MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 16,227: 500 2,765 850 13,362 11,097 14,712 14,712: 1,515 1,515 Old : 16,227: 500 2,765 850 13,362 11,097 14,712 14,712: 1,515 1,515 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 11, 2018 : : -25: -25 125 0 0 -150 -25 -25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 17.0 5.2 82.3 68.4 90.7 90.7: 9.3 9.3 Old : 100.0: 3.1 17.0 5.2 82.3 68.4 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: 2 3 1 13 15 16 18: Old : 23: 2 3 1 13 15 16 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 : 74.5 62.7 85.7 79.5 71.3 54.5 77.3 70.1 Old : 74.5 62.7 85.7 79.5 71.3 54.5 77.3 70.1 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 with Delta-adjusted Options and Futures Combined, December 18, 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 1,290 660 9,350 8,110 10,060 10,060: 600 600 Old : 10,660: 50 1,290 660 9,350 8,110 10,060 10,060: 600 600 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 11, 2018 : : 0: 0 100 0 0 -100 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 12.1 6.2 87.7 76.1 94.4 94.4: 5.6 5.6 Old : 100.0: 0.5 12.1 6.2 87.7 76.1 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 51.3 91.6 80.2 72.0 44.1 73.1 66.4 Old : 80.5 51.3 91.6 80.2 72.0 44.1 73.1 66.4 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, December 18, 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 : 66,468: 7,915 4,890 6,620 43,258 45,943 57,793 57,453: 8,675 9,015 Old : 66,468: 7,915 4,890 6,620 43,258 45,943 57,793 57,453: 8,675 9,015 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 11, 2018 : : 155: 1,185 0 -210 -985 200 -10 -10: 165 165 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.9 7.4 10.0 65.1 69.1 86.9 86.4: 13.1 13.6 Old : 100.0: 11.9 7.4 10.0 65.1 69.1 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 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 : 57.8 52.5 81.2 69.4 53.0 51.7 67.1 64.8 Old : 57.8 52.5 81.2 69.4 53.0 51.7 67.1 64.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 64,666: 8,195 4,890 6,640 41,987 44,881 56,822 56,411: 7,844 8,255 Old : 64,666: 8,195 4,890 6,640 41,987 44,881 56,822 56,411: 7,844 8,255 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 11, 2018 : : 190: 1,185 0 -175 -1,010 175 0 0: 190 190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 7.6 10.3 64.9 69.4 87.9 87.2: 12.1 12.8 Old : 100.0: 12.7 7.6 10.3 64.9 69.4 87.9 87.2: 12.1 12.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 3 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 : 59.3 54.7 79.8 71.3 52.5 53.4 65.8 64.6 Old : 59.3 54.7 79.8 71.3 52.5 53.4 65.8 64.6 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, December 18, 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 : 22,295: 0 11,815 1,065 17,230 5,730 18,295 18,610: 4,000 3,685 Old : 22,295: 0 11,815 1,065 17,230 5,730 18,295 18,610: 4,000 3,685 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 11, 2018 : : 125: 0 350 -465 400 50 -65 -65: 190 190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 53.0 4.8 77.3 25.7 82.1 83.5: 17.9 16.5 Old : 100.0: 0.0 53.0 4.8 77.3 25.7 82.1 83.5: 17.9 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 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 : 43.5 65.1 66.9 75.3 42.4 60.6 63.0 69.8 Old : 43.5 65.1 66.9 75.3 42.4 60.6 63.0 69.8 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, December 18, 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 : 22,425: 0 11,765 1,185 17,040 5,590 18,225 18,540: 4,200 3,885 Old : 22,425: 0 11,765 1,185 17,040 5,590 18,225 18,540: 4,200 3,885 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 11, 2018 : : 95: 0 350 -495 400 50 -95 -95: 190 190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 52.5 5.3 76.0 24.9 81.3 82.7: 18.7 17.3 Old : 100.0: 0.0 52.5 5.3 76.0 24.9 81.3 82.7: 18.7 17.3 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: 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 : 42.4 65.0 65.3 74.9 40.8 60.0 60.3 69.2 Old : 42.4 65.0 65.3 74.9 40.8 60.0 60.3 69.2 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 with Delta-adjusted Options and Futures Combined, December 18, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 31,362: 13,385 780 0 15,159 27,517 28,544 28,297: 2,818 3,065 Old : 31,362: 13,385 780 0 15,159 27,517 28,544 28,297: 2,818 3,065 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 11, 2018 : : 3,500: 2,150 0 0 1,130 3,280 3,280 3,280: 220 220 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.7 2.5 0.0 48.3 87.7 91.0 90.2: 9.0 9.8 Old : 100.0: 42.7 2.5 0.0 48.3 87.7 91.0 90.2: 9.0 9.8 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 : 23: 3 1 0 10 15 13 16: Old : 23: 3 1 0 10 15 13 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 : 68.0 72.2 86.0 82.9 67.9 71.0 83.9 81.6 Old : 68.0 72.2 86.0 82.9 67.9 71.0 83.9 81.6 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, December 18, 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 : 29,930: 11,800 780 0 15,015 26,051 26,815 26,831: 3,115 3,099 Old : 29,930: 11,800 780 0 15,015 26,051 26,815 26,831: 3,115 3,099 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 11, 2018 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.4 2.6 0.0 50.2 87.0 89.6 89.6: 10.4 10.4 Old : 100.0: 39.4 2.6 0.0 50.2 87.0 89.6 89.6: 10.4 10.4 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: 3 1 0 9 13 12 14: Old : 20: 3 1 0 9 13 12 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 : 64.4 76.2 85.3 85.8 63.9 74.9 83.0 83.9 Old : 64.4 76.2 85.3 85.8 63.9 74.9 83.0 83.9 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, December 18, 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 : 38,265: 9,595 1,340 2,075 23,255 31,525 34,925 34,940: 3,340 3,325 Old : 38,265: 9,595 1,340 2,075 23,255 31,525 34,925 34,940: 3,340 3,325 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 11, 2018 : : 710: 430 0 50 15 445 495 495: 215 215 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.1 3.5 5.4 60.8 82.4 91.3 91.3: 8.7 8.7 Old : 100.0: 25.1 3.5 5.4 60.8 82.4 91.3 91.3: 8.7 8.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 6 2 4 15 12 23 16: Old : 28: 6 2 4 15 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 : 52.7 74.6 75.7 87.7 47.5 73.4 70.2 82.1 Old : 52.7 74.6 75.7 87.7 47.5 73.4 70.2 82.1 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, December 18, 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 : 35,550: 9,480 990 1,625 21,250 29,755 32,355 32,370: 3,195 3,180 Old : 35,550: 9,480 990 1,625 21,250 29,755 32,355 32,370: 3,195 3,180 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 11, 2018 : : 460: 430 0 -200 15 445 245 245: 215 215 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.7 2.8 4.6 59.8 83.7 91.0 91.1: 9.0 8.9 Old : 100.0: 26.7 2.8 4.6 59.8 83.7 91.0 91.1: 9.0 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 : 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 : 53.2 76.1 75.8 88.0 48.7 75.0 71.2 83.1 Old : 53.2 76.1 75.8 88.0 48.7 75.0 71.2 83.1 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, December 18, 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 : 11,500: 0 2,190 1,000 9,535 7,630 10,535 10,820: 965 680 Old : 11,500: 0 2,190 1,000 9,535 7,630 10,535 10,820: 965 680 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 11, 2018 : : 710: 0 -750 740 -30 720 710 710: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 19.0 8.7 82.9 66.3 91.6 94.1: 8.4 5.9 Old : 100.0: 0.0 19.0 8.7 82.9 66.3 91.6 94.1: 8.4 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 : 21: 0 5 4 14 11 18 16: Old : 21: 0 5 4 14 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 : 63.0 70.7 79.2 86.4 61.0 62.0 69.6 70.9 Old : 63.0 70.7 79.2 86.4 61.0 62.0 69.6 70.9 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, December 18, 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 : 10,870: 0 2,370 700 9,140 7,055 9,840 10,125: 1,030 745 Old : 10,870: 0 2,370 700 9,140 7,055 9,840 10,125: 1,030 745 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 11, 2018 : : 530: 0 -750 560 -30 720 530 530: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 21.8 6.4 84.1 64.9 90.5 93.1: 9.5 6.9 Old : 100.0: 0.0 21.8 6.4 84.1 64.9 90.5 93.1: 9.5 6.9 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 : 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 : 64.8 72.8 78.8 87.5 64.6 64.8 73.0 77.4 Old : 64.8 72.8 78.8 87.5 64.6 64.8 73.0 77.4 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, December 18, 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 : 49,355: 7,085 12,800 5,260 34,420 29,330 46,765 47,390: 2,590 1,965 Old : 49,355: 7,085 12,800 5,260 34,420 29,330 46,765 47,390: 2,590 1,965 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 11, 2018 : : 1,115: -975 35 225 1,700 690 950 950: 165 165 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.4 25.9 10.7 69.7 59.4 94.8 96.0: 5.2 4.0 Old : 100.0: 14.4 25.9 10.7 69.7 59.4 94.8 96.0: 5.2 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 : 29: 4 3 5 18 18 25 23: Old : 29: 4 3 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 : 63.0 64.8 78.0 88.5 52.7 57.3 64.9 72.5 Old : 63.0 64.8 78.0 88.5 52.7 57.3 64.9 72.5 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, December 18, 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 : 48,845: 6,495 12,765 5,245 34,425 28,725 46,165 46,735: 2,680 2,110 Old : 48,845: 6,495 12,765 5,245 34,425 28,725 46,165 46,735: 2,680 2,110 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 11, 2018 : : 1,150: -1,010 0 260 1,735 725 985 985: 165 165 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 26.1 10.7 70.5 58.8 94.5 95.7: 5.5 4.3 Old : 100.0: 13.3 26.1 10.7 70.5 58.8 94.5 95.7: 5.5 4.3 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: 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 : 63.9 66.2 79.1 87.9 54.0 59.4 67.4 71.7 Old : 63.9 66.2 79.1 87.9 54.0 59.4 67.4 71.7 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, December 18, 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 : 43,815: 17,475 7,520 1,640 22,180 32,135 41,295 41,295: 2,520 2,520 Old : 43,815: 17,475 7,520 1,640 22,180 32,135 41,295 41,295: 2,520 2,520 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 11, 2018 : : 905: -20 -960 535 495 1,435 1,010 1,010: -105 -105 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.9 17.2 3.7 50.6 73.3 94.2 94.2: 5.8 5.8 Old : 100.0: 39.9 17.2 3.7 50.6 73.3 94.2 94.2: 5.8 5.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 4 3 4 21 12 27 17: Old : 29: 4 3 4 21 12 27 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 : 58.0 72.2 76.4 91.8 58.0 68.4 75.7 86.6 Old : 58.0 72.2 76.4 91.8 58.0 68.4 75.7 86.6 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, December 18, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 41,010: 16,980 6,810 1,700 19,800 29,970 38,480 38,480: 2,530 2,530 Old : 41,010: 16,980 6,810 1,700 19,800 29,970 38,480 38,480: 2,530 2,530 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 11, 2018 : : 985: -70 -1,010 560 495 1,435 985 985: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.4 16.6 4.1 48.3 73.1 93.8 93.8: 6.2 6.2 Old : 100.0: 41.4 16.6 4.1 48.3 73.1 93.8 93.8: 6.2 6.2 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 3 4 20 12 26 17: Old : 29: 4 3 4 20 12 26 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 : 58.8 65.8 76.6 90.8 58.7 61.8 75.9 85.6 Old : 58.8 65.8 76.6 90.8 58.7 61.8 75.9 85.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Commitments of Traders with Delta-adjusted Options and Futures Combined, December 18, 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 : 112,344: 7,904 3,190 14,090 81,850 86,534 103,844 103,814: 8,500 8,530 Old : 112,344: 7,904 3,190 14,090 81,850 86,534 103,844 103,814: 8,500 8,530 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 11, 2018 : : 2,285: -2,820 30 1,360 4,005 1,155 2,545 2,545: -260 -260 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 2.8 12.5 72.9 77.0 92.4 92.4: 7.6 7.6 Old : 100.0: 7.0 2.8 12.5 72.9 77.0 92.4 92.4: 7.6 7.6 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 : 41: 4 4 6 25 27 32 35: Old : 41: 4 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 : 60.6 48.1 76.7 65.8 51.5 46.7 59.2 56.5 Old : 60.6 48.1 76.7 65.8 51.5 46.7 59.2 56.5 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, December 18, 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 : 106,903: 8,166 2,625 14,097 75,710 81,164 97,973 97,886: 8,930 9,017 Old : 106,903: 8,166 2,625 14,097 75,710 81,164 97,973 97,886: 8,930 9,017 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 11, 2018 : : 1,835: -2,770 30 815 4,225 1,425 2,270 2,270: -435 -435 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.6 2.5 13.2 70.8 75.9 91.6 91.6: 8.4 8.4 Old : 100.0: 7.6 2.5 13.2 70.8 75.9 91.6 91.6: 8.4 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 : 39: 5 4 6 21 25 28 33: Old : 39: 5 4 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 : 60.6 48.8 77.4 64.7 51.9 45.6 59.6 57.7 Old : 60.6 48.8 77.4 64.7 51.9 45.6 59.6 57.7 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, December 18, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 31,235: 4,720 4,775 250 25,055 25,070 30,025 30,095: 1,210 1,140 Old : 31,235: 4,720 4,775 250 25,055 25,070 30,025 30,095: 1,210 1,140 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 11, 2018 : : 340: -500 0 0 490 -10 -10 -10: 350 350 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.1 15.3 0.8 80.2 80.3 96.1 96.4: 3.9 3.6 Old : 100.0: 15.1 15.3 0.8 80.2 80.3 96.1 96.4: 3.9 3.6 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 18 20 21 24: Old : 29: 3 3 1 18 20 21 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 : 73.2 42.6 87.1 64.6 68.2 40.3 80.0 60.7 Old : 73.2 42.6 87.1 64.6 68.2 40.3 80.0 60.7 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, December 18, 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 : 24,130: 2,100 2,475 360 21,015 20,640 23,475 23,475: 655 655 Old : 24,130: 2,100 2,475 360 21,015 20,640 23,475 23,475: 655 655 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 11, 2018 : : 600: -500 0 0 1,050 550 550 550: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.7 10.3 1.5 87.1 85.5 97.3 97.3: 2.7 2.7 Old : 100.0: 8.7 10.3 1.5 87.1 85.5 97.3 97.3: 2.7 2.7 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 3 2 18 18 20 23: Old : 26: 2 3 2 18 18 20 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.5 44.0 90.9 64.7 70.7 37.4 76.8 57.1 Old : 74.5 44.0 90.9 64.7 70.7 37.4 76.8 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, December 18, 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 : 20,770: 9,250 695 130 10,315 18,990 19,695 19,815: 1,075 955 Old : 20,770: 9,250 695 130 10,315 18,990 19,695 19,815: 1,075 955 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 11, 2018 : : 40: 0 0 0 40 40 40 40: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.5 3.3 0.6 49.7 91.4 94.8 95.4: 5.2 4.6 Old : 100.0: 44.5 3.3 0.6 49.7 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 14 14 18 16: Old : 23: 3 1 2 14 14 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 : 75.4 68.8 89.8 85.3 74.8 59.1 81.1 74.8 Old : 75.4 68.8 89.8 85.3 74.8 59.1 81.1 74.8 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, December 18, 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 : 60,295: 1,400 7,615 135 47,725 41,570 49,260 49,320: 11,035 10,975 Old : 60,295: 1,400 7,615 135 47,725 41,570 49,260 49,320: 11,035 10,975 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 11, 2018 : : 1,215: 200 -500 0 700 1,400 900 900: 315 315 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 12.6 0.2 79.2 68.9 81.7 81.8: 18.3 18.2 Old : 100.0: 2.3 12.6 0.2 79.2 68.9 81.7 81.8: 18.3 18.2 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 : 32: 2 4 2 20 22 24 26: Old : 32: 2 4 2 20 22 24 26: 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 : 47.6 31.0 66.1 50.9 35.0 20.1 40.1 32.8 Old : 47.6 31.0 66.1 50.9 35.0 20.1 40.1 32.8 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 with Delta-adjusted Options and Futures Combined, December 18, 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 : 46,600: 1,060 3,775 150 31,240 29,135 32,450 33,060: 14,150 13,540 Old : 46,600: 1,060 3,775 150 31,240 29,135 32,450 33,060: 14,150 13,540 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 11, 2018 : : 1,080: 150 -500 0 870 1,520 1,020 1,020: 60 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 8.1 0.3 67.0 62.5 69.6 70.9: 30.4 29.1 Old : 100.0: 2.3 8.1 0.3 67.0 62.5 69.6 70.9: 30.4 29.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 2 1 18 20 21 22: Old : 26: 2 2 1 18 20 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 : 43.1 31.4 60.7 48.8 25.8 20.0 29.7 26.8 Old : 43.1 31.4 60.7 48.8 25.8 20.0 29.7 26.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 20, 2018