MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders - Futures Only, September 25, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 16,952: 350 1,715 0 14,647 13,282 14,997 14,997: 1,955 1,955 Old : 16,952: 350 1,715 0 14,647 13,282 14,997 14,997: 1,955 1,955 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2018 : : 1,315: 100 1,250 -35 1,340 190 1,405 1,405: -90 -90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 10.1 0.0 86.4 78.4 88.5 88.5: 11.5 11.5 Old : 100.0: 2.1 10.1 0.0 86.4 78.4 88.5 88.5: 11.5 11.5 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 : 22: 2 2 0 14 14 16 16: Old : 22: 2 2 0 14 14 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 : 75.6 53.3 84.0 72.7 70.8 49.1 73.7 65.6 Old : 75.6 53.3 84.0 72.7 70.8 49.1 73.7 65.6 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, September 25, 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 : 11,705: 275 165 35 10,480 10,595 10,790 10,795: 915 910 Old : 11,705: 275 165 35 10,480 10,595 10,790 10,795: 915 910 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2018 : : 100: -1,035 165 -65 1,215 15 115 115: -15 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 1.4 0.3 89.5 90.5 92.2 92.2: 7.8 7.8 Old : 100.0: 2.3 1.4 0.3 89.5 90.5 92.2 92.2: 7.8 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 1 1 10 14 13 15: Old : 20: 2 1 1 10 14 13 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 : 77.7 47.4 89.1 76.7 76.0 42.5 78.3 66.6 Old : 77.7 47.4 89.1 76.7 76.0 42.5 78.3 66.6 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, September 25, 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 : 64,301: 11,835 5,965 1,930 42,106 47,642 55,871 55,537: 8,430 8,764 Old : 64,301: 11,835 5,965 1,930 42,106 47,642 55,871 55,537: 8,430 8,764 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2018 : : 1,345: 110 -475 180 930 1,155 1,220 860: 125 485 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.4 9.3 3.0 65.5 74.1 86.9 86.4: 13.1 13.6 Old : 100.0: 18.4 9.3 3.0 65.5 74.1 86.9 86.4: 13.1 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 : 28: 2 2 2 15 20 18 23: Old : 28: 2 2 2 15 20 18 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 : 61.3 55.4 78.8 71.0 60.1 55.4 75.4 70.8 Old : 61.3 55.4 78.8 71.0 60.1 55.4 75.4 70.8 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, September 25, 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 : 62,541: 13,110 6,000 1,930 40,188 46,831 55,228 54,761: 7,313 7,780 Old : 62,541: 13,110 6,000 1,930 40,188 46,831 55,228 54,761: 7,313 7,780 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2018 : : 1,345: 60 -475 180 930 1,105 1,170 810: 175 535 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.0 9.6 3.1 64.3 74.9 88.3 87.6: 11.7 12.4 Old : 100.0: 21.0 9.6 3.1 64.3 74.9 88.3 87.6: 11.7 12.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 2 2 2 14 20 17 23: Old : 28: 2 2 2 14 20 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 : 62.0 56.2 80.4 72.2 61.7 56.2 77.4 71.1 Old : 62.0 56.2 80.4 72.2 61.7 56.2 77.4 71.1 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, September 25, 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 : 21,265: 205 11,010 485 17,085 6,575 17,775 18,070: 3,490 3,195 Old : 21,265: 205 11,010 485 17,085 6,575 17,775 18,070: 3,490 3,195 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2018 : : 1,200: 0 500 -200 1,400 900 1,200 1,200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 51.8 2.3 80.3 30.9 83.6 85.0: 16.4 15.0 Old : 100.0: 1.0 51.8 2.3 80.3 30.9 83.6 85.0: 16.4 15.0 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 : 26: 2 4 2 16 11 19 16: Old : 26: 2 4 2 16 11 19 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.1 63.8 68.3 74.9 42.7 61.7 61.0 71.6 Old : 46.1 63.8 68.3 74.9 42.7 61.7 61.0 71.6 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, September 25, 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 : 21,280: 105 11,155 485 17,150 6,390 17,740 18,030: 3,540 3,250 Old : 21,280: 105 11,155 485 17,150 6,390 17,740 18,030: 3,540 3,250 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2018 : : 1,200: 0 500 -200 1,400 900 1,200 1,200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 52.4 2.3 80.6 30.0 83.4 84.7: 16.6 15.3 Old : 100.0: 0.5 52.4 2.3 80.6 30.0 83.4 84.7: 16.6 15.3 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 : 25: 1 4 2 17 10 19 15: Old : 25: 1 4 2 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 : 46.9 64.4 68.2 75.5 44.3 62.3 61.4 72.2 Old : 46.9 64.4 68.2 75.5 44.3 62.3 61.4 72.2 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, September 25, 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 : 28,200: 9,165 930 0 16,327 24,315 25,492 25,245: 2,708 2,955 Old : 28,200: 9,165 930 0 16,327 24,315 25,492 25,245: 2,708 2,955 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2018 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.5 3.3 0.0 57.9 86.2 90.4 89.5: 9.6 10.5 Old : 100.0: 32.5 3.3 0.0 57.9 86.2 90.4 89.5: 9.6 10.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 1 0 10 13 11 14: Old : 20: 1 1 0 10 13 11 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.7 71.9 86.3 82.7 69.5 70.0 80.2 77.8 Old : 69.7 71.9 86.3 82.7 69.5 70.0 80.2 77.8 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, September 25, 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 : 35,745: 6,405 1,230 950 25,820 31,175 33,175 33,355: 2,570 2,390 Old : 35,745: 6,405 1,230 950 25,820 31,175 33,175 33,355: 2,570 2,390 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2018 : : 2,655: 1,500 25 330 1,000 2,475 2,830 2,830: -175 -175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.9 3.4 2.7 72.2 87.2 92.8 93.3: 7.2 6.7 Old : 100.0: 17.9 3.4 2.7 72.2 87.2 92.8 93.3: 7.2 6.7 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: 5 2 1 16 9 21 12: Old : 27: 5 2 1 16 9 21 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 : 54.5 79.3 75.4 90.8 54.0 78.9 71.4 87.2 Old : 54.5 79.3 75.4 90.8 54.0 78.9 71.4 87.2 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, September 25, 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 : 33,115: 6,245 1,230 950 23,295 28,490 30,490 30,670: 2,625 2,445 Old : 33,115: 6,245 1,230 950 23,295 28,490 30,490 30,670: 2,625 2,445 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2018 : : 2,675: 1,500 25 350 900 2,375 2,750 2,750: -75 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 3.7 2.9 70.3 86.0 92.1 92.6: 7.9 7.4 Old : 100.0: 18.9 3.7 2.9 70.3 86.0 92.1 92.6: 7.9 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 : 27: 5 2 1 16 9 21 12: Old : 27: 5 2 1 16 9 21 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 : 54.5 77.8 74.7 90.2 53.9 77.5 70.8 86.4 Old : 54.5 77.8 74.7 90.2 53.9 77.5 70.8 86.4 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, September 25, 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 : 33,365: 9,110 3,540 685 22,505 28,665 32,300 32,890: 1,065 475 Old : 33,365: 9,110 3,540 685 22,505 28,665 32,300 32,890: 1,065 475 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2018 : : 1,510: 1,925 0 -265 -150 1,775 1,510 1,510: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.3 10.6 2.1 67.5 85.9 96.8 98.6: 3.2 1.4 Old : 100.0: 27.3 10.6 2.1 67.5 85.9 96.8 98.6: 3.2 1.4 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 : 30: 3 3 2 16 16 20 20: Old : 30: 3 3 2 16 16 20 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.6 69.1 82.5 86.8 65.6 67.7 78.2 82.7 Old : 69.6 69.1 82.5 86.8 65.6 67.7 78.2 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, September 25, 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 : 32,555: 7,630 3,490 710 22,990 27,670 31,330 31,870: 1,225 685 Old : 32,555: 7,630 3,490 710 22,990 27,670 31,330 31,870: 1,225 685 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2018 : : 1,195: 1,925 0 -425 -305 1,620 1,195 1,195: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.4 10.7 2.2 70.6 85.0 96.2 97.9: 3.8 2.1 Old : 100.0: 23.4 10.7 2.2 70.6 85.0 96.2 97.9: 3.8 2.1 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: 3 3 3 16 15 20 20: Old : 30: 3 3 3 16 15 20 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.5 72.8 83.7 89.0 67.7 71.4 79.5 87.0 Old : 70.5 72.8 83.7 89.0 67.7 71.4 79.5 87.0 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, September 25, 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 : 37,890: 9,965 3,950 1,255 24,140 30,100 35,360 35,305: 2,530 2,585 Old : 37,890: 9,965 3,950 1,255 24,140 30,100 35,360 35,305: 2,530 2,585 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2018 : : 1,885: 100 115 820 265 250 1,185 1,185: 700 700 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.3 10.4 3.3 63.7 79.4 93.3 93.2: 6.7 6.8 Old : 100.0: 26.3 10.4 3.3 63.7 79.4 93.3 93.2: 6.7 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 : 28: 3 2 3 17 11 23 14: Old : 28: 3 2 3 17 11 23 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 : 59.0 69.1 77.2 89.9 59.0 67.1 77.2 85.2 Old : 59.0 69.1 77.2 89.9 59.0 67.1 77.2 85.2 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 - Futures Only, September 25, 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 : 34,965: 9,890 3,645 1,255 21,180 27,365 32,325 32,265: 2,640 2,700 Old : 34,965: 9,890 3,645 1,255 21,180 27,365 32,325 32,265: 2,640 2,700 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2018 : : 1,930: 100 115 820 240 225 1,160 1,160: 770 770 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.3 10.4 3.6 60.6 78.3 92.4 92.3: 7.6 7.7 Old : 100.0: 28.3 10.4 3.6 60.6 78.3 92.4 92.3: 7.6 7.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 3 2 3 17 11 23 14: Old : 28: 3 2 3 17 11 23 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 : 58.6 64.3 76.7 88.4 58.6 62.5 76.3 83.9 Old : 58.6 64.3 76.7 88.4 58.6 62.5 76.3 83.9 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, September 25, 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 : 100,915: 5,305 2,525 7,940 78,680 81,415 91,925 91,880: 8,990 9,035 Old : 100,915: 5,305 2,525 7,940 78,680 81,415 91,925 91,880: 8,990 9,035 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2018 : : 2,905: -1,745 -95 890 3,045 1,395 2,190 2,190: 715 715 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.3 2.5 7.9 78.0 80.7 91.1 91.0: 8.9 9.0 Old : 100.0: 5.3 2.5 7.9 78.0 80.7 91.1 91.0: 8.9 9.0 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 : 39: 5 2 5 20 27 26 33: Old : 39: 5 2 5 20 27 26 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 : 61.3 52.9 76.5 67.2 57.6 52.5 66.6 63.1 Old : 61.3 52.9 76.5 67.2 57.6 52.5 66.6 63.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Commitments of Traders - Futures Only, September 25, 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 : 94,039: 6,247 2,020 8,017 69,830 73,955 84,094 83,992: 9,945 10,047 Old : 94,039: 6,247 2,020 8,017 69,830 73,955 84,094 83,992: 9,945 10,047 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2018 : : 3,204: -1,628 0 877 2,820 1,135 2,069 2,012: 1,135 1,192 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.6 2.1 8.5 74.3 78.6 89.4 89.3: 10.6 10.7 Old : 100.0: 6.6 2.1 8.5 74.3 78.6 89.4 89.3: 10.6 10.7 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 : 37: 5 1 5 19 24 25 30: Old : 37: 5 1 5 19 24 25 30: 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 : 59.6 50.5 75.4 64.7 56.2 50.5 66.3 62.1 Old : 59.6 50.5 75.4 64.7 56.2 50.5 66.3 62.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Commitments of Traders - Futures Only, September 25, 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 : 32,155: 5,950 2,750 50 24,775 28,045 30,775 30,845: 1,380 1,310 Old : 32,155: 5,950 2,750 50 24,775 28,045 30,775 30,845: 1,380 1,310 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2018 : : 700: -950 0 0 1,635 685 685 685: 15 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.5 8.6 0.2 77.0 87.2 95.7 95.9: 4.3 4.1 Old : 100.0: 18.5 8.6 0.2 77.0 87.2 95.7 95.9: 4.3 4.1 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 : 29: 2 3 1 16 21 19 24: Old : 29: 2 3 1 16 21 19 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 : 71.2 46.3 85.3 64.8 62.2 42.3 72.0 58.0 Old : 71.2 46.3 85.3 64.8 62.2 42.3 72.0 58.0 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, September 25, 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 : 23,795: 2,210 1,300 360 20,060 21,040 22,630 22,700: 1,165 1,095 Old : 23,795: 2,210 1,300 360 20,060 21,040 22,630 22,700: 1,165 1,095 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2018 : : 1,330: -950 0 330 1,360 410 740 740: 590 590 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.3 5.5 1.5 84.3 88.4 95.1 95.4: 4.9 4.6 Old : 100.0: 9.3 5.5 1.5 84.3 88.4 95.1 95.4: 4.9 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 : 23: 2 2 1 13 18 15 21: Old : 23: 2 2 1 13 18 15 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 : 77.6 46.5 89.0 66.8 63.6 39.2 67.7 58.9 Old : 77.6 46.5 89.0 66.8 63.6 39.2 67.7 58.9 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, September 25, 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 : 20,365: 8,450 1,425 0 10,440 17,645 18,890 19,070: 1,475 1,295 Old : 20,365: 8,450 1,425 0 10,440 17,645 18,890 19,070: 1,475 1,295 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2018 : : 2,205: 2,400 -350 0 -550 2,200 1,850 1,850: 355 355 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.5 7.0 0.0 51.3 86.6 92.8 93.6: 7.2 6.4 Old : 100.0: 41.5 7.0 0.0 51.3 86.6 92.8 93.6: 7.2 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 : 23: 2 1 0 14 14 16 15: Old : 23: 2 1 0 14 14 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 : 73.8 63.8 87.2 85.3 73.8 56.7 77.4 73.3 Old : 73.8 63.8 87.2 85.3 73.8 56.7 77.4 73.3 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, September 25, 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 : 57,925: 50 6,260 890 45,555 39,405 46,495 46,555: 11,430 11,370 Old : 57,925: 50 6,260 890 45,555 39,405 46,495 46,555: 11,430 11,370 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2018 : : 1,850: 0 1,800 0 1,780 -20 1,780 1,780: 70 70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 10.8 1.5 78.6 68.0 80.3 80.4: 19.7 19.6 Old : 100.0: 0.1 10.8 1.5 78.6 68.0 80.3 80.4: 19.7 19.6 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 : 30: 1 4 2 19 21 22 25: Old : 30: 1 4 2 19 21 22 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 : 48.0 34.7 67.2 56.0 36.9 26.5 44.5 40.2 Old : 48.0 34.7 67.2 56.0 36.9 26.5 44.5 40.2 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, September 25, 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 : 42,420: 1,040 2,375 200 28,690 27,875 29,930 30,450: 12,490 11,970 Old : 42,420: 1,040 2,375 200 28,690 27,875 29,930 30,450: 12,490 11,970 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 18, 2018 : : 30: 0 300 0 0 -300 0 0: 30 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 5.6 0.5 67.6 65.7 70.6 71.8: 29.4 28.2 Old : 100.0: 2.5 5.6 0.5 67.6 65.7 70.6 71.8: 29.4 28.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 2 1 18 22 20 24: Old : 25: 1 2 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 : 44.1 32.4 60.7 50.1 26.0 18.4 32.7 29.0 Old : 44.1 32.4 60.7 50.1 26.0 18.4 32.7 29.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 29, 2018