ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders - Futures Only, September 10, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 53,295: 0 763 1,615 43,440 42,717 45,055 45,095: 8,240 8,200 Old : 53,295: 0 763 1,615 43,440 42,717 45,055 45,095: 8,240 8,200 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 3, 2019 : : 679: 0 -60 -65 699 749 634 624: 45 55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.4 3.0 81.5 80.2 84.5 84.6: 15.5 15.4 Old : 100.0: 0.0 1.4 3.0 81.5 80.2 84.5 84.6: 15.5 15.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 1 1 19 21 20 22: Old : 27: 0 1 1 19 21 20 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.7 50.3 80.2 69.3 60.7 49.3 67.2 64.2 Old : 68.7 50.3 80.2 69.3 60.7 49.3 67.2 64.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB Commitments of Traders - Futures Only, September 10, 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 : 46,300: 0 2,265 625 38,980 36,740 39,605 39,630: 6,695 6,670 Old : 46,300: 0 2,265 625 38,980 36,740 39,605 39,630: 6,695 6,670 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 3, 2019 : : 825: 0 0 0 816 772 816 772: 9 53 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.9 1.3 84.2 79.4 85.5 85.6: 14.5 14.4 Old : 100.0: 0.0 4.9 1.3 84.2 79.4 85.5 85.6: 14.5 14.4 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: 0 1 1 15 20 16 21: Old : 24: 0 1 1 15 20 16 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 : 71.9 48.2 81.5 68.0 64.8 47.2 69.2 64.4 Old : 71.9 48.2 81.5 68.0 64.8 47.2 69.2 64.4 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, September 10, 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 : 26,924: 2,360 2,015 195 21,440 21,685 23,995 23,895: 2,929 3,029 Old : 26,924: 2,360 2,015 195 21,440 21,685 23,995 23,895: 2,929 3,029 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 3, 2019 : : -1,026: 430 310 -420 -1,060 -810 -1,050 -920: 24 -106 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.8 7.5 0.7 79.6 80.5 89.1 88.7: 10.9 11.3 Old : 100.0: 8.8 7.5 0.7 79.6 80.5 89.1 88.7: 10.9 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: 3 2 2 13 14 17 17: Old : 22: 3 2 2 13 14 17 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 : 73.1 52.6 83.3 76.2 66.7 50.4 69.7 66.8 Old : 73.1 52.6 83.3 76.2 66.7 50.4 69.7 66.8 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, September 10, 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 : 22,525: 2,230 1,435 295 18,100 18,715 20,625 20,445: 1,900 2,080 Old : 22,525: 2,230 1,435 295 18,100 18,715 20,625 20,445: 1,900 2,080 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 3, 2019 : : -420: 275 205 -205 -585 -515 -515 -515: 95 95 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.9 6.4 1.3 80.4 83.1 91.6 90.8: 8.4 9.2 Old : 100.0: 9.9 6.4 1.3 80.4 83.1 91.6 90.8: 8.4 9.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 3 2 2 9 15 14 17: Old : 21: 3 2 2 9 15 14 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 : 78.0 50.7 88.3 76.3 65.4 50.2 68.1 64.6 Old : 78.0 50.7 88.3 76.3 65.4 50.2 68.1 64.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO Commitments of Traders - Futures Only, September 10, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 39,411: 12,350 1,360 3,170 21,299 32,564 36,819 37,094: 2,592 2,317 Old : 39,411: 12,350 1,360 3,170 21,299 32,564 36,819 37,094: 2,592 2,317 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 3, 2019 : : 55: -340 60 40 345 5 45 105: 10 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.3 3.5 8.0 54.0 82.6 93.4 94.1: 6.6 5.9 Old : 100.0: 31.3 3.5 8.0 54.0 82.6 93.4 94.1: 6.6 5.9 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 : 23: 2 1 2 13 20 15 23: Old : 23: 2 1 2 13 20 15 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 : 61.1 74.1 79.0 83.6 50.9 65.2 62.8 69.8 Old : 61.1 74.1 79.0 83.6 50.9 65.2 62.8 69.8 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, September 10, 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 : 84,582: 8,880 2,120 6,035 56,090 62,497 71,005 70,652: 13,577 13,930 Old : 84,582: 8,880 2,120 6,035 56,090 62,497 71,005 70,652: 13,577 13,930 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 3, 2019 : : 2,425: -2,185 85 750 4,142 1,890 2,707 2,725: -282 -300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.5 2.5 7.1 66.3 73.9 83.9 83.5: 16.1 16.5 Old : 100.0: 10.5 2.5 7.1 66.3 73.9 83.9 83.5: 16.1 16.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 2 3 3 16 22 19 27: Old : 29: 2 3 3 16 22 19 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.2 43.3 77.7 60.2 53.2 43.1 63.0 54.5 Old : 61.2 43.3 77.7 60.2 53.2 43.1 63.0 54.5 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, September 10, 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 : 78,727: 5,735 1,555 5,615 54,736 58,335 66,086 65,505: 12,641 13,222 Old : 78,727: 5,735 1,555 5,615 54,736 58,335 66,086 65,505: 12,641 13,222 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 3, 2019 : : 1,984: -1,790 -40 675 3,214 1,299 2,099 1,934: -115 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.3 2.0 7.1 69.5 74.1 83.9 83.2: 16.1 16.8 Old : 100.0: 7.3 2.0 7.1 69.5 74.1 83.9 83.2: 16.1 16.8 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 : 27: 2 2 3 15 21 18 25: Old : 27: 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 : 61.6 44.9 75.7 61.1 53.6 43.0 59.8 54.1 Old : 61.6 44.9 75.7 61.1 53.6 43.0 59.8 54.1 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, September 10, 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 : 22,059: 2,440 8,190 1,105 15,042 9,887 18,587 19,182: 3,472 2,877 Old : 22,059: 2,440 8,190 1,105 15,042 9,887 18,587 19,182: 3,472 2,877 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 3, 2019 : : -1,971: -20 60 -780 -910 -1,010 -1,710 -1,730: -261 -241 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.1 37.1 5.0 68.2 44.8 84.3 87.0: 15.7 13.0 Old : 100.0: 11.1 37.1 5.0 68.2 44.8 84.3 87.0: 15.7 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 : 27: 3 4 3 17 10 22 15: Old : 27: 3 4 3 17 10 22 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 : 40.8 60.0 63.6 81.8 37.7 52.7 57.6 67.3 Old : 40.8 60.0 63.6 81.8 37.7 52.7 57.6 67.3 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, September 10, 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 : 21,469: 2,670 7,640 1,550 13,629 9,434 17,849 18,624: 3,620 2,845 Old : 21,469: 2,670 7,640 1,550 13,629 9,434 17,849 18,624: 3,620 2,845 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 3, 2019 : : -1,656: -195 -35 -630 -655 -825 -1,480 -1,490: -176 -166 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.4 35.6 7.2 63.5 43.9 83.1 86.7: 16.9 13.3 Old : 100.0: 12.4 35.6 7.2 63.5 43.9 83.1 86.7: 16.9 13.3 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 : 25: 3 4 3 16 9 21 14: Old : 25: 3 4 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 : 40.5 59.5 64.6 81.9 37.3 57.1 58.8 66.5 Old : 40.5 59.5 64.6 81.9 37.3 57.1 58.8 66.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI Commitments of Traders - Futures Only, September 10, 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 : 26,822: 9,215 5,580 495 13,631 17,631 23,341 23,706: 3,481 3,116 Old : 26,822: 9,215 5,580 495 13,631 17,631 23,341 23,706: 3,481 3,116 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 3, 2019 : : -1,097: -250 -620 85 -891 -531 -1,056 -1,066: -41 -31 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.4 20.8 1.8 50.8 65.7 87.0 88.4: 13.0 11.6 Old : 100.0: 34.4 20.8 1.8 50.8 65.7 87.0 88.4: 13.0 11.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 2 3 3 14 7 18 11: Old : 21: 2 3 3 14 7 18 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.2 74.7 82.1 87.2 67.9 72.5 79.7 82.1 Old : 69.2 74.7 82.1 87.2 67.9 72.5 79.7 82.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ Commitments of Traders - Futures Only, September 10, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 25,874: 9,225 5,060 495 12,710 17,595 22,430 23,150: 3,444 2,724 Old : 25,874: 9,225 5,060 495 12,710 17,595 22,430 23,150: 3,444 2,724 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 3, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.7 19.6 1.9 49.1 68.0 86.7 89.5: 13.3 10.5 Old : 100.0: 35.7 19.6 1.9 49.1 68.0 86.7 89.5: 13.3 10.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 3 3 13 6 17 10: Old : 20: 2 3 3 13 6 17 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.5 75.9 82.7 88.8 68.1 73.7 80.0 83.2 Old : 69.5 75.9 82.7 88.8 68.1 73.7 80.0 83.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM Commitments of Traders - Futures Only, September 10, 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 : 48,322: 23,970 0 0 19,391 43,234 43,361 43,234: 4,961 5,088 Old : 48,322: 23,970 0 0 19,391 43,234 43,361 43,234: 4,961 5,088 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 3, 2019 : : -1,125: -2,135 0 0 1,050 -1,088 -1,085 -1,088: -40 -37 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.6 0.0 0.0 40.1 89.5 89.7 89.5: 10.3 10.5 Old : 100.0: 49.6 0.0 0.0 40.1 89.5 89.7 89.5: 10.3 10.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 4 0 0 13 15 17 15: Old : 23: 4 0 0 13 15 17 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.9 78.6 83.3 86.8 60.2 78.6 79.9 84.3 Old : 60.9 78.6 83.3 86.8 60.2 78.6 79.9 84.3 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, September 10, 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 : 49,199: 23,795 0 0 20,141 43,687 43,936 43,687: 5,263 5,512 Old : 49,199: 23,795 0 0 20,141 43,687 43,936 43,687: 5,263 5,512 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 3, 2019 : : -581: -1,785 0 0 1,300 -490 -485 -490: -96 -91 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.4 0.0 0.0 40.9 88.8 89.3 88.8: 10.7 11.2 Old : 100.0: 48.4 0.0 0.0 40.9 88.8 89.3 88.8: 10.7 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: 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 : 58.7 81.0 84.4 86.9 58.0 80.8 82.9 85.9 Old : 58.7 81.0 84.4 86.9 58.0 80.8 82.9 85.9 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, September 10, 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 : 54,195: 24,485 225 1,530 24,655 49,105 50,670 50,860: 3,525 3,335 Old : 54,195: 24,485 225 1,530 24,655 49,105 50,670 50,860: 3,525 3,335 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 3, 2019 : : -2,295: -930 -175 -235 -1,075 -1,640 -2,240 -2,050: -55 -245 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.2 0.4 2.8 45.5 90.6 93.5 93.8: 6.5 6.2 Old : 100.0: 45.2 0.4 2.8 45.5 90.6 93.5 93.8: 6.5 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 3 17 13 27 16: Old : 32: 9 1 3 17 13 27 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 : 53.2 79.5 76.1 89.6 50.7 78.6 71.1 82.3 Old : 53.2 79.5 76.1 89.6 50.7 78.6 71.1 82.3 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 - Futures Only, September 10, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 53,935: 24,020 25 1,930 24,435 48,630 50,385 50,585: 3,550 3,350 Old : 53,935: 24,020 25 1,930 24,435 48,630 50,385 50,585: 3,550 3,350 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 3, 2019 : : -1,960: -725 -125 -285 -880 -1,290 -1,890 -1,700: -70 -260 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.5 0.0 3.6 45.3 90.2 93.4 93.8: 6.6 6.2 Old : 100.0: 44.5 0.0 3.6 45.3 90.2 93.4 93.8: 6.6 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 : 30: 8 1 3 17 12 26 15: Old : 30: 8 1 3 17 12 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 : 53.5 78.3 76.0 89.6 50.4 77.6 70.4 81.5 Old : 53.5 78.3 76.0 89.6 50.4 77.6 70.4 81.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG Commitments of Traders - Futures Only, September 10, 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 : 15,425: 1,505 5,865 535 11,880 7,940 13,920 14,340: 1,505 1,085 Old : 15,425: 1,505 5,865 535 11,880 7,940 13,920 14,340: 1,505 1,085 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 3, 2019 : : -1,020: -290 -340 0 -595 -565 -885 -905: -135 -115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.8 38.0 3.5 77.0 51.5 90.2 93.0: 9.8 7.0 Old : 100.0: 9.8 38.0 3.5 77.0 51.5 90.2 93.0: 9.8 7.0 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 : 21: 1 4 2 14 8 16 13: Old : 21: 1 4 2 14 8 16 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 : 55.1 60.1 80.0 86.1 49.5 60.1 69.8 76.9 Old : 55.1 60.1 80.0 86.1 49.5 60.1 69.8 76.9 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, September 10, 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 : 14,880: 1,830 5,990 415 10,920 7,440 13,165 13,845: 1,715 1,035 Old : 14,880: 1,830 5,990 415 10,920 7,440 13,165 13,845: 1,715 1,035 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 3, 2019 : : -1,100: -365 -515 0 -1,145 -465 -1,510 -980: 410 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 40.3 2.8 73.4 50.0 88.5 93.0: 11.5 7.0 Old : 100.0: 12.3 40.3 2.8 73.4 50.0 88.5 93.0: 11.5 7.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 4 2 12 8 14 13: Old : 20: 1 4 2 12 8 14 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 : 56.5 63.2 81.9 86.5 51.1 63.2 70.5 80.2 Old : 56.5 63.2 81.9 86.5 51.1 63.2 70.5 80.2 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, September 10, 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 : 63,810: 22,740 23,695 1,490 34,860 34,040 59,090 59,225: 4,720 4,585 Old : 63,810: 22,740 23,695 1,490 34,860 34,040 59,090 59,225: 4,720 4,585 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 3, 2019 : : -3,215: -925 460 -685 -1,565 -2,965 -3,175 -3,190: -40 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.6 37.1 2.3 54.6 53.3 92.6 92.8: 7.4 7.2 Old : 100.0: 35.6 37.1 2.3 54.6 53.3 92.6 92.8: 7.4 7.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 7 3 5 17 14 27 19: Old : 31: 7 3 5 17 14 27 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 : 59.6 71.3 73.3 86.2 58.6 70.2 72.1 80.8 Old : 59.6 71.3 73.3 86.2 58.6 70.2 72.1 80.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV Commitments of Traders - Futures Only, September 10, 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 : 62,005: 20,130 23,695 1,725 34,865 31,925 56,720 57,345: 5,285 4,660 Old : 62,005: 20,130 23,695 1,725 34,865 31,925 56,720 57,345: 5,285 4,660 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 3, 2019 : : -3,185: -905 585 -965 -1,125 -2,650 -2,995 -3,030: -190 -155 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.5 38.2 2.8 56.2 51.5 91.5 92.5: 8.5 7.5 Old : 100.0: 32.5 38.2 2.8 56.2 51.5 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 : 30: 7 3 5 16 15 26 20: Old : 30: 7 3 5 16 15 26 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 : 58.3 71.2 73.0 86.3 57.0 70.0 69.8 81.8 Old : 58.3 71.2 73.0 86.3 57.0 70.0 69.8 81.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Commitments of Traders - Futures Only, September 10, 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 : 54,743: 14,870 15,180 1,680 35,852 36,107 52,402 52,967: 2,341 1,776 Old : 54,743: 14,870 15,180 1,680 35,852 36,107 52,402 52,967: 2,341 1,776 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 3, 2019 : : -3,073: -1,430 -770 -60 -1,397 -1,662 -2,887 -2,492: -186 -581 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.2 27.7 3.1 65.5 66.0 95.7 96.8: 4.3 3.2 Old : 100.0: 27.2 27.7 3.1 65.5 66.0 95.7 96.8: 4.3 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 : 28: 3 2 3 20 10 25 14: Old : 28: 3 2 3 20 10 25 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.9 76.9 77.7 93.2 54.2 72.8 73.5 82.4 Old : 56.9 76.9 77.7 93.2 54.2 72.8 73.5 82.4 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 - Futures Only, September 10, 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 : 44,674: 10,145 11,105 1,920 31,460 30,785 43,525 43,810: 1,149 864 Old : 44,674: 10,145 11,105 1,920 31,460 30,785 43,525 43,810: 1,149 864 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 3, 2019 : : -2,763: -1,180 -390 -200 -959 -1,769 -2,339 -2,359: -424 -404 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.7 24.9 4.3 70.4 68.9 97.4 98.1: 2.6 1.9 Old : 100.0: 22.7 24.9 4.3 70.4 68.9 97.4 98.1: 2.6 1.9 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 : 29: 4 2 3 20 11 26 15: Old : 29: 4 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 : 60.9 72.6 78.6 93.6 57.6 68.1 73.4 82.0 Old : 60.9 72.6 78.6 93.6 57.6 68.1 73.4 82.0 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, September 10, 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 : 149,506: 3,499 26,485 6,550 120,810 97,824 130,859 130,859: 18,647 18,647 Old : 149,506: 3,499 26,485 6,550 120,810 97,824 130,859 130,859: 18,647 18,647 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 3, 2019 : : -6,265: 845 -2,470 -1,390 -4,446 -1,131 -4,991 -4,991: -1,274 -1,274 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 17.7 4.4 80.8 65.4 87.5 87.5: 12.5 12.5 Old : 100.0: 2.3 17.7 4.4 80.8 65.4 87.5 87.5: 12.5 12.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 43: 2 8 3 26 30 29 40: Old : 43: 2 8 3 26 30 29 40: 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 : 64.5 38.0 75.9 55.6 61.7 36.0 67.7 53.1 Old : 64.5 38.0 75.9 55.6 61.7 36.0 67.7 53.1 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, September 10, 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 : 135,196: 4,894 25,670 5,975 109,823 89,047 120,692 120,692: 14,504 14,504 Old : 135,196: 4,894 25,670 5,975 109,823 89,047 120,692 120,692: 14,504 14,504 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 3, 2019 : : -5,908: 665 -2,625 -745 -4,915 -1,625 -4,995 -4,995: -913 -913 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.6 19.0 4.4 81.2 65.9 89.3 89.3: 10.7 10.7 Old : 100.0: 3.6 19.0 4.4 81.2 65.9 89.3 89.3: 10.7 10.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 2 7 3 23 27 26 36: Old : 41: 2 7 3 23 27 26 36: 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 40.2 78.7 58.5 58.6 38.4 68.6 56.5 Old : 64.0 40.2 78.7 58.5 58.6 38.4 68.6 56.5 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, September 10, 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 : 41,805: 1,205 6,945 2,125 34,900 29,585 38,230 38,655: 3,575 3,150 Old : 41,805: 1,205 6,945 2,125 34,900 29,585 38,230 38,655: 3,575 3,150 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 3, 2019 : : -235: -65 675 -155 -105 -485 -325 35: 90 -270 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.9 16.6 5.1 83.5 70.8 91.4 92.5: 8.6 7.5 Old : 100.0: 2.9 16.6 5.1 83.5 70.8 91.4 92.5: 8.6 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 : 26: 3 2 2 17 15 20 19: Old : 26: 3 2 2 17 15 20 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 : 61.2 53.5 78.5 74.9 60.4 52.1 71.9 67.8 Old : 61.2 53.5 78.5 74.9 60.4 52.1 71.9 67.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Commitments of Traders - Futures Only, September 10, 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 : 38,645: 965 5,620 3,475 31,025 26,830 35,465 35,925: 3,180 2,720 Old : 38,645: 965 5,620 3,475 31,025 26,830 35,465 35,925: 3,180 2,720 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 3, 2019 : : 595: 145 200 -225 605 900 525 875: 70 -280 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 14.5 9.0 80.3 69.4 91.8 93.0: 8.2 7.0 Old : 100.0: 2.5 14.5 9.0 80.3 69.4 91.8 93.0: 8.2 7.0 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 17 19 20 22: Old : 25: 3 1 2 17 19 20 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.0 50.3 74.8 72.1 53.2 46.8 59.1 59.0 Old : 59.0 50.3 74.8 72.1 53.2 46.8 59.1 59.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Commitments of Traders - Futures Only, September 10, 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 : 32,280: 13,715 75 890 16,030 30,010 30,635 30,975: 1,645 1,305 Old : 32,280: 13,715 75 890 16,030 30,010 30,635 30,975: 1,645 1,305 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 3, 2019 : : -1,295: -790 75 -175 -210 -1,070 -1,175 -1,170: -120 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.5 0.2 2.8 49.7 93.0 94.9 96.0: 5.1 4.0 Old : 100.0: 42.5 0.2 2.8 49.7 93.0 94.9 96.0: 5.1 4.0 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 : 23: 4 1 3 13 14 17 18: Old : 23: 4 1 3 13 14 17 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 : 65.8 74.3 84.8 87.1 62.9 65.6 75.4 77.0 Old : 65.8 74.3 84.8 87.1 62.9 65.6 75.4 77.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Commitments of Traders - Futures Only, September 10, 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 : 104,115: 7,335 9,285 5,400 73,846 71,956 86,581 86,641: 17,534 17,474 Old : 104,115: 7,335 9,285 5,400 73,846 71,956 86,581 86,641: 17,534 17,474 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 3, 2019 : : -3,797: 1,005 -580 -715 -2,732 -1,147 -2,442 -2,442: -1,355 -1,355 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 8.9 5.2 70.9 69.1 83.2 83.2: 16.8 16.8 Old : 100.0: 7.0 8.9 5.2 70.9 69.1 83.2 83.2: 16.8 16.8 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 : 38: 3 3 4 29 28 35 32: Old : 38: 3 3 4 29 28 35 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 36.6 44.9 54.3 62.6 31.3 33.4 41.1 43.3 Old : 36.6 44.9 54.3 62.6 31.3 33.4 41.1 43.3 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, September 10, 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 : 86,089: 5,560 1,255 9,725 56,324 60,834 71,609 71,814: 14,480 14,275 Old : 86,089: 5,560 1,255 9,725 56,324 60,834 71,609 71,814: 14,480 14,275 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: September 3, 2019 : : -3,013: -675 290 -275 -1,083 -2,428 -2,033 -2,413: -980 -600 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.5 1.5 11.3 65.4 70.7 83.2 83.4: 16.8 16.6 Old : 100.0: 6.5 1.5 11.3 65.4 70.7 83.2 83.4: 16.8 16.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 2 3 2 25 25 29 28: Old : 34: 2 3 2 25 25 29 28: 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 : 46.5 47.4 65.2 66.2 32.4 35.1 41.4 43.2 Old : 46.5 47.4 65.2 66.2 32.4 35.1 41.4 43.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated September 13, 2019