ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders - Futures Only, December 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 : 70,645: 0 2,178 335 60,929 58,761 61,264 61,274: 9,381 9,371 Old : 70,645: 0 2,178 335 60,929 58,761 61,264 61,274: 9,381 9,371 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -1,533: 0 100 -120 -1,268 -1,378 -1,388 -1,398: -145 -135 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.1 0.5 86.2 83.2 86.7 86.7: 13.3 13.3 Old : 100.0: 0.0 3.1 0.5 86.2 83.2 86.7 86.7: 13.3 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 : 28: 0 3 1 17 20 18 23: Old : 28: 0 3 1 17 20 18 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 : 73.3 53.1 82.6 73.7 67.3 52.8 73.7 67.2 Old : 73.3 53.1 82.6 73.7 67.3 52.8 73.7 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, December 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 : 58,650: 0 1,855 350 49,950 48,090 50,300 50,295: 8,350 8,355 Old : 58,650: 0 1,855 350 49,950 48,090 50,300 50,295: 8,350 8,355 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -1,784: 0 -100 45 -1,679 -1,589 -1,634 -1,644: -150 -140 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.2 0.6 85.2 82.0 85.8 85.8: 14.2 14.2 Old : 100.0: 0.0 3.2 0.6 85.2 82.0 85.8 85.8: 14.2 14.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 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 : 73.3 55.7 81.0 73.8 70.1 54.9 74.1 69.4 Old : 73.3 55.7 81.0 73.8 70.1 54.9 74.1 69.4 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, December 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 : 26,560: 2,260 1,880 25 21,969 22,199 24,254 24,104: 2,306 2,456 Old : 26,560: 2,260 1,880 25 21,969 22,199 24,254 24,104: 2,306 2,456 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -535: -30 -170 -25 -224 -79 -279 -274: -256 -261 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.5 7.1 0.1 82.7 83.6 91.3 90.8: 8.7 9.2 Old : 100.0: 8.5 7.1 0.1 82.7 83.6 91.3 90.8: 8.7 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 : 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 : 74.6 51.9 86.0 77.5 65.0 48.2 72.6 68.4 Old : 74.6 51.9 86.0 77.5 65.0 48.2 72.6 68.4 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, December 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 : 23,020: 2,155 1,600 80 19,025 19,435 21,260 21,115: 1,760 1,905 Old : 23,020: 2,155 1,600 80 19,025 19,435 21,260 21,115: 1,760 1,905 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -585: -25 -70 -30 -195 -140 -250 -240: -335 -345 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 7.0 0.3 82.6 84.4 92.4 91.7: 7.6 8.3 Old : 100.0: 9.4 7.0 0.3 82.6 84.4 92.4 91.7: 7.6 8.3 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 10 16 15 18: Old : 22: 3 2 2 10 16 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 : 75.4 49.3 89.2 75.2 61.8 44.4 65.8 61.6 Old : 75.4 49.3 89.2 75.2 61.8 44.4 65.8 61.6 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, December 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 : 47,192: 10,590 685 5,310 28,446 38,531 44,346 44,526: 2,846 2,666 Old : 47,192: 10,590 685 5,310 28,446 38,531 44,346 44,526: 2,846 2,666 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -1,218: -380 0 -110 -527 -907 -1,017 -1,017: -201 -201 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 22.4 1.5 11.3 60.3 81.6 94.0 94.4: 6.0 5.6 Old : 100.0: 22.4 1.5 11.3 60.3 81.6 94.0 94.4: 6.0 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 : 25: 2 1 3 17 20 20 23: Old : 25: 2 1 3 17 20 20 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.1 69.2 78.5 82.0 44.8 50.6 52.7 55.2 Old : 63.1 69.2 78.5 82.0 44.8 50.6 52.7 55.2 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, December 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 : 26,166: 3,575 510 4,180 15,964 19,399 23,719 24,089: 2,447 2,077 Old : 26,166: 3,575 510 4,180 15,964 19,399 23,719 24,089: 2,447 2,077 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -399: -125 -120 -155 -20 -15 -300 -290: -99 -109 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.7 1.9 16.0 61.0 74.1 90.6 92.1: 9.4 7.9 Old : 100.0: 13.7 1.9 16.0 61.0 74.1 90.6 92.1: 9.4 7.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 1 3 14 17 17 20: Old : 22: 2 1 3 14 17 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 : 65.7 73.5 81.2 84.0 51.1 57.5 58.9 61.1 Old : 65.7 73.5 81.2 84.0 51.1 57.5 58.9 61.1 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, December 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 : 25,990: 310 12,150 2,095 22,090 10,400 24,495 24,645: 1,495 1,345 Old : 25,990: 310 12,150 2,095 22,090 10,400 24,495 24,645: 1,495 1,345 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -670: 150 150 -50 -610 -610 -510 -510: -160 -160 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 46.7 8.1 85.0 40.0 94.2 94.8: 5.8 5.2 Old : 100.0: 1.2 46.7 8.1 85.0 40.0 94.2 94.8: 5.8 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 : 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 : 61.3 80.0 82.5 90.1 45.2 55.1 53.9 57.3 Old : 61.3 80.0 82.5 90.1 45.2 55.1 53.9 57.3 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, December 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 : 95,003: 14,470 2,540 1,830 59,888 71,363 76,188 75,733: 18,815 19,270 Old : 95,003: 14,470 2,540 1,830 59,888 71,363 76,188 75,733: 18,815 19,270 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -2,407: -490 -250 -35 -1,297 -1,502 -1,822 -1,787: -585 -620 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.2 2.7 1.9 63.0 75.1 80.2 79.7: 19.8 20.3 Old : 100.0: 15.2 2.7 1.9 63.0 75.1 80.2 79.7: 19.8 20.3 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 : 33: 2 5 3 20 25 23 32: Old : 33: 2 5 3 20 25 23 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 : 52.9 47.9 69.3 61.7 47.9 46.8 59.1 56.9 Old : 52.9 47.9 69.3 61.7 47.9 46.8 59.1 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, December 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 : 91,691: 13,280 3,045 1,980 58,513 68,228 73,773 73,253: 17,918 18,438 Old : 91,691: 13,280 3,045 1,980 58,513 68,228 73,773 73,253: 17,918 18,438 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -1,797: -650 -235 -55 -653 -1,028 -1,358 -1,318: -439 -479 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.5 3.3 2.2 63.8 74.4 80.5 79.9: 19.5 20.1 Old : 100.0: 14.5 3.3 2.2 63.8 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 : 32: 1 5 3 20 24 23 30: Old : 32: 1 5 3 20 24 23 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 : 54.5 45.8 68.9 61.0 49.5 45.0 58.0 54.5 Old : 54.5 45.8 68.9 61.0 49.5 45.0 58.0 54.5 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, December 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 : 25,265: 3,360 10,955 845 17,209 10,659 21,414 22,459: 3,851 2,806 Old : 25,265: 3,360 10,955 845 17,209 10,659 21,414 22,459: 3,851 2,806 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -1,260: -50 -325 0 -941 -671 -991 -996: -269 -264 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 43.4 3.3 68.1 42.2 84.8 88.9: 15.2 11.1 Old : 100.0: 13.3 43.4 3.3 68.1 42.2 84.8 88.9: 15.2 11.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 3 6 4 17 11 23 18: Old : 28: 3 6 4 17 11 23 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 : 37.9 60.8 59.7 79.8 36.1 52.7 54.5 64.8 Old : 37.9 60.8 59.7 79.8 36.1 52.7 54.5 64.8 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, December 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 : 26,450: 4,415 11,135 1,825 15,711 10,726 21,951 23,686: 4,499 2,764 Old : 26,450: 4,415 11,135 1,825 15,711 10,726 21,951 23,686: 4,499 2,764 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -1,175: -15 -265 0 -896 -646 -911 -911: -264 -264 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.7 42.1 6.9 59.4 40.6 83.0 89.6: 17.0 10.4 Old : 100.0: 16.7 42.1 6.9 59.4 40.6 83.0 89.6: 17.0 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 : 26: 4 5 4 15 11 21 18: Old : 26: 4 5 4 15 11 21 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 : 37.9 63.0 60.6 80.2 34.6 56.5 53.1 65.2 Old : 37.9 63.0 60.6 80.2 34.6 56.5 53.1 65.2 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, December 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 : 27,393: 9,015 6,760 375 14,699 17,259 24,089 24,394: 3,304 2,999 Old : 27,393: 9,015 6,760 375 14,699 17,259 24,089 24,394: 3,304 2,999 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -990: -250 -410 -75 -426 -271 -751 -756: -239 -234 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.9 24.7 1.4 53.7 63.0 87.9 89.1: 12.1 10.9 Old : 100.0: 32.9 24.7 1.4 53.7 63.0 87.9 89.1: 12.1 10.9 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 : 25: 1 4 2 15 9 17 14: Old : 25: 1 4 2 15 9 17 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 : 64.8 76.0 83.5 86.0 63.5 71.4 78.2 80.7 Old : 64.8 76.0 83.5 86.0 63.5 71.4 78.2 80.7 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, December 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 : 26,657: 9,015 6,995 365 14,496 16,756 23,876 24,116: 2,781 2,541 Old : 26,657: 9,015 6,995 365 14,496 16,756 23,876 24,116: 2,781 2,541 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -1,026: -250 -135 -75 -451 -566 -776 -776: -250 -250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.8 26.2 1.4 54.4 62.9 89.6 90.5: 10.4 9.5 Old : 100.0: 33.8 26.2 1.4 54.4 62.9 89.6 90.5: 10.4 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 : 24: 1 4 2 14 8 16 13: Old : 24: 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 : 66.1 78.7 84.3 88.8 64.7 74.2 80.7 83.3 Old : 66.1 78.7 84.3 88.8 64.7 74.2 80.7 83.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM Commitments of Traders - Futures Only, December 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 : 54,839: 25,600 0 0 25,526 51,001 51,126 51,001: 3,713 3,838 Old : 54,839: 25,600 0 0 25,526 51,001 51,126 51,001: 3,713 3,838 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -2,602: -2,785 0 0 703 -2,082 -2,082 -2,082: -520 -520 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.7 0.0 0.0 46.5 93.0 93.2 93.0: 6.8 7.0 Old : 100.0: 46.7 0.0 0.0 46.5 93.0 93.2 93.0: 6.8 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 : 24: 5 0 0 13 15 18 15: Old : 24: 5 0 0 13 15 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.2 82.8 84.6 90.4 60.2 77.5 79.8 83.1 Old : 61.2 82.8 84.6 90.4 60.2 77.5 79.8 83.1 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, December 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 : 54,529: 25,455 0 0 25,244 50,317 50,699 50,317: 3,830 4,212 Old : 54,529: 25,455 0 0 25,244 50,317 50,699 50,317: 3,830 4,212 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -2,093: -2,385 0 0 967 -1,453 -1,418 -1,453: -675 -640 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.7 0.0 0.0 46.3 92.3 93.0 92.3: 7.0 7.7 Old : 100.0: 46.7 0.0 0.0 46.3 92.3 93.0 92.3: 7.0 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 : 22: 4 0 0 13 14 17 14: Old : 22: 4 0 0 13 14 17 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 : 61.2 83.4 86.0 90.0 60.7 80.7 83.4 85.8 Old : 61.2 83.4 86.0 90.0 60.7 80.7 83.4 85.8 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, December 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 : 60,535: 30,655 75 1,215 25,170 55,930 57,040 57,220: 3,495 3,315 Old : 60,535: 30,655 75 1,215 25,170 55,930 57,040 57,220: 3,495 3,315 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -3,175: -1,450 -25 -125 -1,340 -2,765 -2,915 -2,915: -260 -260 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.6 0.1 2.0 41.6 92.4 94.2 94.5: 5.8 5.5 Old : 100.0: 50.6 0.1 2.0 41.6 92.4 94.2 94.5: 5.8 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 7 2 2 18 13 25 17: Old : 33: 7 2 2 18 13 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 : 58.0 76.6 79.0 89.9 56.0 76.0 75.0 86.2 Old : 58.0 76.6 79.0 89.9 56.0 76.0 75.0 86.2 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, December 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 : 59,650: 29,850 25 1,415 25,230 55,235 56,495 56,675: 3,155 2,975 Old : 59,650: 29,850 25 1,415 25,230 55,235 56,495 56,675: 3,155 2,975 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -3,230: -1,450 0 -175 -1,290 -2,740 -2,915 -2,915: -315 -315 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.0 0.0 2.4 42.3 92.6 94.7 95.0: 5.3 5.0 Old : 100.0: 50.0 0.0 2.4 42.3 92.6 94.7 95.0: 5.3 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 6 1 2 18 13 24 16: Old : 31: 6 1 2 18 13 24 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.7 75.6 78.9 90.3 55.3 74.7 74.8 84.9 Old : 57.7 75.6 78.9 90.3 55.3 74.7 74.8 84.9 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, December 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 : 18,685: 850 4,895 605 16,130 12,265 17,585 17,765: 1,100 920 Old : 18,685: 850 4,895 605 16,130 12,265 17,585 17,765: 1,100 920 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -765: -1,010 -890 275 -185 -195 -920 -810: 155 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.5 26.2 3.2 86.3 65.6 94.1 95.1: 5.9 4.9 Old : 100.0: 4.5 26.2 3.2 86.3 65.6 94.1 95.1: 5.9 4.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 2 4 1 15 11 17 16: Old : 23: 2 4 1 15 11 17 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 : 56.5 60.0 80.5 86.5 41.5 56.3 58.5 67.4 Old : 56.5 60.0 80.5 86.5 41.5 56.3 58.5 67.4 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, December 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 : 17,930: 1,630 4,970 245 14,155 11,810 16,030 17,025: 1,900 905 Old : 17,930: 1,630 4,970 245 14,155 11,810 16,030 17,025: 1,900 905 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -965: -1,015 -815 40 -130 -245 -1,105 -1,020: 140 55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.1 27.7 1.4 78.9 65.9 89.4 95.0: 10.6 5.0 Old : 100.0: 9.1 27.7 1.4 78.9 65.9 89.4 95.0: 10.6 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 2 4 1 13 11 15 16: Old : 21: 2 4 1 13 11 15 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 : 57.3 60.5 82.2 87.8 45.1 58.6 62.5 70.3 Old : 57.3 60.5 82.2 87.8 45.1 58.6 62.5 70.3 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, December 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 : 67,635: 19,845 21,235 2,135 40,935 39,635 62,915 63,005: 4,720 4,630 Old : 67,635: 19,845 21,235 2,135 40,935 39,635 62,915 63,005: 4,720 4,630 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -2,460: -900 85 -235 -1,020 -2,020 -2,155 -2,170: -305 -290 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.3 31.4 3.2 60.5 58.6 93.0 93.2: 7.0 6.8 Old : 100.0: 29.3 31.4 3.2 60.5 58.6 93.0 93.2: 7.0 6.8 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 : 31: 6 2 5 14 17 22 22: Old : 31: 6 2 5 14 17 22 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.3 64.9 76.1 81.8 59.7 63.8 73.9 78.9 Old : 61.3 64.9 76.1 81.8 59.7 63.8 73.9 78.9 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, December 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 : 64,500: 17,245 21,235 2,370 40,295 36,395 59,910 60,000: 4,590 4,500 Old : 64,500: 17,245 21,235 2,370 40,295 36,395 59,910 60,000: 4,590 4,500 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -2,525: -830 85 -235 -1,140 -2,070 -2,205 -2,220: -320 -305 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.7 32.9 3.7 62.5 56.4 92.9 93.0: 7.1 7.0 Old : 100.0: 26.7 32.9 3.7 62.5 56.4 92.9 93.0: 7.1 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 : 31: 6 2 4 15 18 23 22: Old : 31: 6 2 4 15 18 23 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 : 60.1 66.3 74.4 81.2 58.0 65.1 71.0 78.8 Old : 60.1 66.3 74.4 81.2 58.0 65.1 71.0 78.8 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, December 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 : 54,354: 11,810 14,605 2,415 37,692 35,252 51,917 52,272: 2,437 2,082 Old : 54,354: 11,810 14,605 2,415 37,692 35,252 51,917 52,272: 2,437 2,082 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -1,444: -755 15 0 -660 -1,425 -1,415 -1,410: -29 -34 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.7 26.9 4.4 69.3 64.9 95.5 96.2: 4.5 3.8 Old : 100.0: 21.7 26.9 4.4 69.3 64.9 95.5 96.2: 4.5 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: 4 3 1 23 14 27 18: Old : 33: 4 3 1 23 14 27 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 : 49.2 74.4 75.3 90.9 44.8 69.9 69.0 81.7 Old : 49.2 74.4 75.3 90.9 44.8 69.9 69.0 81.7 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, December 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 : 45,744: 7,735 11,065 2,880 33,920 30,720 44,535 44,665: 1,209 1,079 Old : 45,744: 7,735 11,065 2,880 33,920 30,720 44,535 44,665: 1,209 1,079 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -1,165: -630 215 -65 -449 -1,304 -1,144 -1,154: -21 -11 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.9 24.2 6.3 74.2 67.2 97.4 97.6: 2.6 2.4 Old : 100.0: 16.9 24.2 6.3 74.2 67.2 97.4 97.6: 2.6 2.4 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 : 33: 4 3 3 23 16 28 21: Old : 33: 4 3 3 23 16 28 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.7 69.4 75.3 89.8 47.4 63.1 67.3 78.6 Old : 52.7 69.4 75.3 89.8 47.4 63.1 67.3 78.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Commitments of Traders - Futures Only, December 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 : 162,590: 9,219 27,995 6,320 119,933 101,157 135,472 135,472: 27,118 27,118 Old : 162,590: 9,219 27,995 6,320 119,933 101,157 135,472 135,472: 27,118 27,118 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -6,200: 2,780 -2,385 -2,260 -6,254 -1,089 -5,734 -5,734: -466 -466 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.7 17.2 3.9 73.8 62.2 83.3 83.3: 16.7 16.7 Old : 100.0: 5.7 17.2 3.9 73.8 62.2 83.3 83.3: 16.7 16.7 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 : 44: 3 8 6 27 31 33 42: Old : 44: 3 8 6 27 31 33 42: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.8 36.0 70.7 52.0 50.4 32.9 59.0 45.3 Old : 55.8 36.0 70.7 52.0 50.4 32.9 59.0 45.3 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, December 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 : 143,104: 11,594 28,440 6,750 104,702 87,856 123,046 123,046: 20,058 20,058 Old : 143,104: 11,594 28,440 6,750 104,702 87,856 123,046 123,046: 20,058 20,058 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -6,355: 2,270 -2,820 -1,820 -6,545 -1,455 -6,095 -6,095: -260 -260 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.1 19.9 4.7 73.2 61.4 86.0 86.0: 14.0 14.0 Old : 100.0: 8.1 19.9 4.7 73.2 61.4 86.0 86.0: 14.0 14.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 3 7 6 24 30 31 39: Old : 42: 3 7 6 24 30 31 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.8 41.0 72.2 55.9 50.9 38.7 60.6 52.2 Old : 57.8 41.0 72.2 55.9 50.9 38.7 60.6 52.2 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, December 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 : 58,090: 0 10,175 3,055 49,605 39,585 52,660 52,815: 5,430 5,275 Old : 58,090: 0 10,175 3,055 49,605 39,585 52,660 52,815: 5,430 5,275 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -1,170: -25 60 40 -1,105 -1,040 -1,090 -940: -80 -230 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 17.5 5.3 85.4 68.1 90.7 90.9: 9.3 9.1 Old : 100.0: 0.0 17.5 5.3 85.4 68.1 90.7 90.9: 9.3 9.1 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: 0 4 2 17 18 19 22: Old : 26: 0 4 2 17 18 19 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 : 60.9 48.1 78.7 69.2 57.0 44.6 64.6 57.5 Old : 60.9 48.1 78.7 69.2 57.0 44.6 64.6 57.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Commitments of Traders - Futures Only, December 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 : 49,490: 0 8,965 3,480 40,585 31,630 44,065 44,075: 5,425 5,415 Old : 49,490: 0 8,965 3,480 40,585 31,630 44,065 44,075: 5,425 5,415 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -1,195: 0 -225 -85 -1,875 -1,660 -1,960 -1,970: 765 775 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 18.1 7.0 82.0 63.9 89.0 89.1: 11.0 10.9 Old : 100.0: 0.0 18.1 7.0 82.0 63.9 89.0 89.1: 11.0 10.9 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 : 25: 0 3 2 17 19 19 22: Old : 25: 0 3 2 17 19 19 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 : 56.8 48.9 74.1 72.1 54.1 44.0 65.3 58.3 Old : 56.8 48.9 74.1 72.1 54.1 44.0 65.3 58.3 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, December 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 : 38,505: 16,515 0 1,080 17,355 33,900 34,950 34,980: 3,555 3,525 Old : 38,505: 16,515 0 1,080 17,355 33,900 34,950 34,980: 3,555 3,525 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -330: 550 0 -35 -1,530 -1,300 -1,015 -1,335: 685 1,005 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.9 0.0 2.8 45.1 88.0 90.8 90.8: 9.2 9.2 Old : 100.0: 42.9 0.0 2.8 45.1 88.0 90.8 90.8: 9.2 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 : 26: 5 0 3 15 19 20 22: Old : 26: 5 0 3 15 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 : 56.9 71.1 74.4 82.1 54.1 60.7 67.5 69.7 Old : 56.9 71.1 74.4 82.1 54.1 60.7 67.5 69.7 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, December 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 : 46,185: 28,200 0 1,445 14,725 42,865 44,370 44,310: 1,815 1,875 Old : 46,185: 28,200 0 1,445 14,725 42,865 44,370 44,310: 1,815 1,875 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -1,350: 770 0 -165 -1,800 -1,050 -1,195 -1,215: -155 -135 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 61.1 0.0 3.1 31.9 92.8 96.1 95.9: 3.9 4.1 Old : 100.0: 61.1 0.0 3.1 31.9 92.8 96.1 95.9: 3.9 4.1 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 : 22: 4 0 3 12 15 16 18: Old : 22: 4 0 3 12 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 : 75.9 77.0 90.6 90.2 70.5 66.6 77.5 78.0 Old : 75.9 77.0 90.6 90.2 70.5 66.6 77.5 78.0 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, December 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 : 119,875: 9,915 12,565 2,655 89,088 86,438 101,658 101,658: 18,217 18,217 Old : 119,875: 9,915 12,565 2,655 89,088 86,438 101,658 101,658: 18,217 18,217 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -3,047: -155 -105 -40 -797 -847 -992 -992: -2,055 -2,055 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.3 10.5 2.2 74.3 72.1 84.8 84.8: 15.2 15.2 Old : 100.0: 8.3 10.5 2.2 74.3 72.1 84.8 84.8: 15.2 15.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 3 3 4 29 28 35 32: Old : 37: 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 : 37.7 39.8 55.3 61.2 32.3 30.6 39.4 42.3 Old : 37.7 39.8 55.3 61.2 32.3 30.6 39.4 42.3 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, December 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 : 97,584: 7,230 7,885 7,260 69,259 68,779 83,749 83,924: 13,835 13,660 Old : 97,584: 7,230 7,885 7,260 69,259 68,779 83,749 83,924: 13,835 13,660 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -2,735: -125 720 -390 -1,485 -2,285 -2,000 -1,955: -735 -780 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 8.1 7.4 71.0 70.5 85.8 86.0: 14.2 14.0 Old : 100.0: 7.4 8.1 7.4 71.0 70.5 85.8 86.0: 14.2 14.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 1 4 3 26 28 30 32: Old : 34: 1 4 3 26 28 30 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 : 45.9 46.2 64.6 65.6 36.3 35.2 44.0 45.8 Old : 45.9 46.2 64.6 65.6 36.3 35.2 44.0 45.8 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, December 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 : 31,040: 5,480 300 655 22,515 27,750 28,650 28,705: 2,390 2,335 Old : 31,040: 5,480 300 655 22,515 27,750 28,650 28,705: 2,390 2,335 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -1,285: -340 0 75 -865 -1,210 -1,130 -1,135: -155 -150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.7 1.0 2.1 72.5 89.4 92.3 92.5: 7.7 7.5 Old : 100.0: 17.7 1.0 2.1 72.5 89.4 92.3 92.5: 7.7 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 : 20: 2 1 2 13 12 15 15: Old : 20: 2 1 2 13 12 15 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.2 74.8 81.2 87.1 61.9 70.5 74.7 77.2 Old : 62.2 74.8 81.2 87.1 61.9 70.5 74.7 77.2 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, December 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 : 30,155: 4,195 460 645 23,285 27,025 28,125 28,130: 2,030 2,025 Old : 30,155: 4,195 460 645 23,285 27,025 28,125 28,130: 2,030 2,025 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 3, 2019 : : -1,110: -255 -35 135 -855 -1,080 -975 -980: -135 -130 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.9 1.5 2.1 77.2 89.6 93.3 93.3: 6.7 6.7 Old : 100.0: 13.9 1.5 2.1 77.2 89.6 93.3 93.3: 6.7 6.7 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 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 : 64.3 74.3 81.7 87.4 63.7 68.7 74.5 76.7 Old : 64.3 74.3 81.7 87.4 63.7 68.7 74.5 76.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated December 13, 2019