ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders with Delta-adjusted Options and Futures Combined, June 08, 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 : 84,303: 2,750 5,277 240 74,413 71,845 77,403 77,362: 6,900 6,941 Old : 84,303: 2,750 5,277 240 74,413 71,845 77,403 77,362: 6,900 6,941 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2021 : : -4,631: -170 -666 0 -4,041 -3,043 -4,211 -3,709: -420 -922 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.3 6.3 0.3 88.3 85.2 91.8 91.8: 8.2 8.2 Old : 100.0: 3.3 6.3 0.3 88.3 85.2 91.8 91.8: 8.2 8.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 2 1 18 16 20 18: Old : 25: 1 2 1 18 16 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 : 74.2 65.9 85.4 84.0 72.6 65.1 81.4 79.5 Old : 74.2 65.9 85.4 84.0 72.6 65.1 81.4 79.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB Commitments of Traders with Delta-adjusted Options and Futures Combined, June 08, 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 : 66,631: 2,450 4,162 60 56,594 54,953 59,104 59,175: 7,527 7,456 Old : 66,631: 2,450 4,162 60 56,594 54,953 59,104 59,175: 7,527 7,456 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2021 : : -3,294: -180 -516 0 -2,749 -2,420 -2,929 -2,936: -365 -358 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 6.2 0.1 84.9 82.5 88.7 88.8: 11.3 11.2 Old : 100.0: 3.7 6.2 0.1 84.9 82.5 88.7 88.8: 11.3 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 : 22: 1 1 1 17 15 19 16: Old : 22: 1 1 1 17 15 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 : 72.9 64.6 82.4 81.4 71.7 63.9 79.0 78.7 Old : 72.9 64.6 82.4 81.4 71.7 63.9 79.0 78.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO Commitments of Traders with Delta-adjusted Options and Futures Combined, June 08, 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 : 43,147: 4,232 4,903 2,060 33,485 32,694 39,777 39,657: 3,370 3,490 Old : 43,147: 4,232 4,903 2,060 33,485 32,694 39,777 39,657: 3,370 3,490 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2021 : : -2,030: 130 -375 -260 -1,540 -1,155 -1,670 -1,790: -360 -240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.8 11.4 4.8 77.6 75.8 92.2 91.9: 7.8 8.1 Old : 100.0: 9.8 11.4 4.8 77.6 75.8 92.2 91.9: 7.8 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 : 30: 3 2 2 19 19 22 23: Old : 30: 3 2 2 19 19 22 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.1 56.0 67.9 74.5 30.9 50.7 45.1 61.1 Old : 45.1 56.0 67.9 74.5 30.9 50.7 45.1 61.1 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, June 08, 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 : 30,227: 300 7,537 1,056 26,604 19,372 27,960 27,965: 2,267 2,262 Old : 30,227: 300 7,537 1,056 26,604 19,372 27,960 27,965: 2,267 2,262 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2021 : : -1,909: -50 -605 0 -1,515 -957 -1,565 -1,562: -344 -347 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 24.9 3.5 88.0 64.1 92.5 92.5: 7.5 7.5 Old : 100.0: 1.0 24.9 3.5 88.0 64.1 92.5 92.5: 7.5 7.5 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 4 2 15 11 18 15: Old : 24: 1 4 2 15 11 18 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 : 53.8 60.2 77.3 83.6 47.1 57.2 64.2 69.6 Old : 53.8 60.2 77.3 83.6 47.1 57.2 64.2 69.6 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, June 08, 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 : 19,851: 0 10,055 475 17,395 7,546 17,870 18,076: 1,981 1,775 Old : 19,851: 0 10,055 475 17,395 7,546 17,870 18,076: 1,981 1,775 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2021 : : -650: -40 -150 15 -620 -615 -645 -750: -5 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 50.7 2.4 87.6 38.0 90.0 91.1: 10.0 8.9 Old : 100.0: 0.0 50.7 2.4 87.6 38.0 90.0 91.1: 10.0 8.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 0 4 2 14 13 16 17: Old : 22: 0 4 2 14 13 16 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 : 54.4 70.1 79.7 85.4 46.0 64.0 66.6 72.1 Old : 54.4 70.1 79.7 85.4 46.0 64.0 66.6 72.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Commitments of Traders with Delta-adjusted Options and Futures Combined, June 08, 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 : 92,820: 17,360 600 620 61,780 78,318 79,760 79,538: 13,060 13,282 Old : 92,820: 17,360 600 620 61,780 78,318 79,760 79,538: 13,060 13,282 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2021 : : -1,657: -920 -245 -145 -367 -987 -1,432 -1,377: -225 -280 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.7 0.6 0.7 66.6 84.4 85.9 85.7: 14.1 14.3 Old : 100.0: 18.7 0.6 0.7 66.6 84.4 85.9 85.7: 14.1 14.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 3 1 2 19 19 22 22: Old : 26: 3 1 2 19 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 : 63.4 60.2 77.1 74.2 59.5 60.1 67.2 68.0 Old : 63.4 60.2 77.1 74.2 59.5 60.1 67.2 68.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Commitments of Traders with Delta-adjusted Options and Futures Combined, June 08, 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 : 88,082: 17,123 905 396 58,173 74,263 75,692 75,564: 12,390 12,518 Old : 88,082: 17,123 905 396 58,173 74,263 75,692 75,564: 12,390 12,518 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2021 : : -1,717: -1,105 -500 0 -192 -757 -1,297 -1,257: -420 -460 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.4 1.0 0.4 66.0 84.3 85.9 85.8: 14.1 14.2 Old : 100.0: 19.4 1.0 0.4 66.0 84.3 85.9 85.8: 14.1 14.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 2 2 17 18 20 21: Old : 26: 2 2 2 17 18 20 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 : 63.0 59.4 76.6 74.6 59.4 59.4 66.2 66.6 Old : 63.0 59.4 76.6 74.6 59.4 59.4 66.2 66.6 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, June 08, 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 : 28,747: 1,020 14,130 50 23,419 10,534 24,489 24,714: 4,258 4,033 Old : 28,747: 1,020 14,130 50 23,419 10,534 24,489 24,714: 4,258 4,033 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2021 : : -1,511: -25 -1,185 -230 -1,906 -596 -2,161 -2,011: 650 500 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.5 49.2 0.2 81.5 36.6 85.2 86.0: 14.8 14.0 Old : 100.0: 3.5 49.2 0.2 81.5 36.6 85.2 86.0: 14.8 14.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 4 1 18 10 20 14: Old : 25: 1 4 1 18 10 20 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.1 57.9 64.4 75.8 44.3 54.2 58.4 63.7 Old : 47.1 57.9 64.4 75.8 44.3 54.2 58.4 63.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR Commitments of Traders with Delta-adjusted Options and Futures Combined, June 08, 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 : 28,472: 1,020 13,905 50 23,329 10,669 24,399 24,624: 4,073 3,848 Old : 28,472: 1,020 13,905 50 23,329 10,669 24,399 24,624: 4,073 3,848 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2021 : : -1,511: -25 -1,160 -255 -1,871 -586 -2,151 -2,001: 640 490 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.6 48.8 0.2 81.9 37.5 85.7 86.5: 14.3 13.5 Old : 100.0: 3.6 48.8 0.2 81.9 37.5 85.7 86.5: 14.3 13.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 4 1 18 10 20 14: Old : 25: 1 4 1 18 10 20 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 47.6 58.2 64.7 76.4 44.7 54.4 58.9 64.1 Old : 47.6 58.2 64.7 76.4 44.7 54.4 58.9 64.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM Commitments of Traders with Delta-adjusted Options and Futures Combined, June 08, 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 : 52,855: 15,335 0 0 34,795 50,235 50,130 50,235: 2,725 2,620 Old : 52,855: 15,335 0 0 34,795 50,235 50,130 50,235: 2,725 2,620 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2021 : : -4,992: -2,255 0 0 -2,665 -4,890 -4,920 -4,890: -72 -102 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.0 0.0 0.0 65.8 95.0 94.8 95.0: 5.2 5.0 Old : 100.0: 29.0 0.0 0.0 65.8 95.0 94.8 95.0: 5.2 5.0 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 : 24: 4 0 0 15 16 19 16: Old : 24: 4 0 0 15 16 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 : 71.8 84.4 91.7 90.9 71.1 83.7 90.4 89.0 Old : 71.8 84.4 91.7 90.9 71.1 83.7 90.4 89.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY Commitments of Traders with Delta-adjusted Options and Futures Combined, June 08, 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 : 51,710: 11,745 300 295 37,150 49,390 49,190 49,985: 2,520 1,725 Old : 51,710: 11,745 300 295 37,150 49,390 49,190 49,985: 2,520 1,725 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2021 : : -3,145: -1,065 0 0 -1,975 -3,085 -3,040 -3,085: -105 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.7 0.6 0.6 71.8 95.5 95.1 96.7: 4.9 3.3 Old : 100.0: 22.7 0.6 0.6 71.8 95.5 95.1 96.7: 4.9 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 4 1 3 16 13 20 17: Old : 27: 4 1 3 16 13 20 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 : 62.9 86.0 78.3 93.7 60.2 85.8 74.7 90.3 Old : 62.9 86.0 78.3 93.7 60.2 85.8 74.7 90.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ Commitments of Traders with Delta-adjusted Options and Futures Combined, June 08, 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 : 46,060: 8,790 345 625 34,225 43,370 43,640 44,340: 2,420 1,720 Old : 46,060: 8,790 345 625 34,225 43,370 43,640 44,340: 2,420 1,720 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2021 : : -2,560: -545 45 -45 -1,875 -2,505 -2,465 -2,505: -95 -55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.1 0.7 1.4 74.3 94.2 94.7 96.3: 5.3 3.7 Old : 100.0: 19.1 0.7 1.4 74.3 94.2 94.7 96.3: 5.3 3.7 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 3 16 13 20 17: Old : 27: 3 2 3 16 13 20 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 : 61.5 83.4 78.5 92.2 58.5 83.2 74.5 89.8 Old : 61.5 83.4 78.5 92.2 58.5 83.2 74.5 89.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU Commitments of Traders with Delta-adjusted Options and Futures Combined, June 08, 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 : 83,870: 24,945 575 2,225 53,950 78,590 81,120 81,390: 2,750 2,480 Old : 83,870: 24,945 575 2,225 53,950 78,590 81,120 81,390: 2,750 2,480 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2021 : : -1,940: -195 -35 -1,100 70 -265 -1,225 -1,400: -715 -540 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.7 0.7 2.7 64.3 93.7 96.7 97.0: 3.3 3.0 Old : 100.0: 29.7 0.7 2.7 64.3 93.7 96.7 97.0: 3.3 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 4 2 3 18 13 22 18: Old : 30: 4 2 3 18 13 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 : 64.7 78.6 84.2 89.0 61.8 78.4 79.8 87.3 Old : 64.7 78.6 84.2 89.0 61.8 78.4 79.8 87.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV Commitments of Traders with Delta-adjusted Options and Futures Combined, June 08, 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 : 81,415: 23,275 875 2,225 53,120 75,585 78,620 78,685: 2,795 2,730 Old : 81,415: 23,275 875 2,225 53,120 75,585 78,620 78,685: 2,795 2,730 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2021 : : -2,730: -120 -35 -1,100 -1,085 -1,340 -2,305 -2,475: -425 -255 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.6 1.1 2.7 65.2 92.8 96.6 96.6: 3.4 3.4 Old : 100.0: 28.6 1.1 2.7 65.2 92.8 96.6 96.6: 3.4 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 4 2 3 18 14 22 19: Old : 30: 4 2 3 18 14 22 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 : 66.1 77.8 84.1 88.3 63.0 77.6 78.8 86.2 Old : 66.1 77.8 84.1 88.3 63.0 77.6 78.8 86.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Commitments of Traders with Delta-adjusted Options and Futures Combined, June 08, 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 : 61,850: 15,075 3,935 2,370 38,131 49,350 55,576 55,655: 6,274 6,195 Old : 61,850: 15,075 3,935 2,370 38,131 49,350 55,576 55,655: 6,274 6,195 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2021 : : -1,918: -130 -290 -335 -1,353 -1,223 -1,818 -1,848: -100 -70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.4 6.4 3.8 61.7 79.8 89.9 90.0: 10.1 10.0 Old : 100.0: 24.4 6.4 3.8 61.7 79.8 89.9 90.0: 10.1 10.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 3 2 2 19 12 24 14: Old : 27: 3 2 2 19 12 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 : 54.8 74.6 69.4 86.5 54.2 66.6 65.4 75.4 Old : 54.8 74.6 69.4 86.5 54.2 66.6 65.4 75.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Commitments of Traders with Delta-adjusted Options and Futures Combined, June 08, 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 : 53,308: 11,015 1,990 2,600 33,462 42,809 47,077 47,399: 6,231 5,909 Old : 53,308: 11,015 1,990 2,600 33,462 42,809 47,077 47,399: 6,231 5,909 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2021 : : -1,763: 45 -165 -335 -1,340 -1,185 -1,630 -1,685: -133 -78 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.7 3.7 4.9 62.8 80.3 88.3 88.9: 11.7 11.1 Old : 100.0: 20.7 3.7 4.9 62.8 80.3 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 : 27: 3 2 2 17 11 22 13: Old : 27: 3 2 2 17 11 22 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.1 72.5 69.2 85.3 52.2 64.6 64.4 72.5 Old : 56.1 72.5 69.2 85.3 52.2 64.6 64.4 72.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Commitments of Traders with Delta-adjusted Options and Futures Combined, June 08, 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 : 226,583: 275 61,572 711 171,271 109,981 172,257 172,264: 54,326 54,319 Old : 226,583: 275 61,572 711 171,271 109,981 172,257 172,264: 54,326 54,319 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2021 : : -6,468: -125 975 355 -4,242 -5,278 -4,012 -3,948: -2,456 -2,520 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 27.2 0.3 75.6 48.5 76.0 76.0: 24.0 24.0 Old : 100.0: 0.1 27.2 0.3 75.6 48.5 76.0 76.0: 24.0 24.0 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 : 43: 1 8 3 25 31 29 39: Old : 43: 1 8 3 25 31 29 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 : 45.5 34.6 62.7 52.1 36.2 32.0 48.8 45.2 Old : 45.5 34.6 62.7 52.1 36.2 32.0 48.8 45.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Commitments of Traders with Delta-adjusted Options and Futures Combined, June 08, 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 : 204,742: 275 54,292 1,813 153,832 99,885 155,920 155,990: 48,822 48,752 Old : 204,742: 275 54,292 1,813 153,832 99,885 155,920 155,990: 48,822 48,752 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2021 : : -6,932: -125 1,230 390 -4,802 -6,063 -4,537 -4,443: -2,395 -2,489 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.1 26.5 0.9 75.1 48.8 76.2 76.2: 23.8 23.8 Old : 100.0: 0.1 26.5 0.9 75.1 48.8 76.2 76.2: 23.8 23.8 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 : 42: 1 8 3 25 31 29 39: Old : 42: 1 8 3 25 31 29 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 : 46.9 36.6 61.6 54.2 37.4 33.2 49.0 47.5 Old : 46.9 36.6 61.6 54.2 37.4 33.2 49.0 47.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Commitments of Traders with Delta-adjusted Options and Futures Combined, June 08, 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 : 48,419: 4,550 1,155 1,203 37,086 40,661 42,839 43,019: 5,580 5,400 Old : 48,419: 4,550 1,155 1,203 37,086 40,661 42,839 43,019: 5,580 5,400 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2021 : : -1,835: 0 -110 -50 -1,880 -1,550 -1,930 -1,710: 95 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 2.4 2.5 76.6 84.0 88.5 88.8: 11.5 11.2 Old : 100.0: 9.4 2.4 2.5 76.6 84.0 88.5 88.8: 11.5 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 : 27: 3 2 3 17 19 21 23: Old : 27: 3 2 3 17 19 21 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 : 58.6 52.7 73.8 69.5 49.5 44.8 59.0 56.5 Old : 58.6 52.7 73.8 69.5 49.5 44.8 59.0 56.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Commitments of Traders with Delta-adjusted Options and Futures Combined, June 08, 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 : 41,545: 4,115 890 1,340 30,445 33,910 35,900 36,140: 5,645 5,405 Old : 41,545: 4,115 890 1,340 30,445 33,910 35,900 36,140: 5,645 5,405 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2021 : : -1,420: -125 -75 0 -1,360 -1,250 -1,485 -1,325: 65 -95 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.9 2.1 3.2 73.3 81.6 86.4 87.0: 13.6 13.0 Old : 100.0: 9.9 2.1 3.2 73.3 81.6 86.4 87.0: 13.6 13.0 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: 2 2 3 19 20 22 24: Old : 26: 2 2 3 19 20 22 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.5 56.0 71.8 70.6 52.1 50.5 59.4 57.6 Old : 57.5 56.0 71.8 70.6 52.1 50.5 59.4 57.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Commitments of Traders with Delta-adjusted Options and Futures Combined, June 08, 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 : 47,178: 3,955 3,910 648 37,235 37,610 41,838 42,168: 5,340 5,010 Old : 47,178: 3,955 3,910 648 37,235 37,610 41,838 42,168: 5,340 5,010 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2021 : : -2,102: -190 -15 0 -1,542 -1,707 -1,732 -1,722: -370 -380 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.4 8.3 1.4 78.9 79.7 88.7 89.4: 11.3 10.6 Old : 100.0: 8.4 8.3 1.4 78.9 79.7 88.7 89.4: 11.3 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 : 25: 3 1 1 18 20 21 22: Old : 25: 3 1 1 18 20 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 : 51.3 47.2 73.3 74.3 24.9 31.7 39.6 45.8 Old : 51.3 47.2 73.3 74.3 24.9 31.7 39.6 45.8 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, June 08, 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 : 48,613: 17,500 4,005 48 24,700 38,210 42,248 42,263: 6,365 6,350 Old : 48,613: 17,500 4,005 48 24,700 38,210 42,248 42,263: 6,365 6,350 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2021 : : -1,265: -465 -100 0 -815 -1,190 -1,280 -1,290: 15 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.0 8.2 0.1 50.8 78.6 86.9 86.9: 13.1 13.1 Old : 100.0: 36.0 8.2 0.1 50.8 78.6 86.9 86.9: 13.1 13.1 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 : 24: 2 2 1 17 18 19 21: Old : 24: 2 2 1 17 18 19 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 : 61.6 52.9 75.0 72.0 45.3 41.7 50.7 49.9 Old : 61.6 52.9 75.0 72.0 45.3 41.7 50.7 49.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Commitments of Traders with Delta-adjusted Options and Futures Combined, June 08, 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 : 233,054: 24,009 1,782 2,903 163,665 186,005 190,577 190,690: 42,477 42,364 Old : 233,054: 24,009 1,782 2,903 163,665 186,005 190,577 190,690: 42,477 42,364 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2021 : : 209: -390 -415 45 1,326 1,494 981 1,124: -772 -915 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.3 0.8 1.2 70.2 79.8 81.8 81.8: 18.2 18.2 Old : 100.0: 10.3 0.8 1.2 70.2 79.8 81.8 81.8: 18.2 18.2 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: 3 5 5 31 30 37 37: Old : 42: 3 5 5 31 30 37 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 : 34.1 45.6 58.0 66.5 28.6 32.7 35.5 38.6 Old : 34.1 45.6 58.0 66.5 28.6 32.7 35.5 38.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Commitments of Traders with Delta-adjusted Options and Futures Combined, June 08, 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 : 173,050: 11,945 1,077 10,255 118,610 129,293 140,810 140,625: 32,240 32,425 Old : 173,050: 11,945 1,077 10,255 118,610 129,293 140,810 140,625: 32,240 32,425 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 1, 2021 : : -1,930: -115 -200 5 -670 -545 -780 -740: -1,150 -1,190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.9 0.6 5.9 68.5 74.7 81.4 81.3: 18.6 18.7 Old : 100.0: 6.9 0.6 5.9 68.5 74.7 81.4 81.3: 18.6 18.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 3 4 4 30 24 36 29: Old : 38: 3 4 4 30 24 36 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.7 42.5 62.2 65.6 28.8 30.4 38.9 41.3 Old : 41.7 42.5 62.2 65.6 28.8 30.4 38.9 41.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 11, 2021