MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders - Futures Only, July 31, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 15,335: 1,435 100 100 11,725 13,060 13,260 13,260: 2,075 2,075 Old : 15,335: 1,435 100 100 11,725 13,060 13,260 13,260: 2,075 2,075 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2018 : : 50: 0 0 0 50 50 50 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 0.7 0.7 76.5 85.2 86.5 86.5: 13.5 13.5 Old : 100.0: 9.4 0.7 0.7 76.5 85.2 86.5 86.5: 13.5 13.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 2 1 1 14 13 16 15: Old : 21: 2 1 1 14 13 16 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 : 68.5 52.2 81.6 74.7 59.2 47.7 66.8 62.7 Old : 68.5 52.2 81.6 74.7 59.2 47.7 66.8 62.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ Commitments of Traders - Futures Only, July 31, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 11,840: 1,460 0 125 9,135 10,595 10,720 10,720: 1,120 1,120 Old : 11,840: 1,460 0 125 9,135 10,595 10,720 10,720: 1,120 1,120 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2018 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 0.0 1.1 77.2 89.5 90.5 90.5: 9.5 9.5 Old : 100.0: 12.3 0.0 1.1 77.2 89.5 90.5 90.5: 9.5 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 : 20: 3 0 1 10 14 13 15: Old : 20: 3 0 1 10 14 13 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 70.8 46.4 85.6 75.3 69.0 45.4 78.5 66.0 Old : 70.8 46.4 85.6 75.3 69.0 45.4 78.5 66.0 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 - Futures Only, July 31, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 60,871: 14,375 5,910 1,100 39,048 47,551 54,523 54,561: 6,348 6,310 Old : 60,871: 14,375 5,910 1,100 39,048 47,551 54,523 54,561: 6,348 6,310 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2018 : : 2,555: 2,100 875 100 305 1,530 2,505 2,505: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.6 9.7 1.8 64.1 78.1 89.6 89.6: 10.4 10.4 Old : 100.0: 23.6 9.7 1.8 64.1 78.1 89.6 89.6: 10.4 10.4 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 : 28: 2 2 2 15 21 19 23: Old : 28: 2 2 2 15 21 19 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 : 68.5 50.3 79.8 69.2 67.2 50.2 76.6 67.2 Old : 68.5 50.3 79.8 69.2 67.2 50.2 76.6 67.2 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 - Futures Only, July 31, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 58,898: 16,590 5,985 1,100 35,465 45,963 53,155 53,048: 5,743 5,850 Old : 58,898: 16,590 5,985 1,100 35,465 45,963 53,155 53,048: 5,743 5,850 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2018 : : 2,480: 1,925 750 150 285 1,340 2,360 2,240: 120 240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.2 10.2 1.9 60.2 78.0 90.2 90.1: 9.8 9.9 Old : 100.0: 28.2 10.2 1.9 60.2 78.0 90.2 90.1: 9.8 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 : 28: 2 2 2 14 21 18 23: Old : 28: 2 2 2 14 21 18 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 : 69.4 52.0 82.7 71.0 68.2 52.0 79.0 69.8 Old : 69.4 52.0 82.7 71.0 68.2 52.0 79.0 69.8 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 - Futures Only, July 31, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 21,065: 705 8,965 40 17,035 9,100 17,780 18,105: 3,285 2,960 Old : 21,065: 705 8,965 40 17,035 9,100 17,780 18,105: 3,285 2,960 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2018 : : 310: -50 60 0 100 50 50 110: 260 200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 42.6 0.2 80.9 43.2 84.4 85.9: 15.6 14.1 Old : 100.0: 3.3 42.6 0.2 80.9 43.2 84.4 85.9: 15.6 14.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 4 1 15 10 17 15: Old : 26: 2 4 1 15 10 17 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 : 46.2 60.6 70.4 76.6 43.9 55.2 56.9 63.4 Old : 46.2 60.6 70.4 76.6 43.9 55.2 56.9 63.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR Commitments of Traders - Futures Only, July 31, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 20,205: 305 8,900 0 16,875 8,500 17,180 17,400: 3,025 2,805 Old : 20,205: 305 8,900 0 16,875 8,500 17,180 17,400: 3,025 2,805 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2018 : : 310: -50 0 0 100 50 50 50: 260 260 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 44.0 0.0 83.5 42.1 85.0 86.1: 15.0 13.9 Old : 100.0: 1.5 44.0 0.0 83.5 42.1 85.0 86.1: 15.0 13.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 3 0 16 10 17 13: Old : 24: 1 3 0 16 10 17 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 : 47.9 63.1 71.3 77.9 42.1 58.6 59.7 67.3 Old : 47.9 63.1 71.3 77.9 42.1 58.6 59.7 67.3 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 - Futures Only, July 31, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 29,620: 11,835 1,030 0 14,797 25,353 26,632 26,383: 2,988 3,237 Old : 29,620: 11,835 1,030 0 14,797 25,353 26,632 26,383: 2,988 3,237 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2018 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.0 3.5 0.0 50.0 85.6 89.9 89.1: 10.1 10.9 Old : 100.0: 40.0 3.5 0.0 50.0 85.6 89.9 89.1: 10.1 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 : 21: 2 1 0 10 14 12 15: Old : 21: 2 1 0 10 14 12 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 : 72.1 68.9 86.8 80.9 71.8 65.8 80.7 76.0 Old : 72.1 68.9 86.8 80.9 71.8 65.8 80.7 76.0 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 - Futures Only, July 31, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 35,875: 5,160 1,535 195 27,960 31,700 33,315 33,430: 2,560 2,445 Old : 35,875: 5,160 1,535 195 27,960 31,700 33,315 33,430: 2,560 2,445 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2018 : : 105: 325 0 -25 -325 0 -25 -25: 130 130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.4 4.3 0.5 77.9 88.4 92.9 93.2: 7.1 6.8 Old : 100.0: 14.4 4.3 0.5 77.9 88.4 92.9 93.2: 7.1 6.8 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 : 26: 5 2 1 13 11 18 14: Old : 26: 5 2 1 13 11 18 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 : 59.8 81.3 78.0 89.7 58.4 80.9 75.9 87.8 Old : 59.8 81.3 78.0 89.7 58.4 80.9 75.9 87.8 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 - Futures Only, July 31, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 32,450: 4,970 1,535 205 25,070 28,620 30,245 30,360: 2,205 2,090 Old : 32,450: 4,970 1,535 205 25,070 28,620 30,245 30,360: 2,205 2,090 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2018 : : 155: 315 0 -15 -315 0 -15 -15: 170 170 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.3 4.7 0.6 77.3 88.2 93.2 93.6: 6.8 6.4 Old : 100.0: 15.3 4.7 0.6 77.3 88.2 93.2 93.6: 6.8 6.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 5 2 1 13 11 18 14: Old : 26: 5 2 1 13 11 18 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 : 61.5 81.0 78.7 90.3 59.9 80.6 76.6 88.3 Old : 61.5 81.0 78.7 90.3 59.9 80.6 76.6 88.3 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 - Futures Only, July 31, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 23,230: 2,835 700 60 19,050 21,935 21,945 22,695: 1,285 535 Old : 23,230: 2,835 700 60 19,050 21,935 21,945 22,695: 1,285 535 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2018 : : 0: 0 100 0 0 -100 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.2 3.0 0.3 82.0 94.4 94.5 97.7: 5.5 2.3 Old : 100.0: 12.2 3.0 0.3 82.0 94.4 94.5 97.7: 5.5 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 : 28: 4 2 1 15 14 19 17: Old : 28: 4 2 1 15 14 19 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.0 74.2 75.3 87.6 55.2 72.9 69.9 83.2 Old : 58.0 74.2 75.3 87.6 55.2 72.9 69.9 83.2 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 - Futures Only, July 31, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 22,820: 2,685 500 60 18,835 21,680 21,580 22,240: 1,240 580 Old : 22,820: 2,685 500 60 18,835 21,680 21,580 22,240: 1,240 580 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2018 : : 15: 0 90 0 0 -90 0 0: 15 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.8 2.2 0.3 82.5 95.0 94.6 97.5: 5.4 2.5 Old : 100.0: 11.8 2.2 0.3 82.5 95.0 94.6 97.5: 5.4 2.5 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 : 28: 4 2 1 14 14 18 17: Old : 28: 4 2 1 14 14 18 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.4 78.9 75.8 90.4 59.8 77.5 74.1 85.2 Old : 60.4 78.9 75.8 90.4 59.8 77.5 74.1 85.2 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 - Futures Only, July 31, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 37,390: 9,280 2,450 315 26,225 33,235 35,820 36,000: 1,570 1,390 Old : 37,390: 9,280 2,450 315 26,225 33,235 35,820 36,000: 1,570 1,390 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2018 : : 915: -100 350 25 690 240 615 615: 300 300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.8 6.6 0.8 70.1 88.9 95.8 96.3: 4.2 3.7 Old : 100.0: 24.8 6.6 0.8 70.1 88.9 95.8 96.3: 4.2 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 3 3 3 15 10 19 15: Old : 26: 3 3 3 15 10 19 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 : 64.5 75.4 84.0 93.3 63.9 74.5 81.5 89.1 Old : 64.5 75.4 84.0 93.3 63.9 74.5 81.5 89.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Commitments of Traders - Futures Only, July 31, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 34,430: 9,675 2,450 75 23,215 30,500 32,965 33,025: 1,465 1,405 Old : 34,430: 9,675 2,450 75 23,215 30,500 32,965 33,025: 1,465 1,405 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2018 : : 800: -100 350 25 700 250 625 625: 175 175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.1 7.1 0.2 67.4 88.6 95.7 95.9: 4.3 4.1 Old : 100.0: 28.1 7.1 0.2 67.4 88.6 95.7 95.9: 4.3 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 : 25: 3 3 2 14 10 18 14: Old : 25: 3 3 2 14 10 18 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 : 64.9 71.8 84.6 92.8 64.9 71.3 83.1 88.6 Old : 64.9 71.8 84.6 92.8 64.9 71.3 83.1 88.6 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 - Futures Only, July 31, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 99,900: 8,045 2,075 5,130 77,960 83,875 91,135 91,080: 8,765 8,820 Old : 99,900: 8,045 2,075 5,130 77,960 83,875 91,135 91,080: 8,765 8,820 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2018 : : 875: 285 0 225 140 425 650 650: 225 225 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.1 2.1 5.1 78.0 84.0 91.2 91.2: 8.8 8.8 Old : 100.0: 8.1 2.1 5.1 78.0 84.0 91.2 91.2: 8.8 8.8 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 : 39: 6 1 5 21 25 27 31: Old : 39: 6 1 5 21 25 27 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.0 57.4 76.2 71.7 59.0 57.1 68.1 68.4 Old : 63.0 57.4 76.2 71.7 59.0 57.1 68.1 68.4 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 - Futures Only, July 31, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 90,040: 6,695 1,880 4,535 69,975 74,735 81,205 81,150: 8,835 8,890 Old : 90,040: 6,695 1,880 4,535 69,975 74,735 81,205 81,150: 8,835 8,890 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2018 : : 1,125: 135 -120 175 640 895 950 950: 175 175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 2.1 5.0 77.7 83.0 90.2 90.1: 9.8 9.9 Old : 100.0: 7.4 2.1 5.0 77.7 83.0 90.2 90.1: 9.8 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 : 38: 6 1 4 20 22 26 27: Old : 38: 6 1 4 20 22 26 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 : 61.8 55.7 75.3 70.2 59.0 55.3 69.5 68.9 Old : 61.8 55.7 75.3 70.2 59.0 55.3 69.5 68.9 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 - Futures Only, July 31, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 31,395: 5,650 3,200 150 23,965 26,485 29,765 29,835: 1,630 1,560 Old : 31,395: 5,650 3,200 150 23,965 26,485 29,765 29,835: 1,630 1,560 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2018 : : 870: 750 0 0 120 870 870 870: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.0 10.2 0.5 76.3 84.4 94.8 95.0: 5.2 5.0 Old : 100.0: 18.0 10.2 0.5 76.3 84.4 94.8 95.0: 5.2 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 : 29: 2 3 1 16 19 19 22: Old : 29: 2 3 1 16 19 19 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 : 64.3 51.0 83.3 70.9 55.4 47.8 71.2 63.2 Old : 64.3 51.0 83.3 70.9 55.4 47.8 71.2 63.2 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 - Futures Only, July 31, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 22,675: 3,025 1,400 0 19,300 20,885 22,325 22,285: 350 390 Old : 22,675: 3,025 1,400 0 19,300 20,885 22,325 22,285: 350 390 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2018 : : 50: 50 50 0 0 0 50 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 6.2 0.0 85.1 92.1 98.5 98.3: 1.5 1.7 Old : 100.0: 13.3 6.2 0.0 85.1 92.1 98.5 98.3: 1.5 1.7 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 2 0 12 16 13 18: Old : 23: 1 2 0 12 16 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 : 78.8 55.3 93.9 78.2 60.6 47.4 74.3 67.0 Old : 78.8 55.3 93.9 78.2 60.6 47.4 74.3 67.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Commitments of Traders - Futures Only, July 31, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 18,505: 6,800 2,050 0 10,730 15,480 17,530 17,530: 975 975 Old : 18,505: 6,800 2,050 0 10,730 15,480 17,530 17,530: 975 975 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2018 : : 300: 300 -150 0 300 750 600 600: -300 -300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.7 11.1 0.0 58.0 83.7 94.7 94.7: 5.3 5.3 Old : 100.0: 36.7 11.1 0.0 58.0 83.7 94.7 94.7: 5.3 5.3 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 : 21: 2 1 0 11 12 13 13: Old : 21: 2 1 0 11 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 : 76.9 67.1 88.5 89.3 74.1 59.1 80.4 79.0 Old : 76.9 67.1 88.5 89.3 74.1 59.1 80.4 79.0 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 - Futures Only, July 31, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 56,335: 150 2,640 940 44,790 42,360 45,880 45,940: 10,455 10,395 Old : 56,335: 150 2,640 940 44,790 42,360 45,880 45,940: 10,455 10,395 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2018 : : 1,185: -300 600 150 345 -555 195 195: 990 990 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 4.7 1.7 79.5 75.2 81.4 81.5: 18.6 18.5 Old : 100.0: 0.3 4.7 1.7 79.5 75.2 81.4 81.5: 18.6 18.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 1 4 2 20 21 23 25: Old : 31: 1 4 2 20 21 23 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 : 52.8 35.7 70.4 56.0 38.5 23.0 41.8 35.7 Old : 52.8 35.7 70.4 56.0 38.5 23.0 41.8 35.7 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 - Futures Only, July 31, 2018 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 41,445: 2,060 800 0 27,585 29,265 29,645 30,065: 11,800 11,380 Old : 41,445: 2,060 800 0 27,585 29,265 29,645 30,065: 11,800 11,380 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 24, 2018 : : 920: 0 150 -100 970 820 870 870: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 1.9 0.0 66.6 70.6 71.5 72.5: 28.5 27.5 Old : 100.0: 5.0 1.9 0.0 66.6 70.6 71.5 72.5: 28.5 27.5 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: 2 1 0 16 22 18 23: Old : 25: 2 1 0 16 22 18 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 : 47.1 32.8 64.5 49.6 30.4 22.3 36.4 31.8 Old : 47.1 32.8 64.5 49.6 30.4 22.3 36.4 31.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 3, 2018