ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 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 : 33,165: 0 2,860 0 27,889 25,255 27,889 28,115: 5,276 5,050 Old : 33,165: 0 2,860 0 27,889 25,255 27,889 28,115: 5,276 5,050 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2019 : : 1,505: 0 800 -50 1,890 1,090 1,840 1,840: -335 -335 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 8.6 0.0 84.1 76.1 84.1 84.8: 15.9 15.2 Old : 100.0: 0.0 8.6 0.0 84.1 76.1 84.1 84.8: 15.9 15.2 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 : 22: 0 1 0 13 18 13 19: Old : 22: 0 1 0 13 18 13 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 : 73.0 50.0 81.2 73.2 71.6 49.6 76.6 70.1 Old : 73.0 50.0 81.2 73.2 71.6 49.6 76.6 70.1 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, April 02, 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 : 30,940: 0 1,785 165 26,524 24,965 26,689 26,915: 4,251 4,025 Old : 30,940: 0 1,785 165 26,524 24,965 26,689 26,915: 4,251 4,025 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2019 : : 1,050: 0 300 115 1,220 920 1,335 1,335: -285 -285 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.8 0.5 85.7 80.7 86.3 87.0: 13.7 13.0 Old : 100.0: 0.0 5.8 0.5 85.7 80.7 86.3 87.0: 13.7 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 : 21: 0 1 1 13 17 14 18: Old : 21: 0 1 1 13 17 14 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.2 50.9 83.1 75.2 74.8 49.8 79.0 72.8 Old : 75.2 50.9 83.1 75.2 74.8 49.8 79.0 72.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 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 : 66,203: 7,760 6,295 3,765 45,207 46,198 56,732 56,258: 9,471 9,945 Old : 66,203: 7,760 6,295 3,765 45,207 46,198 56,732 56,258: 9,471 9,945 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2019 : : 1,487: 1,755 300 0 -197 1,312 1,558 1,612: -71 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.7 9.5 5.7 68.3 69.8 85.7 85.0: 14.3 15.0 Old : 100.0: 11.7 9.5 5.7 68.3 69.8 85.7 85.0: 14.3 15.0 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 : 31: 2 3 2 20 23 23 27: Old : 31: 2 3 2 20 23 23 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 : 66.7 49.1 78.4 64.8 63.5 48.9 70.9 61.8 Old : 66.7 49.1 78.4 64.8 63.5 48.9 70.9 61.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 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 : 64,533: 8,240 7,610 3,720 44,919 44,968 56,879 56,298: 7,654 8,235 Old : 64,533: 8,240 7,610 3,720 44,919 44,968 56,879 56,298: 7,654 8,235 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2019 : : 1,720: 1,755 300 0 97 1,552 1,852 1,852: -132 -132 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.8 11.8 5.8 69.6 69.7 88.1 87.2: 11.9 12.8 Old : 100.0: 12.8 11.8 5.8 69.6 69.7 88.1 87.2: 11.9 12.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 3 2 17 22 20 26: Old : 30: 2 3 2 17 22 20 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 : 68.7 53.6 79.8 68.5 65.1 51.7 72.7 65.1 Old : 68.7 53.6 79.8 68.5 65.1 51.7 72.7 65.1 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, April 02, 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 : 23,672: 0 9,560 2,455 17,466 8,252 19,921 20,267: 3,751 3,405 Old : 23,672: 0 9,560 2,455 17,466 8,252 19,921 20,267: 3,751 3,405 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2019 : : 5: 0 -25 55 -25 0 30 30: -25 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 40.4 10.4 73.8 34.9 84.2 85.6: 15.8 14.4 Old : 100.0: 0.0 40.4 10.4 73.8 34.9 84.2 85.6: 15.8 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 : 26: 0 6 4 17 8 21 14: Old : 26: 0 6 4 17 8 21 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 : 42.2 60.9 63.7 76.6 40.6 49.8 57.0 59.2 Old : 42.2 60.9 63.7 76.6 40.6 49.8 57.0 59.2 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, April 02, 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 : 22,658: 0 8,710 2,655 16,282 7,892 18,937 19,257: 3,721 3,401 Old : 22,658: 0 8,710 2,655 16,282 7,892 18,937 19,257: 3,721 3,401 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2019 : : 5: 0 -25 55 -25 0 30 30: -25 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 38.4 11.7 71.9 34.8 83.6 85.0: 16.4 15.0 Old : 100.0: 0.0 38.4 11.7 71.9 34.8 83.6 85.0: 16.4 15.0 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 : 26: 0 6 4 18 7 22 13: Old : 26: 0 6 4 18 7 22 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 60.5 63.6 76.8 39.9 49.3 55.2 59.0 Old : 41.8 60.5 63.6 76.8 39.9 49.3 55.2 59.0 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, April 02, 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 : 29,488: 10,585 3,880 775 14,393 21,373 25,753 26,028: 3,735 3,460 Old : 29,488: 10,585 3,880 775 14,393 21,373 25,753 26,028: 3,735 3,460 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2019 : : 175: 600 0 -425 0 600 175 175: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.9 13.2 2.6 48.8 72.5 87.3 88.3: 12.7 11.7 Old : 100.0: 35.9 13.2 2.6 48.8 72.5 87.3 88.3: 12.7 11.7 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 : 21: 6 1 2 12 7 19 9: Old : 21: 6 1 2 12 7 19 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 : 59.1 76.6 78.3 88.2 57.4 73.8 73.2 78.2 Old : 59.1 76.6 78.3 88.2 57.4 73.8 73.2 78.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 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 : 28,354: 10,162 3,495 775 13,911 20,728 24,848 24,998: 3,506 3,356 Old : 28,354: 10,162 3,495 775 13,911 20,728 24,848 24,998: 3,506 3,356 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.8 12.3 2.7 49.1 73.1 87.6 88.2: 12.4 11.8 Old : 100.0: 35.8 12.3 2.7 49.1 73.1 87.6 88.2: 12.4 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: 6 1 2 11 5 18 7: Old : 20: 6 1 2 11 5 18 7: 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 : 57.3 79.2 76.8 88.2 55.6 76.8 72.0 78.1 Old : 57.3 79.2 76.8 88.2 55.6 76.8 72.0 78.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 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 : 34,321: 12,335 0 75 18,003 30,092 30,413 30,167: 3,908 4,154 Old : 34,321: 12,335 0 75 18,003 30,092 30,413 30,167: 3,908 4,154 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2019 : : 900: 480 0 0 120 600 600 600: 300 300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.9 0.0 0.2 52.5 87.7 88.6 87.9: 11.4 12.1 Old : 100.0: 35.9 0.0 0.2 52.5 87.7 88.6 87.9: 11.4 12.1 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: 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 : 48.7 72.4 70.7 82.9 46.7 69.3 67.2 77.4 Old : 48.7 72.4 70.7 82.9 46.7 69.3 67.2 77.4 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, April 02, 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 : 33,083: 11,555 0 75 17,333 28,869 28,963 28,944: 4,120 4,139 Old : 33,083: 11,555 0 75 17,333 28,869 28,963 28,944: 4,120 4,139 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2019 : : 900: 180 0 0 420 600 600 600: 300 300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.9 0.0 0.2 52.4 87.3 87.5 87.5: 12.5 12.5 Old : 100.0: 34.9 0.0 0.2 52.4 87.3 87.5 87.5: 12.5 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 : 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 : 50.5 74.2 74.1 85.0 50.5 70.2 71.5 78.2 Old : 50.5 74.2 74.1 85.0 50.5 70.2 71.5 78.2 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, April 02, 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 : 33,615: 10,470 350 1,055 18,545 28,885 30,070 30,290: 3,545 3,325 Old : 33,615: 10,470 350 1,055 18,545 28,885 30,070 30,290: 3,545 3,325 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2019 : : 3,475: 3,530 -130 -1,395 1,385 5,045 3,520 3,520: -45 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.1 1.0 3.1 55.2 85.9 89.5 90.1: 10.5 9.9 Old : 100.0: 31.1 1.0 3.1 55.2 85.9 89.5 90.1: 10.5 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: 8 1 4 16 10 25 14: Old : 29: 8 1 4 16 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 : 48.2 78.3 68.0 86.0 45.8 76.0 61.8 79.0 Old : 48.2 78.3 68.0 86.0 45.8 76.0 61.8 79.0 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, April 02, 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 : 31,990: 10,135 0 1,155 17,305 27,660 28,595 28,815: 3,395 3,175 Old : 31,990: 10,135 0 1,155 17,305 27,660 28,595 28,815: 3,395 3,175 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2019 : : 2,710: 2,930 -130 -1,395 1,305 4,365 2,840 2,840: -130 -130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.7 0.0 3.6 54.1 86.5 89.4 90.1: 10.6 9.9 Old : 100.0: 31.7 0.0 3.6 54.1 86.5 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 : 27: 7 0 4 16 9 24 13: Old : 27: 7 0 4 16 9 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 : 47.4 78.7 68.3 86.8 45.2 77.4 62.5 79.2 Old : 47.4 78.7 68.3 86.8 45.2 77.4 62.5 79.2 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, April 02, 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 6,185 415 12,235 7,165 13,480 13,765: 1,550 1,265 Old : 15,030: 830 6,185 415 12,235 7,165 13,480 13,765: 1,550 1,265 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2019 : : 0: 0 180 0 75 -105 75 75: -75 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 41.2 2.8 81.4 47.7 89.7 91.6: 10.3 8.4 Old : 100.0: 5.5 41.2 2.8 81.4 47.7 89.7 91.6: 10.3 8.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 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 63.7 80.4 80.3 52.5 63.1 71.7 72.7 Old : 56.5 63.7 80.4 80.3 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, April 02, 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 6,185 405 11,410 6,480 12,845 13,070: 1,555 1,330 Old : 14,400: 1,030 6,185 405 11,410 6,480 12,845 13,070: 1,555 1,330 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2019 : : 0: 0 180 0 45 -135 45 45: -45 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 43.0 2.8 79.2 45.0 89.2 90.8: 10.8 9.2 Old : 100.0: 7.2 43.0 2.8 79.2 45.0 89.2 90.8: 10.8 9.2 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 6 1 16 12 17 19: Old : 25: 1 6 1 16 12 17 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 63.1 80.8 80.2 51.3 62.8 72.8 73.1 Old : 56.6 63.1 80.8 80.2 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, April 02, 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 : 50,420: 11,720 19,190 925 31,800 25,000 44,445 45,115: 5,975 5,305 Old : 50,420: 11,720 19,190 925 31,800 25,000 44,445 45,115: 5,975 5,305 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2019 : : 940: -860 435 180 1,225 -70 545 545: 395 395 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.2 38.1 1.8 63.1 49.6 88.1 89.5: 11.9 10.5 Old : 100.0: 23.2 38.1 1.8 63.1 49.6 88.1 89.5: 11.9 10.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 3 6 5 16 17 22 25: Old : 30: 3 6 5 16 17 22 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 : 59.9 62.5 74.0 82.5 59.5 61.6 71.7 75.9 Old : 59.9 62.5 74.0 82.5 59.5 61.6 71.7 75.9 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, April 02, 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 : 50,580: 11,330 19,265 1,190 32,060 24,765 44,580 45,220: 6,000 5,360 Old : 50,580: 11,330 19,265 1,190 32,060 24,765 44,580 45,220: 6,000 5,360 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2019 : : 1,050: -980 460 250 1,465 25 735 735: 315 315 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.4 38.1 2.4 63.4 49.0 88.1 89.4: 11.9 10.6 Old : 100.0: 22.4 38.1 2.4 63.4 49.0 88.1 89.4: 11.9 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 : 30: 3 6 5 14 18 20 26: Old : 30: 3 6 5 14 18 20 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.2 60.9 75.8 81.4 61.8 60.1 72.8 75.0 Old : 62.2 60.9 75.8 81.4 61.8 60.1 72.8 75.0 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, April 02, 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 : 57,195: 21,095 15,620 680 32,845 38,540 54,620 54,840: 2,575 2,355 Old : 57,195: 21,095 15,620 680 32,845 38,540 54,620 54,840: 2,575 2,355 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2019 : : 25: 0 -70 -40 105 175 65 65: -40 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.9 27.3 1.2 57.4 67.4 95.5 95.9: 4.5 4.1 Old : 100.0: 36.9 27.3 1.2 57.4 67.4 95.5 95.9: 4.5 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 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 : 57.5 79.8 77.3 92.5 56.9 76.5 76.7 86.9 Old : 57.5 79.8 77.3 92.5 56.9 76.5 76.7 86.9 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, April 02, 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 : 51,919: 20,075 12,085 705 28,153 37,218 48,933 50,008: 2,986 1,911 Old : 51,919: 20,075 12,085 705 28,153 37,218 48,933 50,008: 2,986 1,911 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2019 : : -145: 0 -70 -40 -65 5 -105 -105: -40 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.7 23.3 1.4 54.2 71.7 94.2 96.3: 5.8 3.7 Old : 100.0: 38.7 23.3 1.4 54.2 71.7 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 : 59.8 76.2 78.8 92.1 59.2 73.0 78.2 87.4 Old : 59.8 76.2 78.8 92.1 59.2 73.0 78.2 87.4 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, April 02, 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 : 131,583: 12,709 8,085 10,520 91,274 95,568 114,503 114,173: 17,080 17,410 Old : 131,583: 12,709 8,085 10,520 91,274 95,568 114,503 114,173: 17,080 17,410 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2019 : : 211: -5,140 -620 1,390 2,955 -1,550 -795 -780: 1,006 991 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.7 6.1 8.0 69.4 72.6 87.0 86.8: 13.0 13.2 Old : 100.0: 9.7 6.1 8.0 69.4 72.6 87.0 86.8: 13.0 13.2 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 : 39: 3 5 8 25 26 33 35: Old : 39: 3 5 8 25 26 33 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 : 54.9 47.2 70.6 60.4 47.8 45.7 58.8 57.9 Old : 54.9 47.2 70.6 60.4 47.8 45.7 58.8 57.9 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, April 02, 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 : 122,315: 7,004 5,797 11,890 89,634 90,611 108,528 108,298: 13,787 14,017 Old : 122,315: 7,004 5,797 11,890 89,634 90,611 108,528 108,298: 13,787 14,017 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2019 : : 526: -4,490 -630 1,750 2,551 -1,284 -189 -164: 715 690 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.7 4.7 9.7 73.3 74.1 88.7 88.5: 11.3 11.5 Old : 100.0: 5.7 4.7 9.7 73.3 74.1 88.7 88.5: 11.3 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 : 38: 3 5 8 22 24 30 33: Old : 38: 3 5 8 22 24 30 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 : 57.1 46.4 74.4 60.2 52.5 44.5 61.8 57.2 Old : 57.1 46.4 74.4 60.2 52.5 44.5 61.8 57.2 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, April 02, 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 : 37,460: 2,645 5,475 2,730 30,670 27,725 36,045 35,930: 1,415 1,530 Old : 37,460: 2,645 5,475 2,730 30,670 27,725 36,045 35,930: 1,415 1,530 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2019 : : 1,430: 1,125 825 405 -100 200 1,430 1,430: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.1 14.6 7.3 81.9 74.0 96.2 95.9: 3.8 4.1 Old : 100.0: 7.1 14.6 7.3 81.9 74.0 96.2 95.9: 3.8 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 4 1 12 18 14 22: Old : 26: 1 4 1 12 18 14 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.9 41.3 88.6 68.6 67.5 37.9 73.7 59.1 Old : 72.9 41.3 88.6 68.6 67.5 37.9 73.7 59.1 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, April 02, 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 : 33,285: 2,445 3,495 2,890 26,425 25,230 31,760 31,615: 1,525 1,670 Old : 33,285: 2,445 3,495 2,890 26,425 25,230 31,760 31,615: 1,525 1,670 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2019 : : 1,575: 1,125 650 -530 490 965 1,085 1,085: 490 490 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 10.5 8.7 79.4 75.8 95.4 95.0: 4.6 5.0 Old : 100.0: 7.3 10.5 8.7 79.4 75.8 95.4 95.0: 4.6 5.0 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 : 23: 1 3 1 13 16 15 19: Old : 23: 1 3 1 13 16 15 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 : 72.7 39.8 89.4 65.7 65.4 33.6 66.8 51.6 Old : 72.7 39.8 89.4 65.7 65.4 33.6 66.8 51.6 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, April 02, 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 : 27,655: 17,880 0 0 8,920 26,930 26,800 26,930: 855 725 Old : 27,655: 17,880 0 0 8,920 26,930 26,800 26,930: 855 725 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2019 : : 770: 600 0 0 50 650 650 650: 120 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.7 0.0 0.0 32.3 97.4 96.9 97.4: 3.1 2.6 Old : 100.0: 64.7 0.0 0.0 32.3 97.4 96.9 97.4: 3.1 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 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 : 81.1 74.0 91.5 89.2 78.4 66.3 84.6 80.7 Old : 81.1 74.0 91.5 89.2 78.4 66.3 84.6 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, April 02, 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 : 26,730: 15,860 0 300 10,365 26,175 26,525 26,475: 205 255 Old : 26,730: 15,860 0 300 10,365 26,175 26,525 26,475: 205 255 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2019 : : 650: 410 -190 190 50 650 650 650: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.3 0.0 1.1 38.8 97.9 99.2 99.0: 0.8 1.0 Old : 100.0: 59.3 0.0 1.1 38.8 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: 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 : 90.8 82.5 97.2 96.5 85.7 76.2 89.4 88.6 Old : 90.8 82.5 97.2 96.5 85.7 76.2 89.4 88.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Commitments of Traders with Delta-adjusted Options and Futures Combined, April 02, 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 : 71,571: 1,625 15,010 1,250 57,276 44,081 60,151 60,341: 11,420 11,230 Old : 71,571: 1,625 15,010 1,250 57,276 44,081 60,151 60,341: 11,420 11,230 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2019 : : 2,811: 1,625 2,225 -125 1,786 1,196 3,286 3,296: -475 -485 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 21.0 1.7 80.0 61.6 84.0 84.3: 16.0 15.7 Old : 100.0: 2.3 21.0 1.7 80.0 61.6 84.0 84.3: 16.0 15.7 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 : 30: 1 3 2 23 23 26 26: Old : 30: 1 3 2 23 23 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 : 48.1 41.2 65.4 56.7 40.9 33.2 49.9 43.6 Old : 48.1 41.2 65.4 56.7 40.9 33.2 49.9 43.6 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, April 02, 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 : 60,226: 1,600 9,585 1,350 44,766 37,331 47,716 48,266: 12,510 11,960 Old : 60,226: 1,600 9,585 1,350 44,766 37,331 47,716 48,266: 12,510 11,960 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 26, 2019 : : 3,666: 1,175 2,050 125 3,326 2,461 4,626 4,636: -960 -970 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 15.9 2.2 74.3 62.0 79.2 80.1: 20.8 19.9 Old : 100.0: 2.7 15.9 2.2 74.3 62.0 79.2 80.1: 20.8 19.9 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: 2 2 1 20 19 23 21: Old : 27: 2 2 1 20 19 23 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.8 46.6 65.4 63.7 39.7 36.8 49.4 49.4 Old : 47.8 46.6 65.4 63.7 39.7 36.8 49.4 49.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 5, 2019