ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders - Futures Only, November 19, 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 : 68,106: 0 1,503 475 58,636 57,153 59,111 59,131: 8,995 8,975 Old : 68,106: 0 1,503 475 58,636 57,153 59,111 59,131: 8,995 8,975 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 2,170: 0 120 -20 2,290 2,170 2,270 2,270: -100 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 2.2 0.7 86.1 83.9 86.8 86.8: 13.2 13.2 Old : 100.0: 0.0 2.2 0.7 86.1 83.9 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 : 26: 0 2 1 18 19 19 21: Old : 26: 0 2 1 18 19 19 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.3 53.1 82.6 73.9 68.2 52.6 73.1 67.2 Old : 73.3 53.1 82.6 73.9 68.2 52.6 73.1 67.2 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, November 19, 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 : 57,741: 0 1,830 305 49,526 47,701 49,831 49,836: 7,910 7,905 Old : 57,741: 0 1,830 305 49,526 47,701 49,831 49,836: 7,910 7,905 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 1,330: 0 50 0 1,330 1,280 1,330 1,330: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.2 0.5 85.8 82.6 86.3 86.3: 13.7 13.7 Old : 100.0: 0.0 3.2 0.5 85.8 82.6 86.3 86.3: 13.7 13.7 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 : 24: 0 2 1 16 18 17 20: Old : 24: 0 2 1 16 18 17 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 74.8 54.8 82.0 73.6 72.5 53.9 75.8 69.2 Old : 74.8 54.8 82.0 73.6 72.5 53.9 75.8 69.2 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, November 19, 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 : 27,070: 2,290 2,050 50 22,173 22,258 24,513 24,358: 2,557 2,712 Old : 27,070: 2,290 2,050 50 22,173 22,258 24,513 24,358: 2,557 2,712 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 405: 0 0 0 350 230 350 230: 55 175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.5 7.6 0.2 81.9 82.2 90.6 90.0: 9.4 10.0 Old : 100.0: 8.5 7.6 0.2 81.9 82.2 90.6 90.0: 9.4 10.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 3 2 1 12 15 15 18: Old : 23: 3 2 1 12 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 : 71.3 50.0 84.4 76.1 63.1 46.5 69.3 67.1 Old : 71.3 50.0 84.4 76.1 63.1 46.5 69.3 67.1 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, November 19, 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 : 23,580: 2,180 1,670 110 19,195 19,550 21,485 21,330: 2,095 2,250 Old : 23,580: 2,180 1,670 110 19,195 19,550 21,485 21,330: 2,095 2,250 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 435: 0 0 0 350 230 350 230: 85 205 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.2 7.1 0.5 81.4 82.9 91.1 90.5: 8.9 9.5 Old : 100.0: 9.2 7.1 0.5 81.4 82.9 91.1 90.5: 8.9 9.5 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: 3 2 2 11 17 16 19: Old : 23: 3 2 2 11 17 16 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 : 71.8 47.7 87.1 73.3 58.5 45.1 62.7 60.8 Old : 71.8 47.7 87.1 73.3 58.5 45.1 62.7 60.8 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, November 19, 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 : 46,792: 11,920 685 4,600 27,300 38,655 43,820 43,940: 2,972 2,852 Old : 46,792: 11,920 685 4,600 27,300 38,655 43,820 43,940: 2,972 2,852 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 160: -575 0 -25 1,145 170 545 145: -385 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.5 1.5 9.8 58.3 82.6 93.6 93.9: 6.4 6.1 Old : 100.0: 25.5 1.5 9.8 58.3 82.6 93.6 93.9: 6.4 6.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 1 3 17 22 20 25: Old : 26: 2 1 3 17 22 20 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 : 62.2 66.4 77.4 79.7 45.7 49.8 52.7 54.2 Old : 62.2 66.4 77.4 79.7 45.7 49.8 52.7 54.2 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, November 19, 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 : 26,450: 4,670 630 4,135 15,304 19,614 24,109 24,379: 2,341 2,071 Old : 26,450: 4,670 630 4,135 15,304 19,614 24,109 24,379: 2,341 2,071 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 615: 0 25 50 590 565 640 640: -25 -25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.7 2.4 15.6 57.9 74.2 91.1 92.2: 8.9 7.8 Old : 100.0: 17.7 2.4 15.6 57.9 74.2 91.1 92.2: 8.9 7.8 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 : 20: 1 2 3 13 15 16 18: Old : 20: 1 2 3 13 15 16 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 : 65.1 70.9 80.6 82.2 50.1 55.0 57.7 59.3 Old : 65.1 70.9 80.6 82.2 50.1 55.0 57.7 59.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU Commitments of Traders - Futures Only, November 19, 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 : 25,825: 260 11,880 2,055 22,395 11,105 24,710 25,040: 1,115 785 Old : 25,825: 260 11,880 2,055 22,395 11,105 24,710 25,040: 1,115 785 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 60: 0 80 -20 60 -20 40 40: 20 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.0 46.0 8.0 86.7 43.0 95.7 97.0: 4.3 3.0 Old : 100.0: 1.0 46.0 8.0 86.7 43.0 95.7 97.0: 4.3 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 1 2 18 15 20 17: Old : 22: 1 1 2 18 15 20 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.7 80.4 83.6 90.7 44.5 52.9 52.4 56.0 Old : 61.7 80.4 83.6 90.7 44.5 52.9 52.4 56.0 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, November 19, 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 : 94,735: 12,440 2,735 2,135 61,480 70,695 76,055 75,565: 18,680 19,170 Old : 94,735: 12,440 2,735 2,135 61,480 70,695 76,055 75,565: 18,680 19,170 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 1,499: 100 0 -100 1,499 1,599 1,499 1,499: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.1 2.9 2.3 64.9 74.6 80.3 79.8: 19.7 20.2 Old : 100.0: 13.1 2.9 2.3 64.9 74.6 80.3 79.8: 19.7 20.2 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: 2 4 3 20 25 23 31: Old : 32: 2 4 3 20 25 23 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 : 52.0 48.4 69.2 63.1 46.5 47.5 58.3 56.9 Old : 52.0 48.4 69.2 63.1 46.5 47.5 58.3 56.9 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, November 19, 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 : 90,688: 10,930 2,770 2,185 59,881 67,481 72,996 72,436: 17,692 18,252 Old : 90,688: 10,930 2,770 2,185 59,881 67,481 72,996 72,436: 17,692 18,252 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 1,520: 225 50 -25 1,283 1,458 1,483 1,483: 37 37 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.1 3.1 2.4 66.0 74.4 80.5 79.9: 19.5 20.1 Old : 100.0: 12.1 3.1 2.4 66.0 74.4 80.5 79.9: 19.5 20.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 1 4 3 20 24 23 29: Old : 31: 1 4 3 20 24 23 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.0 47.6 69.4 62.9 48.8 46.7 58.6 55.7 Old : 54.0 47.6 69.4 62.9 48.8 46.7 58.6 55.7 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, November 19, 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 : 26,325: 3,360 11,155 845 18,000 11,255 22,205 23,255: 4,120 3,070 Old : 26,325: 3,360 11,155 845 18,000 11,255 22,205 23,255: 4,120 3,070 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.8 42.4 3.2 68.4 42.8 84.3 88.3: 15.7 11.7 Old : 100.0: 12.8 42.4 3.2 68.4 42.8 84.3 88.3: 15.7 11.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 3 5 4 18 11 24 17: Old : 27: 3 5 4 18 11 24 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 : 38.1 59.7 59.8 78.2 36.5 52.2 54.9 63.6 Old : 38.1 59.7 59.8 78.2 36.5 52.2 54.9 63.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR Commitments of Traders - Futures Only, November 19, 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 : 27,400: 4,355 11,250 1,825 16,457 11,297 22,637 24,372: 4,763 3,028 Old : 27,400: 4,355 11,250 1,825 16,457 11,297 22,637 24,372: 4,763 3,028 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.9 41.1 6.7 60.1 41.2 82.6 88.9: 17.4 11.1 Old : 100.0: 15.9 41.1 6.7 60.1 41.2 82.6 88.9: 17.4 11.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 4 4 4 16 11 22 17: Old : 25: 4 4 4 16 11 22 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 : 38.0 61.9 60.4 78.5 35.1 55.6 53.0 63.9 Old : 38.0 61.9 60.4 78.5 35.1 55.6 53.0 63.9 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, November 19, 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 : 28,373: 9,290 7,345 450 14,953 17,298 24,693 25,093: 3,680 3,280 Old : 28,373: 9,290 7,345 450 14,953 17,298 24,693 25,093: 3,680 3,280 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 1,815: 0 1,500 0 1,284 -216 1,284 1,284: 531 531 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.7 25.9 1.6 52.7 61.0 87.0 88.4: 13.0 11.6 Old : 100.0: 32.7 25.9 1.6 52.7 61.0 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 : 22: 1 3 3 14 8 17 12: Old : 22: 1 3 3 14 8 17 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.7 76.5 83.0 86.5 63.5 72.8 78.7 81.6 Old : 64.7 76.5 83.0 86.5 63.5 72.8 78.7 81.6 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, November 19, 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 : 27,583: 9,290 7,205 440 14,681 17,066 24,411 24,711: 3,172 2,872 Old : 27,583: 9,290 7,205 440 14,681 17,066 24,411 24,711: 3,172 2,872 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 1,895: 0 1,500 0 1,954 94 1,954 1,594: -59 301 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.7 26.1 1.6 53.2 61.9 88.5 89.6: 11.5 10.4 Old : 100.0: 33.7 26.1 1.6 53.2 61.9 88.5 89.6: 11.5 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 : 21: 1 3 3 13 7 16 11: Old : 21: 1 3 3 13 7 16 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 : 65.9 78.3 83.5 88.1 64.2 74.7 80.6 83.5 Old : 65.9 78.3 83.5 88.1 64.2 74.7 80.6 83.5 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, November 19, 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 : 56,451: 28,195 0 0 24,048 52,118 52,243 52,118: 4,208 4,333 Old : 56,451: 28,195 0 0 24,048 52,118 52,243 52,118: 4,208 4,333 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 2,550: 500 0 0 2,050 2,550 2,550 2,550: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.9 0.0 0.0 42.6 92.3 92.5 92.3: 7.5 7.7 Old : 100.0: 49.9 0.0 0.0 42.6 92.3 92.5 92.3: 7.5 7.7 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 : 24: 5 0 0 13 16 18 16: Old : 24: 5 0 0 13 16 18 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 : 64.2 81.0 84.1 89.1 63.5 77.8 80.7 84.6 Old : 64.2 81.0 84.1 89.1 63.5 77.8 80.7 84.6 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, November 19, 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 : 55,687: 27,700 0 0 23,722 51,325 51,422 51,325: 4,265 4,362 Old : 55,687: 27,700 0 0 23,722 51,325 51,422 51,325: 4,265 4,362 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 950: 500 0 0 450 950 950 950: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.7 0.0 0.0 42.6 92.2 92.3 92.2: 7.7 7.8 Old : 100.0: 49.7 0.0 0.0 42.6 92.2 92.3 92.2: 7.7 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 4 0 0 14 16 18 16: Old : 23: 4 0 0 14 16 18 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 : 63.9 82.0 87.6 88.9 63.1 81.9 84.8 87.9 Old : 63.9 82.0 87.6 88.9 63.1 81.9 84.8 87.9 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, November 19, 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 : 63,510: 31,955 75 1,340 26,460 58,520 59,755 59,935: 3,755 3,575 Old : 63,510: 31,955 75 1,340 26,460 58,520 59,755 59,935: 3,755 3,575 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 370: -90 0 50 410 320 370 370: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.3 0.1 2.1 41.7 92.1 94.1 94.4: 5.9 5.6 Old : 100.0: 50.3 0.1 2.1 41.7 92.1 94.1 94.4: 5.9 5.6 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 : 33: 7 1 2 18 14 25 17: Old : 33: 7 1 2 18 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 : 57.3 76.1 77.6 89.3 55.2 75.5 73.9 85.0 Old : 57.3 76.1 77.6 89.3 55.2 75.5 73.9 85.0 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, November 19, 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 : 62,885: 31,355 0 1,590 26,490 58,025 59,435 59,615: 3,450 3,270 Old : 62,885: 31,355 0 1,590 26,490 58,025 59,435 59,615: 3,450 3,270 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 370: -90 0 50 410 320 370 370: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.9 0.0 2.5 42.1 92.3 94.5 94.8: 5.5 5.2 Old : 100.0: 49.9 0.0 2.5 42.1 92.3 94.5 94.8: 5.5 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 7 0 2 18 14 25 16: Old : 32: 7 0 2 18 14 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 : 57.2 75.1 77.7 89.5 54.7 74.3 73.9 83.9 Old : 57.2 75.1 77.7 89.5 54.7 74.3 73.9 83.9 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, November 19, 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 : 18,345: 1,810 5,835 330 15,260 11,305 17,400 17,470: 945 875 Old : 18,345: 1,810 5,835 330 15,260 11,305 17,400 17,470: 945 875 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.9 31.8 1.8 83.2 61.6 94.8 95.2: 5.2 4.8 Old : 100.0: 9.9 31.8 1.8 83.2 61.6 94.8 95.2: 5.2 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 2 4 1 15 10 17 15: Old : 23: 2 4 1 15 10 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 : 53.9 59.3 78.1 87.6 42.9 56.1 60.1 69.6 Old : 53.9 59.3 78.1 87.6 42.9 56.1 60.1 69.6 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, November 19, 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 : 17,790: 2,595 5,835 205 13,230 10,900 16,030 16,940: 1,760 850 Old : 17,790: 2,595 5,835 205 13,230 10,900 16,030 16,940: 1,760 850 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.6 32.8 1.2 74.4 61.3 90.1 95.2: 9.9 4.8 Old : 100.0: 14.6 32.8 1.2 74.4 61.3 90.1 95.2: 9.9 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 4 1 14 10 16 15: Old : 22: 2 4 1 14 10 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 : 57.2 59.0 78.9 88.2 47.0 57.8 60.2 71.8 Old : 57.2 59.0 78.9 88.2 47.0 57.8 60.2 71.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU Commitments of Traders - Futures Only, November 19, 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 : 69,605: 20,410 21,150 2,370 41,760 41,125 64,540 64,645: 5,065 4,960 Old : 69,605: 20,410 21,150 2,370 41,760 41,125 64,540 64,645: 5,065 4,960 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 1,300: -875 960 135 1,835 0 1,095 1,095: 205 205 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.3 30.4 3.4 60.0 59.1 92.7 92.9: 7.3 7.1 Old : 100.0: 29.3 30.4 3.4 60.0 59.1 92.7 92.9: 7.3 7.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 8 2 5 14 15 24 20: Old : 32: 8 2 5 14 15 24 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 : 60.6 64.4 75.0 81.7 59.0 62.9 73.2 79.0 Old : 60.6 64.4 75.0 81.7 59.0 62.9 73.2 79.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV Commitments of Traders - Futures Only, November 19, 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 : 66,565: 17,740 21,150 2,605 41,270 37,965 61,615 61,720: 4,950 4,845 Old : 66,565: 17,740 21,150 2,605 41,270 37,965 61,615 61,720: 4,950 4,845 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 1,430: -875 960 225 1,895 60 1,245 1,245: 185 185 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.7 31.8 3.9 62.0 57.0 92.6 92.7: 7.4 7.3 Old : 100.0: 26.7 31.8 3.9 62.0 57.0 92.6 92.7: 7.4 7.3 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 : 32: 8 2 4 15 17 25 21: Old : 32: 8 2 4 15 17 25 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 : 59.4 66.1 74.1 81.2 57.4 64.6 70.4 78.4 Old : 59.4 66.1 74.1 81.2 57.4 64.6 70.4 78.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Commitments of Traders - Futures Only, November 19, 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 : 55,523: 12,515 14,420 2,365 38,177 36,622 53,057 53,407: 2,466 2,116 Old : 55,523: 12,515 14,420 2,365 38,177 36,622 53,057 53,407: 2,466 2,116 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 285: 350 550 0 -120 -320 230 230: 55 55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.5 26.0 4.3 68.8 66.0 95.6 96.2: 4.4 3.8 Old : 100.0: 22.5 26.0 4.3 68.8 66.0 95.6 96.2: 4.4 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 3 3 1 23 16 26 20: Old : 33: 3 3 1 23 16 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 : 49.9 74.4 76.3 90.6 45.5 70.6 69.6 81.3 Old : 49.9 74.4 76.3 90.6 45.5 70.6 69.6 81.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Commitments of Traders - Futures Only, November 19, 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 : 46,764: 8,465 10,990 2,905 34,064 31,679 45,434 45,574: 1,330 1,190 Old : 46,764: 8,465 10,990 2,905 34,064 31,679 45,434 45,574: 1,330 1,190 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 360: 250 300 0 50 0 300 300: 60 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.1 23.5 6.2 72.8 67.7 97.2 97.5: 2.8 2.5 Old : 100.0: 18.1 23.5 6.2 72.8 67.7 97.2 97.5: 2.8 2.5 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 : 32: 3 3 3 23 16 27 21: Old : 32: 3 3 3 23 16 27 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 : 52.9 69.3 76.5 90.1 47.7 64.1 68.6 78.1 Old : 52.9 69.3 76.5 90.1 47.7 64.1 68.6 78.1 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, November 19, 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 : 160,050: 3,584 27,395 8,685 121,508 97,697 133,777 133,777: 26,273 26,273 Old : 160,050: 3,584 27,395 8,685 121,508 97,697 133,777 133,777: 26,273 26,273 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 285: 2,259 -2,571 516 -4,854 -24 -2,079 -2,079: 2,364 2,364 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.2 17.1 5.4 75.9 61.0 83.6 83.6: 16.4 16.4 Old : 100.0: 2.2 17.1 5.4 75.9 61.0 83.6 83.6: 16.4 16.4 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 : 43: 2 8 5 28 30 33 40: Old : 43: 2 8 5 28 30 33 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 : 57.8 34.8 69.5 51.0 53.2 32.9 58.8 45.4 Old : 57.8 34.8 69.5 51.0 53.2 32.9 58.8 45.4 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, November 19, 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 : 145,444: 6,344 28,295 8,725 111,141 89,190 126,210 126,210: 19,234 19,234 Old : 145,444: 6,344 28,295 8,725 111,141 89,190 126,210 126,210: 19,234 19,234 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 1,065: 2,740 -1,890 280 -4,205 425 -1,185 -1,185: 2,250 2,250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.4 19.5 6.0 76.4 61.3 86.8 86.8: 13.2 13.2 Old : 100.0: 4.4 19.5 6.0 76.4 61.3 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 : 41: 2 7 6 25 29 31 38: Old : 41: 2 7 6 25 29 31 38: 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 40.2 72.0 56.7 50.9 37.9 59.9 51.4 Old : 58.3 40.2 72.0 56.7 50.9 37.9 59.9 51.4 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, November 19, 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 : 57,525: 25 10,265 2,865 49,590 39,355 52,480 52,485: 5,045 5,040 Old : 57,525: 25 10,265 2,865 49,590 39,355 52,480 52,485: 5,045 5,040 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 1,345: 0 -100 810 295 395 1,105 1,105: 240 240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 17.8 5.0 86.2 68.4 91.2 91.2: 8.8 8.8 Old : 100.0: 0.0 17.8 5.0 86.2 68.4 91.2 91.2: 8.8 8.8 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: 1 4 2 17 18 20 22: Old : 27: 1 4 2 17 18 20 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.3 48.1 79.9 68.7 58.5 45.2 67.6 57.6 Old : 62.3 48.1 79.9 68.7 58.5 45.2 67.6 57.6 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, November 19, 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 : 49,685: 0 9,390 3,415 42,010 32,640 45,425 45,445: 4,260 4,240 Old : 49,685: 0 9,390 3,415 42,010 32,640 45,425 45,445: 4,260 4,240 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 1,580: 0 25 710 790 765 1,500 1,500: 80 80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 18.9 6.9 84.6 65.7 91.4 91.5: 8.6 8.5 Old : 100.0: 0.0 18.9 6.9 84.6 65.7 91.4 91.5: 8.6 8.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 0 3 2 18 21 20 24: Old : 25: 0 3 2 18 21 20 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.3 49.1 75.0 72.0 53.8 43.0 63.5 54.6 Old : 57.3 49.1 75.0 72.0 53.8 43.0 63.5 54.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Commitments of Traders - Futures Only, November 19, 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 : 37,175: 14,610 25 1,060 19,385 34,320 35,055 35,405: 2,120 1,770 Old : 37,175: 14,610 25 1,060 19,385 34,320 35,055 35,405: 2,120 1,770 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : -40: 0 0 0 30 30 30 30: -70 -70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.3 0.1 2.9 52.1 92.3 94.3 95.2: 5.7 4.8 Old : 100.0: 39.3 0.1 2.9 52.1 92.3 94.3 95.2: 5.7 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 4 1 3 14 18 18 22: Old : 25: 4 1 3 14 18 18 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 : 56.9 74.9 75.8 86.4 53.7 63.2 66.4 73.4 Old : 56.9 74.9 75.8 86.4 53.7 63.2 66.4 73.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD Commitments of Traders - Futures Only, November 19, 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 : 45,800: 26,160 0 1,580 16,345 42,435 44,085 44,015: 1,715 1,785 Old : 45,800: 26,160 0 1,580 16,345 42,435 44,085 44,015: 1,715 1,785 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 1,135: 300 0 0 1,010 1,130 1,310 1,130: -175 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.1 0.0 3.4 35.7 92.7 96.3 96.1: 3.7 3.9 Old : 100.0: 57.1 0.0 3.4 35.7 92.7 96.3 96.1: 3.7 3.9 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: 3 0 3 11 13 14 16: Old : 20: 3 0 3 11 13 14 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 : 73.3 77.5 90.0 90.7 67.2 65.5 76.1 76.8 Old : 73.3 77.5 90.0 90.7 67.2 65.5 76.1 76.8 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, November 19, 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 : 119,567: 9,495 11,465 3,130 86,785 84,815 99,410 99,410: 20,157 20,157 Old : 119,567: 9,495 11,465 3,130 86,785 84,815 99,410 99,410: 20,157 20,157 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 1,485: 455 -20 -20 713 1,188 1,148 1,148: 337 337 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 9.6 2.6 72.6 70.9 83.1 83.1: 16.9 16.9 Old : 100.0: 7.9 9.6 2.6 72.6 70.9 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 : 36: 3 2 3 29 27 34 30: Old : 36: 3 2 3 29 27 34 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.5 40.7 53.2 58.9 29.3 30.8 37.1 39.6 Old : 35.5 40.7 53.2 58.9 29.3 30.8 37.1 39.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Commitments of Traders - Futures Only, November 19, 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 : 97,314: 7,325 5,815 7,965 67,699 69,369 82,989 83,149: 14,325 14,165 Old : 97,314: 7,325 5,815 7,965 67,699 69,369 82,989 83,149: 14,325 14,165 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 1,790: 430 55 -5 1,495 1,870 1,920 1,920: -130 -130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.5 6.0 8.2 69.6 71.3 85.3 85.4: 14.7 14.6 Old : 100.0: 7.5 6.0 8.2 69.6 71.3 85.3 85.4: 14.7 14.6 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 : 33: 1 3 3 26 27 30 30: Old : 33: 1 3 3 26 27 30 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 43.3 44.5 62.0 62.9 32.7 30.6 40.8 39.8 Old : 43.3 44.5 62.0 62.9 32.7 30.6 40.8 39.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA Commitments of Traders - Futures Only, November 19, 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 : 32,325: 5,820 300 580 23,380 28,960 29,780 29,840: 2,545 2,485 Old : 32,325: 5,820 300 580 23,380 28,960 29,780 29,840: 2,545 2,485 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 75: 0 0 0 75 75 75 75: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.0 0.9 1.8 72.3 89.6 92.1 92.3: 7.9 7.7 Old : 100.0: 18.0 0.9 1.8 72.3 89.6 92.1 92.3: 7.9 7.7 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 : 20: 2 1 1 13 12 15 14: Old : 20: 2 1 1 13 12 15 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 : 62.4 73.6 81.5 86.5 62.3 69.7 74.8 77.1 Old : 62.4 73.6 81.5 86.5 62.3 69.7 74.8 77.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB Commitments of Traders - Futures Only, November 19, 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 : 31,265: 4,450 495 510 24,140 28,105 29,100 29,110: 2,165 2,155 Old : 31,265: 4,450 495 510 24,140 28,105 29,100 29,110: 2,165 2,155 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: November 12, 2019 : : 75: 0 0 0 75 75 75 75: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.2 1.6 1.6 77.2 89.9 93.1 93.1: 6.9 6.9 Old : 100.0: 14.2 1.6 1.6 77.2 89.9 93.1 93.1: 6.9 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 : 20: 2 1 2 13 11 15 14: Old : 20: 2 1 2 13 11 15 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 : 63.7 73.0 81.4 87.3 63.6 67.6 74.2 76.5 Old : 63.7 73.0 81.4 87.3 63.6 67.6 74.2 76.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 22, 2019