ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders with Delta-adjusted Options and Futures Combined, July 09, 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 : 42,728: 0 580 1,475 34,968 33,743 36,443 35,798: 6,285 6,930 Old : 42,728: 0 580 1,475 34,968 33,743 36,443 35,798: 6,285 6,930 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2019 : : -663: 0 -300 0 -448 -863 -448 -1,163: -215 500 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.4 3.5 81.8 79.0 85.3 83.8: 14.7 16.2 Old : 100.0: 0.0 1.4 3.5 81.8 79.0 85.3 83.8: 14.7 16.2 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: 0 1 1 18 19 19 20: Old : 24: 0 1 1 18 19 19 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 : 67.6 41.9 79.6 62.1 60.3 39.7 65.2 56.2 Old : 67.6 41.9 79.6 62.1 60.3 39.7 65.2 56.2 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, July 09, 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 : 37,442: 0 1,100 660 31,488 29,780 32,148 31,540: 5,294 5,902 Old : 37,442: 0 1,100 660 31,488 29,780 32,148 31,540: 5,294 5,902 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2019 : : -740: 0 -280 0 -602 -1,055 -602 -1,335: -138 595 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.9 1.8 84.1 79.5 85.9 84.2: 14.1 15.8 Old : 100.0: 0.0 2.9 1.8 84.1 79.5 85.9 84.2: 14.1 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 : 23: 0 1 1 13 20 14 21: Old : 23: 0 1 1 13 20 14 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 : 69.4 44.5 81.3 65.5 64.9 43.5 68.2 61.7 Old : 69.4 44.5 81.3 65.5 64.9 43.5 68.2 61.7 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, July 09, 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 : 24,686: 975 1,120 780 20,460 19,825 22,215 21,725: 2,471 2,961 Old : 24,686: 975 1,120 780 20,460 19,825 22,215 21,725: 2,471 2,961 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2019 : : -401: 0 -70 -100 -350 -260 -450 -430: 49 29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 4.5 3.2 82.9 80.3 90.0 88.0: 10.0 12.0 Old : 100.0: 3.9 4.5 3.2 82.9 80.3 90.0 88.0: 10.0 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 : 20: 4 1 3 11 11 16 14: Old : 20: 4 1 3 11 11 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 : 72.1 59.7 85.2 80.9 63.6 56.5 67.8 67.1 Old : 72.1 59.7 85.2 80.9 63.6 56.5 67.8 67.1 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, July 09, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 31,372: 9,170 690 3,970 16,449 25,049 29,589 29,709: 1,783 1,663 Old : 31,372: 9,170 690 3,970 16,449 25,049 29,589 29,709: 1,783 1,663 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2019 : : -612: -530 -90 0 -53 -493 -583 -583: -29 -29 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.2 2.2 12.7 52.4 79.8 94.3 94.7: 5.7 5.3 Old : 100.0: 29.2 2.2 12.7 52.4 79.8 94.3 94.7: 5.7 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 2 2 14 16 16 19: Old : 21: 1 2 2 14 16 16 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.2 68.4 83.0 82.5 45.9 47.4 52.0 51.7 Old : 67.2 68.4 83.0 82.5 45.9 47.4 52.0 51.7 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, July 09, 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 : 71,577: 12,860 3,490 2,725 44,470 53,452 60,055 59,667: 11,522 11,910 Old : 71,577: 12,860 3,490 2,725 44,470 53,452 60,055 59,667: 11,522 11,910 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2019 : : -3,541: -1,115 -15 -280 -1,366 -2,451 -2,761 -2,746: -780 -795 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.0 4.9 3.8 62.1 74.7 83.9 83.4: 16.1 16.6 Old : 100.0: 18.0 4.9 3.8 62.1 74.7 83.9 83.4: 16.1 16.6 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 : 27: 2 1 2 14 21 16 24: Old : 27: 2 1 2 14 21 16 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 : 68.2 43.9 79.1 60.9 62.7 43.0 68.4 58.3 Old : 68.2 43.9 79.1 60.9 62.7 43.0 68.4 58.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Commitments of Traders with Delta-adjusted Options and Futures Combined, July 09, 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 : 70,594: 10,610 3,325 3,875 44,878 51,727 59,363 58,927: 11,231 11,667 Old : 70,594: 10,610 3,325 3,875 44,878 51,727 59,363 58,927: 11,231 11,667 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2019 : : -3,427: -720 -65 -475 -1,517 -2,152 -2,712 -2,692: -715 -735 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.0 4.7 5.5 63.6 73.3 84.1 83.5: 15.9 16.5 Old : 100.0: 15.0 4.7 5.5 63.6 73.3 84.1 83.5: 15.9 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 : 28: 2 2 3 15 21 18 25: Old : 28: 2 2 3 15 21 18 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 : 67.1 47.1 77.9 61.5 59.9 44.5 65.7 56.3 Old : 67.1 47.1 77.9 61.5 59.9 44.5 65.7 56.3 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, July 09, 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 : 25,251: 2,610 8,715 1,980 16,953 11,363 21,543 22,058: 3,708 3,193 Old : 25,251: 2,610 8,715 1,980 16,953 11,363 21,543 22,058: 3,708 3,193 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2019 : : -1,516: -50 -790 0 -1,286 -561 -1,336 -1,351: -180 -165 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.3 34.5 7.8 67.1 45.0 85.3 87.4: 14.7 12.6 Old : 100.0: 10.3 34.5 7.8 67.1 45.0 85.3 87.4: 14.7 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 : 28: 4 4 3 17 10 23 15: Old : 28: 4 4 3 17 10 23 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.3 63.4 61.8 81.0 36.7 51.2 55.6 64.8 Old : 39.3 63.4 61.8 81.0 36.7 51.2 55.6 64.8 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, July 09, 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 : 24,031: 3,160 8,325 2,205 14,980 10,500 20,345 21,030: 3,686 3,001 Old : 24,031: 3,160 8,325 2,205 14,980 10,500 20,345 21,030: 3,686 3,001 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2019 : : -1,256: 90 -525 -165 -1,006 -401 -1,081 -1,091: -175 -165 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.1 34.6 9.2 62.3 43.7 84.7 87.5: 15.3 12.5 Old : 100.0: 13.1 34.6 9.2 62.3 43.7 84.7 87.5: 15.3 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 : 25: 4 3 2 16 9 21 13: Old : 25: 4 3 2 16 9 21 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.6 63.1 65.6 81.8 35.8 57.9 56.9 66.2 Old : 40.6 63.1 65.6 81.8 35.8 57.9 56.9 66.2 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, July 09, 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 : 45,337: 23,970 0 0 16,701 40,369 40,671 40,369: 4,666 4,968 Old : 45,337: 23,970 0 0 16,701 40,369 40,671 40,369: 4,666 4,968 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2019 : : -2,311: -1,785 0 0 -109 -1,894 -1,894 -1,894: -417 -417 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.9 0.0 0.0 36.8 89.0 89.7 89.0: 10.3 11.0 Old : 100.0: 52.9 0.0 0.0 36.8 89.0 89.7 89.0: 10.3 11.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 4 0 0 12 14 16 14: Old : 22: 4 0 0 12 14 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 : 63.7 75.3 83.1 85.5 62.4 75.3 77.7 80.7 Old : 63.7 75.3 83.1 85.5 62.4 75.3 77.7 80.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN Commitments of Traders with Delta-adjusted Options and Futures Combined, July 09, 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 : 45,276: 23,345 0 0 16,551 40,017 39,896 40,017: 5,380 5,259 Old : 45,276: 23,345 0 0 16,551 40,017 39,896 40,017: 5,380 5,259 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2019 : : -2,192: -1,810 0 0 122 -1,693 -1,688 -1,693: -504 -499 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.6 0.0 0.0 36.6 88.4 88.1 88.4: 11.9 11.6 Old : 100.0: 51.6 0.0 0.0 36.6 88.4 88.1 88.4: 11.9 11.6 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 : 21: 4 0 0 10 14 14 14: Old : 21: 4 0 0 10 14 14 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 : 62.5 77.8 83.5 85.0 61.4 77.8 81.4 83.4 Old : 62.5 77.8 83.5 85.0 61.4 77.8 81.4 83.4 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, July 09, 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 : 53,895: 22,890 400 2,130 24,605 47,205 49,625 49,735: 4,270 4,160 Old : 53,895: 22,890 400 2,130 24,605 47,205 49,625 49,735: 4,270 4,160 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2019 : : -2,935: -1,355 -50 -100 -1,155 -2,475 -2,610 -2,625: -325 -310 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.5 0.7 4.0 45.7 87.6 92.1 92.3: 7.9 7.7 Old : 100.0: 42.5 0.7 4.0 45.7 87.6 92.1 92.3: 7.9 7.7 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 : 28: 6 1 3 16 12 22 16: Old : 28: 6 1 3 16 12 22 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 : 51.7 80.7 75.2 88.9 48.2 77.9 69.0 81.0 Old : 51.7 80.7 75.2 88.9 48.2 77.9 69.0 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, July 09, 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 : 52,980: 22,065 100 2,705 23,865 45,940 48,635 48,745: 4,345 4,235 Old : 52,980: 22,065 100 2,705 23,865 45,940 48,635 48,745: 4,345 4,235 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2019 : : -2,620: -1,195 0 -100 -965 -2,170 -2,260 -2,270: -360 -350 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.6 0.2 5.1 45.0 86.7 91.8 92.0: 8.2 8.0 Old : 100.0: 41.6 0.2 5.1 45.0 86.7 91.8 92.0: 8.2 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 : 26: 5 1 4 15 11 21 15: Old : 26: 5 1 4 15 11 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 : 52.2 79.7 74.1 89.1 49.1 77.1 69.1 80.5 Old : 52.2 79.7 74.1 89.1 49.1 77.1 69.1 80.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG Commitments of Traders with Delta-adjusted Options and Futures Combined, July 09, 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 : 15,895: 1,625 6,720 500 12,235 7,360 14,360 14,580: 1,535 1,315 Old : 15,895: 1,625 6,720 500 12,235 7,360 14,360 14,580: 1,535 1,315 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2019 : : -725: -60 -280 0 -575 -375 -635 -655: -90 -70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.2 42.3 3.1 77.0 46.3 90.3 91.7: 9.7 8.3 Old : 100.0: 10.2 42.3 3.1 77.0 46.3 90.3 91.7: 9.7 8.3 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: 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 : 55.7 49.2 78.8 80.3 51.2 49.2 67.0 72.0 Old : 55.7 49.2 78.8 80.3 51.2 49.2 67.0 72.0 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, July 09, 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 : 15,620: 1,860 7,195 490 11,830 6,660 14,180 14,345: 1,440 1,275 Old : 15,620: 1,860 7,195 490 11,830 6,660 14,180 14,345: 1,440 1,275 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2019 : : -755: -85 -405 0 -585 -280 -670 -685: -85 -70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.9 46.1 3.1 75.7 42.6 90.8 91.8: 9.2 8.2 Old : 100.0: 11.9 46.1 3.1 75.7 42.6 90.8 91.8: 9.2 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 : 56.1 53.1 79.6 80.5 51.3 53.1 66.8 74.1 Old : 56.1 53.1 79.6 80.5 51.3 53.1 66.8 74.1 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, July 09, 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 : 61,145: 19,880 21,695 2,905 33,785 32,380 56,570 56,980: 4,575 4,165 Old : 61,145: 19,880 21,695 2,905 33,785 32,380 56,570 56,980: 4,575 4,165 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2019 : : -1,910: -125 85 -300 -1,225 -1,455 -1,650 -1,670: -260 -240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.5 35.5 4.8 55.3 53.0 92.5 93.2: 7.5 6.8 Old : 100.0: 32.5 35.5 4.8 55.3 53.0 92.5 93.2: 7.5 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 5 2 4 16 16 23 20: Old : 28: 5 2 4 16 16 23 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 : 62.0 69.9 75.8 85.6 61.1 66.9 74.2 79.0 Old : 62.0 69.9 75.8 85.6 61.1 66.9 74.2 79.0 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, July 09, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 60,440: 16,680 21,445 3,635 35,360 31,005 55,675 56,085: 4,765 4,355 Old : 60,440: 16,680 21,445 3,635 35,360 31,005 55,675 56,085: 4,765 4,355 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2019 : : -2,050: -155 110 -330 -1,245 -1,530 -1,730 -1,750: -320 -300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.6 35.5 6.0 58.5 51.3 92.1 92.8: 7.9 7.2 Old : 100.0: 27.6 35.5 6.0 58.5 51.3 92.1 92.8: 7.9 7.2 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 : 27: 5 2 5 15 16 22 21: Old : 27: 5 2 5 15 16 22 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 : 59.2 67.9 74.5 84.8 57.5 64.2 69.7 78.5 Old : 59.2 67.9 74.5 84.8 57.5 64.2 69.7 78.5 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, July 09, 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 : 55,406: 16,180 18,745 1,820 34,793 32,558 52,793 53,123: 2,613 2,283 Old : 55,406: 16,180 18,745 1,820 34,793 32,558 52,793 53,123: 2,613 2,283 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2019 : : -2,505: -655 -970 -25 -1,727 -1,407 -2,407 -2,402: -98 -103 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.2 33.8 3.3 62.8 58.8 95.3 95.9: 4.7 4.1 Old : 100.0: 29.2 33.8 3.3 62.8 58.8 95.3 95.9: 4.7 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 4 2 2 21 10 26 13: Old : 29: 4 2 2 21 10 26 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 : 56.6 74.7 76.8 92.2 53.4 70.0 71.2 80.2 Old : 56.6 74.7 76.8 92.2 53.4 70.0 71.2 80.2 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, July 09, 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 : 45,272: 12,430 10,130 2,110 29,207 31,832 43,747 44,072: 1,525 1,200 Old : 45,272: 12,430 10,130 2,110 29,207 31,832 43,747 44,072: 1,525 1,200 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2019 : : -1,605: -305 -545 -25 -1,201 -981 -1,531 -1,551: -74 -54 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.5 22.4 4.7 64.5 70.3 96.6 97.3: 3.4 2.7 Old : 100.0: 27.5 22.4 4.7 64.5 70.3 96.6 97.3: 3.4 2.7 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 : 28: 4 2 2 20 11 25 14: Old : 28: 4 2 2 20 11 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 : 56.4 69.7 77.8 92.1 52.5 65.4 72.2 82.3 Old : 56.4 69.7 77.8 92.1 52.5 65.4 72.2 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, July 09, 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 : 144,692: 1,675 23,196 8,604 114,036 92,635 124,315 124,435: 20,377 20,257 Old : 144,692: 1,675 23,196 8,604 114,036 92,635 124,315 124,435: 20,377 20,257 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2019 : : -3,443: -50 -705 -310 -2,848 -2,193 -3,208 -3,208: -235 -235 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 16.0 5.9 78.8 64.0 85.9 86.0: 14.1 14.0 Old : 100.0: 1.2 16.0 5.9 78.8 64.0 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 : 42: 2 8 4 26 29 31 38: Old : 42: 2 8 4 26 29 31 38: 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 : 62.4 39.3 72.5 58.3 58.6 37.7 65.1 51.3 Old : 62.4 39.3 72.5 58.3 58.6 37.7 65.1 51.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Commitments of Traders with Delta-adjusted Options and Futures Combined, July 09, 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 : 133,852: 1,375 24,626 7,419 109,170 86,039 117,964 118,084: 15,888 15,768 Old : 133,852: 1,375 24,626 7,419 109,170 86,039 117,964 118,084: 15,888 15,768 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2019 : : -6,145: 0 -690 -275 -4,791 -4,101 -5,066 -5,066: -1,079 -1,079 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 18.4 5.5 81.6 64.3 88.1 88.2: 11.9 11.8 Old : 100.0: 1.0 18.4 5.5 81.6 64.3 88.1 88.2: 11.9 11.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 2 7 3 22 27 26 35: Old : 40: 2 7 3 22 27 26 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 : 64.8 42.9 76.9 59.7 60.1 41.2 68.4 55.5 Old : 64.8 42.9 76.9 59.7 60.1 41.2 68.4 55.5 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, July 09, 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 : 39,820: 2,185 3,200 1,925 32,425 31,410 36,535 36,535: 3,285 3,285 Old : 39,820: 2,185 3,200 1,925 32,425 31,410 36,535 36,535: 3,285 3,285 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2019 : : -1,285: 35 -225 -365 -840 -580 -1,170 -1,170: -115 -115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 8.0 4.8 81.4 78.9 91.8 91.8: 8.2 8.2 Old : 100.0: 5.5 8.0 4.8 81.4 78.9 91.8 91.8: 8.2 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 : 26: 3 2 2 15 18 18 22: Old : 26: 3 2 2 15 18 18 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.0 44.9 80.5 67.4 60.0 42.0 69.3 61.9 Old : 64.0 44.9 80.5 67.4 60.0 42.0 69.3 61.9 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, July 09, 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 : 34,555: 2,530 2,450 2,235 26,720 26,860 31,485 31,545: 3,070 3,010 Old : 34,555: 2,530 2,450 2,235 26,720 26,860 31,485 31,545: 3,070 3,010 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2019 : : -1,140: 185 -100 -330 -855 -580 -1,000 -1,010: -140 -130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 7.1 6.5 77.3 77.7 91.1 91.3: 8.9 8.7 Old : 100.0: 7.3 7.1 6.5 77.3 77.7 91.1 91.3: 8.9 8.7 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 : 25: 3 1 2 15 20 18 23: Old : 25: 3 1 2 15 20 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 : 64.2 44.0 82.3 66.4 56.1 42.0 64.2 59.2 Old : 64.2 44.0 82.3 66.4 56.1 42.0 64.2 59.2 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, July 09, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 27,035: 12,510 0 800 12,150 25,110 25,460 25,910: 1,575 1,125 Old : 27,035: 12,510 0 800 12,150 25,110 25,460 25,910: 1,575 1,125 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2019 : : -15: -300 0 -285 500 355 -85 70: 70 -85 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.3 0.0 3.0 44.9 92.9 94.2 95.8: 5.8 4.2 Old : 100.0: 46.3 0.0 3.0 44.9 92.9 94.2 95.8: 5.8 4.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 3 0 2 14 14 17 16: Old : 21: 3 0 2 14 14 17 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 : 70.7 65.8 88.1 82.8 65.1 58.3 73.9 73.9 Old : 70.7 65.8 88.1 82.8 65.1 58.3 73.9 73.9 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, July 09, 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 : 98,305: 2,110 11,765 5,345 74,378 64,783 81,833 81,893: 16,472 16,412 Old : 98,305: 2,110 11,765 5,345 74,378 64,783 81,833 81,893: 16,472 16,412 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2019 : : -735: -455 -270 -190 835 650 190 190: -925 -925 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.1 12.0 5.4 75.7 65.9 83.2 83.3: 16.8 16.7 Old : 100.0: 2.1 12.0 5.4 75.7 65.9 83.2 83.3: 16.8 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 : 38: 3 3 3 29 25 33 30: Old : 38: 3 3 3 29 25 33 30: 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 : 39.4 43.6 56.1 60.6 31.3 28.6 39.0 37.0 Old : 39.4 43.6 56.1 60.6 31.3 28.6 39.0 37.0 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, July 09, 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 : 79,815: 1,840 2,930 9,020 54,005 53,600 64,865 65,550: 14,950 14,265 Old : 79,815: 1,840 2,930 9,020 54,005 53,600 64,865 65,550: 14,950 14,265 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: July 2, 2019 : : -2,249: -450 -55 -130 -999 -1,104 -1,579 -1,289: -670 -960 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 3.7 11.3 67.7 67.2 81.3 82.1: 18.7 17.9 Old : 100.0: 2.3 3.7 11.3 67.7 67.2 81.3 82.1: 18.7 17.9 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 3 2 19 23 22 27: Old : 31: 2 3 2 19 23 22 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 49.0 47.1 67.2 63.1 32.5 36.1 43.3 44.1 Old : 49.0 47.1 67.2 63.1 32.5 36.1 43.3 44.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated July 12, 2019