ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                                                     Code-064AAA
Commitments of Traders - Futures Only, December 31, 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  :    71,879:         0      2,178        335     62,078     59,910     62,413     62,423:     9,466      9,456
Old  :    71,879:         0      2,178        335     62,078     59,910     62,413     62,423:     9,466      9,456
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.0        0.5       86.4       83.3       86.8       86.8:      13.2       13.2
Old  :     100.0:       0.0        3.0        0.5       86.4       83.3       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  :        29:         0          3          1         17         21         18         24:
Old  :        29:         0          3          1         17         21         18         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  :                 73.0       52.4       82.3       73.2       67.1       52.1       73.5       67.2
Old  :                 73.0       52.4       82.3       73.2       67.1       52.1       73.5       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 31, 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  :    59,365:         0      1,820        350     50,835     49,010     51,185     51,180:     8,180      8,185
Old  :    59,365:         0      1,820        350     50,835     49,010     51,185     51,180:     8,180      8,185
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.1        0.6       85.6       82.6       86.2       86.2:      13.8       13.8
Old  :     100.0:       0.0        3.1        0.6       85.6       82.6       86.2       86.2:      13.8       13.8
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  :        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  :                 73.4       56.6       81.6       73.9       70.2       56.2       74.1       70.6
Old  :                 73.4       56.6       81.6       73.9       70.2       56.2       74.1       70.6
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 31, 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  :    27,235:     2,260      1,880         25     22,274     22,504     24,559     24,409:     2,676      2,826
Old  :    27,235:     2,260      1,880         25     22,274     22,504     24,559     24,409:     2,676      2,826
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.3        6.9        0.1       81.8       82.6       90.2       89.6:       9.8       10.4
Old  :     100.0:       8.3        6.9        0.1       81.8       82.6       90.2       89.6:       9.8       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  :        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  :                 74.8       50.4       85.0       75.4       65.5       47.7       72.8       68.7
Old  :                 74.8       50.4       85.0       75.4       65.5       47.7       72.8       68.7
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 31, 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  :    23,465:     2,155      1,600         80     19,230     19,640     21,465     21,320:     2,000      2,145
Old  :    23,465:     2,155      1,600         80     19,230     19,640     21,465     21,320:     2,000      2,145
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       9.2        6.8        0.3       82.0       83.7       91.5       90.9:       8.5        9.1
Old  :     100.0:       9.2        6.8        0.3       82.0       83.7       91.5       90.9:       8.5        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  :        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  :                 75.9       47.5       88.5       73.1       62.6       43.4       66.5       62.3
Old  :                 75.9       47.5       88.5       73.1       62.6       43.4       66.5       62.3
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 31, 2019                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    48,923:    10,595      1,145      5,400     29,982     39,612     45,977     46,157:     2,946      2,766
Old  :    48,923:    10,595      1,145      5,400     29,982     39,612     45,977     46,157:     2,946      2,766
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.7        2.3       11.0       61.3       81.0       94.0       94.3:       6.0        5.7
Old  :     100.0:      21.7        2.3       11.0       61.3       81.0       94.0       94.3:       6.0        5.7
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  :        26:         1          2          3         19         20         22         23:
Old  :        26:         1          2          3         19         20         22         23:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.7       68.3       76.9       81.5       44.2       50.7       53.6       56.0
Old  :                 60.7       68.3       76.9       81.5       44.2       50.7       53.6       56.0
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 31, 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  :    26,361:     3,200        530      3,870     16,524     19,614     23,594     24,014:     2,767      2,347
Old  :    26,361:     3,200        530      3,870     16,524     19,614     23,594     24,014:     2,767      2,347
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.1        2.0       14.7       62.7       74.4       89.5       91.1:      10.5        8.9
Old  :     100.0:      12.1        2.0       14.7       62.7       74.4       89.5       91.1:      10.5        8.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          2          3         16         19         19         22:
Old  :        23:         1          2          3         16         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  :                 64.0       71.5       78.5       81.9       51.3       56.6       57.4       60.4
Old  :                 64.0       71.5       78.5       81.9       51.3       56.6       57.4       60.4
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 31, 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  :    26,610:       310     12,470      1,895     22,815     10,980     25,020     25,345:     1,590      1,265
Old  :    26,610:       310     12,470      1,895     22,815     10,980     25,020     25,345:     1,590      1,265
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.2       46.9        7.1       85.7       41.3       94.0       95.2:       6.0        4.8
Old  :     100.0:       1.2       46.9        7.1       85.7       41.3       94.0       95.2:       6.0        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:         1          1          2         19         16         21         18:
Old  :        23:         1          1          2         19         16         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  :                 59.2       79.0       81.5       89.7       43.6       55.4       53.8       58.0
Old  :                 59.2       79.0       81.5       89.7       43.6       55.4       53.8       58.0
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, December 31, 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  :    95,638:    14,470      2,560      1,530     60,583     72,038     76,583     76,128:    19,055     19,510
Old  :    95,638:    14,470      2,560      1,530     60,583     72,038     76,583     76,128:    19,055     19,510
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      15.1        2.7        1.6       63.3       75.3       80.1       79.6:      19.9       20.4
Old  :     100.0:      15.1        2.7        1.6       63.3       75.3       80.1       79.6:      19.9       20.4
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:         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  :                 53.0       48.8       69.3       61.8       48.3       47.3       59.6       57.0
Old  :                 53.0       48.8       69.3       61.8       48.3       47.3       59.6       57.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                                                       Code-064DLX
Commitments of Traders - Futures Only, December 31, 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  :    92,742:    13,380      3,170      1,640     59,599     69,289     74,619     74,099:    18,123     18,643
Old  :    92,742:    13,380      3,170      1,640     59,599     69,289     74,619     74,099:    18,123     18,643
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        3.4        1.8       64.3       74.7       80.5       79.9:      19.5       20.1
Old  :     100.0:      14.4        3.4        1.8       64.3       74.7       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          2         20         24         23         29:
Old  :        32:         1          5          2         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  :                 54.6       47.3       68.9       61.4       49.8       46.4       58.9       54.9
Old  :                 54.6       47.3       68.9       61.4       49.8       46.4       58.9       54.9
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 31, 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  :    25,720:     3,360     10,930        895     17,356     11,086     21,611     22,911:     4,109      2,809
Old  :    25,720:     3,360     10,930        895     17,356     11,086     21,611     22,911:     4,109      2,809
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.1       42.5        3.5       67.5       43.1       84.0       89.1:      16.0       10.9
Old  :     100.0:      13.1       42.5        3.5       67.5       43.1       84.0       89.1:      16.0       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  :        28:         3          6          4         17         12         23         19:
Old  :        28:         3          6          4         17         12         23         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  :                 37.6       61.2       59.1       79.9       35.9       52.9       53.9       64.8
Old  :                 37.6       61.2       59.1       79.9       35.9       52.9       53.9       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 31, 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  :    26,880:     4,540     11,185      1,775     15,808     11,153     22,123     24,113:     4,757      2,767
Old  :    26,880:     4,540     11,185      1,775     15,808     11,153     22,123     24,113:     4,757      2,767
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       41.6        6.6       58.8       41.5       82.3       89.7:      17.7       10.3
Old  :     100.0:      16.9       41.6        6.6       58.8       41.5       82.3       89.7:      17.7       10.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         4          5          4         15         12         21         19:
Old  :        26:         4          5          4         15         12         21         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  :                 38.1       63.5       60.4       80.4       34.4       57.1       53.1       65.7
Old  :                 38.1       63.5       60.4       80.4       34.4       57.1       53.1       65.7
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 31, 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  :    27,268:     9,015      6,625        375     14,614     17,309     24,004     24,309:     3,264      2,959
Old  :    27,268:     9,015      6,625        375     14,614     17,309     24,004     24,309:     3,264      2,959
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.1       24.3        1.4       53.6       63.5       88.0       89.1:      12.0       10.9
Old  :     100.0:      33.1       24.3        1.4       53.6       63.5       88.0       89.1:      12.0       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:         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  :                 65.1       75.7       83.4       85.9       63.8       71.1       77.9       80.6
Old  :                 65.1       75.7       83.4       85.9       63.8       71.1       77.9       80.6
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, December 31, 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  :    26,532:     9,015      7,070        365     14,371     16,556     23,751     23,991:     2,781      2,541
Old  :    26,532:     9,015      7,070        365     14,371     16,556     23,751     23,991:     2,781      2,541
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.0       26.6        1.4       54.2       62.4       89.5       90.4:      10.5        9.6
Old  :     100.0:      34.0       26.6        1.4       54.2       62.4       89.5       90.4:      10.5        9.6
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  :        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  :                 66.3       77.9       84.2       88.7       64.9       73.3       80.7       83.3
Old  :                 66.3       77.9       84.2       88.7       64.9       73.3       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 31, 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  :    59,414:    29,670          0          0     26,031     55,576     55,701     55,576:     3,713      3,838
Old  :    59,414:    29,670          0          0     26,031     55,576     55,701     55,576:     3,713      3,838
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.9        0.0        0.0       43.8       93.5       93.8       93.5:       6.2        6.5
Old  :     100.0:      49.9        0.0        0.0       43.8       93.5       93.8       93.5:       6.2        6.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         5          0          0         13         16         18         16:
Old  :        25:         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  :                 64.3       83.8       85.6       90.9       63.3       79.0       81.2       84.0
Old  :                 64.3       83.8       85.6       90.9       63.3       79.0       81.2       84.0
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 31, 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  :    58,829:    29,505          0          0     25,494     54,617     54,999     54,617:     3,830      4,212
Old  :    58,829:    29,505          0          0     25,494     54,617     54,999     54,617:     3,830      4,212
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.2        0.0        0.0       43.3       92.8       93.5       92.8:       6.5        7.2
Old  :     100.0:      50.2        0.0        0.0       43.3       92.8       93.5       92.8:       6.5        7.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        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  :                 64.3       84.5       87.0       90.7       63.8       82.1       84.6       86.9
Old  :                 64.3       84.5       87.0       90.7       63.8       82.1       84.6       86.9
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, December 31, 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  :    61,035:    30,885         75      1,215     25,440     56,430     57,540     57,720:     3,495      3,315
Old  :    61,035:    30,885         75      1,215     25,440     56,430     57,540     57,720:     3,495      3,315
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.6        0.1        2.0       41.7       92.5       94.3       94.6:       5.7        5.4
Old  :     100.0:      50.6        0.1        2.0       41.7       92.5       94.3       94.6:       5.7        5.4
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:         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  :                 57.7       75.8       78.5       89.7       55.7       75.2       74.7       85.7
Old  :                 57.7       75.8       78.5       89.7       55.7       75.2       74.7       85.7
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 31, 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  :    60,150:    30,080         25      1,415     25,500     55,735     56,995     57,175:     3,155      2,975
Old  :    60,150:    30,080         25      1,415     25,500     55,735     56,995     57,175:     3,155      2,975
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      50.0        0.0        2.4       42.4       92.7       94.8       95.1:       5.2        4.9
Old  :     100.0:      50.0        0.0        2.4       42.4       92.7       94.8       95.1:       5.2        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  :        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  :                 57.3       74.8       78.4       90.0       55.0       73.9       74.5       84.4
Old  :                 57.3       74.8       78.4       90.0       55.0       73.9       74.5       84.4
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 31, 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  :    20,565:       125      6,890        685     17,775     11,190     18,585     18,765:     1,980      1,800
Old  :    20,565:       125      6,890        685     17,775     11,190     18,585     18,765:     1,980      1,800
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.6       33.5        3.3       86.4       54.4       90.4       91.2:       9.6        8.8
Old  :     100.0:       0.6       33.5        3.3       86.4       54.4       90.4       91.2:       9.6        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  :        22:         1          5          1         14         10         16         15:
Old  :        22:         1          5          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  :                 56.4       55.9       77.3       84.2       47.5       55.5       65.1       70.1
Old  :                 56.4       55.9       77.3       84.2       47.5       55.5       65.1       70.1
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 31, 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  :    19,300:       270      5,970        880     15,080     10,855     16,230     17,705:     3,070      1,595
Old  :    19,300:       270      5,970        880     15,080     10,855     16,230     17,705:     3,070      1,595
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.4       30.9        4.6       78.1       56.2       84.1       91.7:      15.9        8.3
Old  :     100.0:       1.4       30.9        4.6       78.1       56.2       84.1       91.7:      15.9        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  :        20:         2          4          1         12         10         14         15:
Old  :        20:         2          4          1         12         10         14         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  :                 57.5       59.3       77.4       84.3       48.2       59.1       60.5       70.5
Old  :                 57.5       59.3       77.4       84.3       48.2       59.1       60.5       70.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                                                   Code-064EWU
Commitments of Traders - Futures Only, December 31, 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  :    71,850:    23,640     21,985      1,530     41,865     43,610     67,035     67,125:     4,815      4,725
Old  :    71,850:    23,640     21,985      1,530     41,865     43,610     67,035     67,125:     4,815      4,725
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.9       30.6        2.1       58.3       60.7       93.3       93.4:       6.7        6.6
Old  :     100.0:      32.9       30.6        2.1       58.3       60.7       93.3       93.4:       6.7        6.6
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  :        31:         6          2          4         16         17         24         21:
Old  :        31:         6          2          4         16         17         24         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  :                 62.8       65.6       77.2       83.1       62.2       63.7       76.0       78.6
Old  :                 62.8       65.6       77.2       83.1       62.2       63.7       76.0       78.6
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 31, 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  :    68,200:    20,990     21,985      1,400     41,055     40,150     63,445     63,535:     4,755      4,665
Old  :    68,200:    20,990     21,985      1,400     41,055     40,150     63,445     63,535:     4,755      4,665
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.8       32.2        2.1       60.2       58.9       93.0       93.2:       7.0        6.8
Old  :     100.0:      30.8       32.2        2.1       60.2       58.9       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          3         17         19         25         22:
Old  :        31:         6          2          3         17         19         25         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  :                 61.9       68.3       75.4       82.6       61.3       66.1       73.5       78.9
Old  :                 61.9       68.3       75.4       82.6       61.3       66.1       73.5       78.9
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 31, 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  :    55,764:    12,210     14,935      2,570     38,757     36,387     53,537     53,892:     2,227      1,872
Old  :    55,764:    12,210     14,935      2,570     38,757     36,387     53,537     53,892:     2,227      1,872
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      21.9       26.8        4.6       69.5       65.3       96.0       96.6:       4.0        3.4
Old  :     100.0:      21.9       26.8        4.6       69.5       65.3       96.0       96.6:       4.0        3.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        34:         4          4          1         23         14         27         19:
Old  :        34:         4          4          1         23         14         27         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 48.9       75.5       75.2       91.7       44.3       70.5       69.5       81.6
Old  :                 48.9       75.5       75.2       91.7       44.3       70.5       69.5       81.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                                                                 Code-064EXF
Commitments of Traders - Futures Only, December 31, 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  :    46,514:     7,835     11,820      2,905     34,940     31,085     45,680     45,810:       834        704
Old  :    46,514:     7,835     11,820      2,905     34,940     31,085     45,680     45,810:       834        704
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.8       25.4        6.2       75.1       66.8       98.2       98.5:       1.8        1.5
Old  :     100.0:      16.8       25.4        6.2       75.1       66.8       98.2       98.5:       1.8        1.5
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  :        34:         4          4          3         23         16         28         22:
Old  :        34:         4          4          3         23         16         28         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  :                 53.0       71.5       75.2       91.8       47.4       64.4       68.3       79.1
Old  :                 53.0       71.5       75.2       91.8       47.4       64.4       68.3       79.1
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, December 31, 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  :   164,505:     7,219     30,955      5,775    122,492     98,756    135,486    135,486:    29,019     29,019
Old  :   164,505:     7,219     30,955      5,775    122,492     98,756    135,486    135,486:    29,019     29,019
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.4       18.8        3.5       74.5       60.0       82.4       82.4:      17.6       17.6
Old  :     100.0:       4.4       18.8        3.5       74.5       60.0       82.4       82.4:      17.6       17.6
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  :        44:         3          8          5         28         32         34         42:
Old  :        44:         3          8          5         28         32         34         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  :                 56.1       37.5       69.8       52.3       51.6       34.4       59.9       48.1
Old  :                 56.1       37.5       69.8       52.3       51.6       34.4       59.9       48.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                                                          Code-064FHL
Commitments of Traders - Futures Only, December 31, 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  :   145,309:     9,594     30,730      5,735    107,832     86,696    123,161    123,161:    22,148     22,148
Old  :   145,309:     9,594     30,730      5,735    107,832     86,696    123,161    123,161:    22,148     22,148
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.6       21.1        3.9       74.2       59.7       84.8       84.8:      15.2       15.2
Old  :     100.0:       6.6       21.1        3.9       74.2       59.7       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  :        42:         3          7          6         25         31         32         40:
Old  :        42:         3          7          6         25         31         32         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  :                 57.2       41.5       70.6       55.1       50.8       39.8       60.4       51.2
Old  :                 57.2       41.5       70.6       55.1       50.8       39.8       60.4       51.2
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 31, 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  :    58,385:         0     10,055      3,025     49,730     39,825     52,755     52,905:     5,630      5,480
Old  :    58,385:         0     10,055      3,025     49,730     39,825     52,755     52,905:     5,630      5,480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       17.2        5.2       85.2       68.2       90.4       90.6:       9.6        9.4
Old  :     100.0:       0.0       17.2        5.2       85.2       68.2       90.4       90.6:       9.6        9.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         0          4          2         18         19         20         23:
Old  :        27:         0          4          2         18         19         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  :                 60.6       47.5       79.0       68.7       56.6       44.5       64.5       57.4
Old  :                 60.6       47.5       79.0       68.7       56.6       44.5       64.5       57.4
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 31, 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  :    49,060:         0      8,860      3,535     40,115     31,305     43,650     43,700:     5,410      5,360
Old  :    49,060:         0      8,860      3,535     40,115     31,305     43,650     43,700:     5,410      5,360
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       18.1        7.2       81.8       63.8       89.0       89.1:      11.0       10.9
Old  :     100.0:       0.0       18.1        7.2       81.8       63.8       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  :        24:         0          3          2         16         18         18         21:
Old  :        24:         0          3          2         16         18         18         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  :                 57.2       49.6       75.2       72.2       54.2       45.0       65.4       59.4
Old  :                 57.2       49.6       75.2       72.2       54.2       45.0       65.4       59.4
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 31, 2019                                                           
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    39,070:    16,045         40      1,085     18,135     34,215     35,265     35,340:     3,805      3,730
Old  :    39,070:    16,045         40      1,085     18,135     34,215     35,265     35,340:     3,805      3,730
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      41.1        0.1        2.8       46.4       87.6       90.3       90.5:       9.7        9.5
Old  :     100.0:      41.1        0.1        2.8       46.4       87.6       90.3       90.5:       9.7        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  :        25:         4          1          4         16         18         21         22:
Old  :        25:         4          1          4         16         18         21         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 56.3       68.9       73.9       80.1       52.4       56.2       63.5       65.2
Old  :                 56.3       68.9       73.9       80.1       52.4       56.2       63.5       65.2
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 31, 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  :    46,695:    27,630          0      1,720     15,735     43,200     45,085     44,920:     1,610      1,775
Old  :    46,695:    27,630          0      1,720     15,735     43,200     45,085     44,920:     1,610      1,775
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      59.2        0.0        3.7       33.7       92.5       96.6       96.2:       3.4        3.8
Old  :     100.0:      59.2        0.0        3.7       33.7       92.5       96.6       96.2:       3.4        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  :        21:         4          0          3         12         15         16         18:
Old  :        21:         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  :                 76.0       75.7       90.6       89.0       68.5       64.0       75.5       75.1
Old  :                 76.0       75.7       90.6       89.0       68.5       64.0       75.5       75.1
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 31, 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  :   122,565:    10,930     11,940      1,735     91,973     90,903    104,638    104,578:    17,927     17,987
Old  :   122,565:    10,930     11,940      1,735     91,973     90,903    104,638    104,578:    17,927     17,987
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.9        9.7        1.4       75.0       74.2       85.4       85.3:      14.6       14.7
Old  :     100.0:       8.9        9.7        1.4       75.0       74.2       85.4       85.3:      14.6       14.7
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  :        37:         4          2          4         29         28         35         32:
Old  :        37:         4          2          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  :                 37.0       36.8       55.5       59.3       29.7       28.8       38.0       39.1
Old  :                 37.0       36.8       55.5       59.3       29.7       28.8       38.0       39.1
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 31, 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  :   100,324:     7,185      7,395      5,960     73,129     73,004     86,274     86,359:    14,050     13,965
Old  :   100,324:     7,185      7,395      5,960     73,129     73,004     86,274     86,359:    14,050     13,965
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.2        7.4        5.9       72.9       72.8       86.0       86.1:      14.0       13.9
Old  :     100.0:       7.2        7.4        5.9       72.9       72.8       86.0       86.1:      14.0       13.9
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  :        34:         1          4          3         27         28         31         32:
Old  :        34:         1          4          3         27         28         31         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  :                 44.9       44.1       64.5       66.4       37.6       35.1       48.3       49.0
Old  :                 44.9       44.1       64.5       66.4       37.6       35.1       48.3       49.0
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 31, 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  :    30,960:     5,605        300        605     22,380     27,740     28,590     28,645:     2,370      2,315
Old  :    30,960:     5,605        300        605     22,380     27,740     28,590     28,645:     2,370      2,315
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.1        1.0        2.0       72.3       89.6       92.3       92.5:       7.7        7.5
Old  :     100.0:      18.1        1.0        2.0       72.3       89.6       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  :                 62.5       75.0       81.8       87.0       61.7       71.3       75.5       78.0
Old  :                 62.5       75.0       81.8       87.0       61.7       71.3       75.5       78.0
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 31, 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  :    30,085:     4,345        460        595     23,125     27,015     28,065     28,070:     2,020      2,015
Old  :    30,085:     4,345        460        595     23,125     27,015     28,065     28,070:     2,020      2,015
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: December 24, 2019                    :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        1.5        2.0       76.9       89.8       93.3       93.3:       6.7        6.7
Old  :     100.0:      14.4        1.5        2.0       76.9       89.8       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  :        21:         3          1          2         13         11         16         14:
Old  :        21:         3          1          2         13         11         16         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  :                 64.4       74.5       81.9       87.6       63.5       69.6       75.1       77.6
Old  :                 64.4       74.5       81.9       87.6       63.5       69.6       75.1       77.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 06, 2020