MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 12, 2019 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : 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 19, 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 : 63,379: 4,460 5,440 4,120 46,963 45,579 55,543 55,139: 7,836 8,240 Old : 63,379: 4,460 5,440 4,120 46,963 45,579 55,543 55,139: 7,836 8,240 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 12, 2019 : : -515: -1,650 0 360 805 -605 -485 -245: -30 -270 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 8.6 6.5 74.1 71.9 87.6 87.0: 12.4 13.0 Old : 100.0: 7.0 8.6 6.5 74.1 71.9 87.6 87.0: 12.4 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 : 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 : 67.1 51.6 83.6 66.6 63.4 51.5 72.0 66.0 Old : 67.1 51.6 83.6 66.6 63.4 51.5 72.0 66.0 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 19, 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 : 63,036: 4,775 5,650 4,315 46,652 45,311 55,742 55,276: 7,294 7,760 Old : 63,036: 4,775 5,650 4,315 46,652 45,311 55,742 55,276: 7,294 7,760 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 12, 2019 : : -180: -1,440 210 510 825 -825 -105 -105: -75 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.6 9.0 6.8 74.0 71.9 88.4 87.7: 11.6 12.3 Old : 100.0: 7.6 9.0 6.8 74.0 71.9 88.4 87.7: 11.6 12.3 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 : 30: 2 3 2 15 22 18 26: Old : 30: 2 3 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 : 68.3 53.5 83.1 68.4 64.6 53.3 71.4 66.0 Old : 68.3 53.5 83.1 68.4 64.6 53.3 71.4 66.0 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 19, 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 : 22,540: 0 9,710 935 17,417 8,032 18,352 18,677: 4,188 3,863 Old : 22,540: 0 9,710 935 17,417 8,032 18,352 18,677: 4,188 3,863 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 12, 2019 : : 1,010: -45 150 245 750 555 950 950: 60 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 43.1 4.1 77.3 35.6 81.4 82.9: 18.6 17.1 Old : 100.0: 0.0 43.1 4.1 77.3 35.6 81.4 82.9: 18.6 17.1 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 : 27: 0 6 3 18 11 21 17: Old : 27: 0 6 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 : 43.2 57.3 64.9 73.0 41.5 53.5 58.8 62.4 Old : 43.2 57.3 64.9 73.0 41.5 53.5 58.8 62.4 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 19, 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 : 22,320: 0 9,385 935 17,112 8,047 18,047 18,367: 4,273 3,953 Old : 22,320: 0 9,385 935 17,112 8,047 18,047 18,367: 4,273 3,953 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 12, 2019 : : 1,010: -45 150 245 750 555 950 950: 60 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 42.0 4.2 76.7 36.1 80.9 82.3: 19.1 17.7 Old : 100.0: 0.0 42.0 4.2 76.7 36.1 80.9 82.3: 19.1 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: 0 6 3 18 11 21 17: Old : 27: 0 6 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 : 44.1 56.4 64.6 72.3 41.7 52.6 56.9 61.6 Old : 44.1 56.4 64.6 72.3 41.7 52.6 56.9 61.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM Commitments of Traders with Delta-adjusted Options and Futures Combined, February 19, 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 : 31,599: 12,980 0 125 14,736 27,469 27,841 27,594: 3,758 4,005 Old : 31,599: 12,980 0 125 14,736 27,469 27,841 27,594: 3,758 4,005 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 12, 2019 : : 755: 720 0 0 35 755 755 755: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.1 0.0 0.4 46.6 86.9 88.1 87.3: 11.9 12.7 Old : 100.0: 41.1 0.0 0.4 46.6 86.9 88.1 87.3: 11.9 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 : 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 : 54.8 71.6 73.3 82.0 54.7 68.6 72.1 78.0 Old : 54.8 71.6 73.3 82.0 54.7 68.6 72.1 78.0 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 19, 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 : 30,507: 11,940 0 125 14,437 26,378 26,502 26,503: 4,005 4,004 Old : 30,507: 11,940 0 125 14,437 26,378 26,502 26,503: 4,005 4,004 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 12, 2019 : : 755: 720 0 0 35 755 755 755: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.1 0.0 0.4 47.3 86.5 86.9 86.9: 13.1 13.1 Old : 100.0: 39.1 0.0 0.4 47.3 86.5 86.9 86.9: 13.1 13.1 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: 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 : 55.0 75.0 77.1 84.1 54.8 71.7 76.3 79.5 Old : 55.0 75.0 77.1 84.1 54.8 71.7 76.3 79.5 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 19, 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 : 31,365: 8,210 490 1,385 18,430 26,370 28,025 28,245: 3,340 3,120 Old : 31,365: 8,210 490 1,385 18,430 26,370 28,025 28,245: 3,340 3,120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 12, 2019 : : 50: -25 -25 25 50 50 50 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.2 1.6 4.4 58.8 84.1 89.4 90.1: 10.6 9.9 Old : 100.0: 26.2 1.6 4.4 58.8 84.1 89.4 90.1: 10.6 9.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 7 2 4 18 10 27 14: Old : 32: 7 2 4 18 10 27 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 : 51.3 75.1 71.4 87.0 47.3 73.0 67.4 80.6 Old : 51.3 75.1 71.4 87.0 47.3 73.0 67.4 80.6 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 19, 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 : 30,015: 8,880 165 960 16,970 25,905 26,810 27,030: 3,205 2,985 Old : 30,015: 8,880 165 960 16,970 25,905 26,810 27,030: 3,205 2,985 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 12, 2019 : : 50: 0 0 0 50 50 50 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.6 0.5 3.2 56.5 86.3 89.3 90.1: 10.7 9.9 Old : 100.0: 29.6 0.5 3.2 56.5 86.3 89.3 90.1: 10.7 9.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 8 1 4 18 9 27 13: Old : 31: 8 1 4 18 9 27 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 : 52.3 76.9 72.1 87.4 49.9 75.3 69.7 83.6 Old : 52.3 76.9 72.1 87.4 49.9 75.3 69.7 83.6 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 19, 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 : 14,660: 400 4,440 540 11,965 8,230 12,905 13,210: 1,755 1,450 Old : 14,660: 400 4,440 540 11,965 8,230 12,905 13,210: 1,755 1,450 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 12, 2019 : : 750: 0 770 0 770 0 770 770: -20 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 30.3 3.7 81.6 56.1 88.0 90.1: 12.0 9.9 Old : 100.0: 2.7 30.3 3.7 81.6 56.1 88.0 90.1: 12.0 9.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 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 : 59.4 59.0 77.6 76.6 55.2 59.0 68.9 69.1 Old : 59.4 59.0 77.6 76.6 55.2 59.0 68.9 69.1 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 19, 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 : 14,000: 500 4,430 530 11,245 7,560 12,275 12,520: 1,725 1,480 Old : 14,000: 500 4,430 530 11,245 7,560 12,275 12,520: 1,725 1,480 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 12, 2019 : : 750: 0 770 0 770 0 770 770: -20 -20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.6 31.6 3.8 80.3 54.0 87.7 89.4: 12.3 10.6 Old : 100.0: 3.6 31.6 3.8 80.3 54.0 87.7 89.4: 12.3 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 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 : 59.2 58.9 77.8 77.0 54.9 58.9 69.1 69.9 Old : 59.2 58.9 77.8 77.0 54.9 58.9 69.1 69.9 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 19, 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 : 51,430: 12,040 17,370 3,380 31,225 26,475 46,645 47,225: 4,785 4,205 Old : 51,430: 12,040 17,370 3,380 31,225 26,475 46,645 47,225: 4,785 4,205 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 12, 2019 : : 595: 1,150 225 0 -115 810 1,035 1,035: -440 -440 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.4 33.8 6.6 60.7 51.5 90.7 91.8: 9.3 8.2 Old : 100.0: 23.4 33.8 6.6 60.7 51.5 90.7 91.8: 9.3 8.2 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 : 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 : 60.9 62.2 76.0 82.9 56.0 60.1 69.2 75.0 Old : 60.9 62.2 76.0 82.9 56.0 60.1 69.2 75.0 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 19, 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 : 51,275: 11,895 17,370 3,310 31,255 26,320 46,460 47,000: 4,815 4,275 Old : 51,275: 11,895 17,370 3,310 31,255 26,320 46,460 47,000: 4,815 4,275 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 12, 2019 : : 575: 1,150 225 0 -60 865 1,090 1,090: -515 -515 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.2 33.9 6.5 61.0 51.3 90.6 91.7: 9.4 8.3 Old : 100.0: 23.2 33.9 6.5 61.0 51.3 90.6 91.7: 9.4 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 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 : 62.2 63.4 76.9 82.3 58.2 61.1 71.0 74.9 Old : 62.2 63.4 76.9 82.3 58.2 61.1 71.0 74.9 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 19, 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 : 56,470: 18,770 14,270 1,785 33,562 38,292 54,117 54,347: 2,353 2,123 Old : 56,470: 18,770 14,270 1,785 33,562 38,292 54,117 54,347: 2,353 2,123 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 12, 2019 : : 55: -375 75 200 130 -320 -45 -45: 100 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.2 25.3 3.2 59.4 67.8 95.8 96.2: 4.2 3.8 Old : 100.0: 33.2 25.3 3.2 59.4 67.8 95.8 96.2: 4.2 3.8 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: 3 3 6 21 11 28 17: Old : 29: 3 3 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 : 57.5 78.8 78.5 92.4 56.1 75.8 76.9 88.1 Old : 57.5 78.8 78.5 92.4 56.1 75.8 76.9 88.1 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 19, 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 : 52,056: 18,150 11,385 1,810 29,932 36,927 49,892 50,122: 2,164 1,934 Old : 52,056: 18,150 11,385 1,810 29,932 36,927 49,892 50,122: 2,164 1,934 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 12, 2019 : : 115: -75 75 90 0 -150 15 15: 100 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.9 21.9 3.5 57.5 70.9 95.8 96.3: 4.2 3.7 Old : 100.0: 34.9 21.9 3.5 57.5 70.9 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: 3 3 6 20 11 27 17: Old : 29: 3 3 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 : 58.9 74.2 79.5 91.8 57.3 71.7 77.7 88.3 Old : 58.9 74.2 79.5 91.8 57.3 71.7 77.7 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 19, 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 : 129,145: 15,869 7,020 9,300 88,531 97,015 113,700 113,335: 15,445 15,810 Old : 129,145: 15,869 7,020 9,300 88,531 97,015 113,700 113,335: 15,445 15,810 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 12, 2019 : : 730: 965 -100 -145 -490 575 330 330: 400 400 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 5.4 7.2 68.6 75.1 88.0 87.8: 12.0 12.2 Old : 100.0: 12.3 5.4 7.2 68.6 75.1 88.0 87.8: 12.0 12.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 4 4 7 24 27 31 36: Old : 42: 4 4 7 24 27 31 36: 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 : 55.7 48.7 72.8 62.7 48.7 48.0 62.1 60.5 Old : 55.7 48.7 72.8 62.7 48.7 48.0 62.1 60.5 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, February 19, 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 : 121,946: 10,283 4,902 10,651 86,768 91,870 107,702 107,423: 14,244 14,523 Old : 121,946: 10,283 4,902 10,651 86,768 91,870 107,702 107,423: 14,244 14,523 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 12, 2019 : : 610: 815 50 -165 -440 325 210 210: 400 400 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.4 4.0 8.7 71.2 75.3 88.3 88.1: 11.7 11.9 Old : 100.0: 8.4 4.0 8.7 71.2 75.3 88.3 88.1: 11.7 11.9 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 : 40: 4 4 7 22 26 29 35: Old : 40: 4 4 7 22 26 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 : 56.2 46.3 75.7 60.2 51.5 45.7 64.3 58.7 Old : 56.2 46.3 75.7 60.2 51.5 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 19, 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 : 34,940: 1,720 6,370 1,850 29,835 25,315 33,405 33,535: 1,535 1,405 Old : 34,940: 1,720 6,370 1,850 29,835 25,315 33,405 33,535: 1,535 1,405 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 12, 2019 : : 1,200: 0 0 0 1,200 1,200 1,200 1,200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.9 18.2 5.3 85.4 72.5 95.6 96.0: 4.4 4.0 Old : 100.0: 4.9 18.2 5.3 85.4 72.5 95.6 96.0: 4.4 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 : 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 : 77.7 46.4 89.4 68.7 75.2 37.3 80.9 58.6 Old : 77.7 46.4 89.4 68.7 75.2 37.3 80.9 58.6 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 19, 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 : 29,195: 1,170 4,475 2,700 24,315 21,040 28,185 28,215: 1,010 980 Old : 29,195: 1,170 4,475 2,700 24,315 21,040 28,185 28,215: 1,010 980 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 12, 2019 : : 1,585: 0 -735 735 850 1,550 1,585 1,550: 0 35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 15.3 9.2 83.3 72.1 96.5 96.6: 3.5 3.4 Old : 100.0: 4.0 15.3 9.2 83.3 72.1 96.5 96.6: 3.5 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 : 77.6 51.3 93.6 71.9 70.1 37.4 75.3 54.9 Old : 77.6 51.3 93.6 71.9 70.1 37.4 75.3 54.9 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 19, 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 : 27,180: 18,105 0 0 8,250 26,480 26,355 26,480: 825 700 Old : 27,180: 18,105 0 0 8,250 26,480 26,355 26,480: 825 700 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 12, 2019 : : 3,000: 3,000 0 0 0 3,000 3,000 3,000: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.6 0.0 0.0 30.4 97.4 97.0 97.4: 3.0 2.6 Old : 100.0: 66.6 0.0 0.0 30.4 97.4 97.0 97.4: 3.0 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 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 : 82.8 75.4 92.3 88.9 81.9 69.0 86.4 81.7 Old : 82.8 75.4 92.3 88.9 81.9 69.0 86.4 81.7 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 19, 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 : 22,050: 11,845 0 75 9,900 21,570 21,820 21,645: 230 405 Old : 22,050: 11,845 0 75 9,900 21,570 21,820 21,645: 230 405 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 12, 2019 : : 3,000: 3,000 0 0 0 3,000 3,000 3,000: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.7 0.0 0.3 44.9 97.8 99.0 98.2: 1.0 1.8 Old : 100.0: 53.7 0.0 0.3 44.9 97.8 99.0 98.2: 1.0 1.8 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 : 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 : 90.7 82.6 96.7 95.7 87.2 75.8 90.4 88.8 Old : 90.7 82.6 96.7 95.7 87.2 75.8 90.4 88.8 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, February 19, 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 : 65,893: 595 11,920 825 52,433 41,298 53,853 54,043: 12,040 11,850 Old : 65,893: 595 11,920 825 52,433 41,298 53,853 54,043: 12,040 11,850 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 12, 2019 : : 3,340: 0 2,100 300 2,040 -60 2,340 2,340: 1,000 1,000 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 18.1 1.3 79.6 62.7 81.7 82.0: 18.3 18.0 Old : 100.0: 0.9 18.1 1.3 79.6 62.7 81.7 82.0: 18.3 18.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 2 4 2 23 21 27 25: Old : 32: 2 4 2 23 21 27 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 : 45.9 39.2 64.4 54.2 40.8 28.8 48.9 40.1 Old : 45.9 39.2 64.4 54.2 40.8 28.8 48.9 40.1 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 19, 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 : 54,540: 825 8,640 40 39,250 31,950 40,115 40,630: 14,425 13,910 Old : 54,540: 825 8,640 40 39,250 31,950 40,115 40,630: 14,425 13,910 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: February 12, 2019 : : 2,795: 0 3,135 0 2,280 -855 2,280 2,280: 515 515 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 15.8 0.1 72.0 58.6 73.6 74.5: 26.4 25.5 Old : 100.0: 1.5 15.8 0.1 72.0 58.6 73.6 74.5: 26.4 25.5 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: 2 2 1 19 19 22 21: Old : 27: 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 : 45.9 42.8 64.3 55.2 38.7 31.9 44.1 41.7 Old : 45.9 42.8 64.3 55.2 38.7 31.9 44.1 41.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 01, 2019