ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 37,064: 0 3,125 625 31,616 28,579 32,241 32,329: 4,823 4,735 Old : 37,064: 0 3,125 625 31,616 28,579 32,241 32,329: 4,823 4,735 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 30, 2019 : : 262: 0 -450 315 165 607 480 472: -218 -210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 8.4 1.7 85.3 77.1 87.0 87.2: 13.0 12.8 Old : 100.0: 0.0 8.4 1.7 85.3 77.1 87.0 87.2: 13.0 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 : 22: 0 1 1 15 17 16 18: Old : 22: 0 1 1 15 17 16 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 : 73.9 45.3 82.8 72.8 71.8 43.0 75.3 67.6 Old : 73.9 45.3 82.8 72.8 71.8 43.0 75.3 67.6 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, May 07, 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 : 34,357: 0 1,840 575 29,922 28,250 30,497 30,665: 3,860 3,692 Old : 34,357: 0 1,840 575 29,922 28,250 30,497 30,665: 3,860 3,692 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 30, 2019 : : -115: 0 25 0 58 5 58 30: -173 -145 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.4 1.7 87.1 82.2 88.8 89.3: 11.2 10.7 Old : 100.0: 0.0 5.4 1.7 87.1 82.2 88.8 89.3: 11.2 10.7 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: 0 1 1 14 20 15 21: Old : 23: 0 1 1 14 20 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 : 76.4 43.6 85.1 73.1 74.4 43.0 77.9 66.3 Old : 76.4 43.6 85.1 73.1 74.4 43.0 77.9 66.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 22,953: 1,125 1,660 530 19,241 18,446 20,896 20,636: 2,057 2,317 Old : 22,953: 1,125 1,660 530 19,241 18,446 20,896 20,636: 2,057 2,317 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 30, 2019 : : -206: -500 -95 125 299 -96 -76 -66: -130 -140 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.9 7.2 2.3 83.8 80.4 91.0 89.9: 9.0 10.1 Old : 100.0: 4.9 7.2 2.3 83.8 80.4 91.0 89.9: 9.0 10.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 4 1 3 12 12 17 15: Old : 20: 4 1 3 12 12 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 : 75.8 59.0 86.2 81.8 70.9 54.7 75.2 74.2 Old : 75.8 59.0 86.2 81.8 70.9 54.7 75.2 74.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 22,384: 225 810 5,725 15,711 15,126 21,661 21,661: 723 723 Old : 22,384: 225 810 5,725 15,711 15,126 21,661 21,661: 723 723 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 30, 2019 : : 1,737: 195 -320 870 693 1,208 1,758 1,758: -21 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 3.6 25.6 70.2 67.6 96.8 96.8: 3.2 3.2 Old : 100.0: 1.0 3.6 25.6 70.2 67.6 96.8 96.8: 3.2 3.2 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 : 21: 1 1 2 13 17 15 19: Old : 21: 1 1 2 13 17 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 : 70.5 63.3 86.2 83.1 22.7 20.8 26.6 26.5 Old : 70.5 63.3 86.2 83.1 22.7 20.8 26.6 26.5 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, May 07, 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 : 71,598: 13,175 5,355 3,080 43,996 51,338 60,251 59,773: 11,347 11,825 Old : 71,598: 13,175 5,355 3,080 43,996 51,338 60,251 59,773: 11,347 11,825 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 30, 2019 : : -193: 1,000 100 -680 -1,049 -153 -729 -733: 536 540 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.4 7.5 4.3 61.4 71.7 84.2 83.5: 15.8 16.5 Old : 100.0: 18.4 7.5 4.3 61.4 71.7 84.2 83.5: 15.8 16.5 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: 1 4 3 16 24 19 29: Old : 30: 1 4 3 16 24 19 29: 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 : 71.3 45.2 79.3 60.4 68.0 45.1 71.5 58.7 Old : 71.3 45.2 79.3 60.4 68.0 45.1 71.5 58.7 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, May 07, 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 : 68,955: 12,215 6,720 3,035 43,374 48,298 58,624 58,053: 10,331 10,902 Old : 68,955: 12,215 6,720 3,035 43,374 48,298 58,624 58,053: 10,331 10,902 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 30, 2019 : : -1,469: 810 50 -680 -1,719 -954 -1,589 -1,584: 120 115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.7 9.7 4.4 62.9 70.0 85.0 84.2: 15.0 15.8 Old : 100.0: 17.7 9.7 4.4 62.9 70.0 85.0 84.2: 15.0 15.8 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: 1 4 3 16 23 19 28: Old : 30: 1 4 3 16 23 19 28: 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 : 70.3 48.8 79.2 63.2 66.5 48.1 70.9 60.2 Old : 70.3 48.8 79.2 63.2 66.5 48.1 70.9 60.2 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, May 07, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 24,617: 600 10,825 1,515 18,931 9,292 21,046 21,632: 3,571 2,985 Old : 24,617: 600 10,825 1,515 18,931 9,292 21,046 21,632: 3,571 2,985 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 30, 2019 : : 15: 600 1,320 -985 385 -110 0 225: 15 -210 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.4 44.0 6.2 76.9 37.7 85.5 87.9: 14.5 12.1 Old : 100.0: 2.4 44.0 6.2 76.9 37.7 85.5 87.9: 14.5 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 : 23: 2 4 3 15 8 18 14: Old : 23: 2 4 3 15 8 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 : 45.7 69.6 69.7 82.1 42.7 58.5 61.8 68.8 Old : 45.7 69.6 69.7 82.1 42.7 58.5 61.8 68.8 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, May 07, 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 : 23,027: 600 9,475 1,715 17,292 8,967 19,607 20,157: 3,420 2,870 Old : 23,027: 600 9,475 1,715 17,292 8,967 19,607 20,157: 3,420 2,870 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 30, 2019 : : 15: 600 1,320 -985 395 -100 10 235: 5 -220 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 41.1 7.4 75.1 38.9 85.1 87.5: 14.9 12.5 Old : 100.0: 2.6 41.1 7.4 75.1 38.9 85.1 87.5: 14.9 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: 2 4 3 16 7 19 13: Old : 23: 2 4 3 16 7 19 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 : 45.1 69.3 67.8 82.7 42.2 58.7 60.8 69.2 Old : 45.1 69.3 67.8 82.7 42.2 58.7 60.8 69.2 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, May 07, 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 : 35,013: 14,570 0 25 16,130 30,353 30,725 30,378: 4,288 4,635 Old : 35,013: 14,570 0 25 16,130 30,353 30,725 30,378: 4,288 4,635 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 30, 2019 : : -1,326: -25 0 -25 -1,001 -1,022 -1,051 -1,047: -275 -279 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.6 0.0 0.1 46.1 86.7 87.8 86.8: 12.2 13.2 Old : 100.0: 41.6 0.0 0.1 46.1 86.7 87.8 86.8: 12.2 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 : 26: 5 0 1 12 18 17 19: Old : 26: 5 0 1 12 18 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 : 51.6 73.1 73.5 82.3 49.7 73.1 70.1 79.4 Old : 51.6 73.1 73.5 82.3 49.7 73.1 70.1 79.4 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, May 07, 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 : 35,235: 14,210 0 25 16,121 30,217 30,356 30,242: 4,879 4,993 Old : 35,235: 14,210 0 25 16,121 30,217 30,356 30,242: 4,879 4,993 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 30, 2019 : : -1,154: 135 0 -25 -974 -839 -864 -864: -290 -290 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.3 0.0 0.1 45.8 85.8 86.2 85.8: 13.8 14.2 Old : 100.0: 40.3 0.0 0.1 45.8 85.8 86.2 85.8: 13.8 14.2 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 : 24: 5 0 1 10 14 15 15: Old : 24: 5 0 1 10 14 15 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 : 50.9 75.0 75.1 83.7 50.0 75.0 72.8 81.9 Old : 50.9 75.0 75.1 83.7 50.0 75.0 72.8 81.9 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, May 07, 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 : 46,825: 21,555 400 2,210 19,355 40,730 43,120 43,340: 3,705 3,485 Old : 46,825: 21,555 400 2,210 19,355 40,730 43,120 43,340: 3,705 3,485 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 30, 2019 : : 485: 1,125 100 615 -1,055 -30 685 685: -200 -200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.0 0.9 4.7 41.3 87.0 92.1 92.6: 7.9 7.4 Old : 100.0: 46.0 0.9 4.7 41.3 87.0 92.1 92.6: 7.9 7.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 7 1 4 17 11 25 15: Old : 30: 7 1 4 17 11 25 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 : 58.0 80.3 78.2 90.0 52.8 77.7 70.3 81.0 Old : 58.0 80.3 78.2 90.0 52.8 77.7 70.3 81.0 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, May 07, 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 : 46,305: 21,035 100 2,810 18,435 39,590 42,280 42,500: 4,025 3,805 Old : 46,305: 21,035 100 2,810 18,435 39,590 42,280 42,500: 4,025 3,805 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 30, 2019 : : 580: 1,035 50 665 -970 15 730 730: -150 -150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.4 0.2 6.1 39.8 85.5 91.3 91.8: 8.7 8.2 Old : 100.0: 45.4 0.2 6.1 39.8 85.5 91.3 91.8: 8.7 8.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 6 2 4 17 10 24 15: Old : 29: 6 2 4 17 10 24 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 : 58.2 79.9 78.1 89.9 53.0 76.5 69.1 79.2 Old : 58.2 79.9 78.1 89.9 53.0 76.5 69.1 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, May 07, 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 : 15,365: 555 6,555 865 12,460 6,715 13,880 14,135: 1,485 1,230 Old : 15,365: 555 6,555 865 12,460 6,715 13,880 14,135: 1,485 1,230 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 30, 2019 : : -335: 0 1,025 -260 295 -740 35 25: -370 -360 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.6 42.7 5.6 81.1 43.7 90.3 92.0: 9.7 8.0 Old : 100.0: 3.6 42.7 5.6 81.1 43.7 90.3 92.0: 9.7 8.0 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 5 2 15 11 17 17: Old : 23: 1 5 2 15 11 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 : 52.4 54.2 76.2 82.2 48.6 48.9 65.4 68.0 Old : 52.4 54.2 76.2 82.2 48.6 48.9 65.4 68.0 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, May 07, 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 : 14,825: 735 7,055 755 11,875 5,750 13,365 13,560: 1,460 1,265 Old : 14,825: 735 7,055 755 11,875 5,750 13,365 13,560: 1,460 1,265 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 30, 2019 : : 25: 0 1,025 0 395 -660 395 365: -370 -340 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 47.6 5.1 80.1 38.8 90.2 91.5: 9.8 8.5 Old : 100.0: 5.0 47.6 5.1 80.1 38.8 90.2 91.5: 9.8 8.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 5 1 14 11 15 17: Old : 23: 1 5 1 14 11 15 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.1 56.5 76.8 81.9 48.3 54.1 66.2 68.6 Old : 53.1 56.5 76.8 81.9 48.3 54.1 66.2 68.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 50,220: 8,920 19,330 3,670 32,280 22,500 44,870 45,500: 5,350 4,720 Old : 50,220: 8,920 19,330 3,670 32,280 22,500 44,870 45,500: 5,350 4,720 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 30, 2019 : : -1,950: 150 -845 630 -2,150 -1,185 -1,370 -1,400: -580 -550 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.8 38.5 7.3 64.3 44.8 89.3 90.6: 10.7 9.4 Old : 100.0: 17.8 38.5 7.3 64.3 44.8 89.3 90.6: 10.7 9.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 4 3 7 15 16 22 23: Old : 28: 4 3 7 15 16 22 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 : 56.4 68.0 71.5 82.2 54.8 63.9 64.7 70.7 Old : 56.4 68.0 71.5 82.2 54.8 63.9 64.7 70.7 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, May 07, 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 : 51,480: 9,495 19,380 3,605 32,965 23,700 46,065 46,685: 5,415 4,795 Old : 51,480: 9,495 19,380 3,605 32,965 23,700 46,065 46,685: 5,415 4,795 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 30, 2019 : : -1,035: 950 -870 480 -1,895 -85 -465 -475: -570 -560 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.4 37.6 7.0 64.0 46.0 89.5 90.7: 10.5 9.3 Old : 100.0: 18.4 37.6 7.0 64.0 46.0 89.5 90.7: 10.5 9.3 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 3 7 15 17 22 24: Old : 28: 4 3 7 15 17 22 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.3 65.2 72.1 80.6 57.0 61.0 65.7 70.2 Old : 58.3 65.2 72.1 80.6 57.0 61.0 65.7 70.2 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 with Delta-adjusted Options and Futures Combined, May 07, 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 : 57,025: 19,475 17,490 1,425 32,613 34,943 53,513 53,858: 3,512 3,167 Old : 57,025: 19,475 17,490 1,425 32,613 34,943 53,513 53,858: 3,512 3,167 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 30, 2019 : : 160: -1,965 1,125 1,075 690 -2,265 -200 -65: 360 225 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.2 30.7 2.5 57.2 61.3 93.8 94.4: 6.2 5.6 Old : 100.0: 34.2 30.7 2.5 57.2 61.3 93.8 94.4: 6.2 5.6 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: 4 3 2 21 11 26 15: Old : 30: 4 3 2 21 11 26 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.1 75.3 75.6 89.6 52.8 69.7 71.9 79.8 Old : 55.1 75.3 75.6 89.6 52.8 69.7 71.9 79.8 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, May 07, 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 : 48,955: 17,780 10,380 1,855 26,968 34,738 46,603 46,973: 2,352 1,982 Old : 48,955: 17,780 10,380 1,855 26,968 34,738 46,603 46,973: 2,352 1,982 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 30, 2019 : : -1,394: -2,215 -475 1,220 120 -1,610 -875 -865: -519 -529 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.3 21.2 3.8 55.1 71.0 95.2 96.0: 4.8 4.0 Old : 100.0: 36.3 21.2 3.8 55.1 71.0 95.2 96.0: 4.8 4.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 4 3 3 20 11 25 16: Old : 29: 4 3 3 20 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 : 57.6 71.5 78.0 89.6 54.8 67.1 75.2 82.3 Old : 57.6 71.5 78.0 89.6 54.8 67.1 75.2 82.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 133,427: 9,219 10,945 9,060 94,762 93,156 113,041 113,161: 20,386 20,266 Old : 133,427: 9,219 10,945 9,060 94,762 93,156 113,041 113,161: 20,386 20,266 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 30, 2019 : : -2,874: 2,690 705 -2,155 -2,629 -644 -2,094 -2,094: -780 -780 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.9 8.2 6.8 71.0 69.8 84.7 84.8: 15.3 15.2 Old : 100.0: 6.9 8.2 6.8 71.0 69.8 84.7 84.8: 15.3 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 : 39: 3 5 7 27 28 34 36: Old : 39: 3 5 7 27 28 34 36: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.4 42.3 71.0 58.3 49.0 40.9 58.3 52.9 Old : 58.4 42.3 71.0 58.3 49.0 40.9 58.3 52.9 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, May 07, 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 : 126,150: 6,714 15,292 7,510 94,133 85,675 108,357 108,477: 17,793 17,673 Old : 126,150: 6,714 15,292 7,510 94,133 85,675 108,357 108,477: 17,793 17,673 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 30, 2019 : : -2,435: 1,675 1,680 -1,580 -2,118 -2,123 -2,023 -2,023: -412 -412 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.3 12.1 6.0 74.6 67.9 85.9 86.0: 14.1 14.0 Old : 100.0: 5.3 12.1 6.0 74.6 67.9 85.9 86.0: 14.1 14.0 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 : 38: 2 6 7 23 26 30 34: Old : 38: 2 6 7 23 26 30 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 : 61.5 43.1 74.8 58.0 55.2 40.7 64.9 52.7 Old : 61.5 43.1 74.8 58.0 55.2 40.7 64.9 52.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Commitments of Traders with Delta-adjusted Options and Futures Combined, May 07, 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 : 37,480: 1,895 5,020 2,085 31,955 28,830 35,935 35,935: 1,545 1,545 Old : 37,480: 1,895 5,020 2,085 31,955 28,830 35,935 35,935: 1,545 1,545 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 30, 2019 : : -1,055: -410 -225 -410 40 -145 -780 -780: -275 -275 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.1 13.4 5.6 85.3 76.9 95.9 95.9: 4.1 4.1 Old : 100.0: 5.1 13.4 5.6 85.3 76.9 95.9 95.9: 4.1 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 : 27: 1 4 1 15 19 17 23: Old : 27: 1 4 1 15 19 17 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 : 69.7 41.6 85.7 68.3 64.6 39.6 71.9 59.5 Old : 69.7 41.6 85.7 68.3 64.6 39.6 71.9 59.5 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, May 07, 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 : 33,565: 1,840 3,685 2,960 27,360 25,400 32,160 32,045: 1,405 1,520 Old : 33,565: 1,840 3,685 2,960 27,360 25,400 32,160 32,045: 1,405 1,520 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 30, 2019 : : -1,485: -375 95 -195 -805 -1,270 -1,375 -1,370: -110 -115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 11.0 8.8 81.5 75.7 95.8 95.5: 4.2 4.5 Old : 100.0: 5.5 11.0 8.8 81.5 75.7 95.8 95.5: 4.2 4.5 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: 1 3 1 15 16 17 19: Old : 23: 1 3 1 15 16 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 : 74.3 40.6 88.5 67.5 62.5 35.1 64.9 53.0 Old : 74.3 40.6 88.5 67.5 62.5 35.1 64.9 53.0 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 with Delta-adjusted Options and Futures Combined, May 07, 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 : 28,150: 19,750 0 65 7,185 27,075 27,000 27,140: 1,150 1,010 Old : 28,150: 19,750 0 65 7,185 27,075 27,000 27,140: 1,150 1,010 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 30, 2019 : : -885: -1,065 0 65 150 -910 -850 -845: -35 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 70.2 0.0 0.2 25.5 96.2 95.9 96.4: 4.1 3.6 Old : 100.0: 70.2 0.0 0.2 25.5 96.2 95.9 96.4: 4.1 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 4 0 1 15 17 19 18: Old : 23: 4 0 1 15 17 19 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 : 79.4 73.0 90.1 87.8 77.1 65.2 83.5 77.9 Old : 79.4 73.0 90.1 87.8 77.1 65.2 83.5 77.9 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, May 07, 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 : 32,235: 22,265 0 365 8,425 30,650 31,055 31,015: 1,180 1,220 Old : 32,235: 22,265 0 365 8,425 30,650 31,055 31,015: 1,180 1,220 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 30, 2019 : : 3,000: 3,065 0 45 -100 2,970 3,010 3,015: -10 -15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.1 0.0 1.1 26.1 95.1 96.3 96.2: 3.7 3.8 Old : 100.0: 69.1 0.0 1.1 26.1 95.1 96.3 96.2: 3.7 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 4 0 1 11 13 15 14: Old : 20: 4 0 1 11 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 : 86.7 79.8 93.3 93.2 83.0 73.0 86.1 85.0 Old : 86.7 79.8 93.3 93.2 83.0 73.0 86.1 85.0 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 with Delta-adjusted Options and Futures Combined, May 07, 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 : 78,858: 1,050 15,645 3,965 58,808 44,343 63,823 63,953: 15,035 14,905 Old : 78,858: 1,050 15,645 3,965 58,808 44,343 63,823 63,953: 15,035 14,905 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 30, 2019 : : -1,037: -250 155 690 -672 -1,077 -232 -232: -805 -805 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 19.8 5.0 74.6 56.2 80.9 81.1: 19.1 18.9 Old : 100.0: 1.3 19.8 5.0 74.6 56.2 80.9 81.1: 19.1 18.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 2 2 2 25 22 28 25: Old : 31: 2 2 2 25 22 28 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 : 40.5 44.1 58.6 57.6 31.2 26.2 38.5 34.7 Old : 40.5 44.1 58.6 57.6 31.2 26.2 38.5 34.7 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 with Delta-adjusted Options and Futures Combined, May 07, 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 : 70,300: 1,200 6,700 6,105 48,285 43,395 55,590 56,200: 14,710 14,100 Old : 70,300: 1,200 6,700 6,105 48,285 43,395 55,590 56,200: 14,710 14,100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 30, 2019 : : 1,114: -25 105 925 664 589 1,564 1,619: -450 -505 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 9.5 8.7 68.7 61.7 79.1 79.9: 20.9 20.1 Old : 100.0: 1.7 9.5 8.7 68.7 61.7 79.1 79.9: 20.9 20.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 2 3 1 20 21 23 24: Old : 27: 2 3 1 20 21 23 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 42.5 43.4 59.7 60.7 26.5 24.6 33.4 34.8 Old : 42.5 43.4 59.7 60.7 26.5 24.6 33.4 34.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 10, 2019