ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 40,851: 0 915 1,590 34,276 33,431 35,866 35,936: 4,985 4,915 Old : 40,851: 0 915 1,590 34,276 33,431 35,866 35,936: 4,985 4,915 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 11, 2019 : : 2,115: 0 -700 400 1,365 2,065 1,765 1,765: 350 350 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.2 3.9 83.9 81.8 87.8 88.0: 12.2 12.0 Old : 100.0: 0.0 2.2 3.9 83.9 81.8 87.8 88.0: 12.2 12.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 1 1 17 20 18 21: Old : 25: 0 1 1 17 20 18 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 : 72.0 41.6 82.7 64.7 66.3 40.6 68.3 57.9 Old : 72.0 41.6 82.7 64.7 66.3 40.6 68.3 57.9 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, June 18, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 36,897: 0 1,130 735 32,215 31,210 32,950 33,075: 3,947 3,822 Old : 36,897: 0 1,130 735 32,215 31,210 32,950 33,075: 3,947 3,822 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 11, 2019 : : 1,915: 0 -125 0 1,500 1,625 1,500 1,500: 415 415 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.1 2.0 87.3 84.6 89.3 89.6: 10.7 10.4 Old : 100.0: 0.0 3.1 2.0 87.3 84.6 89.3 89.6: 10.7 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 : 23: 0 1 1 12 19 13 20: Old : 23: 0 1 1 12 19 13 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.5 45.2 85.5 72.1 71.5 44.2 74.7 67.5 Old : 74.5 45.2 85.5 72.1 71.5 44.2 74.7 67.5 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, June 18, 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 : 25,197: 850 1,215 955 20,960 20,135 22,765 22,305: 2,432 2,892 Old : 25,197: 850 1,215 955 20,960 20,135 22,765 22,305: 2,432 2,892 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 11, 2019 : : 350: -300 -400 500 -50 50 150 150: 200 200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 4.8 3.8 83.2 79.9 90.3 88.5: 9.7 11.5 Old : 100.0: 3.4 4.8 3.8 83.2 79.9 90.3 88.5: 9.7 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 : 20: 3 2 4 11 11 15 16: Old : 20: 3 2 4 11 11 15 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 : 73.4 60.2 85.2 81.3 65.7 58.2 69.9 69.0 Old : 73.4 60.2 85.2 81.3 65.7 58.2 69.9 69.0 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, June 18, 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 : 24,282: 1,140 630 4,370 17,674 18,184 23,184 23,184: 1,098 1,098 Old : 24,282: 1,140 630 4,370 17,674 18,184 23,184 23,184: 1,098 1,098 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 11, 2019 : : -1,190: 1,050 -100 -2,225 -350 800 -1,525 -1,525: 335 335 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 2.6 18.0 72.8 74.9 95.5 95.5: 4.5 4.5 Old : 100.0: 4.7 2.6 18.0 72.8 74.9 95.5 95.5: 4.5 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 : 20: 1 1 2 14 16 16 18: Old : 20: 1 1 2 14 16 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 : 58.4 59.7 80.0 79.6 28.9 34.9 38.1 40.6 Old : 58.4 59.7 80.0 79.6 28.9 34.9 38.1 40.6 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, June 18, 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 : 75,378: 14,725 4,705 2,655 45,726 55,373 63,106 62,733: 12,272 12,645 Old : 75,378: 14,725 4,705 2,655 45,726 55,373 63,106 62,733: 12,272 12,645 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 11, 2019 : : 1,960: 660 0 -275 1,430 2,090 1,815 1,815: 145 145 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.5 6.2 3.5 60.7 73.5 83.7 83.2: 16.3 16.8 Old : 100.0: 19.5 6.2 3.5 60.7 73.5 83.7 83.2: 16.3 16.8 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 : 28: 2 2 2 14 21 16 25: Old : 28: 2 2 2 14 21 16 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.5 42.6 79.0 59.3 63.3 41.9 69.0 56.6 Old : 68.5 42.6 79.0 59.3 63.3 41.9 69.0 56.6 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, June 18, 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 : 73,491: 12,030 4,855 3,910 45,705 52,424 61,645 61,189: 11,846 12,302 Old : 73,491: 12,030 4,855 3,910 45,705 52,424 61,645 61,189: 11,846 12,302 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 11, 2019 : : 2,800: 660 0 -275 1,815 2,475 2,200 2,200: 600 600 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.4 6.6 5.3 62.2 71.3 83.9 83.3: 16.1 16.7 Old : 100.0: 16.4 6.6 5.3 62.2 71.3 83.9 83.3: 16.1 16.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 2 3 2 15 21 17 26: Old : 29: 2 3 2 15 21 17 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.4 45.4 78.0 59.8 60.6 43.4 66.1 55.4 Old : 67.4 45.4 78.0 59.8 60.6 43.4 66.1 55.4 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, June 18, 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 : 26,192: 2,310 10,155 1,780 18,214 10,899 22,304 22,834: 3,888 3,358 Old : 26,192: 2,310 10,155 1,780 18,214 10,899 22,304 22,834: 3,888 3,358 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 11, 2019 : : 1,700: 600 250 600 250 600 1,450 1,450: 250 250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.8 38.8 6.8 69.5 41.6 85.2 87.2: 14.8 12.8 Old : 100.0: 8.8 38.8 6.8 69.5 41.6 85.2 87.2: 14.8 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 : 27: 3 4 2 17 10 21 15: Old : 27: 3 4 2 17 10 21 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 : 41.1 67.4 63.0 80.8 38.5 56.5 56.8 68.7 Old : 41.1 67.4 63.0 80.8 38.5 56.5 56.8 68.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 24,587: 2,820 9,450 2,170 15,736 9,801 20,726 21,421: 3,861 3,166 Old : 24,587: 2,820 9,450 2,170 15,736 9,801 20,726 21,421: 3,861 3,166 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 11, 2019 : : 1,750: 795 995 455 150 -50 1,400 1,400: 350 350 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.5 38.4 8.8 64.0 39.9 84.3 87.1: 15.7 12.9 Old : 100.0: 11.5 38.4 8.8 64.0 39.9 84.3 87.1: 15.7 12.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 4 3 2 16 9 20 14: Old : 25: 4 3 2 16 9 20 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.6 67.3 64.6 81.6 37.2 62.5 56.5 69.9 Old : 41.6 67.3 64.6 81.6 37.2 62.5 56.5 69.9 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, June 18, 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 : 47,408: 25,930 0 0 16,428 42,056 42,358 42,056: 5,050 5,352 Old : 47,408: 25,930 0 0 16,428 42,056 42,358 42,056: 5,050 5,352 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 11, 2019 : : 795: 625 0 0 170 795 795 795: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 54.7 0.0 0.0 34.7 88.7 89.3 88.7: 10.7 11.3 Old : 100.0: 54.7 0.0 0.0 34.7 88.7 89.3 88.7: 10.7 11.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 5 0 0 12 12 17 12: Old : 23: 5 0 0 12 12 17 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.3 76.9 80.3 86.3 60.4 76.9 75.5 81.5 Old : 62.3 76.9 80.3 86.3 60.4 76.9 75.5 81.5 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, June 18, 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 : 47,393: 25,430 0 0 16,174 41,730 41,604 41,730: 5,789 5,663 Old : 47,393: 25,430 0 0 16,174 41,730 41,604 41,730: 5,789 5,663 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 11, 2019 : : 765: 525 0 0 0 765 525 765: 240 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 53.7 0.0 0.0 34.1 88.1 87.8 88.1: 12.2 11.9 Old : 100.0: 53.7 0.0 0.0 34.1 88.1 87.8 88.1: 12.2 11.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 5 0 0 10 12 15 12: Old : 22: 5 0 0 10 12 15 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.3 79.4 81.6 86.2 60.3 79.4 79.3 84.4 Old : 61.3 79.4 81.6 86.2 60.3 79.4 79.3 84.4 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, June 18, 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 : 53,570: 25,165 450 2,150 21,885 46,725 49,200 49,325: 4,370 4,245 Old : 53,570: 25,165 450 2,150 21,885 46,725 49,200 49,325: 4,370 4,245 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 11, 2019 : : 3,370: 1,075 0 25 1,810 2,885 2,910 2,910: 460 460 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.0 0.8 4.0 40.9 87.2 91.8 92.1: 8.2 7.9 Old : 100.0: 47.0 0.8 4.0 40.9 87.2 91.8 92.1: 8.2 7.9 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: 6 1 3 17 11 23 15: Old : 28: 6 1 3 17 11 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 : 55.2 80.6 76.7 89.1 51.6 77.3 69.5 80.6 Old : 55.2 80.6 76.7 89.1 51.6 77.3 69.5 80.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 52,280: 24,060 100 2,675 20,715 45,015 47,450 47,790: 4,830 4,490 Old : 52,280: 24,060 100 2,675 20,715 45,015 47,450 47,790: 4,830 4,490 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 11, 2019 : : 2,650: 425 0 0 1,770 2,195 2,195 2,195: 455 455 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.0 0.2 5.1 39.6 86.1 90.8 91.4: 9.2 8.6 Old : 100.0: 46.0 0.2 5.1 39.6 86.1 90.8 91.4: 9.2 8.6 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 : 26: 5 1 3 17 10 23 13: Old : 26: 5 1 3 17 10 23 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 : 55.9 79.5 76.1 89.2 51.6 76.4 69.6 79.3 Old : 55.9 79.5 76.1 89.2 51.6 76.4 69.6 79.3 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, June 18, 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 : 16,820: 1,935 7,050 500 12,760 7,885 15,195 15,435: 1,625 1,385 Old : 16,820: 1,935 7,050 500 12,760 7,885 15,195 15,435: 1,625 1,385 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 11, 2019 : : 150: 150 0 0 -120 30 30 30: 120 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.5 41.9 3.0 75.9 46.9 90.3 91.8: 9.7 8.2 Old : 100.0: 11.5 41.9 3.0 75.9 46.9 90.3 91.8: 9.7 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 : 23: 1 5 1 15 8 16 14: Old : 23: 1 5 1 15 8 16 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 : 55.5 49.2 78.5 79.5 51.7 49.1 67.2 71.3 Old : 55.5 49.2 78.5 79.5 51.7 49.1 67.2 71.3 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, June 18, 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 : 16,475: 2,095 7,550 490 12,365 7,090 14,950 15,130: 1,525 1,345 Old : 16,475: 2,095 7,550 490 12,365 7,090 14,950 15,130: 1,525 1,345 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 11, 2019 : : 150: 150 0 0 -90 60 60 60: 90 90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 45.8 3.0 75.1 43.0 90.7 91.8: 9.3 8.2 Old : 100.0: 12.7 45.8 3.0 75.1 43.0 90.7 91.8: 9.3 8.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 5 1 14 8 15 14: Old : 23: 1 5 1 14 8 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 : 55.7 52.6 79.2 79.6 51.6 52.6 67.2 73.1 Old : 55.7 52.6 79.2 79.6 51.6 52.6 67.2 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, June 18, 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 : 55,710: 15,305 20,985 3,180 32,365 27,115 50,850 51,280: 4,860 4,430 Old : 55,710: 15,305 20,985 3,180 32,365 27,115 50,850 51,280: 4,860 4,430 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 11, 2019 : : 4,920: 5,100 0 -675 550 5,650 4,975 4,975: -55 -55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.5 37.7 5.7 58.1 48.7 91.3 92.0: 8.7 8.0 Old : 100.0: 27.5 37.7 5.7 58.1 48.7 91.3 92.0: 8.7 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 : 29: 6 2 5 16 16 24 21: Old : 29: 6 2 5 16 16 24 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 : 56.9 66.8 72.2 82.4 55.7 63.2 70.0 74.0 Old : 56.9 66.8 72.2 82.4 55.7 63.2 70.0 74.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 55,190: 12,060 20,735 4,195 33,765 25,520 50,020 50,450: 5,170 4,740 Old : 55,190: 12,060 20,735 4,195 33,765 25,520 50,020 50,450: 5,170 4,740 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 11, 2019 : : 3,565: 2,400 0 -300 1,400 3,800 3,500 3,500: 65 65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.9 37.6 7.6 61.2 46.2 90.6 91.4: 9.4 8.6 Old : 100.0: 21.9 37.6 7.6 61.2 46.2 90.6 91.4: 9.4 8.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 6 2 6 16 16 24 22: Old : 29: 6 2 6 16 16 24 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 : 54.1 64.1 71.1 80.6 51.8 60.1 65.0 72.8 Old : 54.1 64.1 71.1 80.6 51.8 60.1 65.0 72.8 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, June 18, 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 : 57,940: 16,835 20,065 1,870 36,420 33,515 55,125 55,450: 2,815 2,490 Old : 57,940: 16,835 20,065 1,870 36,420 33,515 55,125 55,450: 2,815 2,490 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 11, 2019 : : -190: -550 780 195 429 -901 74 74: -264 -264 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.1 34.6 3.2 62.9 57.8 95.1 95.7: 4.9 4.3 Old : 100.0: 29.1 34.6 3.2 62.9 57.8 95.1 95.7: 4.9 4.3 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: 3 2 3 21 9 25 13: Old : 28: 3 2 3 21 9 25 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 : 56.2 75.2 76.6 92.5 53.1 70.4 71.1 80.7 Old : 56.2 75.2 76.6 92.5 53.1 70.4 71.1 80.7 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, June 18, 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 : 46,850: 12,585 10,925 2,110 30,408 32,413 45,103 45,448: 1,747 1,402 Old : 46,850: 12,585 10,925 2,110 30,408 32,413 45,103 45,448: 1,747 1,402 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 11, 2019 : : 45: -550 880 190 530 -900 170 170: -125 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.9 23.3 4.5 64.9 69.2 96.3 97.0: 3.7 3.0 Old : 100.0: 26.9 23.3 4.5 64.9 69.2 96.3 97.0: 3.7 3.0 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 : 27: 3 2 3 21 10 25 14: Old : 27: 3 2 3 21 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 : 56.2 70.0 77.7 92.2 52.5 65.8 72.7 82.8 Old : 56.2 70.0 77.7 92.2 52.5 65.8 72.7 82.8 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, June 18, 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 : 145,877: 1,725 19,481 10,409 112,826 95,190 124,960 125,080: 20,917 20,797 Old : 145,877: 1,725 19,481 10,409 112,826 95,190 124,960 125,080: 20,917 20,797 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 11, 2019 : : 7,445: -2,395 3,525 1,305 7,054 1,134 5,964 5,964: 1,481 1,481 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 13.4 7.1 77.3 65.3 85.7 85.7: 14.3 14.3 Old : 100.0: 1.2 13.4 7.1 77.3 65.3 85.7 85.7: 14.3 14.3 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 : 41: 2 7 5 27 28 33 36: Old : 41: 2 7 5 27 28 33 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 : 60.9 40.7 71.0 59.0 55.5 39.1 62.8 52.1 Old : 60.9 40.7 71.0 59.0 55.5 39.1 62.8 52.1 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, June 18, 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 : 136,492: 1,375 20,951 8,504 109,306 89,850 119,185 119,305: 17,307 17,187 Old : 136,492: 1,375 20,951 8,504 109,306 89,850 119,185 119,305: 17,307 17,187 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 11, 2019 : : 5,385: 0 1,820 385 3,294 1,474 3,679 3,679: 1,706 1,706 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 15.3 6.2 80.1 65.8 87.3 87.4: 12.7 12.6 Old : 100.0: 1.0 15.3 6.2 80.1 65.8 87.3 87.4: 12.7 12.6 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 : 40: 2 7 5 22 27 28 35: Old : 40: 2 7 5 22 27 28 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 : 65.3 41.6 76.6 59.1 60.7 39.8 67.3 54.0 Old : 65.3 41.6 76.6 59.1 60.7 39.8 67.3 54.0 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, June 18, 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 : 37,465: 2,880 3,975 2,240 29,605 28,510 34,725 34,725: 2,740 2,740 Old : 37,465: 2,880 3,975 2,240 29,605 28,510 34,725 34,725: 2,740 2,740 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 11, 2019 : : 330: -250 0 200 230 -20 180 180: 150 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.7 10.6 6.0 79.0 76.1 92.7 92.7: 7.3 7.3 Old : 100.0: 7.7 10.6 6.0 79.0 76.1 92.7 92.7: 7.3 7.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 3 3 2 15 18 18 23: Old : 27: 3 3 2 15 18 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 : 68.6 41.8 81.5 62.8 58.9 41.2 68.2 57.1 Old : 68.6 41.8 81.5 62.8 58.9 41.2 68.2 57.1 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, June 18, 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 : 33,230: 3,205 3,100 2,545 24,965 25,140 30,715 30,785: 2,515 2,445 Old : 33,230: 3,205 3,100 2,545 24,965 25,140 30,715 30,785: 2,515 2,445 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 11, 2019 : : -320: 50 0 0 -500 -450 -450 -450: 130 130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 9.3 7.7 75.1 75.7 92.4 92.6: 7.6 7.4 Old : 100.0: 9.6 9.3 7.7 75.1 75.7 92.4 92.6: 7.6 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 : 25: 2 2 2 15 19 17 23: Old : 25: 2 2 2 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 : 68.3 37.8 82.8 59.3 52.6 34.5 58.1 50.7 Old : 68.3 37.8 82.8 59.3 52.6 34.5 58.1 50.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Commitments of Traders with Delta-adjusted Options and Futures Combined, June 18, 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 : 26,565: 13,820 0 905 10,495 24,430 25,220 25,335: 1,345 1,230 Old : 26,565: 13,820 0 905 10,495 24,430 25,220 25,335: 1,345 1,230 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 11, 2019 : : 470: 150 0 100 220 370 470 470: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.0 0.0 3.4 39.5 92.0 94.9 95.4: 5.1 4.6 Old : 100.0: 52.0 0.0 3.4 39.5 92.0 94.9 95.4: 5.1 4.6 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 : 22: 4 0 2 15 14 19 16: Old : 22: 4 0 2 15 14 19 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 : 67.5 66.4 85.5 81.1 61.3 56.8 73.0 69.7 Old : 67.5 66.4 85.5 81.1 61.3 56.8 73.0 69.7 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, June 18, 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 : 92,205: 1,765 12,250 5,620 68,893 58,468 76,278 76,338: 15,927 15,867 Old : 92,205: 1,765 12,250 5,620 68,893 58,468 76,278 76,338: 15,927 15,867 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 11, 2019 : : 5,600: -300 -30 420 6,056 5,786 6,176 6,176: -576 -576 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 13.3 6.1 74.7 63.4 82.7 82.8: 17.3 17.2 Old : 100.0: 1.9 13.3 6.1 74.7 63.4 82.7 82.8: 17.3 17.2 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 : 38: 3 3 2 29 25 33 29: Old : 38: 3 3 2 29 25 33 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 : 41.6 42.7 57.3 60.1 33.8 29.2 41.5 39.2 Old : 41.6 42.7 57.3 60.1 33.8 29.2 41.5 39.2 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, June 18, 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 : 78,619: 1,490 2,705 9,710 53,109 52,469 64,309 64,884: 14,310 13,735 Old : 78,619: 1,490 2,705 9,710 53,109 52,469 64,309 64,884: 14,310 13,735 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 11, 2019 : : 2,130: 0 70 -120 2,300 2,230 2,180 2,180: -50 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 3.4 12.4 67.6 66.7 81.8 82.5: 18.2 17.5 Old : 100.0: 1.9 3.4 12.4 67.6 66.7 81.8 82.5: 18.2 17.5 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: 2 2 1 19 24 22 26: Old : 31: 2 2 1 19 24 22 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 : 48.4 48.9 65.3 64.8 33.2 35.5 41.8 42.4 Old : 48.4 48.9 65.3 64.8 33.2 35.5 41.8 42.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 21, 2019