.0 1.7 76.5 86.9 92.6 92.6: 7.4 7.4 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 2 14 11 19 15: Old : 26: 5 2 2 14 11 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 : 57.6 80.0 77.4 89.3 57.1 79.6 74.8 87.7 Old : 57.6 80.0 77.4 89.3 57.1 79.6 74.8 87.7 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 28, 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 : 31,840: 4,670 1,395 630 24,290 27,565 29,590 29,590: 2,250 2,250 Old : 31,840: 4,670 1,395 630 24,290 27,565 29,590 29,590: 2,250 2,250 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 21, 2018 : : 730: -10 0 10 730 720 730 730: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.7 4.4 2.0 76.3 86.6 92.9 92.9: 7.1 7.1 Old : 100.0: 14.7 4.4 2.0 76.3 86.6 92.9 92.9: 7.1 7.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 5 2 2 14 11 19 15: Old : 26: 5 2 2 14 11 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 : 59.2 79.4 77.3 89.9 58.6 79.1 76.0 88.3 Old : 59.2 79.4 77.3 89.9 58.6 79.1 76.0 88.3 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, August 28, 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 : 12,870: 0 3,120 100 11,490 8,775 11,590 11,995: 1,280 875 Old : 12,870: 0 3,120 100 11,490 8,775 11,590 11,995: 1,280 875 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 21, 2018 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 24.2 0.8 89.3 68.2 90.1 93.2: 9.9 6.8 Old : 100.0: 0.0 24.2 0.8 89.3 68.2 90.1 93.2: 9.9 6.8 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 : 20: 0 5 1 11 12 12 17: Old : 20: 0 5 1 11 12 12 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 : 79.3 70.4 88.1 83.8 74.4 63.7 76.7 72.8 Old : 79.3 70.4 88.1 83.8 74.4 63.7 76.7 72.8 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 28, 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 : 28,470: 3,365 1,155 1,245 22,960 25,780 27,570 28,180: 900 290 Old : 28,470: 3,365 1,155 1,245 22,960 25,780 27,570 28,180: 900 290 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 21, 2018 : : 1,495: 1,195 0 -175 700 1,895 1,720 1,720: -225 -225 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.8 4.1 4.4 80.6 90.6 96.8 99.0: 3.2 1.0 Old : 100.0: 11.8 4.1 4.4 80.6 90.6 96.8 99.0: 3.2 1.0 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 : 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 : 62.2 75.8 82.1 88.8 59.4 74.8 76.0 82.7 Old : 62.2 75.8 82.1 88.8 59.4 74.8 76.0 82.7 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 - Futures Only, August 28, 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 : 28,435: 2,505 1,030 1,335 23,510 25,525 27,350 27,890: 1,085 545 Old : 28,435: 2,505 1,030 1,335 23,510 25,525 27,350 27,890: 1,085 545 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 21, 2018 : : 1,920: 680 -265 140 1,100 2,045 1,920 1,920: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.8 3.6 4.7 82.7 89.8 96.2 98.1: 3.8 1.9 Old : 100.0: 8.8 3.6 4.7 82.7 89.8 96.2 98.1: 3.8 1.9 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: 3 3 3 14 16 18 21: Old : 28: 3 3 3 14 16 18 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 : 64.2 78.1 81.7 89.2 60.2 77.0 75.5 83.6 Old : 64.2 78.1 81.7 89.2 60.2 77.0 75.5 83.6 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 - Futures Only, August 28, 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 : 36,755: 9,305 3,375 470 24,855 30,955 34,630 34,800: 2,125 1,955 Old : 36,755: 9,305 3,375 470 24,855 30,955 34,630 34,800: 2,125 1,955 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 21, 2018 : : 785: -25 875 0 550 -350 525 525: 260 260 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.3 9.2 1.3 67.6 84.2 94.2 94.7: 5.8 5.3 Old : 100.0: 25.3 9.2 1.3 67.6 84.2 94.2 94.7: 5.8 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 3 3 5 17 11 23 16: Old : 28: 3 3 5 17 11 23 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.5 69.8 81.4 92.4 62.2 69.2 80.0 87.0 Old : 62.5 69.8 81.4 92.4 62.2 69.2 80.0 87.0 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 28, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 34,125: 9,740 3,025 700 21,705 28,470 32,145 32,195: 1,980 1,930 Old : 34,125: 9,740 3,025 700 21,705 28,470 32,145 32,195: 1,980 1,930 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 21, 2018 : : 760: 575 875 0 -50 -350 525 525: 235 235 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.5 8.9 2.1 63.6 83.4 94.2 94.3: 5.8 5.7 Old : 100.0: 28.5 8.9 2.1 63.6 83.4 94.2 94.3: 5.8 5.7 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 : 27: 3 3 4 16 11 22 15: Old : 27: 3 3 4 16 11 22 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 : 61.8 66.7 80.7 91.7 61.8 66.0 79.9 85.6 Old : 61.8 66.7 80.7 91.7 61.8 66.0 79.9 85.6 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 28, 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 : 99,245: 7,065 2,030 6,325 77,745 82,730 91,135 91,085: 8,110 8,160 Old : 99,245: 7,065 2,030 6,325 77,745 82,730 91,135 91,085: 8,110 8,160 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 21, 2018 : : 2,150: -20 0 560 1,870 1,850 2,410 2,410: -260 -260 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.1 2.0 6.4 78.3 83.4 91.8 91.8: 8.2 8.2 Old : 100.0: 7.1 2.0 6.4 78.3 83.4 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 : 39: 6 1 5 19 27 25 33: Old : 39: 6 1 5 19 27 25 33: 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 : 61.0 57.5 75.1 72.0 56.8 57.3 66.7 68.7 Old : 61.0 57.5 75.1 72.0 56.8 57.3 66.7 68.7 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 - Futures Only, August 28, 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 : 90,325: 7,060 1,980 5,930 68,850 73,880 81,840 81,790: 8,485 8,535 Old : 90,325: 7,060 1,980 5,930 68,850 73,880 81,840 81,790: 8,485 8,535 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 21, 2018 : : 1,865: -360 0 690 1,540 1,180 1,870 1,870: -5 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.8 2.2 6.6 76.2 81.8 90.6 90.6: 9.4 9.4 Old : 100.0: 7.8 2.2 6.6 76.2 81.8 90.6 90.6: 9.4 9.4 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 : 37: 6 1 5 18 23 24 29: Old : 37: 6 1 5 18 23 24 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 : 59.8 55.7 73.9 69.7 57.2 55.7 68.4 68.5 Old : 59.8 55.7 73.9 69.7 57.2 55.7 68.4 68.5 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 28, 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 : 31,070: 5,950 2,975 100 23,535 26,580 29,585 29,655: 1,485 1,415 Old : 31,070: 5,950 2,975 100 23,535 26,580 29,585 29,655: 1,485 1,415 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 21, 2018 : : 125: 0 0 0 100 100 100 100: 25 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.2 9.6 0.3 75.7 85.5 95.2 95.4: 4.8 4.6 Old : 100.0: 19.2 9.6 0.3 75.7 85.5 95.2 95.4: 4.8 4.6 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 : 29: 2 3 1 17 20 20 23: Old : 29: 2 3 1 17 20 20 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 : 65.6 50.4 83.2 69.3 57.4 46.1 71.8 61.1 Old : 65.6 50.4 83.2 69.3 57.4 46.1 71.8 61.1 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 28, 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 : 21,840: 2,850 1,375 0 18,610 20,055 21,460 21,430: 380 410 Old : 21,840: 2,850 1,375 0 18,610 20,055 21,460 21,430: 380 410 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 21, 2018 : : 25: 0 0 0 25 25 25 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.0 6.3 0.0 85.2 91.8 98.3 98.1: 1.7 1.9 Old : 100.0: 13.0 6.3 0.0 85.2 91.8 98.3 98.1: 1.7 1.9 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: 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 : 77.4 53.0 93.5 76.1 63.7 46.1 74.2 66.6 Old : 77.4 53.0 93.5 76.1 63.7 46.1 74.2 66.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Commitments of Traders - Futures Only, August 28, 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 : 17,710: 6,125 1,975 0 10,500 14,710 16,625 16,685: 1,085 1,025 Old : 17,710: 6,125 1,975 0 10,500 14,710 16,625 16,685: 1,085 1,025 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 21, 2018 : : 235: 0 0 0 0 60 0 60: 235 175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.6 11.2 0.0 59.3 83.1 93.9 94.2: 6.1 5.8 Old : 100.0: 34.6 11.2 0.0 59.3 83.1 93.9 94.2: 6.1 5.8 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 13 13 15 14: Old : 22: 2 1 0 13 13 15 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 : 76.3 68.0 87.7 87.3 73.0 59.9 78.4 76.0 Old : 76.3 68.0 87.7 87.3 73.0 59.9 78.4 76.0 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 28, 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 : 54,965: 100 2,875 915 42,405 39,690 43,420 43,480: 11,545 11,485 Old : 54,965: 100 2,875 915 42,405 39,690 43,420 43,480: 11,545 11,485 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 21, 2018 : : -760: 0 0 0 -710 -710 -710 -710: -50 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 5.2 1.7 77.1 72.2 79.0 79.1: 21.0 20.9 Old : 100.0: 0.2 5.2 1.7 77.1 72.2 79.0 79.1: 21.0 20.9 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 : 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 : 50.9 34.5 67.2 55.4 36.1 25.4 42.0 37.2 Old : 50.9 34.5 67.2 55.4 36.1 25.4 42.0 37.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Commitments of Traders - Futures Only, August 28, 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 : 41,515: 1,225 650 225 27,575 28,680 29,025 29,555: 12,490 11,960 Old : 41,515: 1,225 650 225 27,575 28,680 29,025 29,555: 12,490 11,960 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 21, 2018 : : 135: -375 0 225 -275 -650 -425 -425: 560 560 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 1.6 0.5 66.4 69.1 69.9 71.2: 30.1 28.8 Old : 100.0: 3.0 1.6 0.5 66.4 69.1 69.9 71.2: 30.1 28.8 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 : 25: 1 1 1 18 22 20 24: Old : 25: 1 1 1 18 22 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 : 46.0 31.1 61.9 48.5 29.2 18.1 32.6 27.7 Old : 46.0 31.1 61.9 48.5 29.2 18.1 32.6 27.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 31, 2018