MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders - Futures Only, November 13, 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 : 17,157: 675 2,765 900 13,702 11,612 15,277 15,277: 1,880 1,880 Old : 17,157: 675 2,765 900 13,702 11,612 15,277 15,277: 1,880 1,880 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 6, 2018 : : 150: 300 -100 50 -200 200 150 150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 16.1 5.2 79.9 67.7 89.0 89.0: 11.0 11.0 Old : 100.0: 3.9 16.1 5.2 79.9 67.7 89.0 89.0: 11.0 11.0 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 : 25: 3 3 1 14 16 18 19: Old : 25: 3 3 1 14 16 18 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 : 72.3 59.5 81.8 76.2 65.9 50.3 71.2 65.7 Old : 72.3 59.5 81.8 76.2 65.9 50.3 71.2 65.7 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, November 13, 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 : 11,225: 125 1,315 635 9,735 8,545 10,495 10,495: 730 730 Old : 11,225: 125 1,315 635 9,735 8,545 10,495 10,495: 730 730 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 6, 2018 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 11.7 5.7 86.7 76.1 93.5 93.5: 6.5 6.5 Old : 100.0: 1.1 11.7 5.7 86.7 76.1 93.5 93.5: 6.5 6.5 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 : 21: 2 1 1 11 15 14 16: Old : 21: 2 1 1 11 15 14 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 : 79.0 49.3 90.0 77.4 71.3 41.8 72.4 63.7 Old : 79.0 49.3 90.0 77.4 71.3 41.8 72.4 63.7 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, November 13, 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 : 68,721: 8,870 5,590 5,675 45,200 48,142 59,745 59,407: 8,976 9,314 Old : 68,721: 8,870 5,590 5,675 45,200 48,142 59,745 59,407: 8,976 9,314 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 6, 2018 : : 670: 315 0 920 -255 60 980 980: -310 -310 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.9 8.1 8.3 65.8 70.1 86.9 86.4: 13.1 13.6 Old : 100.0: 12.9 8.1 8.3 65.8 70.1 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 : 27: 3 1 2 14 21 17 24: Old : 27: 3 1 2 14 21 17 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 : 58.4 51.9 81.6 68.1 53.8 51.9 69.5 66.0 Old : 58.4 51.9 81.6 68.1 53.8 51.9 69.5 66.0 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, November 13, 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 : 67,103: 9,670 5,590 5,690 43,760 47,373 59,120 58,653: 7,983 8,450 Old : 67,103: 9,670 5,590 5,690 43,760 47,373 59,120 58,653: 7,983 8,450 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 6, 2018 : : 425: 515 0 775 -455 60 835 835: -410 -410 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.4 8.3 8.5 65.2 70.6 88.1 87.4: 11.9 12.6 Old : 100.0: 14.4 8.3 8.5 65.2 70.6 88.1 87.4: 11.9 12.6 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: 3 1 2 14 21 17 24: Old : 28: 3 1 2 14 21 17 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 : 60.2 52.7 80.8 68.8 55.9 52.7 68.7 65.8 Old : 60.2 52.7 80.8 68.8 55.9 52.7 68.7 65.8 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, November 13, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 24,570: 200 11,635 3,360 17,155 6,020 20,715 21,015: 3,855 3,555 Old : 24,570: 200 11,635 3,360 17,155 6,020 20,715 21,015: 3,855 3,555 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 6, 2018 : : 2,260: -1,375 1,100 1,200 2,375 -35 2,200 2,265: 60 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 47.4 13.7 69.8 24.5 84.3 85.5: 15.7 14.5 Old : 100.0: 0.8 47.4 13.7 69.8 24.5 84.3 85.5: 15.7 14.5 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 : 26: 1 5 3 15 12 18 18: Old : 26: 1 5 3 15 12 18 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.7 67.8 68.7 77.0 40.9 56.7 55.3 62.0 Old : 47.7 67.8 68.7 77.0 40.9 56.7 55.3 62.0 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, November 13, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 24,670: 100 11,510 3,560 16,930 5,820 20,590 20,890: 4,080 3,780 Old : 24,670: 100 11,510 3,560 16,930 5,820 20,590 20,890: 4,080 3,780 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 6, 2018 : : 2,235: -1,375 1,100 1,200 2,350 -60 2,175 2,240: 60 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 46.7 14.4 68.6 23.6 83.5 84.7: 16.5 15.3 Old : 100.0: 0.4 46.7 14.4 68.6 23.6 83.5 84.7: 16.5 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 5 3 15 12 18 18: Old : 25: 1 5 3 15 12 18 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.5 67.9 68.0 76.8 39.3 56.0 54.7 61.2 Old : 47.5 67.9 68.0 76.8 39.3 56.0 54.7 61.2 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, November 13, 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 : 27,324: 10,045 830 0 14,651 23,619 24,696 24,449: 2,628 2,875 Old : 27,324: 10,045 830 0 14,651 23,619 24,696 24,449: 2,628 2,875 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 6, 2018 : : 200: 200 0 0 0 200 200 200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.8 3.0 0.0 53.6 86.4 90.4 89.5: 9.6 10.5 Old : 100.0: 36.8 3.0 0.0 53.6 86.4 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 : 22: 3 1 0 10 14 13 15: Old : 22: 3 1 0 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 : 70.4 70.8 86.6 81.8 70.3 69.4 82.7 79.8 Old : 70.4 70.8 86.6 81.8 70.3 69.4 82.7 79.8 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, November 13, 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 : 37,325: 7,960 1,445 2,050 24,840 31,185 34,850 34,680: 2,475 2,645 Old : 37,325: 7,960 1,445 2,050 24,840 31,185 34,850 34,680: 2,475 2,645 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 6, 2018 : : -25: -1,745 -360 1,160 550 -1,035 -35 -235: 10 210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.3 3.9 5.5 66.6 83.5 93.4 92.9: 6.6 7.1 Old : 100.0: 21.3 3.9 5.5 66.6 83.5 93.4 92.9: 6.6 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 : 28: 5 2 5 16 12 23 17: Old : 28: 5 2 5 16 12 23 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 : 55.2 77.8 78.3 89.3 50.6 76.8 72.7 83.9 Old : 55.2 77.8 78.3 89.3 50.6 76.8 72.7 83.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ Commitments of Traders - Futures Only, November 13, 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 : 35,010: 7,600 1,095 2,425 22,585 28,920 32,610 32,440: 2,400 2,570 Old : 35,010: 7,600 1,095 2,425 22,585 28,920 32,610 32,440: 2,400 2,570 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 6, 2018 : : -75: -1,845 -360 1,160 600 -1,085 -85 -285: 10 210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.7 3.1 6.9 64.5 82.6 93.1 92.7: 6.9 7.3 Old : 100.0: 21.7 3.1 6.9 64.5 82.6 93.1 92.7: 6.9 7.3 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 : 27: 5 2 6 16 11 23 17: Old : 27: 5 2 6 16 11 23 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 : 54.3 77.0 77.5 87.6 49.8 76.0 71.8 82.6 Old : 54.3 77.0 77.5 87.6 49.8 76.0 71.8 82.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH Commitments of Traders - Futures Only, November 13, 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 : 11,145: 0 3,225 100 9,890 6,980 9,990 10,305: 1,155 840 Old : 11,145: 0 3,225 100 9,890 6,980 9,990 10,305: 1,155 840 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 6, 2018 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 28.9 0.9 88.7 62.6 89.6 92.5: 10.4 7.5 Old : 100.0: 0.0 28.9 0.9 88.7 62.6 89.6 92.5: 10.4 7.5 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: 0 4 1 13 9 14 13: Old : 20: 0 4 1 13 9 14 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.3 77.2 82.5 87.8 70.2 72.7 78.7 81.7 Old : 70.3 77.2 82.5 87.8 70.2 72.7 78.7 81.7 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, November 13, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 46,490: 11,885 9,175 2,330 30,235 33,505 44,450 45,010: 2,040 1,480 Old : 46,490: 11,885 9,175 2,330 30,235 33,505 44,450 45,010: 2,040 1,480 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 6, 2018 : : 30: 255 -470 125 -340 385 40 40: -10 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.6 19.7 5.0 65.0 72.1 95.6 96.8: 4.4 3.2 Old : 100.0: 25.6 19.7 5.0 65.0 72.1 95.6 96.8: 4.4 3.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 4 2 4 18 18 24 22: Old : 29: 4 2 4 18 18 24 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 : 67.2 62.9 82.0 86.6 62.5 58.3 75.5 80.8 Old : 67.2 62.9 82.0 86.6 62.5 58.3 75.5 80.8 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, November 13, 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 : 45,680: 11,055 9,175 2,305 30,230 32,650 43,590 44,130: 2,090 1,550 Old : 45,680: 11,055 9,175 2,305 30,230 32,650 43,590 44,130: 2,090 1,550 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 6, 2018 : : -230: 250 -400 30 -540 110 -260 -260: 30 30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.2 20.1 5.0 66.2 71.5 95.4 96.6: 4.6 3.4 Old : 100.0: 24.2 20.1 5.0 66.2 71.5 95.4 96.6: 4.6 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 : 29: 4 2 5 18 18 24 23: Old : 29: 4 2 5 18 18 24 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 : 69.3 65.3 83.3 85.9 64.9 60.8 77.9 79.6 Old : 69.3 65.3 83.3 85.9 64.9 60.8 77.9 79.6 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, November 13, 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 : 45,370: 18,090 6,775 1,800 23,060 34,385 42,950 42,960: 2,420 2,410 Old : 45,370: 18,090 6,775 1,800 23,060 34,385 42,950 42,960: 2,420 2,410 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 6, 2018 : : -220: 100 -305 -180 -125 340 -205 -145: -15 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.9 14.9 4.0 50.8 75.8 94.7 94.7: 5.3 5.3 Old : 100.0: 39.9 14.9 4.0 50.8 75.8 94.7 94.7: 5.3 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: 4 1 4 18 12 24 16: Old : 28: 4 1 4 18 12 24 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 : 61.6 74.5 78.7 92.1 61.5 71.5 78.4 87.3 Old : 61.6 74.5 78.7 92.1 61.5 71.5 78.4 87.3 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, November 13, 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 : 42,950: 17,995 6,615 1,835 20,590 31,980 40,420 40,430: 2,530 2,520 Old : 42,950: 17,995 6,615 1,835 20,590 31,980 40,420 40,430: 2,530 2,520 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 6, 2018 : : -310: 100 -365 -145 -220 305 -265 -205: -45 -105 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.9 15.4 4.3 47.9 74.5 94.1 94.1: 5.9 5.9 Old : 100.0: 41.9 15.4 4.3 47.9 74.5 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 : 28: 4 1 4 17 12 23 16: Old : 28: 4 1 4 17 12 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 : 62.7 69.1 79.0 91.2 62.6 65.5 78.3 86.1 Old : 62.7 69.1 79.0 91.2 62.6 65.5 78.3 86.1 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, November 13, 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 : 112,334: 7,209 6,965 12,445 83,625 83,854 103,279 103,264: 9,055 9,070 Old : 112,334: 7,209 6,965 12,445 83,625 83,854 103,279 103,264: 9,055 9,070 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 6, 2018 : : 2,580: 125 -2,795 1,655 340 3,500 2,120 2,360: 460 220 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 6.2 11.1 74.4 74.6 91.9 91.9: 8.1 8.1 Old : 100.0: 6.4 6.2 11.1 74.4 74.6 91.9 91.9: 8.1 8.1 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 : 41: 5 3 6 23 28 30 35: Old : 41: 5 3 6 23 28 30 35: 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 : 64.5 51.0 77.5 65.9 57.4 46.3 63.8 56.7 Old : 64.5 51.0 77.5 65.9 57.4 46.3 63.8 56.7 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, November 13, 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 : 105,483: 8,551 6,170 11,362 76,330 78,519 96,243 96,051: 9,240 9,432 Old : 105,483: 8,551 6,170 11,362 76,330 78,519 96,243 96,051: 9,240 9,432 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 6, 2018 : : 3,000: -20 -3,205 2,600 290 3,750 2,870 3,145: 130 -145 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.1 5.8 10.8 72.4 74.4 91.2 91.1: 8.8 8.9 Old : 100.0: 8.1 5.8 10.8 72.4 74.4 91.2 91.1: 8.8 8.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 6 2 6 21 25 28 32: Old : 38: 6 2 6 21 25 28 32: 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 50.4 78.4 65.6 58.2 45.0 65.5 58.5 Old : 64.4 50.4 78.4 65.6 58.2 45.0 65.5 58.5 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, November 13, 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 : 32,260: 5,905 4,100 365 24,360 26,675 30,630 31,140: 1,630 1,120 Old : 32,260: 5,905 4,100 365 24,360 26,675 30,630 31,140: 1,630 1,120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 6, 2018 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.3 12.7 1.1 75.5 82.7 94.9 96.5: 5.1 3.5 Old : 100.0: 18.3 12.7 1.1 75.5 82.7 94.9 96.5: 5.1 3.5 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 : 27: 2 4 1 16 18 18 23: Old : 27: 2 4 1 16 18 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 : 76.9 44.0 88.8 63.0 69.8 42.7 79.0 61.5 Old : 76.9 44.0 88.8 63.0 69.8 42.7 79.0 61.5 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, November 13, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 24,930: 2,775 2,450 370 20,670 20,995 23,815 23,815: 1,115 1,115 Old : 24,930: 2,775 2,450 370 20,670 20,995 23,815 23,815: 1,115 1,115 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 6, 2018 : : 150: 0 0 0 150 150 150 150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.1 9.8 1.5 82.9 84.2 95.5 95.5: 4.5 4.5 Old : 100.0: 11.1 9.8 1.5 82.9 84.2 95.5 95.5: 4.5 4.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 3 2 17 18 19 23: Old : 26: 2 3 2 17 18 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 : 75.8 39.9 88.1 59.5 66.6 36.6 73.8 55.8 Old : 75.8 39.9 88.1 59.5 66.6 36.6 73.8 55.8 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, November 13, 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 : 22,045: 9,925 945 380 10,540 19,700 20,845 21,025: 1,200 1,020 Old : 22,045: 9,925 945 380 10,540 19,700 20,845 21,025: 1,200 1,020 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 6, 2018 : : 25: 150 0 -125 0 150 25 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.0 4.3 1.7 47.8 89.4 94.6 95.4: 5.4 4.6 Old : 100.0: 45.0 4.3 1.7 47.8 89.4 94.6 95.4: 5.4 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 : 22: 3 1 2 13 13 17 15: Old : 22: 3 1 2 13 13 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 : 73.9 67.4 89.3 85.2 72.3 58.2 80.1 75.3 Old : 73.9 67.4 89.3 85.2 72.3 58.2 80.1 75.3 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, November 13, 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 : 59,695: 825 8,305 520 47,640 40,100 48,985 48,925: 10,710 10,770 Old : 59,695: 825 8,305 520 47,640 40,100 48,985 48,925: 10,710 10,770 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 6, 2018 : : 3,355: 225 225 -125 2,920 2,800 3,020 2,900: 335 455 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 13.9 0.9 79.8 67.2 82.1 82.0: 17.9 18.0 Old : 100.0: 1.4 13.9 0.9 79.8 67.2 82.1 82.0: 17.9 18.0 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 : 31: 3 3 2 20 20 25 23: Old : 31: 3 3 2 20 20 25 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 : 48.9 33.9 67.8 55.3 35.9 25.1 44.7 38.8 Old : 48.9 33.9 67.8 55.3 35.9 25.1 44.7 38.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Commitments of Traders - Futures Only, November 13, 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 : 44,650: 920 4,975 0 30,530 27,095 31,450 32,070: 13,200 12,580 Old : 44,650: 920 4,975 0 30,530 27,095 31,450 32,070: 13,200 12,580 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 6, 2018 : : 3,005: 150 0 0 2,785 2,935 2,935 2,935: 70 70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 11.1 0.0 68.4 60.7 70.4 71.8: 29.6 28.2 Old : 100.0: 2.1 11.1 0.0 68.4 60.7 70.4 71.8: 29.6 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 : 26: 2 2 0 19 19 21 21: Old : 26: 2 2 0 19 19 21 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 : 42.4 35.1 61.4 52.0 28.9 24.4 35.7 33.6 Old : 42.4 35.1 61.4 52.0 28.9 24.4 35.7 33.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 16, 2018