ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders with Delta-adjusted Options and Futures Combined, March 09, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 86,902: 3,330 8,925 0 76,760 71,138 80,090 80,063: 6,812 6,839 Old : 86,902: 3,330 8,925 0 76,760 71,138 80,090 80,063: 6,812 6,839 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 2, 2021 : : -3,121: -165 -701 0 -2,716 -2,178 -2,881 -2,879: -240 -242 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 10.3 0.0 88.3 81.9 92.2 92.1: 7.8 7.9 Old : 100.0: 3.8 10.3 0.0 88.3 81.9 92.2 92.1: 7.8 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 : 27: 1 2 0 20 18 21 20: Old : 27: 1 2 0 20 18 21 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 : 73.8 58.4 86.0 83.5 73.0 57.3 83.6 78.7 Old : 73.8 58.4 86.0 83.5 73.0 57.3 83.6 78.7 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, March 09, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 71,419: 3,150 7,605 0 60,756 56,284 63,906 63,889: 7,513 7,530 Old : 71,419: 3,150 7,605 0 60,756 56,284 63,906 63,889: 7,513 7,530 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 2, 2021 : : -3,158: -170 -676 0 -2,775 -2,277 -2,945 -2,953: -213 -205 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.4 10.6 0.0 85.1 78.8 89.5 89.5: 10.5 10.5 Old : 100.0: 4.4 10.6 0.0 85.1 78.8 89.5 89.5: 10.5 10.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 1 0 19 19 20 20: Old : 24: 1 1 0 19 19 20 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 : 73.7 62.3 83.1 81.0 72.8 60.8 79.7 77.6 Old : 73.7 62.3 83.1 81.0 72.8 60.8 79.7 77.6 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, March 09, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 45,336: 4,780 6,884 2,125 35,185 33,371 42,090 42,380: 3,246 2,956 Old : 45,336: 4,780 6,884 2,125 35,185 33,371 42,090 42,380: 3,246 2,956 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 2, 2021 : : 522: 80 -155 -210 911 1,156 781 791: -259 -269 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.5 15.2 4.7 77.6 73.6 92.8 93.5: 7.2 6.5 Old : 100.0: 10.5 15.2 4.7 77.6 73.6 92.8 93.5: 7.2 6.5 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 : 27: 4 2 1 19 16 23 19: Old : 27: 4 2 1 19 16 23 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 : 46.2 62.3 67.5 80.4 31.6 59.9 49.7 68.3 Old : 46.2 62.3 67.5 80.4 31.6 59.9 49.7 68.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP Commitments of Traders with Delta-adjusted Options and Futures Combined, March 09, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 33,055: 250 7,819 1,056 29,044 21,521 30,350 30,396: 2,705 2,659 Old : 33,055: 250 7,819 1,056 29,044 21,521 30,350 30,396: 2,705 2,659 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 2, 2021 : : -361: -25 -535 0 -283 220 -308 -315: -53 -46 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 23.7 3.2 87.9 65.1 91.8 92.0: 8.2 8.0 Old : 100.0: 0.8 23.7 3.2 87.9 65.1 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 : 22: 2 3 2 15 12 19 15: Old : 22: 2 3 2 15 12 19 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.0 63.3 74.8 84.1 43.4 60.8 60.5 66.1 Old : 48.0 63.3 74.8 84.1 43.4 60.8 60.5 66.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU Commitments of Traders with Delta-adjusted Options and Futures Combined, March 09, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 19,470: 0 8,220 625 17,120 8,825 17,745 17,670: 1,725 1,800 Old : 19,470: 0 8,220 625 17,120 8,825 17,745 17,670: 1,725 1,800 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 2, 2021 : : -915: 0 65 0 -1,040 -905 -1,040 -840: 125 -75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 42.2 3.2 87.9 45.3 91.1 90.8: 8.9 9.2 Old : 100.0: 0.0 42.2 3.2 87.9 45.3 91.1 90.8: 8.9 9.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 0 3 2 15 11 17 14: Old : 20: 0 3 2 15 11 17 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.2 69.5 78.2 86.6 47.4 69.4 75.3 78.3 Old : 48.2 69.5 78.2 86.6 47.4 69.4 75.3 78.3 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, March 09, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 85,507: 15,115 1,160 1,085 55,147 68,740 71,347 70,985: 14,160 14,522 Old : 85,507: 15,115 1,160 1,085 55,147 68,740 71,347 70,985: 14,160 14,522 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 2, 2021 : : -1,795: 230 -595 0 -2,705 -2,162 -2,475 -2,757: 680 962 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.7 1.4 1.3 64.5 80.4 83.4 83.0: 16.6 17.0 Old : 100.0: 17.7 1.4 1.3 64.5 80.4 83.4 83.0: 16.6 17.0 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: 2 3 2 17 20 20 24: Old : 27: 2 3 2 17 20 20 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 : 54.3 57.1 73.5 72.1 50.6 56.8 62.9 64.1 Old : 54.3 57.1 73.5 72.1 50.6 56.8 62.9 64.1 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, March 09, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 81,613: 15,415 2,450 335 51,878 64,595 67,628 67,380: 13,985 14,233 Old : 81,613: 15,415 2,450 335 51,878 64,595 67,628 67,380: 13,985 14,233 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 2, 2021 : : -2,469: -35 -805 15 -3,129 -2,597 -3,149 -3,387: 680 918 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 3.0 0.4 63.6 79.1 82.9 82.6: 17.1 17.4 Old : 100.0: 18.9 3.0 0.4 63.6 79.1 82.9 82.6: 17.1 17.4 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 : 27: 2 3 3 16 19 20 23: Old : 27: 2 3 3 16 19 20 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 : 54.0 54.7 73.8 71.0 50.7 54.6 60.6 63.0 Old : 54.0 54.7 73.8 71.0 50.7 54.6 60.6 63.0 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, March 09, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 27,045: 1,095 15,500 900 21,670 7,505 23,665 23,905: 3,380 3,140 Old : 27,045: 1,095 15,500 900 21,670 7,505 23,665 23,905: 3,380 3,140 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 2, 2021 : : -1,611: -25 -885 -150 -1,264 -399 -1,439 -1,434: -172 -177 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.0 57.3 3.3 80.1 27.8 87.5 88.4: 12.5 11.6 Old : 100.0: 4.0 57.3 3.3 80.1 27.8 87.5 88.4: 12.5 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 : 25: 1 6 3 16 10 20 16: Old : 25: 1 6 3 16 10 20 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 : 52.1 58.1 67.5 75.8 49.6 53.1 61.6 64.6 Old : 52.1 58.1 67.5 75.8 49.6 53.1 61.6 64.6 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, March 09, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 26,820: 1,095 15,250 975 21,595 7,680 23,665 23,905: 3,155 2,915 Old : 26,820: 1,095 15,250 975 21,595 7,680 23,665 23,905: 3,155 2,915 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 2, 2021 : : -1,586: -25 -760 -150 -1,290 -550 -1,465 -1,460: -121 -126 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.1 56.9 3.6 80.5 28.6 88.2 89.1: 11.8 10.9 Old : 100.0: 4.1 56.9 3.6 80.5 28.6 88.2 89.1: 11.8 10.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 6 3 16 10 20 16: Old : 25: 1 6 3 16 10 20 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 : 52.5 58.4 67.9 76.4 50.0 52.6 62.1 64.4 Old : 52.5 58.4 67.9 76.4 50.0 52.6 62.1 64.4 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, March 09, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 57,775: 20,295 25 0 35,405 55,560 55,700 55,585: 2,075 2,190 Old : 57,775: 20,295 25 0 35,405 55,560 55,700 55,585: 2,075 2,190 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 2, 2021 : : -5,770: -2,330 0 -120 -3,190 -5,510 -5,640 -5,630: -130 -140 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.1 0.0 0.0 61.3 96.2 96.4 96.2: 3.6 3.8 Old : 100.0: 35.1 0.0 0.0 61.3 96.2 96.4 96.2: 3.6 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 3 1 0 13 15 16 16: Old : 23: 3 1 0 13 15 16 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 : 74.8 86.9 94.2 92.9 74.1 86.3 92.9 91.4 Old : 74.8 86.9 94.2 92.9 74.1 86.3 92.9 91.4 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, March 09, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 48,548: 20,205 0 85 24,523 45,353 44,813 45,438: 3,735 3,110 Old : 48,548: 20,205 0 85 24,523 45,353 44,813 45,438: 3,735 3,110 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 2, 2021 : : -2,755: -745 -50 -30 -2,370 -2,810 -3,145 -2,890: 390 135 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.6 0.0 0.2 50.5 93.4 92.3 93.6: 7.7 6.4 Old : 100.0: 41.6 0.0 0.2 50.5 93.4 92.3 93.6: 7.7 6.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 5 0 2 16 12 21 14: Old : 26: 5 0 2 16 12 21 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.0 83.9 72.6 92.6 50.5 83.7 68.8 88.4 Old : 54.0 83.9 72.6 92.6 50.5 83.7 68.8 88.4 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, March 09, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 42,368: 15,380 0 435 23,228 39,123 39,043 39,558: 3,325 2,810 Old : 42,368: 15,380 0 435 23,228 39,123 39,043 39,558: 3,325 2,810 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 2, 2021 : : -2,295: -245 -50 -30 -2,335 -2,270 -2,610 -2,350: 315 55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.3 0.0 1.0 54.8 92.3 92.2 93.4: 7.8 6.6 Old : 100.0: 36.3 0.0 1.0 54.8 92.3 92.2 93.4: 7.8 6.6 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 0 2 16 12 21 14: Old : 26: 5 0 2 16 12 21 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.6 82.1 71.8 91.7 48.0 81.8 67.9 87.9 Old : 51.6 82.1 71.8 91.7 48.0 81.8 67.9 87.9 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, March 09, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 63,446: 17,445 8,780 1,963 40,275 49,415 59,683 60,158: 3,763 3,288 Old : 63,446: 17,445 8,780 1,963 40,275 49,415 59,683 60,158: 3,763 3,288 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 2, 2021 : : -4,850: -1,505 -2,710 0 -2,925 -1,765 -4,430 -4,475: -420 -375 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.5 13.8 3.1 63.5 77.9 94.1 94.8: 5.9 5.2 Old : 100.0: 27.5 13.8 3.1 63.5 77.9 94.1 94.8: 5.9 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 5 2 3 19 12 25 16: Old : 29: 5 2 3 19 12 25 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.2 66.8 76.3 83.1 51.3 65.3 71.2 79.0 Old : 56.2 66.8 76.3 83.1 51.3 65.3 71.2 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, March 09, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 61,396: 15,495 8,780 1,963 40,865 47,835 58,323 58,578: 3,073 2,818 Old : 61,396: 15,495 8,780 1,963 40,865 47,835 58,323 58,578: 3,073 2,818 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 2, 2021 : : -4,735: -1,445 -2,710 0 -2,975 -1,735 -4,420 -4,445: -315 -290 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.2 14.3 3.2 66.6 77.9 95.0 95.4: 5.0 4.6 Old : 100.0: 25.2 14.3 3.2 66.6 77.9 95.0 95.4: 5.0 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 : 29: 5 2 3 19 13 25 17: Old : 29: 5 2 3 19 13 25 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.8 67.6 77.0 82.6 52.3 65.7 70.3 77.8 Old : 56.8 67.6 77.0 82.6 52.3 65.7 70.3 77.8 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, March 09, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 62,569: 16,020 6,735 4,055 35,728 45,083 55,803 55,873: 6,766 6,696 Old : 62,569: 16,020 6,735 4,055 35,728 45,083 55,803 55,873: 6,766 6,696 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 2, 2021 : : -4,912: -2,070 -1,710 0 -2,729 -3,064 -4,799 -4,774: -113 -138 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.6 10.8 6.5 57.1 72.1 89.2 89.3: 10.8 10.7 Old : 100.0: 25.6 10.8 6.5 57.1 72.1 89.2 89.3: 10.8 10.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 3 4 3 21 11 26 16: Old : 30: 3 4 3 21 11 26 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 : 59.5 71.6 73.6 84.8 59.5 69.0 71.3 77.3 Old : 59.5 71.6 73.6 84.8 59.5 69.0 71.3 77.3 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, March 09, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 53,259: 10,400 4,515 4,030 31,654 38,284 46,084 46,829: 7,175 6,430 Old : 53,259: 10,400 4,515 4,030 31,654 38,284 46,084 46,829: 7,175 6,430 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 2, 2021 : : -4,298: -1,850 -1,460 -80 -2,548 -2,803 -4,478 -4,343: 180 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.5 8.5 7.6 59.4 71.9 86.5 87.9: 13.5 12.1 Old : 100.0: 19.5 8.5 7.6 59.4 71.9 86.5 87.9: 13.5 12.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 1 5 3 20 9 24 14: Old : 29: 1 5 3 20 9 24 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 : 58.9 67.4 72.6 83.8 57.8 64.7 69.9 74.8 Old : 58.9 67.4 72.6 83.8 57.8 64.7 69.9 74.8 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, March 09, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 196,528: 650 54,053 2,380 145,771 91,883 148,801 148,316: 47,727 48,212 Old : 196,528: 650 54,053 2,380 145,771 91,883 148,801 148,316: 47,727 48,212 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 2, 2021 : : -8,196: -75 2,070 -505 -2,554 -4,960 -3,134 -3,395: -5,062 -4,801 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.3 27.5 1.2 74.2 46.8 75.7 75.5: 24.3 24.5 Old : 100.0: 0.3 27.5 1.2 74.2 46.8 75.7 75.5: 24.3 24.5 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 : 41: 1 8 6 27 27 34 35: Old : 41: 1 8 6 27 27 34 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 : 48.2 28.4 62.6 49.0 40.9 27.7 50.7 43.9 Old : 48.2 28.4 62.6 49.0 40.9 27.7 50.7 43.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Commitments of Traders with Delta-adjusted Options and Futures Combined, March 09, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 171,341: 650 43,809 3,613 125,187 81,671 129,450 129,093: 41,891 42,248 Old : 171,341: 650 43,809 3,613 125,187 81,671 129,450 129,093: 41,891 42,248 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 2, 2021 : : -6,999: -275 2,546 -700 -1,362 -4,439 -2,337 -2,593: -4,662 -4,406 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.4 25.6 2.1 73.1 47.7 75.6 75.3: 24.4 24.7 Old : 100.0: 0.4 25.6 2.1 73.1 47.7 75.6 75.3: 24.4 24.7 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 : 41: 1 8 6 28 27 35 35: Old : 41: 1 8 6 28 27 35 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 : 46.0 32.4 59.6 51.3 41.3 31.5 49.5 44.8 Old : 46.0 32.4 59.6 51.3 41.3 31.5 49.5 44.8 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, March 09, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 51,996: 2,560 1,450 2,405 41,796 42,876 46,761 46,731: 5,235 5,265 Old : 51,996: 2,560 1,450 2,405 41,796 42,876 46,761 46,731: 5,235 5,265 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 2, 2021 : : -340: 1,160 40 -595 -1,145 -130 -580 -685: 240 345 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.9 2.8 4.6 80.4 82.5 89.9 89.9: 10.1 10.1 Old : 100.0: 4.9 2.8 4.6 80.4 82.5 89.9 89.9: 10.1 10.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 2 2 16 16 18 20: Old : 26: 2 2 2 16 16 18 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 : 59.2 48.5 75.7 72.8 48.1 42.6 59.7 59.8 Old : 59.2 48.5 75.7 72.8 48.1 42.6 59.7 59.8 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, March 09, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 45,422: 2,810 1,050 2,230 35,555 37,360 40,595 40,640: 4,827 4,782 Old : 45,422: 2,810 1,050 2,230 35,555 37,360 40,595 40,640: 4,827 4,782 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 2, 2021 : : -680: 1,145 -85 -520 -557 533 68 -72: -748 -608 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.2 2.3 4.9 78.3 82.3 89.4 89.5: 10.6 10.5 Old : 100.0: 6.2 2.3 4.9 78.3 82.3 89.4 89.5: 10.6 10.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 2 1 2 19 16 21 19: Old : 24: 2 1 2 19 16 21 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 : 55.9 52.9 70.8 74.7 50.0 46.1 58.4 60.0 Old : 55.9 52.9 70.8 74.7 50.0 46.1 58.4 60.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Commitments of Traders with Delta-adjusted Options and Futures Combined, March 09, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 37,845: 5,125 3,905 0 28,225 29,695 33,350 33,600: 4,495 4,245 Old : 37,845: 5,125 3,905 0 28,225 29,695 33,350 33,600: 4,495 4,245 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 2, 2021 : : -2,660: -365 -175 0 -2,335 -2,520 -2,700 -2,695: 40 35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.5 10.3 0.0 74.6 78.5 88.1 88.8: 11.9 11.2 Old : 100.0: 13.5 10.3 0.0 74.6 78.5 88.1 88.8: 11.9 11.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 3 1 0 17 17 20 18: Old : 25: 3 1 0 17 17 20 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 : 48.5 50.2 72.2 75.0 41.5 37.4 53.0 53.0 Old : 48.5 50.2 72.2 75.0 41.5 37.4 53.0 53.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD Commitments of Traders with Delta-adjusted Options and Futures Combined, March 09, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 47,865: 20,570 3,705 75 21,630 39,020 42,275 42,800: 5,590 5,065 Old : 47,865: 20,570 3,705 75 21,630 39,020 42,275 42,800: 5,590 5,065 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 2, 2021 : : -2,230: -390 -25 0 -2,010 -2,270 -2,400 -2,295: 170 65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.0 7.7 0.2 45.2 81.5 88.3 89.4: 11.7 10.6 Old : 100.0: 43.0 7.7 0.2 45.2 81.5 88.3 89.4: 11.7 10.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 2 1 14 17 17 19: Old : 22: 2 2 1 14 17 17 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.2 57.7 80.0 76.2 56.0 46.5 61.9 60.0 Old : 66.2 57.7 80.0 76.2 56.0 46.5 61.9 60.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Commitments of Traders with Delta-adjusted Options and Futures Combined, March 09, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 200,858: 24,500 2,742 3,390 137,771 159,243 165,661 165,375: 35,197 35,483 Old : 200,858: 24,500 2,742 3,390 137,771 159,243 165,661 165,375: 35,197 35,483 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 2, 2021 : : -7,547: -1,965 -50 65 -5,912 -8,134 -7,812 -8,119: 265 572 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.2 1.4 1.7 68.6 79.3 82.5 82.3: 17.5 17.7 Old : 100.0: 12.2 1.4 1.7 68.6 79.3 82.5 82.3: 17.5 17.7 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 : 40: 3 6 5 29 27 36 34: Old : 40: 3 6 5 29 27 36 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.8 46.3 60.8 65.9 36.4 36.6 48.0 47.4 Old : 41.8 46.3 60.8 65.9 36.4 36.6 48.0 47.4 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, March 09, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 174,208: 13,580 1,857 10,575 124,529 136,172 148,684 148,604: 25,524 25,604 Old : 174,208: 13,580 1,857 10,575 124,529 136,172 148,684 148,604: 25,524 25,604 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 2, 2021 : : -360: -7,695 -426 5,700 2,987 -4,493 992 781: -1,352 -1,141 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.8 1.1 6.1 71.5 78.2 85.3 85.3: 14.7 14.7 Old : 100.0: 7.8 1.1 6.1 71.5 78.2 85.3 85.3: 14.7 14.7 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 : 36: 3 5 2 27 26 31 32: Old : 36: 3 5 2 27 26 31 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.6 39.7 66.7 62.1 33.1 33.9 44.2 43.4 Old : 46.6 39.7 66.7 62.1 33.1 33.9 44.2 43.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA Commitments of Traders with Delta-adjusted Options and Futures Combined, March 09, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 30,274: 680 555 1,524 26,420 26,535 28,624 28,614: 1,650 1,660 Old : 30,274: 680 555 1,524 26,420 26,535 28,624 28,614: 1,650 1,660 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 2, 2021 : : -1,390: 30 125 -155 -1,110 -1,210 -1,235 -1,240: -155 -150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 1.8 5.0 87.3 87.6 94.5 94.5: 5.5 5.5 Old : 100.0: 2.2 1.8 5.0 87.3 87.6 94.5 94.5: 5.5 5.5 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: 2 2 2 11 7 14 10: Old : 20: 2 2 2 11 7 14 10: 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 : 69.2 84.4 85.8 93.5 63.3 79.8 77.3 82.8 Old : 69.2 84.4 85.8 93.5 63.3 79.8 77.3 82.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB Commitments of Traders with Delta-adjusted Options and Futures Combined, March 09, 2021 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 29,674: 25 605 1,804 26,225 25,635 28,054 28,044: 1,620 1,630 Old : 29,674: 25 605 1,804 26,225 25,635 28,054 28,044: 1,620 1,630 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 2, 2021 : : -1,495: 0 95 -125 -1,250 -1,350 -1,375 -1,380: -120 -115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 2.0 6.1 88.4 86.4 94.5 94.5: 5.5 5.5 Old : 100.0: 0.1 2.0 6.1 88.4 86.4 94.5 94.5: 5.5 5.5 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 3 2 11 7 14 10: Old : 20: 1 3 2 11 7 14 10: 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 83.4 88.2 93.1 66.2 78.2 78.5 81.4 Old : 72.1 83.4 88.2 93.1 66.2 78.2 78.5 81.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 12, 2021