MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders - Futures Only, December 11, 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 : 16,252: 525 2,640 850 13,362 11,247 14,737 14,737: 1,515 1,515 Old : 16,252: 525 2,640 850 13,362 11,247 14,737 14,737: 1,515 1,515 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 4, 2018 : : -1,030: -125 -75 0 -760 -810 -885 -885: -145 -145 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.2 16.2 5.2 82.2 69.2 90.7 90.7: 9.3 9.3 Old : 100.0: 3.2 16.2 5.2 82.2 69.2 90.7 90.7: 9.3 9.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 3 2 1 13 15 17 17: Old : 23: 3 2 1 13 15 17 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.3 63.7 85.6 80.5 71.3 55.5 77.3 71.1 Old : 74.3 63.7 85.6 80.5 71.3 55.5 77.3 71.1 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, December 11, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 10,660: 50 1,190 660 9,350 8,210 10,060 10,060: 600 600 Old : 10,660: 50 1,190 660 9,350 8,210 10,060 10,060: 600 600 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 4, 2018 : : -590: -50 0 -25 -490 -540 -565 -565: -25 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 11.2 6.2 87.7 77.0 94.4 94.4: 5.6 5.6 Old : 100.0: 0.5 11.2 6.2 87.7 77.0 94.4 94.4: 5.6 5.6 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 3 1 11 15 14 18: Old : 23: 2 3 1 11 15 14 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 : 80.5 52.3 91.6 81.1 72.0 45.1 73.1 67.3 Old : 80.5 52.3 91.6 81.1 72.0 45.1 73.1 67.3 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, December 11, 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 : 66,313: 6,730 4,890 6,830 44,243 45,743 57,803 57,463: 8,510 8,850 Old : 66,313: 6,730 4,890 6,830 44,243 45,743 57,803 57,463: 8,510 8,850 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 4, 2018 : : -3,778: -1,505 -800 -125 -1,772 -2,479 -3,402 -3,404: -376 -374 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.1 7.4 10.3 66.7 69.0 87.2 86.7: 12.8 13.3 Old : 100.0: 10.1 7.4 10.3 66.7 69.0 87.2 86.7: 12.8 13.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 3 1 2 16 21 19 24: Old : 27: 3 1 2 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 : 58.0 52.8 81.3 69.5 53.0 51.6 66.9 64.6 Old : 58.0 52.8 81.3 69.5 53.0 51.6 66.9 64.6 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, December 11, 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 : 64,476: 7,010 4,890 6,815 42,997 44,706 56,822 56,411: 7,654 8,065 Old : 64,476: 7,010 4,890 6,815 42,997 44,706 56,822 56,411: 7,654 8,065 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 4, 2018 : : -3,707: -1,465 -800 -225 -1,798 -2,407 -3,488 -3,432: -219 -275 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.9 7.6 10.6 66.7 69.3 88.1 87.5: 11.9 12.5 Old : 100.0: 10.9 7.6 10.6 66.7 69.3 88.1 87.5: 11.9 12.5 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 : 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 : 58.6 54.7 79.9 71.5 52.4 53.4 65.7 64.5 Old : 58.6 54.7 79.9 71.5 52.4 53.4 65.7 64.5 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, December 11, 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 : 22,170: 0 11,465 1,530 16,830 5,680 18,360 18,675: 3,810 3,495 Old : 22,170: 0 11,465 1,530 16,830 5,680 18,360 18,675: 3,810 3,495 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 4, 2018 : : -2,395: 0 -170 -1,945 -390 -205 -2,335 -2,320: -60 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 51.7 6.9 75.9 25.6 82.8 84.2: 17.2 15.8 Old : 100.0: 0.0 51.7 6.9 75.9 25.6 82.8 84.2: 17.2 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 : 27: 0 7 3 16 11 19 18: Old : 27: 0 7 3 16 11 19 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 : 44.2 65.6 66.2 75.8 43.1 58.9 61.3 66.6 Old : 44.2 65.6 66.2 75.8 43.1 58.9 61.3 66.6 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, December 11, 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 : 22,330: 0 11,415 1,680 16,640 5,540 18,320 18,635: 4,010 3,695 Old : 22,330: 0 11,415 1,680 16,640 5,540 18,320 18,635: 4,010 3,695 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 4, 2018 : : -2,395: 0 -145 -1,945 -365 -205 -2,310 -2,295: -85 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 51.1 7.5 74.5 24.8 82.0 83.5: 18.0 16.5 Old : 100.0: 0.0 51.1 7.5 74.5 24.8 82.0 83.5: 18.0 16.5 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: 0 7 3 17 11 20 18: Old : 27: 0 7 3 17 11 20 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 : 43.2 65.5 65.2 75.2 41.4 58.3 60.1 65.9 Old : 43.2 65.5 65.2 75.2 41.4 58.3 60.1 65.9 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, December 11, 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 : 27,862: 11,235 780 0 14,029 24,237 25,264 25,017: 2,598 2,845 Old : 27,862: 11,235 780 0 14,029 24,237 25,264 25,017: 2,598 2,845 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 4, 2018 : : -1,907: -985 -50 0 -842 -1,777 -1,827 -1,827: -80 -80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.3 2.8 0.0 50.4 87.0 90.7 89.8: 9.3 10.2 Old : 100.0: 40.3 2.8 0.0 50.4 87.0 90.7 89.8: 9.3 10.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 1 0 10 16 12 17: Old : 22: 2 1 0 10 16 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 : 71.5 70.8 87.4 81.4 71.2 69.4 83.9 80.0 Old : 71.5 70.8 87.4 81.4 71.2 69.4 83.9 80.0 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, December 11, 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 : 37,555: 9,165 1,340 2,025 23,240 31,080 34,430 34,445: 3,125 3,110 Old : 37,555: 9,165 1,340 2,025 23,240 31,080 34,430 34,445: 3,125 3,110 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 4, 2018 : : -2,215: -440 -180 25 -1,655 -1,930 -2,070 -2,085: -145 -130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.4 3.6 5.4 61.9 82.8 91.7 91.7: 8.3 8.3 Old : 100.0: 24.4 3.6 5.4 61.9 82.8 91.7 91.7: 8.3 8.3 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: 6 2 3 15 12 23 15: Old : 28: 6 2 3 15 12 23 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 : 52.5 76.7 76.1 88.2 47.3 75.6 70.5 82.7 Old : 52.5 76.7 76.1 88.2 47.3 75.6 70.5 82.7 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, December 11, 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 : 35,090: 9,050 990 1,825 21,235 29,310 32,110 32,125: 2,980 2,965 Old : 35,090: 9,050 990 1,825 21,235 29,310 32,110 32,125: 2,980 2,965 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 4, 2018 : : -1,900: -130 -180 -275 -1,245 -1,210 -1,650 -1,665: -250 -235 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.8 2.8 5.2 60.5 83.5 91.5 91.6: 8.5 8.4 Old : 100.0: 25.8 2.8 5.2 60.5 83.5 91.5 91.6: 8.5 8.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 6 2 4 15 11 23 15: Old : 27: 6 2 4 15 11 23 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 : 52.7 77.9 76.4 88.0 48.4 76.9 71.1 83.2 Old : 52.7 77.9 76.4 88.0 48.4 76.9 71.1 83.2 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, December 11, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 10,790: 0 2,940 260 9,565 6,910 9,825 10,110: 965 680 Old : 10,790: 0 2,940 260 9,565 6,910 9,825 10,110: 965 680 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 4, 2018 : : -825: 0 -515 140 -875 -390 -735 -765: -90 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 27.2 2.4 88.6 64.0 91.1 93.7: 8.9 6.3 Old : 100.0: 0.0 27.2 2.4 88.6 64.0 91.1 93.7: 8.9 6.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 5 3 14 10 17 15: Old : 21: 0 5 3 14 10 17 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.0 75.2 81.4 87.2 66.4 69.5 75.6 77.5 Old : 67.0 75.2 81.4 87.2 66.4 69.5 75.6 77.5 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, December 11, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 10,340: 0 3,120 140 9,170 6,335 9,310 9,595: 1,030 745 Old : 10,340: 0 3,120 140 9,170 6,335 9,310 9,595: 1,030 745 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 4, 2018 : : -855: 0 -515 40 -770 -285 -730 -760: -125 -95 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 30.2 1.4 88.7 61.3 90.0 92.8: 10.0 7.2 Old : 100.0: 0.0 30.2 1.4 88.7 61.3 90.0 92.8: 10.0 7.2 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: 0 5 2 14 9 16 14: Old : 21: 0 5 2 14 9 16 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 : 69.5 78.1 81.7 88.3 69.4 74.0 78.2 82.7 Old : 69.5 78.1 81.7 88.3 69.4 74.0 78.2 82.7 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, December 11, 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 : 48,240: 8,060 12,765 5,035 32,720 28,640 45,815 46,440: 2,425 1,800 Old : 48,240: 8,060 12,765 5,035 32,720 28,640 45,815 46,440: 2,425 1,800 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 4, 2018 : : -2,125: -655 -210 95 -1,420 -1,800 -1,980 -1,915: -145 -210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.7 26.5 10.4 67.8 59.4 95.0 96.3: 5.0 3.7 Old : 100.0: 16.7 26.5 10.4 67.8 59.4 95.0 96.3: 5.0 3.7 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 : 29: 5 2 5 18 18 25 23: Old : 29: 5 2 5 18 18 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 : 64.7 64.0 80.4 88.3 54.7 56.8 67.9 72.7 Old : 64.7 64.0 80.4 88.3 54.7 56.8 67.9 72.7 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, December 11, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 47,695: 7,505 12,765 4,985 32,690 28,000 45,180 45,750: 2,515 1,945 Old : 47,695: 7,505 12,765 4,985 32,690 28,000 45,180 45,750: 2,515 1,945 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 4, 2018 : : -2,035: -380 -210 60 -1,560 -1,700 -1,880 -1,850: -155 -185 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.7 26.8 10.5 68.5 58.7 94.7 95.9: 5.3 4.1 Old : 100.0: 15.7 26.8 10.5 68.5 58.7 94.7 95.9: 5.3 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: 5 2 6 17 18 24 24: Old : 29: 5 2 6 17 18 24 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.6 66.0 81.0 87.7 57.0 59.0 69.2 71.9 Old : 66.6 66.0 81.0 87.7 57.0 59.0 69.2 71.9 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, December 11, 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 : 42,910: 17,495 8,480 1,105 21,685 30,700 40,285 40,285: 2,625 2,625 Old : 42,910: 17,495 8,480 1,105 21,685 30,700 40,285 40,285: 2,625 2,625 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 4, 2018 : : -3,230: -615 -120 -300 -2,085 -2,665 -3,000 -3,085: -230 -145 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.8 19.8 2.6 50.5 71.5 93.9 93.9: 6.1 6.1 Old : 100.0: 40.8 19.8 2.6 50.5 71.5 93.9 93.9: 6.1 6.1 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: 4 3 4 21 11 27 16: Old : 29: 4 3 4 21 11 27 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 : 59.4 73.8 77.2 91.4 59.4 71.2 76.5 87.3 Old : 59.4 73.8 77.2 91.4 59.4 71.2 76.5 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, December 11, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 40,025: 17,050 7,820 1,140 19,305 28,535 37,495 37,495: 2,530 2,530 Old : 40,025: 17,050 7,820 1,140 19,305 28,535 37,495 37,495: 2,530 2,530 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 4, 2018 : : -3,130: -665 -120 -300 -1,910 -2,540 -2,875 -2,960: -255 -170 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.6 19.5 2.8 48.2 71.3 93.7 93.7: 6.3 6.3 Old : 100.0: 42.6 19.5 2.8 48.2 71.3 93.7 93.7: 6.3 6.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 4 3 4 20 11 26 16: Old : 29: 4 3 4 20 11 26 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 : 60.6 67.9 77.7 90.6 60.5 64.8 77.0 86.6 Old : 60.6 67.9 77.7 90.6 60.5 64.8 77.0 86.6 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, December 11, 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 : 110,059: 10,724 3,160 12,730 77,845 85,379 101,299 101,269: 8,760 8,790 Old : 110,059: 10,724 3,160 12,730 77,845 85,379 101,299 101,269: 8,760 8,790 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 4, 2018 : : -6,330: 1,105 140 -2,275 -4,460 -3,310 -5,630 -5,445: -700 -885 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.7 2.9 11.6 70.7 77.6 92.0 92.0: 8.0 8.0 Old : 100.0: 9.7 2.9 11.6 70.7 77.6 92.0 92.0: 8.0 8.0 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 : 41: 5 4 6 25 27 32 35: Old : 41: 5 4 6 25 27 32 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 : 61.2 49.4 77.8 63.6 53.2 47.5 61.4 56.3 Old : 61.2 49.4 77.8 63.6 53.2 47.5 61.4 56.3 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, December 11, 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 : 105,068: 10,936 2,595 13,282 71,485 79,739 95,703 95,616: 9,365 9,452 Old : 105,068: 10,936 2,595 13,282 71,485 79,739 95,703 95,616: 9,365 9,452 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 4, 2018 : : -5,410: 440 185 -1,855 -3,685 -3,125 -5,100 -4,795: -310 -615 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.4 2.5 12.6 68.0 75.9 91.1 91.0: 8.9 9.0 Old : 100.0: 10.4 2.5 12.6 68.0 75.9 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: 6 3 6 21 25 28 33: Old : 39: 6 3 6 21 25 28 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 : 61.5 48.7 78.4 64.2 53.5 45.8 61.8 58.8 Old : 61.5 48.7 78.4 64.2 53.5 45.8 61.8 58.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Commitments of Traders - Futures Only, December 11, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 30,895: 5,220 4,775 250 24,565 25,080 30,035 30,105: 860 790 Old : 30,895: 5,220 4,775 250 24,565 25,080 30,035 30,105: 860 790 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 4, 2018 : : -1,350: -185 300 -115 -835 -1,320 -1,135 -1,135: -215 -215 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.9 15.5 0.8 79.5 81.2 97.2 97.4: 2.8 2.6 Old : 100.0: 16.9 15.5 0.8 79.5 81.2 97.2 97.4: 2.8 2.6 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: 3 3 1 17 20 20 24: Old : 29: 3 3 1 17 20 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 : 76.4 44.7 88.6 65.9 71.4 42.9 80.7 63.8 Old : 76.4 44.7 88.6 65.9 71.4 42.9 80.7 63.8 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, December 11, 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 : 23,530: 2,600 2,475 360 19,965 20,090 22,925 22,925: 605 605 Old : 23,530: 2,600 2,475 360 19,965 20,090 22,925 22,925: 605 605 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 4, 2018 : : -1,490: -375 -25 -10 -1,095 -1,445 -1,480 -1,480: -10 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.0 10.5 1.5 84.8 85.4 97.4 97.4: 2.6 2.6 Old : 100.0: 11.0 10.5 1.5 84.8 85.4 97.4 97.4: 2.6 2.6 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 : 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 : 76.4 43.6 91.1 64.4 71.1 39.2 77.1 59.2 Old : 76.4 43.6 91.1 64.4 71.1 39.2 77.1 59.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Commitments of Traders - Futures Only, December 11, 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 : 20,730: 9,250 695 130 10,275 18,950 19,655 19,775: 1,075 955 Old : 20,730: 9,250 695 130 10,275 18,950 19,655 19,775: 1,075 955 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 4, 2018 : : -540: -100 -250 0 -315 -165 -415 -415: -125 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.6 3.4 0.6 49.6 91.4 94.8 95.4: 5.2 4.6 Old : 100.0: 44.6 3.4 0.6 49.6 91.4 94.8 95.4: 5.2 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: 3 1 2 13 14 17 16: Old : 23: 3 1 2 13 14 17 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 : 75.5 68.8 90.0 85.3 75.0 59.1 81.3 74.7 Old : 75.5 68.8 90.0 85.3 75.0 59.1 81.3 74.7 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, December 11, 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 : 59,080: 1,200 8,115 135 47,025 40,170 48,360 48,420: 10,720 10,660 Old : 59,080: 1,200 8,115 135 47,025 40,170 48,360 48,420: 10,720 10,660 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 4, 2018 : : -2,340: 300 485 -410 -1,490 -1,675 -1,600 -1,600: -740 -740 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 13.7 0.2 79.6 68.0 81.9 82.0: 18.1 18.0 Old : 100.0: 2.0 13.7 0.2 79.6 68.0 81.9 82.0: 18.1 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: 2 4 2 20 21 24 25: Old : 31: 2 4 2 20 21 24 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 : 48.6 31.1 66.4 50.8 34.1 21.4 39.5 34.4 Old : 48.6 31.1 66.4 50.8 34.1 21.4 39.5 34.4 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, December 11, 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 : 45,520: 910 4,275 150 30,370 27,615 31,430 32,040: 14,090 13,480 Old : 45,520: 910 4,275 150 30,370 27,615 31,430 32,040: 14,090 13,480 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 4, 2018 : : -1,165: -60 -400 0 -1,085 -755 -1,145 -1,155: -20 -10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 9.4 0.3 66.7 60.7 69.0 70.4: 31.0 29.6 Old : 100.0: 2.0 9.4 0.3 66.7 60.7 69.0 70.4: 31.0 29.6 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 : 25: 2 2 1 18 19 21 21: Old : 25: 2 2 1 18 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 : 42.5 31.2 60.7 48.2 25.0 21.5 29.2 28.5 Old : 42.5 31.2 60.7 48.2 25.0 21.5 29.2 28.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 14, 2018