ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders - Futures Only, January 07, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 69,401: 0 2,418 240 60,340 57,922 60,580 60,580: 8,821 8,821 Old : 69,401: 0 2,418 240 60,340 57,922 60,580 60,580: 8,821 8,821 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2019 : : -2,478: 0 240 -95 -1,738 -1,988 -1,833 -1,843: -645 -635 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.5 0.3 86.9 83.5 87.3 87.3: 12.7 12.7 Old : 100.0: 0.0 3.5 0.3 86.9 83.5 87.3 87.3: 12.7 12.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 3 1 17 20 18 23: Old : 28: 0 3 1 17 20 18 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.8 53.0 82.0 73.9 66.9 52.8 73.1 68.1 Old : 72.8 53.0 82.0 73.9 66.9 52.8 73.1 68.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB Commitments of Traders - Futures Only, January 07, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 57,725: 0 2,135 275 49,485 47,335 49,760 49,745: 7,965 7,980 Old : 57,725: 0 2,135 275 49,485 47,335 49,760 49,745: 7,965 7,980 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2019 : : -1,640: 0 315 -75 -1,350 -1,675 -1,425 -1,435: -215 -205 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.7 0.5 85.7 82.0 86.2 86.2: 13.8 13.8 Old : 100.0: 0.0 3.7 0.5 85.7 82.0 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 15 18 16 20: Old : 24: 0 2 1 15 18 16 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 : 73.2 56.9 81.4 74.5 69.3 56.6 73.8 71.2 Old : 73.2 56.9 81.4 74.5 69.3 56.6 73.8 71.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders - Futures Only, January 07, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 26,580: 2,235 1,760 0 21,690 22,020 23,925 23,780: 2,655 2,800 Old : 26,580: 2,235 1,760 0 21,690 22,020 23,925 23,780: 2,655 2,800 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2019 : : -655: -25 -120 -25 -584 -484 -634 -629: -21 -26 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.4 6.6 0.0 81.6 82.8 90.0 89.5: 10.0 10.5 Old : 100.0: 8.4 6.6 0.0 81.6 82.8 90.0 89.5: 10.0 10.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 3 2 0 10 13 13 15: Old : 22: 3 2 0 10 13 13 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 : 73.6 53.5 85.7 78.2 64.3 50.8 73.5 71.4 Old : 73.6 53.5 85.7 78.2 64.3 50.8 73.5 71.4 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, January 07, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 47,903: 10,055 1,645 6,470 28,707 37,162 45,232 45,277: 2,671 2,626 Old : 47,903: 10,055 1,645 6,470 28,707 37,162 45,232 45,277: 2,671 2,626 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2019 : : -1,020: -540 500 1,070 -1,275 -2,450 -745 -880: -275 -140 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.0 3.4 13.5 59.9 77.6 94.4 94.5: 5.6 5.5 Old : 100.0: 21.0 3.4 13.5 59.9 77.6 94.4 94.5: 5.6 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 2 3 17 19 20 22: Old : 25: 1 2 3 17 19 20 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.2 69.6 78.4 83.1 43.8 51.3 54.6 57.3 Old : 60.2 69.6 78.4 83.1 43.8 51.3 54.6 57.3 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, January 07, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 27,387: 2,355 360 4,635 17,638 20,123 24,628 25,118: 2,759 2,269 Old : 27,387: 2,355 360 4,635 17,638 20,123 24,628 25,118: 2,759 2,269 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2019 : : 1,026: -845 -170 765 1,114 509 1,034 1,104: -8 -78 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.6 1.3 16.9 64.4 73.5 89.9 91.7: 10.1 8.3 Old : 100.0: 8.6 1.3 16.9 64.4 73.5 89.9 91.7: 10.1 8.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 2 1 3 15 17 18 20: Old : 22: 2 1 3 15 17 18 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 : 62.5 75.5 78.7 84.3 47.6 56.0 54.5 59.2 Old : 62.5 75.5 78.7 84.3 47.6 56.0 54.5 59.2 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, January 07, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 28,075: 535 13,405 1,920 24,195 11,825 26,650 27,150: 1,425 925 Old : 28,075: 535 13,405 1,920 24,195 11,825 26,650 27,150: 1,425 925 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2019 : : 1,465: 225 935 25 1,380 845 1,630 1,805: -165 -340 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 47.7 6.8 86.2 42.1 94.9 96.7: 5.1 3.3 Old : 100.0: 1.9 47.7 6.8 86.2 42.1 94.9 96.7: 5.1 3.3 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: 1 2 2 14 12 16 15: Old : 20: 1 2 2 14 12 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 : 59.9 79.5 81.8 91.1 45.2 57.9 54.9 60.4 Old : 59.9 79.5 81.8 91.1 45.2 57.9 54.9 60.4 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, January 07, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 92,293: 14,855 2,455 1,500 57,778 69,758 74,133 73,713: 18,160 18,580 Old : 92,293: 14,855 2,455 1,500 57,778 69,758 74,133 73,713: 18,160 18,580 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2019 : : -3,345: 385 -105 -30 -2,805 -2,280 -2,450 -2,415: -895 -930 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.1 2.7 1.6 62.6 75.6 80.3 79.9: 19.7 20.1 Old : 100.0: 16.1 2.7 1.6 62.6 75.6 80.3 79.9: 19.7 20.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 2 4 2 20 23 23 28: Old : 31: 2 4 2 20 23 23 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.1 48.9 70.1 62.0 48.3 47.4 60.2 57.2 Old : 53.1 48.9 70.1 62.0 48.3 47.4 60.2 57.2 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, January 07, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 90,254: 12,855 2,375 2,230 57,825 67,825 72,910 72,430: 17,344 17,824 Old : 90,254: 12,855 2,375 2,230 57,825 67,825 72,910 72,430: 17,344 17,824 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2019 : : -2,488: -525 -795 590 -1,774 -1,464 -1,709 -1,669: -779 -819 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.2 2.6 2.5 64.1 75.1 80.8 80.3: 19.2 19.7 Old : 100.0: 14.2 2.6 2.5 64.1 75.1 80.8 80.3: 19.2 19.7 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 : 30: 2 3 2 20 22 23 26: Old : 30: 2 3 2 20 22 23 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.4 47.6 68.8 61.6 49.5 46.7 58.5 55.8 Old : 54.4 47.6 68.8 61.6 49.5 46.7 58.5 55.8 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, January 07, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 25,044: 4,305 9,975 870 16,116 10,891 21,291 21,736: 3,753 3,308 Old : 25,044: 4,305 9,975 870 16,116 10,891 21,291 21,736: 3,753 3,308 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2019 : : -676: 945 -955 -25 -1,240 -195 -320 -1,175: -356 499 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.2 39.8 3.5 64.4 43.5 85.0 86.8: 15.0 13.2 Old : 100.0: 17.2 39.8 3.5 64.4 43.5 85.0 86.8: 15.0 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 : 25: 2 4 4 17 12 22 17: Old : 25: 2 4 4 17 12 22 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.3 60.7 61.7 79.1 38.6 55.0 59.1 67.4 Old : 40.3 60.7 61.7 79.1 38.6 55.0 59.1 67.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR Commitments of Traders - Futures Only, January 07, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 26,189: 5,340 10,110 1,830 14,666 11,216 21,836 23,156: 4,353 3,033 Old : 26,189: 5,340 10,110 1,830 14,666 11,216 21,836 23,156: 4,353 3,033 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2019 : : -691: 800 -1,075 55 -1,142 63 -287 -957: -404 266 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.4 38.6 7.0 56.0 42.8 83.4 88.4: 16.6 11.6 Old : 100.0: 20.4 38.6 7.0 56.0 42.8 83.4 88.4: 16.6 11.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 3 3 4 15 11 20 16: Old : 23: 3 3 4 15 11 20 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 : 41.2 63.2 63.2 80.5 37.1 58.9 56.3 67.8 Old : 41.2 63.2 63.2 80.5 37.1 58.9 56.3 67.8 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, January 07, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 27,088: 8,790 6,545 420 14,594 17,279 23,804 24,244: 3,284 2,844 Old : 27,088: 8,790 6,545 420 14,594 17,279 23,804 24,244: 3,284 2,844 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2019 : : -180: -225 -80 45 -20 -30 -200 -65: 20 -115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.4 24.2 1.6 53.9 63.8 87.9 89.5: 12.1 10.5 Old : 100.0: 32.4 24.2 1.6 53.9 63.8 87.9 89.5: 12.1 10.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 4 2 14 9 16 14: Old : 24: 1 4 2 14 9 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 : 64.1 77.7 83.6 86.4 61.9 70.6 75.6 78.5 Old : 64.1 77.7 83.6 86.4 61.9 70.6 75.6 78.5 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, January 07, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 25,649: 8,790 6,815 365 13,726 16,081 22,881 23,261: 2,768 2,388 Old : 25,649: 8,790 6,815 365 13,726 16,081 22,881 23,261: 2,768 2,388 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2019 : : -883: -225 -255 0 -645 -475 -870 -730: -13 -153 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.3 26.6 1.4 53.5 62.7 89.2 90.7: 10.8 9.3 Old : 100.0: 34.3 26.6 1.4 53.5 62.7 89.2 90.7: 10.8 9.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 4 2 13 8 15 13: Old : 23: 1 4 2 13 8 15 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 : 66.7 79.2 84.4 89.3 65.2 74.5 80.5 83.7 Old : 66.7 79.2 84.4 89.3 65.2 74.5 80.5 83.7 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, January 07, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 55,183: 26,785 0 0 24,995 51,390 51,780 51,390: 3,403 3,793 Old : 55,183: 26,785 0 0 24,995 51,390 51,780 51,390: 3,403 3,793 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2019 : : -4,231: -2,885 0 0 -1,036 -4,186 -3,921 -4,186: -310 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.5 0.0 0.0 45.3 93.1 93.8 93.1: 6.2 6.9 Old : 100.0: 48.5 0.0 0.0 45.3 93.1 93.8 93.1: 6.2 6.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 5 0 0 11 15 16 15: Old : 23: 5 0 0 11 15 16 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.2 84.3 85.9 91.2 62.2 80.0 81.6 84.0 Old : 63.2 84.3 85.9 91.2 62.2 80.0 81.6 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, January 07, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 54,560: 26,745 0 0 24,385 50,746 51,130 50,746: 3,430 3,814 Old : 54,560: 26,745 0 0 24,385 50,746 51,130 50,746: 3,430 3,814 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2019 : : -4,269: -2,760 0 0 -1,109 -3,871 -3,869 -3,871: -400 -398 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.0 0.0 0.0 44.7 93.0 93.7 93.0: 6.3 7.0 Old : 100.0: 49.0 0.0 0.0 44.7 93.0 93.7 93.0: 6.3 7.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 4 0 0 12 14 16 14: Old : 21: 4 0 0 12 14 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 : 63.5 85.1 87.1 90.8 63.0 82.4 84.7 86.9 Old : 63.5 85.1 87.1 90.8 63.0 82.4 84.7 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, January 07, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 57,095: 29,230 0 965 23,740 53,150 53,935 54,115: 3,160 2,980 Old : 57,095: 29,230 0 965 23,740 53,150 53,935 54,115: 3,160 2,980 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2019 : : -3,940: -1,655 -75 -250 -1,700 -3,280 -3,605 -3,605: -335 -335 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.2 0.0 1.7 41.6 93.1 94.5 94.8: 5.5 5.2 Old : 100.0: 51.2 0.0 1.7 41.6 93.1 94.5 94.8: 5.5 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 6 0 2 18 11 24 13: Old : 29: 6 0 2 18 11 24 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 : 58.2 76.7 79.4 91.0 56.5 76.1 75.4 87.3 Old : 58.2 76.7 79.4 91.0 56.5 76.1 75.4 87.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ Commitments of Traders - Futures Only, January 07, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 56,180: 28,680 0 1,115 23,545 52,405 53,340 53,520: 2,840 2,660 Old : 56,180: 28,680 0 1,115 23,545 52,405 53,340 53,520: 2,840 2,660 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2019 : : -3,970: -1,400 -25 -300 -1,955 -3,330 -3,655 -3,655: -315 -315 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 51.1 0.0 2.0 41.9 93.3 94.9 95.3: 5.1 4.7 Old : 100.0: 51.1 0.0 2.0 41.9 93.3 94.9 95.3: 5.1 4.7 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 : 29: 6 0 2 18 11 24 13: Old : 29: 6 0 2 18 11 24 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 : 58.4 75.5 79.5 91.1 56.4 74.7 75.7 86.1 Old : 58.4 75.5 79.5 91.1 56.4 74.7 75.7 86.1 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, January 07, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 21,190: 100 8,420 590 18,240 9,985 18,930 18,995: 2,260 2,195 Old : 21,190: 100 8,420 590 18,240 9,985 18,930 18,995: 2,260 2,195 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2019 : : 625: -25 1,530 -95 465 -1,205 345 230: 280 395 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 39.7 2.8 86.1 47.1 89.3 89.6: 10.7 10.4 Old : 100.0: 0.5 39.7 2.8 86.1 47.1 89.3 89.6: 10.7 10.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 5 1 13 9 15 14: Old : 21: 1 5 1 13 9 15 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.1 60.8 78.7 84.8 54.0 58.0 70.8 74.4 Old : 59.1 60.8 78.7 84.8 54.0 58.0 70.8 74.4 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, January 07, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 69,345: 22,805 22,320 1,130 41,105 41,665 65,040 65,115: 4,305 4,230 Old : 69,345: 22,805 22,320 1,130 41,105 41,665 65,040 65,115: 4,305 4,230 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2019 : : -2,505: -835 335 -400 -760 -1,945 -1,995 -2,010: -510 -495 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.9 32.2 1.6 59.3 60.1 93.8 93.9: 6.2 6.1 Old : 100.0: 32.9 32.2 1.6 59.3 60.1 93.8 93.9: 6.2 6.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 4 2 4 15 15 21 19: Old : 27: 4 2 4 15 15 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 : 63.8 66.9 78.5 83.9 63.5 65.0 77.6 79.5 Old : 63.8 66.9 78.5 83.9 63.5 65.0 77.6 79.5 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, January 07, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 65,635: 20,125 22,320 1,020 40,275 38,155 61,420 61,495: 4,215 4,140 Old : 65,635: 20,125 22,320 1,020 40,275 38,155 61,420 61,495: 4,215 4,140 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2019 : : -2,565: -865 335 -380 -780 -1,995 -2,025 -2,040: -540 -525 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.7 34.0 1.6 61.4 58.1 93.6 93.7: 6.4 6.3 Old : 100.0: 30.7 34.0 1.6 61.4 58.1 93.6 93.7: 6.4 6.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 4 2 3 16 17 22 20: Old : 27: 4 2 3 16 17 22 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 : 62.9 69.1 76.8 83.7 62.6 67.2 75.0 79.9 Old : 62.9 69.1 76.8 83.7 62.6 67.2 75.0 79.9 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, January 07, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 52,774: 13,630 14,890 1,630 35,274 34,374 50,534 50,894: 2,240 1,880 Old : 52,774: 13,630 14,890 1,630 35,274 34,374 50,534 50,894: 2,240 1,880 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2019 : : -2,990: 1,420 -45 -940 -3,483 -2,013 -3,003 -2,998: 13 8 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.8 28.2 3.1 66.8 65.1 95.8 96.4: 4.2 3.6 Old : 100.0: 25.8 28.2 3.1 66.8 65.1 95.8 96.4: 4.2 3.6 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: 3 4 1 22 13 25 18: Old : 31: 3 4 1 22 13 25 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 : 51.3 78.1 76.9 91.7 48.2 73.4 73.2 83.2 Old : 51.3 78.1 76.9 91.7 48.2 73.4 73.2 83.2 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, January 07, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 43,024: 8,205 11,490 1,965 31,990 28,825 42,160 42,280: 864 744 Old : 43,024: 8,205 11,490 1,965 31,990 28,825 42,160 42,280: 864 744 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2019 : : -3,490: 370 -330 -940 -2,950 -2,260 -3,520 -3,530: 30 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.1 26.7 4.6 74.4 67.0 98.0 98.3: 2.0 1.7 Old : 100.0: 19.1 26.7 4.6 74.4 67.0 98.0 98.3: 2.0 1.7 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 : 31: 3 4 3 22 14 26 20: Old : 31: 3 4 3 22 14 26 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.9 73.3 76.4 92.3 51.0 66.4 71.3 80.7 Old : 54.9 73.3 76.4 92.3 51.0 66.4 71.3 80.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Commitments of Traders - Futures Only, January 07, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 155,982: 7,774 28,120 5,050 115,350 95,004 128,174 128,174: 27,808 27,808 Old : 155,982: 7,774 28,120 5,050 115,350 95,004 128,174 128,174: 27,808 27,808 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2019 : : -8,523: 555 -2,835 -725 -7,142 -3,752 -7,312 -7,312: -1,211 -1,211 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 18.0 3.2 74.0 60.9 82.2 82.2: 17.8 17.8 Old : 100.0: 5.0 18.0 3.2 74.0 60.9 82.2 82.2: 17.8 17.8 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 : 41: 3 5 5 26 32 32 39: Old : 41: 3 5 5 26 32 32 39: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.1 36.4 70.3 51.8 50.9 33.2 60.3 47.7 Old : 56.1 36.4 70.3 51.8 50.9 33.2 60.3 47.7 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, January 07, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 136,871: 10,094 27,460 5,310 100,363 82,997 115,767 115,767: 21,104 21,104 Old : 136,871: 10,094 27,460 5,310 100,363 82,997 115,767 115,767: 21,104 21,104 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2019 : : -8,438: 500 -3,270 -425 -7,469 -3,699 -7,394 -7,394: -1,044 -1,044 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 20.1 3.9 73.3 60.6 84.6 84.6: 15.4 15.4 Old : 100.0: 7.4 20.1 3.9 73.3 60.6 84.6 84.6: 15.4 15.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 3 5 6 24 31 31 38: Old : 40: 3 5 6 24 31 31 38: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.4 41.0 70.9 54.6 50.9 39.2 60.8 51.0 Old : 57.4 41.0 70.9 54.6 50.9 39.2 60.8 51.0 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, January 07, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 60,725: 0 15,550 2,325 52,770 37,220 55,095 55,095: 5,630 5,630 Old : 60,725: 0 15,550 2,325 52,770 37,220 55,095 55,095: 5,630 5,630 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2019 : : 2,340: 0 5,495 -700 3,040 -2,605 2,340 2,190: 0 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 25.6 3.8 86.9 61.3 90.7 90.7: 9.3 9.3 Old : 100.0: 0.0 25.6 3.8 86.9 61.3 90.7 90.7: 9.3 9.3 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: 0 3 2 18 19 20 22: Old : 26: 0 3 2 18 19 20 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.1 50.7 78.2 72.2 56.3 47.3 66.9 61.7 Old : 60.1 50.7 78.2 72.2 56.3 47.3 66.9 61.7 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, January 07, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 52,590: 0 14,970 2,535 44,415 29,485 46,950 46,990: 5,640 5,600 Old : 52,590: 0 14,970 2,535 44,415 29,485 46,950 46,990: 5,640 5,600 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2019 : : 3,530: 0 6,110 -1,000 4,300 -1,820 3,300 3,290: 230 240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 28.5 4.8 84.5 56.1 89.3 89.4: 10.7 10.6 Old : 100.0: 0.0 28.5 4.8 84.5 56.1 89.3 89.4: 10.7 10.6 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: 0 3 2 17 17 19 20: Old : 24: 0 3 2 17 17 19 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 : 57.9 52.9 73.6 75.9 55.6 47.2 67.8 65.0 Old : 57.9 52.9 73.6 75.9 55.6 47.2 67.8 65.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Commitments of Traders - Futures Only, January 07, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 42,575: 20,925 40 1,040 16,765 38,000 38,730 39,080: 3,845 3,495 Old : 42,575: 20,925 40 1,040 16,765 38,000 38,730 39,080: 3,845 3,495 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2019 : : 3,505: 4,880 0 -45 -1,370 3,785 3,465 3,740: 40 -235 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.1 0.1 2.4 39.4 89.3 91.0 91.8: 9.0 8.2 Old : 100.0: 49.1 0.1 2.4 39.4 89.3 91.0 91.8: 9.0 8.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 4 1 3 15 18 20 21: Old : 25: 4 1 3 15 18 20 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 : 66.0 66.4 78.6 81.3 61.7 55.9 67.4 67.1 Old : 66.0 66.4 78.6 81.3 61.7 55.9 67.4 67.1 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, January 07, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 49,075: 32,875 0 1,470 13,270 46,285 47,615 47,755: 1,460 1,320 Old : 49,075: 32,875 0 1,470 13,270 46,285 47,615 47,755: 1,460 1,320 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2019 : : 2,380: 5,245 0 -250 -2,465 3,085 2,530 2,835: -150 -455 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.0 0.0 3.0 27.0 94.3 97.0 97.3: 3.0 2.7 Old : 100.0: 67.0 0.0 3.0 27.0 94.3 97.0 97.3: 3.0 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 4 0 3 10 14 14 17: Old : 20: 4 0 3 10 14 14 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 82.8 74.6 92.1 90.8 76.7 64.5 80.4 79.3 Old : 82.8 74.6 92.1 90.8 76.7 64.5 80.4 79.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Commitments of Traders - Futures Only, January 07, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 117,780: 11,400 11,200 1,710 88,680 88,820 101,790 101,730: 15,990 16,050 Old : 117,780: 11,400 11,200 1,710 88,680 88,820 101,790 101,730: 15,990 16,050 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2019 : : -4,785: 470 -740 -25 -3,293 -2,083 -2,848 -2,848: -1,937 -1,937 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.7 9.5 1.5 75.3 75.4 86.4 86.4: 13.6 13.6 Old : 100.0: 9.7 9.5 1.5 75.3 75.4 86.4 86.4: 13.6 13.6 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 : 37: 4 2 3 29 27 35 30: Old : 37: 4 2 3 29 27 35 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.8 36.9 57.7 60.9 32.2 28.0 41.4 41.4 Old : 38.8 36.9 57.7 60.9 32.2 28.0 41.4 41.4 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, January 07, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 96,929: 6,845 6,115 5,815 71,174 72,004 83,834 83,934: 13,095 12,995 Old : 96,929: 6,845 6,115 5,815 71,174 72,004 83,834 83,934: 13,095 12,995 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2019 : : -3,395: -340 -1,280 -145 -1,955 -1,000 -2,440 -2,425: -955 -970 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.1 6.3 6.0 73.4 74.3 86.5 86.6: 13.5 13.4 Old : 100.0: 7.1 6.3 6.0 73.4 74.3 86.5 86.6: 13.5 13.4 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: 1 4 3 27 26 31 30: Old : 34: 1 4 3 27 26 31 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 46.4 44.7 66.1 67.2 38.5 36.6 49.9 50.6 Old : 46.4 44.7 66.1 67.2 38.5 36.6 49.9 50.6 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, January 07, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 29,640: 5,605 300 765 21,625 26,980 27,995 28,045: 1,645 1,595 Old : 29,640: 5,605 300 765 21,625 26,980 27,995 28,045: 1,645 1,595 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2019 : : -1,320: 0 0 160 -755 -760 -595 -600: -725 -720 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 1.0 2.6 73.0 91.0 94.5 94.6: 5.5 5.4 Old : 100.0: 18.9 1.0 2.6 73.0 91.0 94.5 94.6: 5.5 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 : 20: 2 1 2 13 11 15 14: Old : 20: 2 1 2 13 11 15 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.7 77.7 83.5 89.8 64.0 73.9 77.4 79.8 Old : 64.7 77.7 83.5 89.8 64.0 73.9 77.4 79.8 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, January 07, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 29,080: 4,470 325 770 22,015 26,505 27,255 27,600: 1,825 1,480 Old : 29,080: 4,470 325 770 22,015 26,505 27,255 27,600: 1,825 1,480 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 31, 2019 : : -1,005: 125 -135 175 -1,110 -510 -810 -470: -195 -535 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 1.1 2.6 75.7 91.1 93.7 94.9: 6.3 5.1 Old : 100.0: 15.4 1.1 2.6 75.7 91.1 93.7 94.9: 6.3 5.1 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 : 20: 3 1 2 12 10 15 13: Old : 20: 3 1 2 12 10 15 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 : 67.4 77.8 83.6 89.7 66.4 72.7 76.4 79.0 Old : 67.4 77.8 83.6 89.7 66.4 72.7 76.4 79.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 10, 2020