MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders with Delta-adjusted Options and Futures Combined, May 01, 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 : 16,652: 1,430 300 100 13,152 14,302 14,682 14,702: 1,970 1,950 Old : 16,652: 1,430 300 100 13,152 14,302 14,682 14,702: 1,970 1,950 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 24, 2018 : : 1,115: 150 0 -75 1,025 1,175 1,100 1,100: 15 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.6 1.8 0.6 79.0 85.9 88.2 88.3: 11.8 11.7 Old : 100.0: 8.6 1.8 0.6 79.0 85.9 88.2 88.3: 11.8 11.7 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 : 21: 2 2 1 10 13 12 16: Old : 21: 2 2 1 10 13 12 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 : 66.3 43.5 85.9 70.2 64.2 39.4 70.2 58.2 Old : 66.3 43.5 85.9 70.2 64.2 39.4 70.2 58.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ Commitments of Traders with Delta-adjusted Options and Futures Combined, May 01, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 14,090: 1,575 250 175 11,340 11,950 13,090 12,375: 1,000 1,715 Old : 14,090: 1,575 250 175 11,340 11,950 13,090 12,375: 1,000 1,715 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 24, 2018 : : 720: 150 0 0 570 720 720 720: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.2 1.8 1.2 80.5 84.8 92.9 87.8: 7.1 12.2 Old : 100.0: 11.2 1.8 1.2 80.5 84.8 92.9 87.8: 7.1 12.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 2 1 10 13 12 16: Old : 20: 2 2 1 10 13 12 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 : 71.6 49.4 88.5 73.1 67.6 48.8 76.3 64.7 Old : 71.6 49.4 88.5 73.1 67.6 48.8 76.3 64.7 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 with Delta-adjusted Options and Futures Combined, May 01, 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 : 51,030: 15,010 5,180 325 29,415 39,191 44,750 44,696: 6,280 6,334 Old : 51,030: 15,010 5,180 325 29,415 39,191 44,750 44,696: 6,280 6,334 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 24, 2018 : : 2,385: 1,550 -50 150 585 2,185 2,285 2,285: 100 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.4 10.2 0.6 57.6 76.8 87.7 87.6: 12.3 12.4 Old : 100.0: 29.4 10.2 0.6 57.6 76.8 87.7 87.6: 12.3 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: 3 1 2 18 19 21 22: Old : 28: 3 1 2 18 19 21 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 : 64.3 47.8 76.4 68.4 61.8 47.0 71.5 65.4 Old : 64.3 47.8 76.4 68.4 61.8 47.0 71.5 65.4 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 with Delta-adjusted Options and Futures Combined, May 01, 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 : 48,456: 15,210 5,180 225 27,311 37,245 42,746 42,650: 5,710 5,806 Old : 48,456: 15,210 5,180 225 27,311 37,245 42,746 42,650: 5,710 5,806 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 24, 2018 : : 3,335: 1,770 -50 50 1,565 3,385 3,385 3,385: -50 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.4 10.7 0.5 56.4 76.9 88.2 88.0: 11.8 12.0 Old : 100.0: 31.4 10.7 0.5 56.4 76.9 88.2 88.0: 11.8 12.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 3 1 2 15 19 18 22: Old : 27: 3 1 2 15 19 18 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.6 50.0 78.5 70.4 63.7 49.1 72.1 66.9 Old : 65.6 50.0 78.5 70.4 63.7 49.1 72.1 66.9 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 with Delta-adjusted Options and Futures Combined, May 01, 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 : 23,665: 555 9,895 170 19,695 10,585 20,420 20,650: 3,245 3,015 Old : 23,665: 555 9,895 170 19,695 10,585 20,420 20,650: 3,245 3,015 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 24, 2018 : : 650: 75 25 -100 860 910 835 835: -185 -185 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 41.8 0.7 83.2 44.7 86.3 87.3: 13.7 12.7 Old : 100.0: 2.3 41.8 0.7 83.2 44.7 86.3 87.3: 13.7 12.7 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 : 26: 2 4 1 16 10 18 15: Old : 26: 2 4 1 16 10 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.0 70.6 67.3 84.0 44.8 62.9 60.8 73.8 Old : 46.0 70.6 67.3 84.0 44.8 62.9 60.8 73.8 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 with Delta-adjusted Options and Futures Combined, May 01, 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 : 23,155: 125 9,965 0 19,875 10,270 20,000 20,235: 3,155 2,920 Old : 23,155: 125 9,965 0 19,875 10,270 20,000 20,235: 3,155 2,920 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 24, 2018 : : 650: -25 -75 0 340 390 315 315: 335 335 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 43.0 0.0 85.8 44.4 86.4 87.4: 13.6 12.6 Old : 100.0: 0.5 43.0 0.0 85.8 44.4 86.4 87.4: 13.6 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 : 26: 1 5 0 17 11 18 16: Old : 26: 1 5 0 17 11 18 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 : 49.5 70.7 69.6 84.8 43.6 63.5 58.6 69.6 Old : 49.5 70.7 69.6 84.8 43.6 63.5 58.6 69.6 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 with Delta-adjusted Options and Futures Combined, May 01, 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 : 27,542: 10,025 300 0 14,187 23,672 24,212 23,972: 3,330 3,570 Old : 27,542: 10,025 300 0 14,187 23,672 24,212 23,972: 3,330 3,570 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 24, 2018 : : 2,200: -100 300 0 1,825 1,425 1,725 1,725: 475 475 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.4 1.1 0.0 51.5 85.9 87.9 87.0: 12.1 13.0 Old : 100.0: 36.4 1.1 0.0 51.5 85.9 87.9 87.0: 12.1 13.0 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 : 22: 2 1 0 12 13 14 14: Old : 22: 2 1 0 12 13 14 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.9 68.3 83.6 81.4 70.7 65.9 78.3 77.4 Old : 70.9 68.3 83.6 81.4 70.7 65.9 78.3 77.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN Commitments of Traders with Delta-adjusted Options and Futures Combined, May 01, 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 : 23,158: 8,970 300 0 10,828 19,278 19,798 19,578: 3,360 3,580 Old : 23,158: 8,970 300 0 10,828 19,278 19,798 19,578: 3,360 3,580 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 24, 2018 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.7 1.3 0.0 46.8 83.2 85.5 84.5: 14.5 15.5 Old : 100.0: 38.7 1.3 0.0 46.8 83.2 85.5 84.5: 14.5 15.5 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 : 74.3 65.5 83.0 79.1 73.4 63.1 78.7 74.7 Old : 74.3 65.5 83.0 79.1 73.4 63.1 78.7 74.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY Commitments of Traders with Delta-adjusted Options and Futures Combined, May 01, 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 : 39,290: 3,875 1,715 175 33,120 35,615 37,170 37,505: 2,120 1,785 Old : 39,290: 3,875 1,715 175 33,120 35,615 37,170 37,505: 2,120 1,785 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 24, 2018 : : 810: 575 200 25 500 850 1,100 1,075: -290 -265 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.9 4.4 0.4 84.3 90.6 94.6 95.5: 5.4 4.5 Old : 100.0: 9.9 4.4 0.4 84.3 90.6 94.6 95.5: 5.4 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 : 28: 3 3 2 16 12 19 17: Old : 28: 3 3 2 16 12 19 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 : 63.4 82.9 79.4 91.7 62.1 81.9 77.1 89.4 Old : 63.4 82.9 79.4 91.7 62.1 81.9 77.1 89.4 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 with Delta-adjusted Options and Futures Combined, May 01, 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 : 35,410: 4,025 1,715 25 29,600 32,245 33,650 33,985: 1,760 1,425 Old : 35,410: 4,025 1,715 25 29,600 32,245 33,650 33,985: 1,760 1,425 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 24, 2018 : : 700: 575 200 25 500 850 1,100 1,075: -400 -375 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.4 4.8 0.1 83.6 91.1 95.0 96.0: 5.0 4.0 Old : 100.0: 11.4 4.8 0.1 83.6 91.1 95.0 96.0: 5.0 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 3 3 1 16 12 19 16: Old : 28: 3 3 1 16 12 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 : 65.3 83.1 81.3 92.7 63.8 82.8 79.0 91.8 Old : 65.3 83.1 81.3 92.7 63.8 82.8 79.0 91.8 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 with Delta-adjusted Options and Futures Combined, May 01, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 15,440: 0 4,325 0 13,720 9,680 13,720 14,005: 1,720 1,435 Old : 15,440: 0 4,325 0 13,720 9,680 13,720 14,005: 1,720 1,435 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 24, 2018 : : 130: 0 50 0 105 55 105 105: 25 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 28.0 0.0 88.9 62.7 88.9 90.7: 11.1 9.3 Old : 100.0: 0.0 28.0 0.0 88.9 62.7 88.9 90.7: 11.1 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 : 21: 0 4 0 15 10 15 14: Old : 21: 0 4 0 15 10 15 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.4 70.8 83.6 85.2 66.5 61.4 72.1 71.2 Old : 70.4 70.8 83.6 85.2 66.5 61.4 72.1 71.2 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 with Delta-adjusted Options and Futures Combined, May 01, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 14,100: 0 3,855 0 12,420 8,850 12,420 12,705: 1,680 1,395 Old : 14,100: 0 3,855 0 12,420 8,850 12,420 12,705: 1,680 1,395 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 24, 2018 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 27.3 0.0 88.1 62.8 88.1 90.1: 11.9 9.9 Old : 100.0: 0.0 27.3 0.0 88.1 62.8 88.1 90.1: 11.9 9.9 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 : 20: 0 4 0 15 9 15 13: Old : 20: 0 4 0 15 9 15 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 : 68.4 75.1 82.2 87.4 61.5 60.4 68.7 70.4 Old : 68.4 75.1 82.2 87.4 61.5 60.4 68.7 70.4 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 with Delta-adjusted Options and Futures Combined, May 01, 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 : 27,600: 2,460 570 1,230 22,615 24,840 26,305 26,640: 1,295 960 Old : 27,600: 2,460 570 1,230 22,615 24,840 26,305 26,640: 1,295 960 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 24, 2018 : : 1,205: -25 295 700 525 35 1,200 1,030: 5 175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 2.1 4.5 81.9 90.0 95.3 96.5: 4.7 3.5 Old : 100.0: 8.9 2.1 4.5 81.9 90.0 95.3 96.5: 4.7 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 : 28: 4 2 5 16 15 22 20: Old : 28: 4 2 5 16 15 22 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 : 63.0 69.4 77.3 84.7 56.3 66.9 69.4 79.2 Old : 63.0 69.4 77.3 84.7 56.3 66.9 69.4 79.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV Commitments of Traders with Delta-adjusted Options and Futures Combined, May 01, 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 : 25,965: 2,480 470 1,210 20,745 23,365 24,435 25,045: 1,530 920 Old : 25,965: 2,480 470 1,210 20,745 23,365 24,435 25,045: 1,530 920 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 24, 2018 : : 1,650: -25 295 700 980 480 1,655 1,475: -5 175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 1.8 4.7 79.9 90.0 94.1 96.5: 5.9 3.5 Old : 100.0: 9.6 1.8 4.7 79.9 90.0 94.1 96.5: 5.9 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 : 29: 4 2 5 17 15 23 20: Old : 29: 4 2 5 17 15 23 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 : 61.2 72.8 76.4 86.9 58.3 71.6 72.3 82.1 Old : 61.2 72.8 76.4 86.9 58.3 71.6 72.3 82.1 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 with Delta-adjusted Options and Futures Combined, May 01, 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 : 37,480: 9,500 1,600 440 26,455 34,365 36,395 36,405: 1,085 1,075 Old : 37,480: 9,500 1,600 440 26,455 34,365 36,395 36,405: 1,085 1,075 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 24, 2018 : : 250: -300 450 0 550 -200 250 250: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.3 4.3 1.2 70.6 91.7 97.1 97.1: 2.9 2.9 Old : 100.0: 25.3 4.3 1.2 70.6 91.7 97.1 97.1: 2.9 2.9 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 : 27: 3 2 2 15 12 19 15: Old : 27: 3 2 2 15 12 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 : 62.3 82.4 82.7 93.4 61.4 80.9 79.9 88.4 Old : 62.3 82.4 82.7 93.4 61.4 80.9 79.9 88.4 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 with Delta-adjusted Options and Futures Combined, May 01, 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 : 33,630: 8,795 1,650 75 23,080 30,235 31,950 31,960: 1,680 1,670 Old : 33,630: 8,795 1,650 75 23,080 30,235 31,950 31,960: 1,680 1,670 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 24, 2018 : : 615: 0 450 -20 500 50 480 480: 135 135 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.2 4.9 0.2 68.6 89.9 95.0 95.0: 5.0 5.0 Old : 100.0: 26.2 4.9 0.2 68.6 89.9 95.0 95.0: 5.0 5.0 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: 3 2 1 14 12 18 14: Old : 26: 3 2 1 14 12 18 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 : 59.1 76.3 80.5 90.9 58.6 74.5 78.5 85.2 Old : 59.1 76.3 80.5 90.9 58.6 74.5 78.5 85.2 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 with Delta-adjusted Options and Futures Combined, May 01, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 99,085: 10,495 2,930 2,825 78,875 86,430 92,195 92,185: 6,890 6,900 Old : 99,085: 10,495 2,930 2,825 78,875 86,430 92,195 92,185: 6,890 6,900 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 24, 2018 : : 1,910: 625 -170 75 1,510 2,305 2,210 2,210: -300 -300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.6 3.0 2.9 79.6 87.2 93.0 93.0: 7.0 7.0 Old : 100.0: 10.6 3.0 2.9 79.6 87.2 93.0 93.0: 7.0 7.0 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 : 42: 6 3 5 19 24 26 31: Old : 42: 6 3 5 19 24 26 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.8 56.2 80.8 71.2 61.9 55.9 75.9 68.8 Old : 64.8 56.2 80.8 71.2 61.9 55.9 75.9 68.8 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 with Delta-adjusted Options and Futures Combined, May 01, 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 : 91,535: 10,425 2,880 2,415 70,630 78,165 83,470 83,460: 8,065 8,075 Old : 91,535: 10,425 2,880 2,415 70,630 78,165 83,470 83,460: 8,065 8,075 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 24, 2018 : : 1,645: 400 -170 85 1,435 2,005 1,920 1,920: -275 -275 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.4 3.1 2.6 77.2 85.4 91.2 91.2: 8.8 8.8 Old : 100.0: 11.4 3.1 2.6 77.2 85.4 91.2 91.2: 8.8 8.8 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 : 41: 6 3 3 17 22 23 28: Old : 41: 6 3 3 17 22 23 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.2 52.0 78.6 67.8 58.3 51.4 75.0 67.1 Old : 60.2 52.0 78.6 67.8 58.3 51.4 75.0 67.1 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 with Delta-adjusted Options and Futures Combined, May 01, 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 : 28,340: 2,650 5,070 375 23,275 21,035 26,300 26,480: 2,040 1,860 Old : 28,340: 2,650 5,070 375 23,275 21,035 26,300 26,480: 2,040 1,860 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 24, 2018 : : 5,175: -200 1,100 200 5,125 3,825 5,125 5,125: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 17.9 1.3 82.1 74.2 92.8 93.4: 7.2 6.6 Old : 100.0: 9.4 17.9 1.3 82.1 74.2 92.8 93.4: 7.2 6.6 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: 1 4 2 18 18 21 22: Old : 28: 1 4 2 18 18 21 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.4 43.5 82.0 67.6 54.5 37.9 67.9 57.4 Old : 66.4 43.5 82.0 67.6 54.5 37.9 67.9 57.4 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 with Delta-adjusted Options and Futures Combined, May 01, 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 : 22,700: 3,225 1,375 0 18,935 20,845 22,160 22,220: 540 480 Old : 22,700: 3,225 1,375 0 18,935 20,845 22,160 22,220: 540 480 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 24, 2018 : : 5,375: 0 1,200 0 5,375 4,175 5,375 5,375: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.2 6.1 0.0 83.4 91.8 97.6 97.9: 2.4 2.1 Old : 100.0: 14.2 6.1 0.0 83.4 91.8 97.6 97.9: 2.4 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 : 22: 1 2 0 12 15 13 17: Old : 22: 1 2 0 12 15 13 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 : 82.7 56.1 93.3 78.7 55.7 40.4 61.6 57.1 Old : 82.7 56.1 93.3 78.7 55.7 40.4 61.6 57.1 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 with Delta-adjusted Options and Futures Combined, May 01, 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 : 20,990: 8,620 2,250 0 10,820 17,190 19,440 19,440: 1,550 1,550 Old : 20,990: 8,620 2,250 0 10,820 17,190 19,440 19,440: 1,550 1,550 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 24, 2018 : : 1,475: 600 0 0 875 1,475 1,475 1,475: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.1 10.7 0.0 51.5 81.9 92.6 92.6: 7.4 7.4 Old : 100.0: 41.1 10.7 0.0 51.5 81.9 92.6 92.6: 7.4 7.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 1 0 9 13 11 14: Old : 20: 2 1 0 9 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 : 72.8 69.9 89.8 88.8 72.8 64.9 80.2 77.8 Old : 72.8 69.9 89.8 88.8 72.8 64.9 80.2 77.8 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 with Delta-adjusted Options and Futures Combined, May 01, 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 : 51,355: 300 1,060 1,220 41,225 40,465 42,745 42,745: 8,610 8,610 Old : 51,355: 300 1,060 1,220 41,225 40,465 42,745 42,745: 8,610 8,610 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 24, 2018 : : 1,235: 100 0 0 -10 90 90 90: 1,145 1,145 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 2.1 2.4 80.3 78.8 83.2 83.2: 16.8 16.8 Old : 100.0: 0.6 2.1 2.4 80.3 78.8 83.2 83.2: 16.8 16.8 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 : 30: 1 3 2 20 21 23 24: Old : 30: 1 3 2 20 21 23 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 : 59.6 37.4 73.6 56.2 47.4 25.5 49.6 37.0 Old : 59.6 37.4 73.6 56.2 47.4 25.5 49.6 37.0 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 with Delta-adjusted Options and Futures Combined, May 01, 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 : 38,995: 2,115 400 100 26,265 28,105 28,480 28,605: 10,515 10,390 Old : 38,995: 2,115 400 100 26,265 28,105 28,480 28,605: 10,515 10,390 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 24, 2018 : : 2,570: 0 0 0 1,895 2,020 1,895 2,020: 675 550 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.4 1.0 0.3 67.4 72.1 73.0 73.4: 27.0 26.6 Old : 100.0: 5.4 1.0 0.3 67.4 72.1 73.0 73.4: 27.0 26.6 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 1 1 16 21 19 22: Old : 26: 2 1 1 16 21 19 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 : 49.8 35.2 65.4 53.5 43.3 23.4 44.4 35.4 Old : 49.8 35.2 65.4 53.5 43.3 23.4 44.4 35.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 4, 2018