ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 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 : 31,660: 0 2,060 50 25,999 24,165 26,049 26,275: 5,611 5,385 Old : 31,660: 0 2,060 50 25,999 24,165 26,049 26,275: 5,611 5,385 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2019 : : 1,500: 0 560 0 1,445 885 1,445 1,445: 55 55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 6.5 0.2 82.1 76.3 82.3 83.0: 17.7 17.0 Old : 100.0: 0.0 6.5 0.2 82.1 76.3 82.3 83.0: 17.7 17.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 1 1 13 18 14 19: Old : 22: 0 1 1 13 18 14 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 : 69.8 51.2 78.7 74.7 68.3 51.0 73.5 69.7 Old : 69.8 51.2 78.7 74.7 68.3 51.0 73.5 69.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 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 : 29,890: 0 1,485 50 25,304 24,045 25,354 25,580: 4,536 4,310 Old : 29,890: 0 1,485 50 25,304 24,045 25,354 25,580: 4,536 4,310 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2019 : : 1,069: 0 355 25 974 619 999 999: 70 70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.0 0.2 84.7 80.4 84.8 85.6: 15.2 14.4 Old : 100.0: 0.0 5.0 0.2 84.7 80.4 84.8 85.6: 15.2 14.4 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: 0 1 1 12 17 13 18: Old : 21: 0 1 1 12 17 13 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 : 72.3 52.0 81.7 76.8 71.6 50.6 76.8 73.3 Old : 72.3 52.0 81.7 76.8 71.6 50.6 76.8 73.3 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, March 26, 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 : 64,716: 6,005 5,995 3,765 45,404 44,886 55,174 54,646: 9,542 10,070 Old : 64,716: 6,005 5,995 3,765 45,404 44,886 55,174 54,646: 9,542 10,070 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2019 : : 2,565: 1,170 630 -225 1,615 2,155 2,560 2,560: 5 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.3 9.3 5.8 70.2 69.4 85.3 84.4: 14.7 15.6 Old : 100.0: 9.3 9.3 5.8 70.2 69.4 85.3 84.4: 14.7 15.6 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: 2 3 2 18 21 21 25: Old : 29: 2 3 2 18 21 21 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 : 65.9 50.2 77.9 65.6 62.6 50.0 69.8 62.3 Old : 65.9 50.2 77.9 65.6 62.6 50.0 69.8 62.3 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, March 26, 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 : 62,813: 6,485 7,310 3,720 44,822 43,416 55,027 54,446: 7,786 8,367 Old : 62,813: 6,485 7,310 3,720 44,822 43,416 55,027 54,446: 7,786 8,367 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2019 : : 1,872: 1,320 780 -295 612 1,152 1,637 1,637: 235 235 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.3 11.6 5.9 71.4 69.1 87.6 86.7: 12.4 13.3 Old : 100.0: 10.3 11.6 5.9 71.4 69.1 87.6 86.7: 12.4 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 : 30: 2 3 2 18 21 21 25: Old : 30: 2 3 2 18 21 21 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 : 68.0 54.1 79.4 68.9 64.3 52.9 71.7 64.9 Old : 68.0 54.1 79.4 68.9 64.3 52.9 71.7 64.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Commitments of Traders with Delta-adjusted Options and Futures Combined, March 26, 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 : 23,667: 0 9,585 2,400 17,491 8,252 19,891 20,237: 3,776 3,430 Old : 23,667: 0 9,585 2,400 17,491 8,252 19,891 20,237: 3,776 3,430 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2019 : : 450: 0 -600 1,050 -600 0 450 450: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 40.5 10.1 73.9 34.9 84.0 85.5: 16.0 14.5 Old : 100.0: 0.0 40.5 10.1 73.9 34.9 84.0 85.5: 16.0 14.5 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 : 26: 0 6 3 17 8 20 14: Old : 26: 0 6 3 17 8 20 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 : 42.3 61.2 63.8 76.9 40.8 50.3 57.1 59.7 Old : 42.3 61.2 63.8 76.9 40.8 50.3 57.1 59.7 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, March 26, 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 : 22,653: 0 8,735 2,600 16,307 7,892 18,907 19,227: 3,746 3,426 Old : 22,653: 0 8,735 2,600 16,307 7,892 18,907 19,227: 3,746 3,426 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2019 : : 175: 0 -600 775 -600 0 175 175: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 38.6 11.5 72.0 34.8 83.5 84.9: 16.5 15.1 Old : 100.0: 0.0 38.6 11.5 72.0 34.8 83.5 84.9: 16.5 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 : 26: 0 6 3 18 7 21 13: Old : 26: 0 6 3 18 7 21 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 : 41.8 60.8 63.7 77.2 39.9 49.9 55.4 59.6 Old : 41.8 60.8 63.7 77.2 39.9 49.9 55.4 59.6 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, March 26, 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 : 29,313: 9,985 3,880 1,200 14,393 20,773 25,578 25,853: 3,735 3,460 Old : 29,313: 9,985 3,880 1,200 14,393 20,773 25,578 25,853: 3,735 3,460 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2019 : : 0: -180 0 0 133 -47 -47 -47: 47 47 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.1 13.2 4.1 49.1 70.9 87.3 88.2: 12.7 11.8 Old : 100.0: 34.1 13.2 4.1 49.1 70.9 87.3 88.2: 12.7 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 : 20: 5 1 2 12 7 18 9: Old : 20: 5 1 2 12 7 18 9: 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 : 57.0 75.0 78.2 88.1 53.9 72.2 71.6 76.6 Old : 57.0 75.0 78.2 88.1 53.9 72.2 71.6 76.6 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, March 26, 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 : 33,421: 11,855 0 75 17,883 29,492 29,813 29,567: 3,608 3,854 Old : 33,421: 11,855 0 75 17,883 29,492 29,813 29,567: 3,608 3,854 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2019 : : 1,650: 630 0 0 1,020 1,650 1,650 1,650: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.5 0.0 0.2 53.5 88.2 89.2 88.5: 10.8 11.5 Old : 100.0: 35.5 0.0 0.2 53.5 88.2 89.2 88.5: 10.8 11.5 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 : 26: 5 0 1 12 16 17 17: Old : 26: 5 0 1 12 16 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 : 49.1 71.7 70.6 83.3 47.1 67.9 65.7 76.2 Old : 49.1 71.7 70.6 83.3 47.1 67.9 65.7 76.2 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, March 26, 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 : 32,183: 11,375 0 75 16,913 28,269 28,363 28,344: 3,820 3,839 Old : 32,183: 11,375 0 75 16,913 28,269 28,363 28,344: 3,820 3,839 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2019 : : 1,650: 630 0 0 1,020 1,650 1,650 1,650: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.3 0.0 0.2 52.6 87.8 88.1 88.1: 11.9 11.9 Old : 100.0: 35.3 0.0 0.2 52.6 87.8 88.1 88.1: 11.9 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 : 23: 5 0 1 10 13 15 14: Old : 23: 5 0 1 10 13 15 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.0 75.8 74.3 85.6 51.0 71.7 72.0 77.6 Old : 51.0 75.8 74.3 85.6 51.0 71.7 72.0 77.6 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, March 26, 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 : 30,140: 6,940 480 2,450 17,160 23,840 26,550 26,770: 3,590 3,370 Old : 30,140: 6,940 480 2,450 17,160 23,840 26,550 26,770: 3,590 3,370 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2019 : : 500: 200 0 0 40 240 240 240: 260 260 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.0 1.6 8.1 56.9 79.1 88.1 88.8: 11.9 11.2 Old : 100.0: 23.0 1.6 8.1 56.9 79.1 88.1 88.8: 11.9 11.2 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: 7 2 2 16 10 24 13: Old : 29: 7 2 2 16 10 24 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 : 44.3 75.2 65.7 85.7 39.8 68.5 54.2 72.0 Old : 44.3 75.2 65.7 85.7 39.8 68.5 54.2 72.0 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, March 26, 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 : 29,280: 7,205 130 2,550 16,000 23,295 25,755 25,975: 3,525 3,305 Old : 29,280: 7,205 130 2,550 16,000 23,295 25,755 25,975: 3,525 3,305 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2019 : : 500: 200 0 0 75 275 275 275: 225 225 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.6 0.4 8.7 54.6 79.6 88.0 88.7: 12.0 11.3 Old : 100.0: 24.6 0.4 8.7 54.6 79.6 88.0 88.7: 12.0 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 : 27: 6 1 2 16 9 23 12: Old : 27: 6 1 2 16 9 23 12: 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 : 45.1 75.6 66.4 86.5 38.0 69.8 54.7 72.5 Old : 45.1 75.6 66.4 86.5 38.0 69.8 54.7 72.5 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, March 26, 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 : 15,030: 830 6,005 415 12,160 7,270 13,405 13,690: 1,625 1,340 Old : 15,030: 830 6,005 415 12,160 7,270 13,405 13,690: 1,625 1,340 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2019 : : 1,600: 600 1,405 -35 1,010 205 1,575 1,575: 25 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 40.0 2.8 80.9 48.4 89.2 91.1: 10.8 8.9 Old : 100.0: 5.5 40.0 2.8 80.9 48.4 89.2 91.1: 10.8 8.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 6 1 17 12 18 19: Old : 25: 1 6 1 17 12 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 : 56.5 63.2 80.4 79.8 52.5 63.1 71.7 72.7 Old : 56.5 63.2 80.4 79.8 52.5 63.1 71.7 72.7 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, March 26, 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 : 14,400: 1,030 6,005 405 11,365 6,615 12,800 13,025: 1,600 1,375 Old : 14,400: 1,030 6,005 405 11,365 6,615 12,800 13,025: 1,600 1,375 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2019 : : 1,600: 600 1,405 -35 1,010 205 1,575 1,575: 25 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 41.7 2.8 78.9 45.9 88.9 90.5: 11.1 9.5 Old : 100.0: 7.2 41.7 2.8 78.9 45.9 88.9 90.5: 11.1 9.5 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 : 25: 1 6 1 15 12 16 19: Old : 25: 1 6 1 15 12 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 : 56.6 62.8 80.8 79.9 51.3 62.8 72.8 73.1 Old : 56.6 62.8 80.8 79.9 51.3 62.8 72.8 73.1 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, March 26, 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 : 49,480: 12,580 18,755 745 30,575 25,070 43,900 44,570: 5,580 4,910 Old : 49,480: 12,580 18,755 745 30,575 25,070 43,900 44,570: 5,580 4,910 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2019 : : 520: 1,030 2,250 -2,405 1,210 -10 -165 -165: 685 685 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.4 37.9 1.5 61.8 50.7 88.7 90.1: 11.3 9.9 Old : 100.0: 25.4 37.9 1.5 61.8 50.7 88.7 90.1: 11.3 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 : 29: 3 5 6 15 18 21 26: Old : 29: 3 5 6 15 18 21 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 : 59.0 62.7 74.8 83.4 58.1 62.3 71.9 77.8 Old : 59.0 62.7 74.8 83.4 58.1 62.3 71.9 77.8 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, March 26, 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 : 49,530: 12,310 18,805 940 30,595 24,740 43,845 44,485: 5,685 5,045 Old : 49,530: 12,310 18,805 940 30,595 24,740 43,845 44,485: 5,685 5,045 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2019 : : 565: 1,030 2,250 -2,360 1,150 -70 -180 -180: 745 745 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.9 38.0 1.9 61.8 49.9 88.5 89.8: 11.5 10.2 Old : 100.0: 24.9 38.0 1.9 61.8 49.9 88.5 89.8: 11.5 10.2 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: 3 5 6 14 19 20 27: Old : 29: 3 5 6 14 19 20 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 : 61.0 61.2 75.6 82.6 60.4 60.9 72.9 77.3 Old : 61.0 61.2 75.6 82.6 60.4 60.9 72.9 77.3 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, March 26, 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 : 57,170: 21,095 15,690 720 32,740 38,365 54,555 54,775: 2,615 2,395 Old : 57,170: 21,095 15,690 720 32,740 38,365 54,555 54,775: 2,615 2,395 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2019 : : 2,475: 2,225 150 -270 418 2,493 2,373 2,373: 102 102 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.9 27.4 1.3 57.3 67.1 95.4 95.8: 4.6 4.2 Old : 100.0: 36.9 27.4 1.3 57.3 67.1 95.4 95.8: 4.6 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: 4 3 4 19 11 25 16: Old : 29: 4 3 4 19 11 25 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 : 57.4 79.8 77.6 92.5 56.9 76.4 76.9 87.6 Old : 57.4 79.8 77.6 92.5 56.9 76.4 76.9 87.6 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, March 26, 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 : 52,064: 20,075 12,155 745 28,218 37,213 49,038 50,113: 3,026 1,951 Old : 52,064: 20,075 12,155 745 28,218 37,213 49,038 50,113: 3,026 1,951 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2019 : : 2,054: 2,050 150 -270 276 2,176 2,056 2,056: -2 -2 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.6 23.3 1.4 54.2 71.5 94.2 96.3: 5.8 3.7 Old : 100.0: 38.6 23.3 1.4 54.2 71.5 94.2 96.3: 5.8 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 : 27: 4 3 4 17 10 23 15: Old : 27: 4 3 4 17 10 23 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.5 75.9 78.9 92.0 58.9 72.5 78.2 87.7 Old : 59.5 75.9 78.9 92.0 58.9 72.5 78.2 87.7 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, March 26, 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 : 131,372: 17,849 8,705 9,130 88,319 97,118 115,298 114,953: 16,074 16,419 Old : 131,372: 17,849 8,705 9,130 88,319 97,118 115,298 114,953: 16,074 16,419 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2019 : : 2,161: -1,005 745 540 2,226 476 1,761 1,761: 400 400 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.6 6.6 6.9 67.2 73.9 87.8 87.5: 12.2 12.5 Old : 100.0: 13.6 6.6 6.9 67.2 73.9 87.8 87.5: 12.2 12.5 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 : 39: 4 4 6 24 26 31 34: Old : 39: 4 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 : 56.8 47.7 72.4 60.6 50.2 46.3 61.8 58.3 Old : 56.8 47.7 72.4 60.6 50.2 46.3 61.8 58.3 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, March 26, 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 : 121,789: 11,494 6,427 10,140 87,083 91,895 108,717 108,462: 13,072 13,327 Old : 121,789: 11,494 6,427 10,140 87,083 91,895 108,717 108,462: 13,072 13,327 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2019 : : 1,456: -980 595 460 2,031 456 1,511 1,511: -55 -55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 5.3 8.3 71.5 75.5 89.3 89.1: 10.7 10.9 Old : 100.0: 9.4 5.3 8.3 71.5 75.5 89.3 89.1: 10.7 10.9 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 : 37: 4 4 7 20 23 27 32: Old : 37: 4 4 7 20 23 27 32: 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 46.6 75.7 60.1 51.7 45.3 64.4 57.9 Old : 56.1 46.6 75.7 60.1 51.7 45.3 64.4 57.9 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, March 26, 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 : 36,030: 1,520 4,650 2,325 30,770 27,525 34,615 34,500: 1,415 1,530 Old : 36,030: 1,520 4,650 2,325 30,770 27,525 34,615 34,500: 1,415 1,530 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2019 : : 325: -50 350 -300 920 520 570 570: -245 -245 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 12.9 6.5 85.4 76.4 96.1 95.8: 3.9 4.2 Old : 100.0: 4.2 12.9 6.5 85.4 76.4 96.1 95.8: 3.9 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: 1 4 3 12 16 15 21: Old : 25: 1 4 3 12 16 15 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 : 73.9 43.1 88.1 67.9 71.5 40.1 77.5 58.8 Old : 73.9 43.1 88.1 67.9 71.5 40.1 77.5 58.8 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, March 26, 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 : 31,710: 1,320 2,845 3,420 25,935 24,265 30,675 30,530: 1,035 1,180 Old : 31,710: 1,320 2,845 3,420 25,935 24,265 30,675 30,530: 1,035 1,180 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2019 : : 995: 100 300 -250 1,485 1,285 1,335 1,335: -340 -340 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.2 9.0 10.8 81.8 76.5 96.7 96.3: 3.3 3.7 Old : 100.0: 4.2 9.0 10.8 81.8 76.5 96.7 96.3: 3.3 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 : 23: 1 3 3 13 16 16 20: Old : 23: 1 3 3 13 16 16 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 : 74.3 43.3 88.9 67.8 66.7 33.2 70.3 50.7 Old : 74.3 43.3 88.9 67.8 66.7 33.2 70.3 50.7 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, March 26, 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 : 26,885: 17,280 0 0 8,870 26,280 26,150 26,280: 735 605 Old : 26,885: 17,280 0 0 8,870 26,280 26,150 26,280: 735 605 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2019 : : 115: -50 0 0 165 115 115 115: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.3 0.0 0.0 33.0 97.7 97.3 97.7: 2.7 2.3 Old : 100.0: 64.3 0.0 0.0 33.0 97.7 97.3 97.7: 2.7 2.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 4 0 0 12 17 16 17: Old : 23: 4 0 0 12 17 16 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 : 83.4 74.3 91.9 89.9 80.7 66.4 84.6 81.2 Old : 83.4 74.3 91.9 89.9 80.7 66.4 84.6 81.2 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, March 26, 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 : 26,080: 15,450 190 110 10,315 25,525 25,875 25,825: 205 255 Old : 26,080: 15,450 190 110 10,315 25,525 25,875 25,825: 205 255 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.2 0.7 0.4 39.6 97.9 99.2 99.0: 0.8 1.0 Old : 100.0: 59.2 0.7 0.4 39.6 97.9 99.2 99.0: 0.8 1.0 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 : 20: 3 1 1 9 12 13 13: Old : 20: 3 1 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 : 93.1 82.1 97.3 96.5 87.6 75.7 90.1 88.5 Old : 93.1 82.1 97.3 96.5 87.6 75.7 90.1 88.5 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, March 26, 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 : 68,760: 0 12,785 1,375 55,490 42,885 56,865 57,045: 11,895 11,715 Old : 68,760: 0 12,785 1,375 55,490 42,885 56,865 57,045: 11,895 11,715 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2019 : : 1,070: 0 510 100 1,030 425 1,130 1,035: -60 35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 18.6 2.0 80.7 62.4 82.7 83.0: 17.3 17.0 Old : 100.0: 0.0 18.6 2.0 80.7 62.4 82.7 83.0: 17.3 17.0 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: 0 4 3 23 22 26 26: Old : 30: 0 4 3 23 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 : 48.2 42.0 65.1 55.9 41.3 33.6 49.7 43.8 Old : 48.2 42.0 65.1 55.9 41.3 33.6 49.7 43.8 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, March 26, 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 : 56,560: 425 7,535 1,225 41,440 34,870 43,090 43,630: 13,470 12,930 Old : 56,560: 425 7,535 1,225 41,440 34,870 43,090 43,630: 13,470 12,930 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 19, 2019 : : 790: 0 -450 450 440 890 890 890: -100 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 13.3 2.2 73.3 61.7 76.2 77.1: 23.8 22.9 Old : 100.0: 0.8 13.3 2.2 73.3 61.7 76.2 77.1: 23.8 22.9 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 3 2 20 20 23 23: Old : 27: 1 3 2 20 20 23 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 : 46.3 46.7 63.8 61.7 39.4 35.6 46.6 44.8 Old : 46.3 46.7 63.8 61.7 39.4 35.6 46.6 44.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 3, 2019