ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 90,583: 3,055 6,939 240 79,968 76,039 83,263 83,218: 7,320 7,365 Old : 90,583: 3,055 6,939 240 79,968 76,039 83,263 83,218: 7,320 7,365 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 20, 2021 : : 2,270: -420 0 0 2,450 2,030 2,030 2,030: 240 240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 7.7 0.3 88.3 83.9 91.9 91.9: 8.1 8.1 Old : 100.0: 3.4 7.7 0.3 88.3 83.9 91.9 91.9: 8.1 8.1 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: 1 2 1 17 18 19 20: Old : 26: 1 2 1 17 18 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 : 74.6 64.0 86.3 84.5 74.0 62.8 83.3 79.2 Old : 74.6 64.0 86.3 84.5 74.0 62.8 83.3 79.2 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, April 27, 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 : 71,080: 2,770 5,399 60 60,496 57,837 63,326 63,296: 7,754 7,784 Old : 71,080: 2,770 5,399 60 60,496 57,837 63,326 63,296: 7,754 7,784 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 20, 2021 : : 1,380: -420 0 0 1,575 1,155 1,155 1,155: 225 225 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.9 7.6 0.1 85.1 81.4 89.1 89.0: 10.9 11.0 Old : 100.0: 3.9 7.6 0.1 85.1 81.4 89.1 89.0: 10.9 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 : 25: 2 1 1 18 18 21 19: Old : 25: 2 1 1 18 18 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 : 75.0 64.5 84.0 82.8 74.5 64.0 81.5 80.8 Old : 75.0 64.5 84.0 82.8 74.5 64.0 81.5 80.8 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, April 27, 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 : 26,656: 600 750 350 22,190 21,501 23,140 22,601: 3,516 4,055 Old : 26,656: 600 750 350 22,190 21,501 23,140 22,601: 3,516 4,055 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 20, 2021 : : 460: 0 0 0 375 375 375 375: 85 85 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 2.8 1.3 83.2 80.7 86.8 84.8: 13.2 15.2 Old : 100.0: 2.3 2.8 1.3 83.2 80.7 86.8 84.8: 13.2 15.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 3 1 1 13 13 16 15: Old : 20: 3 1 1 13 13 16 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.6 58.5 82.5 76.9 51.8 51.4 59.9 59.4 Old : 68.6 58.5 82.5 76.9 51.8 51.4 59.9 59.4 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, April 27, 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 : 45,341: 3,962 5,628 2,505 35,210 34,009 41,677 42,142: 3,664 3,199 Old : 45,341: 3,962 5,628 2,505 35,210 34,009 41,677 42,142: 3,664 3,199 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 20, 2021 : : -238: -50 -300 0 -90 160 -140 -140: -98 -98 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.7 12.4 5.5 77.7 75.0 91.9 92.9: 8.1 7.1 Old : 100.0: 8.7 12.4 5.5 77.7 75.0 91.9 92.9: 8.1 7.1 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: 3 3 2 18 17 21 22: Old : 29: 3 3 2 18 17 21 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 : 50.9 56.4 70.8 74.9 36.8 53.0 51.7 64.9 Old : 50.9 56.4 70.8 74.9 36.8 53.0 51.7 64.9 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, April 27, 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 : 33,875: 375 8,757 1,056 29,562 21,364 30,993 31,177: 2,882 2,698 Old : 33,875: 375 8,757 1,056 29,562 21,364 30,993 31,177: 2,882 2,698 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 20, 2021 : : 80: 0 50 0 250 150 250 200: -170 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.1 25.9 3.1 87.3 63.1 91.5 92.0: 8.5 8.0 Old : 100.0: 1.1 25.9 3.1 87.3 63.1 91.5 92.0: 8.5 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: 1 5 2 16 13 19 18: Old : 26: 1 5 2 16 13 19 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.6 58.5 78.6 80.1 51.3 56.0 65.7 68.0 Old : 58.6 58.5 78.6 80.1 51.3 56.0 65.7 68.0 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, April 27, 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 : 19,900: 100 9,370 400 17,600 8,410 18,100 18,180: 1,800 1,720 Old : 19,900: 100 9,370 400 17,600 8,410 18,100 18,180: 1,800 1,720 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 20, 2021 : : 610: 25 60 0 335 435 360 495: 250 115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 47.1 2.0 88.4 42.3 91.0 91.4: 9.0 8.6 Old : 100.0: 0.5 47.1 2.0 88.4 42.3 91.0 91.4: 9.0 8.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 3 1 16 13 19 16: Old : 22: 2 3 1 16 13 19 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.2 66.0 79.2 85.5 48.4 60.6 70.8 72.6 Old : 51.2 66.0 79.2 85.5 48.4 60.6 70.8 72.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 91,895: 18,880 960 790 58,085 75,673 77,755 77,423: 14,140 14,472 Old : 91,895: 18,880 960 790 58,085 75,673 77,755 77,423: 14,140 14,472 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 20, 2021 : : -25: 100 0 0 -190 -90 -90 -90: 65 65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.5 1.0 0.9 63.2 82.3 84.6 84.3: 15.4 15.7 Old : 100.0: 20.5 1.0 0.9 63.2 82.3 84.6 84.3: 15.4 15.7 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 : 27: 3 2 1 18 19 21 22: Old : 27: 3 2 1 18 19 21 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 : 59.7 58.8 74.7 73.5 56.2 58.5 63.1 65.5 Old : 59.7 58.8 74.7 73.5 56.2 58.5 63.1 65.5 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, April 27, 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 : 88,301: 18,605 1,665 550 55,571 72,283 74,726 74,498: 13,575 13,803 Old : 88,301: 18,605 1,665 550 55,571 72,283 74,726 74,498: 13,575 13,803 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 20, 2021 : : 165: 100 0 0 -90 10 10 10: 155 155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.1 1.9 0.6 62.9 81.9 84.6 84.4: 15.4 15.6 Old : 100.0: 21.1 1.9 0.6 62.9 81.9 84.6 84.4: 15.4 15.6 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: 2 3 1 17 19 20 22: Old : 28: 2 3 1 17 19 20 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 : 59.0 56.8 74.8 73.8 55.8 56.6 61.7 63.6 Old : 59.0 56.8 74.8 73.8 55.8 56.6 61.7 63.6 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, April 27, 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 : 28,319: 1,070 14,860 660 22,924 9,234 24,654 24,754: 3,665 3,565 Old : 28,319: 1,070 14,860 660 22,924 9,234 24,654 24,754: 3,665 3,565 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 20, 2021 : : 50: 0 -25 0 0 10 0 -15: 50 65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 52.5 2.3 80.9 32.6 87.1 87.4: 12.9 12.6 Old : 100.0: 3.8 52.5 2.3 80.9 32.6 87.1 87.4: 12.9 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: 1 6 3 20 10 24 16: Old : 28: 1 6 3 20 10 24 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 : 48.3 54.0 64.8 72.3 45.9 48.5 59.6 60.2 Old : 48.3 54.0 64.8 72.3 45.9 48.5 59.6 60.2 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, April 27, 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 : 28,044: 1,070 14,585 710 22,799 9,384 24,579 24,679: 3,465 3,365 Old : 28,044: 1,070 14,585 710 22,799 9,384 24,579 24,679: 3,465 3,365 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 20, 2021 : : 50: 0 -25 0 0 10 0 -15: 50 65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.8 52.0 2.5 81.3 33.5 87.6 88.0: 12.4 12.0 Old : 100.0: 3.8 52.0 2.5 81.3 33.5 87.6 88.0: 12.4 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 : 28: 1 6 3 20 10 24 16: Old : 28: 1 6 3 20 10 24 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 : 48.7 54.3 65.0 73.0 46.4 48.2 60.2 60.3 Old : 48.7 54.3 65.0 73.0 46.4 48.2 60.2 60.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 58,057: 18,845 0 0 37,055 55,955 55,900 55,955: 2,157 2,102 Old : 58,057: 18,845 0 0 37,055 55,955 55,900 55,955: 2,157 2,102 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 20, 2021 : : 222: 0 0 0 195 195 195 195: 27 27 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.5 0.0 0.0 63.8 96.4 96.3 96.4: 3.7 3.6 Old : 100.0: 32.5 0.0 0.0 63.8 96.4 96.3 96.4: 3.7 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 4 0 0 13 15 17 15: Old : 22: 4 0 0 13 15 17 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.8 87.1 93.9 93.3 73.2 86.5 92.6 91.6 Old : 73.8 87.1 93.9 93.3 73.2 86.5 92.6 91.6 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, April 27, 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 : 52,730: 18,355 300 280 31,295 50,245 49,930 50,825: 2,800 1,905 Old : 52,730: 18,355 300 280 31,295 50,245 49,930 50,825: 2,800 1,905 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 20, 2021 : : 1,460: -400 0 0 2,155 1,755 1,755 1,755: -295 -295 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.8 0.6 0.5 59.3 95.3 94.7 96.4: 5.3 3.6 Old : 100.0: 34.8 0.6 0.5 59.3 95.3 94.7 96.4: 5.3 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 5 1 3 17 14 22 18: Old : 28: 5 1 3 17 14 22 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 : 57.8 84.9 76.9 93.8 55.2 84.3 73.4 90.6 Old : 57.8 84.9 76.9 93.8 55.2 84.3 73.4 90.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 46,435: 14,430 300 655 28,600 43,520 43,685 44,475: 2,750 1,960 Old : 46,435: 14,430 300 655 28,600 43,520 43,685 44,475: 2,750 1,960 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 20, 2021 : : 1,550: -300 0 0 2,025 1,725 1,725 1,725: -175 -175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.1 0.6 1.4 61.6 93.7 94.1 95.8: 5.9 4.2 Old : 100.0: 31.1 0.6 1.4 61.6 93.7 94.1 95.8: 5.9 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 : 28: 5 1 3 17 14 22 18: Old : 28: 5 1 3 17 14 22 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 : 56.6 82.2 76.3 92.0 53.6 81.6 72.4 89.4 Old : 56.6 82.2 76.3 92.0 53.6 81.6 72.4 89.4 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, April 27, 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 : 79,525: 25,595 570 4,775 44,900 70,390 75,270 75,735: 4,255 3,790 Old : 79,525: 25,595 570 4,775 44,900 70,390 75,270 75,735: 4,255 3,790 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 20, 2021 : : 900: 1,300 -25 -325 -335 1,590 640 1,240: 260 -340 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.2 0.7 6.0 56.5 88.5 94.6 95.2: 5.4 4.8 Old : 100.0: 32.2 0.7 6.0 56.5 88.5 94.6 95.2: 5.4 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 6 2 3 19 13 26 17: Old : 30: 6 2 3 19 13 26 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 : 57.7 71.9 79.8 84.8 51.2 70.9 71.7 80.8 Old : 57.7 71.9 79.8 84.8 51.2 70.9 71.7 80.8 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, April 27, 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 : 77,235: 24,240 870 4,775 44,735 68,355 73,750 74,000: 3,485 3,235 Old : 77,235: 24,240 870 4,775 44,735 68,355 73,750 74,000: 3,485 3,235 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 20, 2021 : : 815: 1,300 -25 -325 -370 1,555 605 1,205: 210 -390 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.4 1.1 6.2 57.9 88.5 95.5 95.8: 4.5 4.2 Old : 100.0: 31.4 1.1 6.2 57.9 88.5 95.5 95.8: 4.5 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 : 30: 6 2 3 19 14 26 18: Old : 30: 6 2 3 19 14 26 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 : 59.9 71.6 80.2 85.4 53.1 71.0 71.1 80.4 Old : 59.9 71.6 80.2 85.4 53.1 71.0 71.1 80.4 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, April 27, 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 : 62,221: 15,510 6,570 3,660 36,456 45,635 55,626 55,865: 6,595 6,356 Old : 62,221: 15,510 6,570 3,660 36,456 45,635 55,626 55,865: 6,595 6,356 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 20, 2021 : : 725: 0 0 0 650 650 650 650: 75 75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.9 10.6 5.9 58.6 73.3 89.4 89.8: 10.6 10.2 Old : 100.0: 24.9 10.6 5.9 58.6 73.3 89.4 89.8: 10.6 10.2 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 3 4 17 11 23 15: Old : 26: 3 3 4 17 11 23 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.4 73.2 72.2 86.1 57.4 67.4 68.9 75.3 Old : 57.4 73.2 72.2 86.1 57.4 67.4 68.9 75.3 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, April 27, 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 : 53,399: 11,125 4,905 3,715 32,303 38,845 47,143 47,465: 6,256 5,934 Old : 53,399: 11,125 4,905 3,715 32,303 38,845 47,143 47,465: 6,256 5,934 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 20, 2021 : : 770: 0 0 0 810 695 810 695: -40 75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.8 9.2 7.0 60.5 72.7 88.3 88.9: 11.7 11.1 Old : 100.0: 20.8 9.2 7.0 60.5 72.7 88.3 88.9: 11.7 11.1 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 : 28: 3 3 4 19 11 25 15: Old : 28: 3 3 4 19 11 25 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.4 69.6 72.3 84.6 55.5 63.5 67.9 71.6 Old : 57.4 69.6 72.3 84.6 55.5 63.5 67.9 71.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 223,476: 500 73,058 341 168,737 96,073 169,578 169,472: 53,898 54,004 Old : 223,476: 500 73,058 341 168,737 96,073 169,578 169,472: 53,898 54,004 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 20, 2021 : : 2,343: 75 1,505 0 293 -602 368 903: 1,975 1,440 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 32.7 0.2 75.5 43.0 75.9 75.8: 24.1 24.2 Old : 100.0: 0.2 32.7 0.2 75.5 43.0 75.9 75.8: 24.1 24.2 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 : 42: 2 8 2 26 29 30 37: Old : 42: 2 8 2 26 29 30 37: 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 : 44.8 32.6 63.1 51.7 35.7 31.5 49.5 45.6 Old : 44.8 32.6 63.1 51.7 35.7 31.5 49.5 45.6 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, April 27, 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 : 203,358: 425 63,412 1,363 153,368 90,313 155,156 155,088: 48,202 48,270 Old : 203,358: 425 63,412 1,363 153,368 90,313 155,156 155,088: 48,202 48,270 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 20, 2021 : : 1,907: 0 1,540 -35 851 -904 816 601: 1,091 1,306 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 31.2 0.7 75.4 44.4 76.3 76.3: 23.7 23.7 Old : 100.0: 0.2 31.2 0.7 75.4 44.4 76.3 76.3: 23.7 23.7 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 : 43: 1 9 3 28 30 32 39: Old : 43: 1 9 3 28 30 32 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.6 34.7 61.6 53.0 35.9 33.9 47.7 47.6 Old : 45.6 34.7 61.6 53.0 35.9 33.9 47.7 47.6 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, April 27, 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 : 52,526: 2,665 1,350 2,180 42,516 43,801 47,361 47,331: 5,165 5,195 Old : 52,526: 2,665 1,350 2,180 42,516 43,801 47,361 47,331: 5,165 5,195 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 20, 2021 : : 500: 100 0 0 480 580 580 580: -80 -80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.1 2.6 4.2 80.9 83.4 90.2 90.1: 9.8 9.9 Old : 100.0: 5.1 2.6 4.2 80.9 83.4 90.2 90.1: 9.8 9.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 2 2 2 18 18 20 22: Old : 28: 2 2 2 18 18 20 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 : 62.6 53.0 77.2 71.8 53.0 47.7 63.6 60.8 Old : 62.6 53.0 77.2 71.8 53.0 47.7 63.6 60.8 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, April 27, 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 : 44,740: 2,990 975 1,955 35,290 37,310 40,235 40,240: 4,505 4,500 Old : 44,740: 2,990 975 1,955 35,290 37,310 40,235 40,240: 4,505 4,500 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 20, 2021 : : 770: 100 0 0 590 690 690 690: 80 80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.7 2.2 4.4 78.9 83.4 89.9 89.9: 10.1 10.1 Old : 100.0: 6.7 2.2 4.4 78.9 83.4 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 1 2 20 19 22 22: Old : 26: 2 1 2 20 19 22 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 : 59.3 57.1 73.0 75.5 54.5 50.5 62.6 60.8 Old : 59.3 57.1 73.0 75.5 54.5 50.5 62.6 60.8 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, April 27, 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 : 40,792: 5,435 3,965 0 30,497 32,252 35,932 36,217: 4,860 4,575 Old : 40,792: 5,435 3,965 0 30,497 32,252 35,932 36,217: 4,860 4,575 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 20, 2021 : : 1,172: 600 0 0 722 1,322 1,322 1,322: -150 -150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 9.7 0.0 74.8 79.1 88.1 88.8: 11.9 11.2 Old : 100.0: 13.3 9.7 0.0 74.8 79.1 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 18 19 21 20: Old : 25: 3 1 0 18 19 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 : 52.0 46.2 72.6 70.7 42.4 35.0 50.7 50.1 Old : 52.0 46.2 72.6 70.7 42.4 35.0 50.7 50.1 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, April 27, 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 : 49,230: 20,930 4,105 25 23,145 40,005 44,100 44,135: 5,130 5,095 Old : 49,230: 20,930 4,105 25 23,145 40,005 44,100 44,135: 5,130 5,095 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 20, 2021 : : 855: 600 0 0 340 940 940 940: -85 -85 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.5 8.3 0.1 47.0 81.3 89.6 89.7: 10.4 10.3 Old : 100.0: 42.5 8.3 0.1 47.0 81.3 89.6 89.7: 10.4 10.3 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 : 24: 2 2 1 15 19 18 21: Old : 24: 2 2 1 15 19 18 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.1 55.0 79.7 73.4 52.4 44.8 58.4 55.1 Old : 66.1 55.0 79.7 73.4 52.4 44.8 58.4 55.1 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, April 27, 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 : 212,760: 23,905 2,427 3,173 142,842 164,330 169,920 169,930: 42,840 42,830 Old : 212,760: 23,905 2,427 3,173 142,842 164,330 169,920 169,930: 42,840 42,830 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 20, 2021 : : 225: -690 150 310 390 -450 10 10: 215 215 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.2 1.1 1.5 67.1 77.2 79.9 79.9: 20.1 20.1 Old : 100.0: 11.2 1.1 1.5 67.1 77.2 79.9 79.9: 20.1 20.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 5 4 6 31 27 38 35: Old : 42: 5 4 6 31 27 38 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 : 38.0 45.5 55.5 64.3 33.1 34.9 39.3 41.7 Old : 38.0 45.5 55.5 64.3 33.1 34.9 39.3 41.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Commitments of Traders with Delta-adjusted Options and Futures Combined, April 27, 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 : 177,500: 12,485 1,471 10,655 121,075 131,949 144,215 144,075: 33,285 33,425 Old : 177,500: 12,485 1,471 10,655 121,075 131,949 144,215 144,075: 33,285 33,425 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: April 20, 2021 : : -660: -700 75 275 -1,005 -1,785 -1,430 -1,435: 770 775 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 0.8 6.0 68.2 74.3 81.2 81.2: 18.8 18.8 Old : 100.0: 7.0 0.8 6.0 68.2 74.3 81.2 81.2: 18.8 18.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 39: 4 4 3 29 25 35 30: Old : 39: 4 4 3 29 25 35 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 : 43.2 39.0 63.1 61.6 28.8 30.2 39.3 40.6 Old : 43.2 39.0 63.1 61.6 28.8 30.2 39.3 40.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 30, 2021