ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders - Futures Only, August 27, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 51,436: 0 823 1,680 41,521 40,748 43,201 43,251: 8,235 8,185 Old : 51,436: 0 823 1,680 41,521 40,748 43,201 43,251: 8,235 8,185 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 20, 2019 : : 1,295: 0 -140 130 1,115 1,255 1,245 1,245: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.6 3.3 80.7 79.2 84.0 84.1: 16.0 15.9 Old : 100.0: 0.0 1.6 3.3 80.7 79.2 84.0 84.1: 16.0 15.9 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 : 26: 0 1 1 20 21 21 22: Old : 26: 0 1 1 20 21 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 : 66.2 48.8 78.4 68.5 59.5 47.5 65.3 63.1 Old : 66.2 48.8 78.4 68.5 59.5 47.5 65.3 63.1 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 - Futures Only, August 27, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 44,970: 0 2,465 625 37,859 35,463 38,484 38,553: 6,486 6,417 Old : 44,970: 0 2,465 625 37,859 35,463 38,484 38,553: 6,486 6,417 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 20, 2019 : : 1,000: 0 -165 195 730 895 925 925: 75 75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.5 1.4 84.2 78.9 85.6 85.7: 14.4 14.3 Old : 100.0: 0.0 5.5 1.4 84.2 78.9 85.6 85.7: 14.4 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 : 23: 0 1 1 14 19 15 20: Old : 23: 0 1 1 14 19 15 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 : 71.7 47.1 81.6 68.8 64.9 46.0 69.7 64.8 Old : 71.7 47.1 81.6 68.8 64.9 46.0 69.7 64.8 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 - Futures Only, August 27, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 26,270: 1,450 1,525 615 21,405 21,100 23,470 23,240: 2,800 3,030 Old : 26,270: 1,450 1,525 615 21,405 21,100 23,470 23,240: 2,800 3,030 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 20, 2019 : : 425: 375 175 175 -210 -10 340 340: 85 85 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.5 5.8 2.3 81.5 80.3 89.3 88.5: 10.7 11.5 Old : 100.0: 5.5 5.8 2.3 81.5 80.3 89.3 88.5: 10.7 11.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 3 2 4 13 13 18 17: Old : 22: 3 2 4 13 13 18 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 : 71.8 56.8 83.6 79.5 64.1 56.7 68.5 67.5 Old : 71.8 56.8 83.6 79.5 64.1 56.7 68.5 67.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ Commitments of Traders - Futures Only, August 27, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 21,990: 1,475 1,050 500 18,065 18,310 20,040 19,860: 1,950 2,130 Old : 21,990: 1,475 1,050 500 18,065 18,310 20,040 19,860: 1,950 2,130 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 20, 2019 : : 600: 350 100 250 -85 165 515 515: 85 85 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.7 4.8 2.3 82.2 83.3 91.1 90.3: 8.9 9.7 Old : 100.0: 6.7 4.8 2.3 82.2 83.3 91.1 90.3: 8.9 9.7 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 : 21: 3 2 2 10 15 15 17: Old : 21: 3 2 2 10 15 15 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 : 78.9 56.3 86.9 77.6 62.5 56.3 68.8 65.8 Old : 78.9 56.3 86.9 77.6 62.5 56.3 68.8 65.8 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 - Futures Only, August 27, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 36,221: 12,030 1,000 3,245 18,484 29,729 33,759 33,974: 2,462 2,247 Old : 36,221: 12,030 1,000 3,245 18,484 29,729 33,759 33,974: 2,462 2,247 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 20, 2019 : : 2,620: 1,780 -305 350 482 2,567 2,612 2,612: 8 8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.2 2.8 9.0 51.0 82.1 93.2 93.8: 6.8 6.2 Old : 100.0: 33.2 2.8 9.0 51.0 82.1 93.2 93.8: 6.8 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 2 1 2 13 19 15 22: Old : 23: 2 1 2 13 19 15 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 : 61.5 71.4 79.0 82.0 49.3 60.3 60.0 64.5 Old : 61.5 71.4 79.0 82.0 49.3 60.3 60.0 64.5 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 - Futures Only, August 27, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 24,629: 7,465 570 3,720 11,899 19,144 23,084 23,434: 1,545 1,195 Old : 24,629: 7,465 570 3,720 11,899 19,144 23,084 23,434: 1,545 1,195 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 20, 2019 : : 1,055: 735 -50 300 20 805 1,055 1,055: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.3 2.3 15.1 48.3 77.7 93.7 95.1: 6.3 4.9 Old : 100.0: 30.3 2.3 15.1 48.3 77.7 93.7 95.1: 6.3 4.9 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 : 20: 1 2 2 13 15 15 18: Old : 20: 1 2 2 13 15 15 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 : 69.6 75.3 85.6 86.2 54.9 55.1 59.5 59.9 Old : 69.6 75.3 85.6 86.2 54.9 55.1 59.5 59.9 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 - Futures Only, August 27, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 82,112: 12,420 3,160 4,190 51,583 60,472 68,193 67,822: 13,919 14,290 Old : 82,112: 12,420 3,160 4,190 51,583 60,472 68,193 67,822: 13,919 14,290 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 20, 2019 : : 1,250: 55 75 -160 1,355 1,335 1,250 1,250: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.1 3.8 5.1 62.8 73.6 83.0 82.6: 17.0 17.4 Old : 100.0: 15.1 3.8 5.1 62.8 73.6 83.0 82.6: 17.0 17.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 2 3 4 14 21 18 26: Old : 29: 2 3 4 14 21 18 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.1 44.2 77.4 60.2 58.8 44.2 66.8 56.5 Old : 65.1 44.2 77.4 60.2 58.8 44.2 66.8 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_dap - NODAL EXCHANGE Code-064DLX Commitments of Traders - Futures Only, August 27, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 76,218: 8,880 2,795 3,610 50,912 56,581 63,402 62,986: 12,816 13,232 Old : 76,218: 8,880 2,795 3,610 50,912 56,581 63,402 62,986: 12,816 13,232 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 20, 2019 : : 1,105: 55 0 -500 1,500 1,555 1,055 1,055: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.7 3.7 4.7 66.8 74.2 83.2 82.6: 16.8 17.4 Old : 100.0: 11.7 3.7 4.7 66.8 74.2 83.2 82.6: 16.8 17.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 2 2 3 15 21 18 25: Old : 28: 2 2 3 15 21 18 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.1 46.4 75.2 62.0 59.7 44.1 65.4 55.6 Old : 64.1 46.4 75.2 62.0 59.7 44.1 65.4 55.6 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 - Futures Only, August 27, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 23,960: 2,415 8,035 1,885 16,026 11,021 20,326 20,941: 3,634 3,019 Old : 23,960: 2,415 8,035 1,885 16,026 11,021 20,326 20,941: 3,634 3,019 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 20, 2019 : : 210: -150 210 0 360 0 210 210: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.1 33.5 7.9 66.9 46.0 84.8 87.4: 15.2 12.6 Old : 100.0: 10.1 33.5 7.9 66.9 46.0 84.8 87.4: 15.2 12.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 4 4 3 17 10 23 15: Old : 28: 4 4 3 17 10 23 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.6 59.9 62.5 81.5 36.8 49.4 55.6 64.4 Old : 39.6 59.9 62.5 81.5 36.8 49.4 55.6 64.4 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 - Futures Only, August 27, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 23,005: 2,915 7,675 2,085 14,308 10,333 19,308 20,093: 3,697 2,912 Old : 23,005: 2,915 7,675 2,085 14,308 10,333 19,308 20,093: 3,697 2,912 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 20, 2019 : : 210: -360 0 210 360 0 210 210: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 33.4 9.1 62.2 44.9 83.9 87.3: 16.1 12.7 Old : 100.0: 12.7 33.4 9.1 62.2 44.9 83.9 87.3: 16.1 12.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 4 3 3 16 9 21 14: Old : 25: 4 3 3 16 9 21 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.8 59.2 65.2 81.9 36.1 56.5 56.8 65.9 Old : 39.8 59.2 65.2 81.9 36.1 56.5 56.8 65.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM Commitments of Traders - Futures Only, August 27, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 49,297: 25,980 0 0 18,316 44,172 44,296 44,172: 5,001 5,125 Old : 49,297: 25,980 0 0 18,316 44,172 44,296 44,172: 5,001 5,125 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 20, 2019 : : 955: 275 0 0 550 825 825 825: 130 130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.7 0.0 0.0 37.2 89.6 89.9 89.6: 10.1 10.4 Old : 100.0: 52.7 0.0 0.0 37.2 89.6 89.9 89.6: 10.1 10.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 5 0 0 14 15 19 15: Old : 24: 5 0 0 14 15 19 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.3 76.8 83.1 86.6 61.7 76.8 79.5 82.2 Old : 62.3 76.8 83.1 86.6 61.7 76.8 79.5 82.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN Commitments of Traders - Futures Only, August 27, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 49,730: 25,530 0 0 18,841 44,127 44,371 44,127: 5,359 5,603 Old : 49,730: 25,530 0 0 18,841 44,127 44,371 44,127: 5,359 5,603 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 20, 2019 : : 870: 100 0 0 895 455 995 455: -125 415 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.3 0.0 0.0 37.9 88.7 89.2 88.7: 10.8 11.3 Old : 100.0: 51.3 0.0 0.0 37.9 88.7 89.2 88.7: 10.8 11.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 4 0 0 12 15 16 15: Old : 22: 4 0 0 12 15 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 : 60.8 79.0 84.1 86.6 60.2 79.0 82.3 84.5 Old : 60.8 79.0 84.1 86.6 60.2 79.0 82.3 84.5 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 - Futures Only, August 27, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 56,275: 25,390 400 1,765 25,625 50,615 52,780 52,780: 3,495 3,495 Old : 56,275: 25,390 400 1,765 25,625 50,615 52,780 52,780: 3,495 3,495 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 20, 2019 : : 250: -355 0 0 640 285 285 285: -35 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.1 0.7 3.1 45.5 89.9 93.8 93.8: 6.2 6.2 Old : 100.0: 45.1 0.7 3.1 45.5 89.9 93.8 93.8: 6.2 6.2 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 : 32: 9 1 2 16 14 25 17: Old : 32: 9 1 2 16 14 25 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.0 79.4 76.0 89.2 50.3 78.9 70.3 81.9 Old : 53.0 79.4 76.0 89.2 50.3 78.9 70.3 81.9 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 - Futures Only, August 27, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 55,655: 24,720 150 2,215 25,200 49,780 52,135 52,145: 3,520 3,510 Old : 55,655: 24,720 150 2,215 25,200 49,780 52,135 52,145: 3,520 3,510 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 20, 2019 : : 280: -355 0 0 630 275 275 275: 5 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.4 0.3 4.0 45.3 89.4 93.7 93.7: 6.3 6.3 Old : 100.0: 44.4 0.3 4.0 45.3 89.4 93.7 93.7: 6.3 6.3 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 : 30: 8 1 3 16 13 25 16: Old : 30: 8 1 3 16 13 25 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.4 78.3 75.3 89.4 50.5 78.1 70.2 81.2 Old : 53.4 78.3 75.3 89.4 50.5 78.1 70.2 81.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG Commitments of Traders - Futures Only, August 27, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 16,495: 1,795 6,205 535 12,465 8,495 14,795 15,235: 1,700 1,260 Old : 16,495: 1,795 6,205 535 12,465 8,495 14,795 15,235: 1,700 1,260 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 20, 2019 : : 615: 700 -75 -110 15 790 605 605: 10 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.9 37.6 3.2 75.6 51.5 89.7 92.4: 10.3 7.6 Old : 100.0: 10.9 37.6 3.2 75.6 51.5 89.7 92.4: 10.3 7.6 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 : 23: 1 5 2 15 9 17 15: Old : 23: 1 5 2 15 9 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 : 55.0 57.6 79.4 84.5 48.3 57.6 68.1 76.5 Old : 55.0 57.6 79.4 84.5 48.3 57.6 68.1 76.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH Commitments of Traders - Futures Only, August 27, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 15,980: 2,195 6,505 415 12,015 7,855 14,625 14,775: 1,355 1,205 Old : 15,980: 2,195 6,505 415 12,015 7,855 14,625 14,775: 1,355 1,205 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 20, 2019 : : 600: 700 -75 -75 -25 750 600 600: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.7 40.7 2.6 75.2 49.2 91.5 92.5: 8.5 7.5 Old : 100.0: 13.7 40.7 2.6 75.2 49.2 91.5 92.5: 8.5 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 : 23: 1 5 2 14 9 16 15: Old : 23: 1 5 2 14 9 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 : 56.6 61.4 81.1 85.1 50.3 61.4 70.3 79.5 Old : 56.6 61.4 81.1 85.1 50.3 61.4 70.3 79.5 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 - Futures Only, August 27, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 66,275: 22,235 22,855 2,075 37,535 37,065 61,845 61,995: 4,430 4,280 Old : 66,275: 22,235 22,855 2,075 37,535 37,065 61,845 61,995: 4,430 4,280 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 20, 2019 : : 1,220: 125 0 0 1,055 1,180 1,180 1,180: 40 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.5 34.5 3.1 56.6 55.9 93.3 93.5: 6.7 6.5 Old : 100.0: 33.5 34.5 3.1 56.6 55.9 93.3 93.5: 6.7 6.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 7 3 6 18 15 28 21: Old : 33: 7 3 6 18 15 28 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.6 68.4 73.1 86.5 58.9 66.6 72.3 80.2 Old : 59.6 68.4 73.1 86.5 58.9 66.6 72.3 80.2 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 - Futures Only, August 27, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 64,555: 19,580 22,730 2,590 37,240 34,750 59,410 60,070: 5,145 4,485 Old : 64,555: 19,580 22,730 2,590 37,240 34,750 59,410 60,070: 5,145 4,485 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 20, 2019 : : 625: 125 0 0 480 605 605 605: 20 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.3 35.2 4.0 57.7 53.8 92.0 93.1: 8.0 6.9 Old : 100.0: 30.3 35.2 4.0 57.7 53.8 92.0 93.1: 8.0 6.9 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 : 32: 7 3 6 17 16 27 22: Old : 32: 7 3 6 17 16 27 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 : 58.3 69.8 72.0 85.4 56.9 67.6 69.2 80.2 Old : 58.3 69.8 72.0 85.4 56.9 67.6 69.2 80.2 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 - Futures Only, August 27, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 56,506: 16,050 15,650 1,820 36,019 36,589 53,889 54,059: 2,617 2,447 Old : 56,506: 16,050 15,650 1,820 36,019 36,589 53,889 54,059: 2,617 2,447 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 20, 2019 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.4 27.7 3.2 63.7 64.8 95.4 95.7: 4.6 4.3 Old : 100.0: 28.4 27.7 3.2 63.7 64.8 95.4 95.7: 4.6 4.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 3 3 3 21 12 26 16: Old : 30: 3 3 3 21 12 26 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.8 73.7 77.2 91.4 52.8 69.5 73.0 80.6 Old : 55.8 73.7 77.2 91.4 52.8 69.5 73.0 80.6 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 - Futures Only, August 27, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 46,037: 11,075 11,195 2,200 31,189 31,374 44,464 44,769: 1,573 1,268 Old : 46,037: 11,075 11,195 2,200 31,189 31,374 44,464 44,769: 1,573 1,268 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 20, 2019 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.1 24.3 4.8 67.7 68.1 96.6 97.2: 3.4 2.8 Old : 100.0: 24.1 24.3 4.8 67.7 68.1 96.6 97.2: 3.4 2.8 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 : 29: 5 2 3 20 11 26 15: Old : 29: 5 2 3 20 11 26 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 : 58.7 69.7 78.4 92.3 55.1 64.1 72.0 80.7 Old : 58.7 69.7 78.4 92.3 55.1 64.1 72.0 80.7 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 - Futures Only, August 27, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 152,549: 3,524 28,230 7,740 121,091 96,385 132,355 132,355: 20,194 20,194 Old : 152,549: 3,524 28,230 7,740 121,091 96,385 132,355 132,355: 20,194 20,194 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 20, 2019 : : 3,065: 750 205 -50 1,892 2,437 2,592 2,592: 473 473 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 18.5 5.1 79.4 63.2 86.8 86.8: 13.2 13.2 Old : 100.0: 2.3 18.5 5.1 79.4 63.2 86.8 86.8: 13.2 13.2 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 : 43: 2 8 5 26 32 31 42: Old : 43: 2 8 5 26 32 31 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.0 39.4 75.1 57.3 61.1 37.2 67.1 53.4 Old : 64.0 39.4 75.1 57.3 61.1 37.2 67.1 53.4 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 - Futures Only, August 27, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 137,824: 5,099 27,270 6,620 110,343 88,172 122,062 122,062: 15,762 15,762 Old : 137,824: 5,099 27,270 6,620 110,343 88,172 122,062 122,062: 15,762 15,762 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 20, 2019 : : 2,430: 750 105 -50 1,215 1,860 1,915 1,915: 515 515 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.7 19.8 4.8 80.1 64.0 88.6 88.6: 11.4 11.4 Old : 100.0: 3.7 19.8 4.8 80.1 64.0 88.6 88.6: 11.4 11.4 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 : 41: 2 7 3 24 30 27 39: Old : 41: 2 7 3 24 30 27 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 : 63.5 41.5 77.6 59.0 57.6 39.6 67.7 55.5 Old : 63.5 41.5 77.6 59.0 57.6 39.6 67.7 55.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Commitments of Traders - Futures Only, August 27, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 41,745: 1,270 5,770 2,280 34,710 30,275 38,260 38,325: 3,485 3,420 Old : 41,745: 1,270 5,770 2,280 34,710 30,275 38,260 38,325: 3,485 3,420 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 20, 2019 : : 710: 0 -25 0 570 655 570 630: 140 80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 13.8 5.5 83.1 72.5 91.7 91.8: 8.3 8.2 Old : 100.0: 3.0 13.8 5.5 83.1 72.5 91.7 91.8: 8.3 8.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 3 2 2 16 19 19 23: Old : 26: 3 2 2 16 19 19 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 : 63.7 49.5 81.5 70.8 62.0 47.7 72.5 65.3 Old : 63.7 49.5 81.5 70.8 62.0 47.7 72.5 65.3 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 - Futures Only, August 27, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 37,855: 820 4,920 3,700 30,185 26,195 34,705 34,815: 3,150 3,040 Old : 37,855: 820 4,920 3,700 30,185 26,195 34,705 34,815: 3,150 3,040 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 20, 2019 : : 825: 150 0 0 455 665 605 665: 220 160 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 13.0 9.8 79.7 69.2 91.7 92.0: 8.3 8.0 Old : 100.0: 2.2 13.0 9.8 79.7 69.2 91.7 92.0: 8.3 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 : 25: 3 1 2 16 21 19 24: Old : 25: 3 1 2 16 21 19 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 : 61.2 46.1 77.4 68.6 54.9 42.6 59.9 56.7 Old : 61.2 46.1 77.4 68.6 54.9 42.6 59.9 56.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Commitments of Traders - Futures Only, August 27, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 32,950: 14,425 0 1,075 16,095 30,825 31,595 31,900: 1,355 1,050 Old : 32,950: 14,425 0 1,075 16,095 30,825 31,595 31,900: 1,355 1,050 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 20, 2019 : : 240: -30 0 10 260 230 240 240: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.8 0.0 3.3 48.8 93.6 95.9 96.8: 4.1 3.2 Old : 100.0: 43.8 0.0 3.3 48.8 93.6 95.9 96.8: 4.1 3.2 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: 4 0 3 14 14 18 17: Old : 22: 4 0 3 14 14 18 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 : 67.1 73.7 86.9 87.1 63.2 67.0 77.3 79.3 Old : 67.1 73.7 86.9 87.1 63.2 67.0 77.3 79.3 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 - Futures Only, August 27, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 105,682: 5,930 11,585 4,785 77,073 71,478 87,788 87,848: 17,894 17,834 Old : 105,682: 5,930 11,585 4,785 77,073 71,478 87,788 87,848: 17,894 17,834 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 20, 2019 : : 585: -75 -180 55 520 625 500 500: 85 85 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.6 11.0 4.5 72.9 67.6 83.1 83.1: 16.9 16.9 Old : 100.0: 5.6 11.0 4.5 72.9 67.6 83.1 83.1: 16.9 16.9 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 : 38: 3 3 4 30 26 35 31: Old : 38: 3 3 4 30 26 35 31: 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 : 36.4 45.0 52.3 61.6 29.3 33.5 40.5 43.0 Old : 36.4 45.0 52.3 61.6 29.3 33.5 40.5 43.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Commitments of Traders - Futures Only, August 27, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 87,352: 4,960 1,550 9,515 57,502 61,327 71,977 72,392: 15,375 14,960 Old : 87,352: 4,960 1,550 9,515 57,502 61,327 71,977 72,392: 15,375 14,960 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 20, 2019 : : -15: -50 -380 315 -235 95 30 30: -45 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.7 1.8 10.9 65.8 70.2 82.4 82.9: 17.6 17.1 Old : 100.0: 5.7 1.8 10.9 65.8 70.2 82.4 82.9: 17.6 17.1 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 : 32: 2 3 2 22 23 26 26: Old : 32: 2 3 2 22 23 26 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 45.4 47.4 63.8 65.7 30.6 36.2 41.8 43.7 Old : 45.4 47.4 63.8 65.7 30.6 36.2 41.8 43.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 30, 2019