MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 18,501: 725 2,570 200 16,006 14,161 16,931 16,931: 1,570 1,570 Old : 18,501: 725 2,570 200 16,006 14,161 16,931 16,931: 1,570 1,570 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -701: -200 -245 -25 -436 -391 -661 -661: -40 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 13.9 1.1 86.5 76.5 91.5 91.5: 8.5 8.5 Old : 100.0: 3.9 13.9 1.1 86.5 76.5 91.5 91.5: 8.5 8.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 3 2 1 11 12 14 15: Old : 21: 3 2 1 11 12 14 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 : 81.4 67.9 87.8 82.2 79.2 66.6 83.0 78.2 Old : 81.4 67.9 87.8 82.2 79.2 66.6 83.0 78.2 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 12, 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 : 63,894: 6,110 5,440 3,760 46,158 46,184 56,028 55,384: 7,866 8,510 Old : 63,894: 6,110 5,440 3,760 46,158 46,184 56,028 55,384: 7,866 8,510 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -1,712: -1,965 -235 200 -184 -1,872 -1,949 -1,907: 237 195 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 8.5 5.9 72.2 72.3 87.7 86.7: 12.3 13.3 Old : 100.0: 9.6 8.5 5.9 72.2 72.3 87.7 86.7: 12.3 13.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 3 2 3 15 20 18 25: Old : 27: 3 2 3 15 20 18 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.2 52.6 83.8 67.5 61.5 52.6 72.7 67.0 Old : 65.2 52.6 83.8 67.5 61.5 52.6 72.7 67.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 63,216: 6,215 5,440 3,805 45,827 46,136 55,847 55,381: 7,369 7,835 Old : 63,216: 6,215 5,440 3,805 45,827 46,136 55,847 55,381: 7,369 7,835 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -1,490: -2,275 -235 360 205 -1,825 -1,710 -1,700: 220 210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.8 8.6 6.0 72.5 73.0 88.3 87.6: 11.7 12.4 Old : 100.0: 9.8 8.6 6.0 72.5 73.0 88.3 87.6: 11.7 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 : 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 : 66.7 54.8 83.2 69.2 63.0 54.7 71.7 67.3 Old : 66.7 54.8 83.2 69.2 63.0 54.7 71.7 67.3 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 12, 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 : 21,530: 45 9,560 690 16,667 7,477 17,402 17,727: 4,128 3,803 Old : 21,530: 45 9,560 690 16,667 7,477 17,402 17,727: 4,128 3,803 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -960: -105 -515 -80 -555 -145 -740 -740: -220 -220 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 44.4 3.2 77.4 34.7 80.8 82.3: 19.2 17.7 Old : 100.0: 0.2 44.4 3.2 77.4 34.7 80.8 82.3: 19.2 17.7 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 : 27: 1 5 3 18 11 21 17: Old : 27: 1 5 3 18 11 21 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 : 42.5 57.2 65.5 71.1 40.7 54.4 58.4 65.9 Old : 42.5 57.2 65.5 71.1 40.7 54.4 58.4 65.9 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 12, 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 : 21,310: 45 9,235 690 16,362 7,492 17,097 17,417: 4,213 3,893 Old : 21,310: 45 9,235 690 16,362 7,492 17,097 17,417: 4,213 3,893 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -925: -105 -540 -80 -520 -85 -705 -705: -220 -220 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 43.3 3.2 76.8 35.2 80.2 81.7: 19.8 18.3 Old : 100.0: 0.2 43.3 3.2 76.8 35.2 80.2 81.7: 19.8 18.3 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: 1 5 3 18 11 21 17: Old : 27: 1 5 3 18 11 21 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 : 43.7 56.2 65.1 70.4 40.9 53.4 57.4 65.0 Old : 43.7 56.2 65.1 70.4 40.9 53.4 57.4 65.0 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 12, 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 : 30,844: 12,260 0 125 14,701 26,714 27,086 26,839: 3,758 4,005 Old : 30,844: 12,260 0 125 14,701 26,714 27,086 26,839: 3,758 4,005 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -747: -1,390 -655 125 253 -257 -1,012 -787: 265 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.7 0.0 0.4 47.7 86.6 87.8 87.0: 12.2 13.0 Old : 100.0: 39.7 0.0 0.4 47.7 86.6 87.8 87.0: 12.2 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 : 25: 5 0 1 10 16 15 17: Old : 25: 5 0 1 10 16 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 : 56.1 71.4 74.8 81.6 56.0 68.3 73.3 77.6 Old : 56.1 71.4 74.8 81.6 56.0 68.3 73.3 77.6 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 12, 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 : 29,752: 11,220 0 125 14,402 25,623 25,747 25,748: 4,005 4,004 Old : 29,752: 11,220 0 125 14,402 25,623 25,747 25,748: 4,005 4,004 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -430: -830 -655 125 -5 -35 -710 -565: 280 135 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.7 0.0 0.4 48.4 86.1 86.5 86.5: 13.5 13.5 Old : 100.0: 37.7 0.0 0.4 48.4 86.1 86.5 86.5: 13.5 13.5 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: 5 0 1 9 14 14 15: Old : 22: 5 0 1 9 14 14 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 : 56.0 74.5 78.3 83.7 55.9 71.1 76.5 79.1 Old : 56.0 74.5 78.3 83.7 55.9 71.1 76.5 79.1 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 12, 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 : 31,315: 8,235 515 1,360 18,380 26,320 27,975 28,195: 3,340 3,120 Old : 31,315: 8,235 515 1,360 18,380 26,320 27,975 28,195: 3,340 3,120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -3,795: -740 -485 -510 -2,300 -2,555 -3,550 -3,550: -245 -245 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.3 1.6 4.3 58.7 84.0 89.3 90.0: 10.7 10.0 Old : 100.0: 26.3 1.6 4.3 58.7 84.0 89.3 90.0: 10.7 10.0 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 : 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 : 51.5 75.0 71.7 87.0 47.5 72.9 67.7 80.7 Old : 51.5 75.0 71.7 87.0 47.5 72.9 67.7 80.7 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 12, 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 : 29,965: 8,880 165 960 16,920 25,855 26,760 26,980: 3,205 2,985 Old : 29,965: 8,880 165 960 16,920 25,855 26,760 26,980: 3,205 2,985 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -3,350: -790 -485 -210 -2,110 -2,415 -3,110 -3,110: -240 -240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.6 0.6 3.2 56.5 86.3 89.3 90.0: 10.7 10.0 Old : 100.0: 29.6 0.6 3.2 56.5 86.3 89.3 90.0: 10.7 10.0 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: 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 : 52.5 76.8 72.4 87.4 50.1 75.3 70.0 83.5 Old : 52.5 76.8 72.4 87.4 50.1 75.3 70.0 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 12, 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 : 13,910: 400 3,670 540 11,195 8,230 12,135 12,440: 1,775 1,470 Old : 13,910: 400 3,670 540 11,195 8,230 12,135 12,440: 1,775 1,470 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 1,175: 375 1,530 -285 850 -320 940 925: 235 250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 26.4 3.9 80.5 59.2 87.2 89.4: 12.8 10.6 Old : 100.0: 2.9 26.4 3.9 80.5 59.2 87.2 89.4: 12.8 10.6 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 5 3 15 13 18 19: Old : 24: 1 5 3 15 13 18 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.3 56.3 76.2 75.7 53.8 56.3 66.9 67.8 Old : 58.3 56.3 76.2 75.7 53.8 56.3 66.9 67.8 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 12, 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 : 13,250: 500 3,660 530 10,475 7,560 11,505 11,750: 1,745 1,500 Old : 13,250: 500 3,660 530 10,475 7,560 11,505 11,750: 1,745 1,500 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 1,375: 475 1,400 -110 775 -165 1,140 1,125: 235 250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 27.6 4.0 79.1 57.1 86.8 88.7: 13.2 11.3 Old : 100.0: 3.8 27.6 4.0 79.1 57.1 86.8 88.7: 13.2 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 : 24: 1 5 3 15 12 18 18: Old : 24: 1 5 3 15 12 18 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.0 56.0 76.4 76.1 53.5 56.0 66.9 68.6 Old : 58.0 56.0 76.4 76.1 53.5 56.0 66.9 68.6 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 12, 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 : 50,835: 10,890 17,145 3,380 31,340 25,665 45,610 46,190: 5,225 4,645 Old : 50,835: 10,890 17,145 3,380 31,340 25,665 45,610 46,190: 5,225 4,645 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 125: 2,075 1,205 -1,120 -2,180 -1,340 -1,225 -1,255: 1,350 1,380 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.4 33.7 6.6 61.7 50.5 89.7 90.9: 10.3 9.1 Old : 100.0: 21.4 33.7 6.6 61.7 50.5 89.7 90.9: 10.3 9.1 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 : 30: 4 3 5 18 18 25 23: Old : 30: 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 : 59.3 61.7 74.5 82.3 54.4 59.2 67.7 73.9 Old : 59.3 61.7 74.5 82.3 54.4 59.2 67.7 73.9 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 12, 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 : 50,700: 10,745 17,145 3,310 31,315 25,455 45,370 45,910: 5,330 4,790 Old : 50,700: 10,745 17,145 3,310 31,315 25,455 45,370 45,910: 5,330 4,790 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -95: 1,935 1,205 -1,260 -2,165 -1,455 -1,490 -1,510: 1,395 1,415 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.2 33.8 6.5 61.8 50.2 89.5 90.6: 10.5 9.4 Old : 100.0: 21.2 33.8 6.5 61.8 50.2 89.5 90.6: 10.5 9.4 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 6 17 18 24 24: Old : 30: 4 3 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 : 60.6 62.3 75.5 81.5 56.6 60.1 69.4 73.9 Old : 60.6 62.3 75.5 81.5 56.6 60.1 69.4 73.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 56,415: 19,145 14,195 1,585 33,432 38,612 54,162 54,392: 2,253 2,023 Old : 56,415: 19,145 14,195 1,585 33,432 38,612 54,162 54,392: 2,253 2,023 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 5,397: 240 1,010 1,215 3,830 3,050 5,285 5,275: 112 122 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.9 25.2 2.8 59.3 68.4 96.0 96.4: 4.0 3.6 Old : 100.0: 33.9 25.2 2.8 59.3 68.4 96.0 96.4: 4.0 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 4 6 21 11 28 17: Old : 29: 3 4 6 21 11 28 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 : 57.6 78.7 79.3 92.6 56.2 75.7 77.7 88.5 Old : 57.6 78.7 79.3 92.6 56.2 75.7 77.7 88.5 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 12, 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 : 51,941: 18,225 11,310 1,720 29,932 37,077 49,877 50,107: 2,064 1,834 Old : 51,941: 18,225 11,310 1,720 29,932 37,077 49,877 50,107: 2,064 1,834 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 5,254: 265 660 1,305 3,820 3,415 5,390 5,380: -136 -126 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.1 21.8 3.3 57.6 71.4 96.0 96.5: 4.0 3.5 Old : 100.0: 35.1 21.8 3.3 57.6 71.4 96.0 96.5: 4.0 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: 3 4 6 20 11 27 17: Old : 29: 3 4 6 20 11 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 : 59.0 74.3 79.8 92.0 57.4 71.6 78.0 88.3 Old : 59.0 74.3 79.8 92.0 57.4 71.6 78.0 88.3 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 12, 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 : 128,415: 14,904 7,120 9,445 89,021 96,440 113,370 113,005: 15,045 15,410 Old : 128,415: 14,904 7,120 9,445 89,021 96,440 113,370 113,005: 15,045 15,410 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -2,407: 1,000 1,260 -1,945 -2,749 -2,389 -3,694 -3,074: 1,287 667 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.6 5.5 7.4 69.3 75.1 88.3 88.0: 11.7 12.0 Old : 100.0: 11.6 5.5 7.4 69.3 75.1 88.3 88.0: 11.7 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 : 41: 5 4 6 24 26 31 34: Old : 41: 5 4 6 24 26 31 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 : 55.8 48.8 73.1 63.3 49.0 48.1 62.5 60.6 Old : 55.8 48.8 73.1 63.3 49.0 48.1 62.5 60.6 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 12, 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 : 121,336: 9,468 4,852 10,816 87,208 91,545 107,492 107,213: 13,844 14,123 Old : 121,336: 9,468 4,852 10,816 87,208 91,545 107,492 107,213: 13,844 14,123 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 1,099: -49 975 -1,601 1,625 1,235 -25 609: 1,124 490 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.8 4.0 8.9 71.9 75.4 88.6 88.4: 11.4 11.6 Old : 100.0: 7.8 4.0 8.9 71.9 75.4 88.6 88.4: 11.4 11.6 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 : 39: 4 5 6 22 25 29 33: Old : 39: 4 5 6 22 25 29 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 : 56.7 46.3 76.1 60.5 52.0 45.7 64.3 58.7 Old : 56.7 46.3 76.1 60.5 52.0 45.7 64.3 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 12, 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 : 33,740: 1,720 6,370 1,850 28,635 24,115 32,205 32,335: 1,535 1,405 Old : 33,740: 1,720 6,370 1,850 28,635 24,115 32,205 32,335: 1,535 1,405 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 965: 0 1,800 -490 1,185 -670 695 640: 270 325 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.1 18.9 5.5 84.9 71.5 95.5 95.8: 4.5 4.2 Old : 100.0: 5.1 18.9 5.5 84.9 71.5 95.5 95.8: 4.5 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 : 25: 2 4 2 15 14 18 19: Old : 25: 2 4 2 15 14 18 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 76.9 47.2 89.0 69.8 74.3 37.7 80.2 59.8 Old : 76.9 47.2 89.0 69.8 74.3 37.7 80.2 59.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 27,610: 1,170 5,210 1,965 23,465 19,490 26,600 26,665: 1,010 945 Old : 27,610: 1,170 5,210 1,965 23,465 19,490 26,600 26,665: 1,010 945 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 1,560: 100 1,140 10 1,395 405 1,505 1,555: 55 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 18.9 7.1 85.0 70.6 96.3 96.6: 3.7 3.4 Old : 100.0: 4.2 18.9 7.1 85.0 70.6 96.3 96.6: 3.7 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 3 2 14 15 16 19: Old : 23: 1 3 2 14 15 16 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.5 52.0 93.2 71.7 71.0 38.6 76.5 56.4 Old : 75.5 52.0 93.2 71.7 71.0 38.6 76.5 56.4 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 12, 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 : 24,180: 15,105 0 0 8,250 23,480 23,355 23,480: 825 700 Old : 24,180: 15,105 0 0 8,250 23,480 23,355 23,480: 825 700 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : 250: 1,855 0 -255 -1,130 790 470 535: -220 -285 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 62.5 0.0 0.0 34.1 97.1 96.6 97.1: 3.4 2.9 Old : 100.0: 62.5 0.0 0.0 34.1 97.1 96.6 97.1: 3.4 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 : 23: 4 0 0 13 17 17 17: Old : 23: 4 0 0 13 17 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 : 80.7 75.7 91.4 88.9 79.6 68.4 84.7 80.7 Old : 80.7 75.7 91.4 88.9 79.6 68.4 84.7 80.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD Commitments of Traders with Delta-adjusted Options and Futures Combined, February 12, 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 : 19,050: 8,845 0 75 9,900 18,570 18,820 18,645: 230 405 Old : 19,050: 8,845 0 75 9,900 18,570 18,820 18,645: 230 405 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.4 0.0 0.4 52.0 97.5 98.8 97.9: 1.2 2.1 Old : 100.0: 46.4 0.0 0.4 52.0 97.5 98.8 97.9: 1.2 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 : 20: 4 0 1 9 12 13 13: Old : 20: 4 0 1 9 12 13 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 : 89.2 88.2 96.1 95.0 85.1 80.3 88.9 87.1 Old : 89.2 88.2 96.1 95.0 85.1 80.3 88.9 87.1 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 12, 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 : 62,553: 595 9,820 525 50,393 41,358 51,513 51,703: 11,040 10,850 Old : 62,553: 595 9,820 525 50,393 41,358 51,513 51,703: 11,040 10,850 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -1,115: -400 115 0 -265 -970 -665 -855: -450 -260 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 15.7 0.8 80.6 66.1 82.4 82.7: 17.6 17.3 Old : 100.0: 1.0 15.7 0.8 80.6 66.1 82.4 82.7: 17.6 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 : 31: 2 4 2 22 22 26 26: Old : 31: 2 4 2 22 22 26 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 : 49.6 37.0 68.6 52.9 40.4 25.7 46.7 37.8 Old : 49.6 37.0 68.6 52.9 40.4 25.7 46.7 37.8 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, February 12, 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 : 51,745: 825 5,505 40 36,970 32,805 37,835 38,350: 13,910 13,395 Old : 51,745: 825 5,505 40 36,970 32,805 37,835 38,350: 13,910 13,395 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 5, 2019 : : -1,080: -175 1,005 -140 955 50 640 915: -1,720 -1,995 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 10.6 0.1 71.4 63.4 73.1 74.1: 26.9 25.9 Old : 100.0: 1.6 10.6 0.1 71.4 63.4 73.1 74.1: 26.9 25.9 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 : 26: 2 2 1 18 19 21 21: Old : 26: 2 2 1 18 19 21 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.3 39.6 66.7 53.0 39.5 27.3 42.6 37.9 Old : 51.3 39.6 66.7 53.0 39.5 27.3 42.6 37.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 26, 2019