MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders with Delta-adjusted Options and Futures Combined, February 05, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 19,202: 925 2,815 225 16,442 14,552 17,592 17,592: 1,610 1,610 Old : 19,202: 925 2,815 225 16,442 14,552 17,592 17,592: 1,610 1,610 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 29, 2019 : : 415: 0 0 0 -100 -100 -100 -100: 515 515 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.8 14.7 1.2 85.6 75.8 91.6 91.6: 8.4 8.4 Old : 100.0: 4.8 14.7 1.2 85.6 75.8 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 : 21: 3 2 1 11 13 14 16: Old : 21: 3 2 1 11 13 14 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.6 68.7 88.2 81.0 76.1 67.4 80.7 76.8 Old : 79.6 68.7 88.2 81.0 76.1 67.4 80.7 76.8 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, February 05, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 65,606: 8,075 5,675 3,560 46,342 48,056 57,977 57,291: 7,629 8,315 Old : 65,606: 8,075 5,675 3,560 46,342 48,056 57,977 57,291: 7,629 8,315 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 29, 2019 : : 25: -40 0 -35 45 -30 -30 -65: 55 90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 8.7 5.4 70.6 73.2 88.4 87.3: 11.6 12.7 Old : 100.0: 12.3 8.7 5.4 70.6 73.2 88.4 87.3: 11.6 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 : 28: 3 2 3 15 21 18 26: Old : 28: 3 2 3 15 21 18 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 : 62.0 52.6 82.9 68.0 59.2 52.5 72.3 67.4 Old : 62.0 52.6 82.9 68.0 59.2 52.5 72.3 67.4 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, February 05, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 64,706: 8,490 5,675 3,445 45,622 47,961 57,557 57,081: 7,149 7,625 Old : 64,706: 8,490 5,675 3,445 45,622 47,961 57,557 57,081: 7,149 7,625 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 29, 2019 : : 45: -40 0 -35 40 -5 -35 -40: 80 85 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.1 8.8 5.3 70.5 74.1 89.0 88.2: 11.0 11.8 Old : 100.0: 13.1 8.8 5.3 70.5 74.1 89.0 88.2: 11.0 11.8 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: 3 2 2 15 22 18 26: Old : 30: 3 2 2 15 22 18 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 : 63.3 54.9 82.1 70.0 59.7 54.7 71.3 68.0 Old : 63.3 54.9 82.1 70.0 59.7 54.7 71.3 68.0 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, February 05, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 22,490: 150 10,075 770 17,222 7,622 18,142 18,467: 4,348 4,023 Old : 22,490: 150 10,075 770 17,222 7,622 18,142 18,467: 4,348 4,023 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 29, 2019 : : 25: 0 0 0 0 0 0 0: 25 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 44.8 3.4 76.6 33.9 80.7 82.1: 19.3 17.9 Old : 100.0: 0.7 44.8 3.4 76.6 33.9 80.7 82.1: 19.3 17.9 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: 1 5 3 17 11 20 17: Old : 27: 1 5 3 17 11 20 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 : 41.9 57.9 66.3 70.6 40.2 54.7 58.9 66.1 Old : 41.9 57.9 66.3 70.6 40.2 54.7 58.9 66.1 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, February 05, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 22,235: 150 9,775 770 16,882 7,577 17,802 18,122: 4,433 4,113 Old : 22,235: 150 9,775 770 16,882 7,577 17,802 18,122: 4,433 4,113 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 29, 2019 : : 25: 0 0 0 0 0 0 0: 25 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 44.0 3.5 75.9 34.1 80.1 81.5: 19.9 18.5 Old : 100.0: 0.7 44.0 3.5 75.9 34.1 80.1 81.5: 19.9 18.5 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: 1 5 3 17 11 20 17: Old : 27: 1 5 3 17 11 20 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 : 43.0 57.3 65.4 69.7 40.3 54.0 58.1 65.5 Old : 43.0 57.3 65.4 69.7 40.3 54.0 58.1 65.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI Commitments of Traders with Delta-adjusted Options and Futures Combined, February 05, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 27,865: 6,250 920 2,185 14,045 20,560 22,480 23,665: 5,385 4,200 Old : 27,865: 6,250 920 2,185 14,045 20,560 22,480 23,665: 5,385 4,200 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 29, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.4 3.3 7.8 50.4 73.8 80.7 84.9: 19.3 15.1 Old : 100.0: 22.4 3.3 7.8 50.4 73.8 80.7 84.9: 19.3 15.1 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 : 20: 4 2 2 11 7 16 10: Old : 20: 4 2 2 11 7 16 10: 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 : 53.3 68.9 73.0 84.3 48.1 67.2 64.5 71.1 Old : 53.3 68.9 73.0 84.3 48.1 67.2 64.5 71.1 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, February 05, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 31,591: 13,650 655 0 14,448 26,971 28,098 27,626: 3,493 3,965 Old : 31,591: 13,650 655 0 14,448 26,971 28,098 27,626: 3,493 3,965 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 29, 2019 : : 150: 0 0 0 100 -125 100 -125: 50 275 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.2 2.1 0.0 45.7 85.4 88.9 87.4: 11.1 12.6 Old : 100.0: 43.2 2.1 0.0 45.7 85.4 88.9 87.4: 11.1 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 : 25: 4 1 0 10 16 14 17: Old : 25: 4 1 0 10 16 14 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 : 62.0 72.1 80.5 80.0 62.0 70.9 79.4 78.6 Old : 62.0 72.1 80.5 80.0 62.0 70.9 79.4 78.6 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, February 05, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 30,182: 12,050 655 0 14,407 25,658 26,457 26,313: 3,725 3,869 Old : 30,182: 12,050 655 0 14,407 25,658 26,457 26,313: 3,725 3,869 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 29, 2019 : : 0: 0 0 0 0 -225 0 -225: 0 225 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.9 2.2 0.0 47.7 85.0 87.7 87.2: 12.3 12.8 Old : 100.0: 39.9 2.2 0.0 47.7 85.0 87.7 87.2: 12.3 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 : 22: 4 1 0 9 14 13 15: Old : 22: 4 1 0 9 14 13 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.9 75.5 81.3 83.3 59.6 74.1 80.4 81.3 Old : 59.9 75.5 81.3 83.3 59.6 74.1 80.4 81.3 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, February 05, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 35,110: 8,975 1,000 1,870 20,680 28,875 31,525 31,745: 3,585 3,365 Old : 35,110: 8,975 1,000 1,870 20,680 28,875 31,525 31,745: 3,585 3,365 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 29, 2019 : : 405: 110 0 25 0 110 135 135: 270 270 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.6 2.8 5.3 58.9 82.2 89.8 90.4: 10.2 9.6 Old : 100.0: 25.6 2.8 5.3 58.9 82.2 89.8 90.4: 10.2 9.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 6 2 4 17 10 25 14: Old : 30: 6 2 4 17 10 25 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 : 50.3 73.5 72.6 86.2 45.4 71.6 67.7 79.7 Old : 50.3 73.5 72.6 86.2 45.4 71.6 67.7 79.7 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 with Delta-adjusted Options and Futures Combined, February 05, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 33,315: 9,670 650 1,170 19,030 28,270 29,870 30,090: 3,445 3,225 Old : 33,315: 9,670 650 1,170 19,030 28,270 29,870 30,090: 3,445 3,225 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 29, 2019 : : 610: 380 0 25 35 415 440 440: 170 170 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.0 2.0 3.5 57.1 84.9 89.7 90.3: 10.3 9.7 Old : 100.0: 29.0 2.0 3.5 57.1 84.9 89.7 90.3: 10.3 9.7 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: 6 1 4 17 9 25 13: Old : 29: 6 1 4 17 9 25 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 : 51.5 76.2 72.9 87.7 48.9 74.8 70.2 83.5 Old : 51.5 76.2 72.9 87.7 48.9 74.8 70.2 83.5 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, February 05, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 12,735: 25 2,140 825 10,345 8,550 11,195 11,515: 1,540 1,220 Old : 12,735: 25 2,140 825 10,345 8,550 11,195 11,515: 1,540 1,220 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 29, 2019 : : 780: 0 100 45 735 635 780 780: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 16.8 6.5 81.2 67.1 87.9 90.4: 12.1 9.6 Old : 100.0: 0.2 16.8 6.5 81.2 67.1 87.9 90.4: 12.1 9.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 4 3 14 12 17 17: Old : 22: 1 4 3 14 12 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 : 60.0 63.9 76.1 82.2 58.7 56.1 68.3 70.0 Old : 60.0 63.9 76.1 82.2 58.7 56.1 68.3 70.0 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, February 05, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 11,875: 25 2,260 640 9,700 7,725 10,365 10,625: 1,510 1,250 Old : 11,875: 25 2,260 640 9,700 7,725 10,365 10,625: 1,510 1,250 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 29, 2019 : : 460: 0 100 60 400 300 460 460: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 19.0 5.4 81.7 65.1 87.3 89.5: 12.7 10.5 Old : 100.0: 0.2 19.0 5.4 81.7 65.1 87.3 89.5: 12.7 10.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 4 3 14 11 17 16: Old : 22: 1 4 3 14 11 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 : 60.8 64.2 75.2 83.2 60.7 57.3 69.5 72.8 Old : 60.8 64.2 75.2 83.2 60.7 57.3 69.5 72.8 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, February 05, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 50,710: 8,815 15,940 4,500 33,520 27,005 46,835 47,445: 3,875 3,265 Old : 50,710: 8,815 15,940 4,500 33,520 27,005 46,835 47,445: 3,875 3,265 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 29, 2019 : : 1,840: 1,075 1,950 -100 -385 -1,260 590 590: 1,250 1,250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.4 31.4 8.9 66.1 53.3 92.4 93.6: 7.6 6.4 Old : 100.0: 17.4 31.4 8.9 66.1 53.3 92.4 93.6: 7.6 6.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 4 3 5 19 18 26 23: Old : 30: 4 3 5 19 18 26 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 : 59.3 61.6 75.0 84.1 52.3 56.5 65.7 72.1 Old : 59.3 61.6 75.0 84.1 52.3 56.5 65.7 72.1 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, February 05, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 50,795: 8,810 15,940 4,570 33,480 26,910 46,860 47,420: 3,935 3,375 Old : 50,795: 8,810 15,940 4,570 33,480 26,910 46,860 47,420: 3,935 3,375 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 29, 2019 : : 2,065: 1,305 1,950 -15 -400 -1,125 890 810: 1,175 1,255 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.3 31.4 9.0 65.9 53.0 92.3 93.4: 7.7 6.6 Old : 100.0: 17.3 31.4 9.0 65.9 53.0 92.3 93.4: 7.7 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 : 30: 4 3 6 18 18 25 24: Old : 30: 4 3 6 18 18 25 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.1 62.9 75.9 83.3 53.7 57.2 67.1 71.8 Old : 60.1 62.9 75.9 83.3 53.7 57.2 67.1 71.8 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, February 05, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 51,018: 18,905 13,185 370 29,602 35,562 48,877 49,117: 2,141 1,901 Old : 51,018: 18,905 13,185 370 29,602 35,562 48,877 49,117: 2,141 1,901 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 29, 2019 : : 3,668: 2,215 310 0 3,407 5,312 5,622 5,622: -1,954 -1,954 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.1 25.8 0.7 58.0 69.7 95.8 96.3: 4.2 3.7 Old : 100.0: 37.1 25.8 0.7 58.0 69.7 95.8 96.3: 4.2 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 3 21 10 26 15: Old : 29: 5 2 3 21 10 26 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 : 59.0 80.6 79.4 94.9 59.0 77.4 79.2 90.6 Old : 59.0 80.6 79.4 94.9 59.0 77.4 79.2 90.6 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, February 05, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 46,687: 17,960 10,650 415 26,112 33,662 44,487 44,727: 2,200 1,960 Old : 46,687: 17,960 10,650 415 26,112 33,662 44,487 44,727: 2,200 1,960 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 29, 2019 : : 3,812: 1,715 135 0 3,377 4,957 5,092 5,092: -1,280 -1,280 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.5 22.8 0.9 55.9 72.1 95.3 95.8: 4.7 4.2 Old : 100.0: 38.5 22.8 0.9 55.9 72.1 95.3 95.8: 4.7 4.2 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: 5 2 3 20 10 25 15: Old : 29: 5 2 3 20 10 25 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 : 59.7 75.0 79.8 93.8 59.7 72.3 79.5 90.3 Old : 59.7 75.0 79.8 93.8 59.7 72.3 79.5 90.3 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, February 05, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 130,822: 13,904 5,860 11,390 91,770 98,829 117,064 116,079: 13,758 14,743 Old : 130,822: 13,904 5,860 11,390 91,770 98,829 117,064 116,079: 13,758 14,743 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 29, 2019 : : 14,425: 2,060 3,000 425 11,266 9,726 13,751 13,151: 674 1,274 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.6 4.5 8.7 70.1 75.5 89.5 88.7: 10.5 11.3 Old : 100.0: 10.6 4.5 8.7 70.1 75.5 89.5 88.7: 10.5 11.3 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 : 42: 5 4 6 25 26 32 34: Old : 42: 5 4 6 25 26 32 34: 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 : 53.0 47.9 74.1 63.4 45.9 47.1 61.7 59.8 Old : 53.0 47.9 74.1 63.4 45.9 47.1 61.7 59.8 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, February 05, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 120,237: 9,517 3,877 12,417 85,583 90,310 107,517 106,604: 12,720 13,633 Old : 120,237: 9,517 3,877 12,417 85,583 90,310 107,517 106,604: 12,720 13,633 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 29, 2019 : : 12,226: 1,140 1,727 560 9,762 8,565 11,462 10,852: 764 1,374 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 3.2 10.3 71.2 75.1 89.4 88.7: 10.6 11.3 Old : 100.0: 7.9 3.2 10.3 71.2 75.1 89.4 88.7: 10.6 11.3 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 : 39: 5 4 6 22 27 29 35: Old : 39: 5 4 6 22 27 29 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 : 56.4 46.6 77.0 62.4 50.8 45.8 62.5 58.7 Old : 56.4 46.6 77.0 62.4 50.8 45.8 62.5 58.7 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, February 05, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 32,775: 1,720 4,570 2,340 27,450 24,785 31,510 31,695: 1,265 1,080 Old : 32,775: 1,720 4,570 2,340 27,450 24,785 31,510 31,695: 1,265 1,080 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 29, 2019 : : 1,830: -460 240 70 2,165 1,520 1,775 1,830: 55 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.2 13.9 7.1 83.8 75.6 96.1 96.7: 3.9 3.3 Old : 100.0: 5.2 13.9 7.1 83.8 75.6 96.1 96.7: 3.9 3.3 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 : 26: 2 4 2 16 15 19 20: Old : 26: 2 4 2 16 15 19 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 : 78.4 42.4 89.7 67.5 74.1 39.4 80.1 61.4 Old : 78.4 42.4 89.7 67.5 74.1 39.4 80.1 61.4 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, February 05, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 26,050: 1,070 4,070 1,955 22,070 19,085 25,095 25,110: 955 940 Old : 26,050: 1,070 4,070 1,955 22,070 19,085 25,095 25,110: 955 940 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 29, 2019 : : 600: 0 300 0 600 255 600 555: 0 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.1 15.6 7.5 84.7 73.3 96.3 96.4: 3.7 3.6 Old : 100.0: 4.1 15.6 7.5 84.7 73.3 96.3 96.4: 3.7 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 : 24: 1 3 2 15 17 17 21: Old : 24: 1 3 2 15 17 17 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 : 75.7 46.8 92.4 67.8 70.2 33.4 75.6 53.0 Old : 75.7 46.8 92.4 67.8 70.2 33.4 75.6 53.0 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, February 05, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 23,930: 13,250 0 255 9,380 22,690 22,885 22,945: 1,045 985 Old : 23,930: 13,250 0 255 9,380 22,690 22,885 22,945: 1,045 985 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 29, 2019 : : 280: 730 -270 150 -600 300 280 180: 0 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 55.4 0.0 1.1 39.2 94.8 95.6 95.9: 4.4 4.1 Old : 100.0: 55.4 0.0 1.1 39.2 94.8 95.6 95.9: 4.4 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 : 22: 4 0 2 11 15 15 17: Old : 22: 4 0 2 11 15 15 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 : 77.7 74.2 89.9 87.9 77.3 65.2 81.5 78.6 Old : 77.7 74.2 89.9 87.9 77.3 65.2 81.5 78.6 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, February 05, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 63,668: 995 9,705 525 50,658 42,328 52,178 52,558: 11,490 11,110 Old : 63,668: 995 9,705 525 50,658 42,328 52,178 52,558: 11,490 11,110 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 29, 2019 : : 2,610: 0 725 0 1,805 1,270 1,805 1,995: 805 615 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 15.2 0.8 79.6 66.5 82.0 82.6: 18.0 17.4 Old : 100.0: 1.6 15.2 0.8 79.6 66.5 82.0 82.6: 18.0 17.4 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 : 32: 2 4 2 21 23 25 27: Old : 32: 2 4 2 21 23 25 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.9 35.7 67.7 53.3 39.8 24.8 45.9 36.9 Old : 48.9 35.7 67.7 53.3 39.8 24.8 45.9 36.9 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, February 05, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 52,825: 1,000 4,500 180 36,015 32,755 37,195 37,435: 15,630 15,390 Old : 52,825: 1,000 4,500 180 36,015 32,755 37,195 37,435: 15,630 15,390 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 29, 2019 : : 3,500: 100 125 0 2,905 2,820 3,005 2,945: 495 555 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 8.5 0.3 68.2 62.0 70.4 70.9: 29.6 29.1 Old : 100.0: 1.9 8.5 0.3 68.2 62.0 70.4 70.9: 29.6 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 19 19 22 21: Old : 26: 2 2 1 19 19 22 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 : 47.2 38.3 61.6 53.0 33.6 24.6 36.9 33.5 Old : 47.2 38.3 61.6 53.0 33.6 24.6 36.9 33.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 22, 2019