ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders - Futures Only, February 04, 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 : 77,921: 0 4,218 165 69,571 65,353 69,736 69,736: 8,185 8,185 Old : 77,921: 0 4,218 165 69,571 65,353 69,736 69,736: 8,185 8,185 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : 1,740: 0 -900 25 2,085 2,985 2,110 2,110: -370 -370 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.4 0.2 89.3 83.9 89.5 89.5: 10.5 10.5 Old : 100.0: 0.0 5.4 0.2 89.3 83.9 89.5 89.5: 10.5 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 : 28: 0 2 1 18 20 19 22: Old : 28: 0 2 1 18 20 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 : 74.7 51.4 83.9 76.1 71.8 51.2 76.7 69.6 Old : 74.7 51.4 83.9 76.1 71.8 51.2 76.7 69.6 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, February 04, 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 : 66,551: 0 4,430 255 58,777 54,347 59,032 59,032: 7,519 7,519 Old : 66,551: 0 4,430 255 58,777 54,347 59,032 59,032: 7,519 7,519 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : 3,075: 0 -415 0 3,345 3,760 3,345 3,345: -270 -270 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 6.7 0.4 88.3 81.7 88.7 88.7: 11.3 11.3 Old : 100.0: 0.0 6.7 0.4 88.3 81.7 88.7 88.7: 11.3 11.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 1 1 14 21 15 22: Old : 27: 0 1 1 14 21 15 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 : 76.3 57.5 83.9 76.3 74.3 57.4 78.6 73.0 Old : 76.3 57.5 83.9 76.3 74.3 57.4 78.6 73.0 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, February 04, 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 : 27,015: 2,235 1,460 0 21,435 22,065 23,670 23,525: 3,345 3,490 Old : 27,015: 2,235 1,460 0 21,435 22,065 23,670 23,525: 3,345 3,490 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : -350: 0 -300 0 -300 0 -300 -300: -50 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.3 5.4 0.0 79.3 81.7 87.6 87.1: 12.4 12.9 Old : 100.0: 8.3 5.4 0.0 79.3 81.7 87.6 87.1: 12.4 12.9 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: 3 2 0 10 15 13 17: Old : 23: 3 2 0 10 15 13 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 : 72.8 49.2 83.7 75.2 63.7 49.2 72.7 69.5 Old : 72.8 49.2 83.7 75.2 63.7 49.2 72.7 69.5 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, February 04, 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 : 23,250: 2,155 1,280 50 18,790 19,520 20,995 20,850: 2,255 2,400 Old : 23,250: 2,155 1,280 50 18,790 19,520 20,995 20,850: 2,255 2,400 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : -300: 0 -300 0 -235 65 -235 -235: -65 -65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.3 5.5 0.2 80.8 84.0 90.3 89.7: 9.7 10.3 Old : 100.0: 9.3 5.5 0.2 80.8 84.0 90.3 89.7: 9.7 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 : 20: 3 2 1 9 15 13 17: Old : 20: 3 2 1 9 15 13 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 : 74.6 50.9 87.9 75.6 63.1 46.5 69.2 65.7 Old : 74.6 50.9 87.9 75.6 63.1 46.5 69.2 65.7 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, February 04, 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 : 52,070: 10,675 2,810 6,135 32,108 40,153 48,918 49,098: 3,152 2,972 Old : 52,070: 10,675 2,810 6,135 32,108 40,153 48,918 49,098: 3,152 2,972 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : 1,330: -35 200 125 1,240 1,005 1,330 1,330: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.5 5.4 11.8 61.7 77.1 93.9 94.3: 6.1 5.7 Old : 100.0: 20.5 5.4 11.8 61.7 77.1 93.9 94.3: 6.1 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 21 22 24: Old : 26: 1 2 3 19 21 22 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 : 59.8 69.2 79.4 81.7 47.0 55.3 60.3 63.1 Old : 59.8 69.2 79.4 81.7 47.0 55.3 60.3 63.1 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, February 04, 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 : 31,545: 2,465 385 4,705 21,772 24,282 28,942 29,372: 2,603 2,173 Old : 31,545: 2,465 385 4,705 21,772 24,282 28,942 29,372: 2,603 2,173 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : 460: -10 25 0 480 440 470 465: -10 -5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.8 1.2 14.9 69.0 77.0 91.7 93.1: 8.3 6.9 Old : 100.0: 7.8 1.2 14.9 69.0 77.0 91.7 93.1: 8.3 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 : 24: 2 1 3 17 18 20 21: Old : 24: 2 1 3 17 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 : 66.9 76.0 81.8 84.1 53.3 59.3 60.3 63.1 Old : 66.9 76.0 81.8 84.1 53.3 59.3 60.3 63.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU Commitments of Traders - Futures Only, February 04, 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 : 28,920: 535 13,925 1,520 25,920 12,720 27,975 28,165: 945 755 Old : 28,920: 535 13,925 1,520 25,920 12,720 27,975 28,165: 945 755 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : 570: 0 120 0 1,170 620 1,170 740: -600 -170 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 48.2 5.3 89.6 44.0 96.7 97.4: 3.3 2.6 Old : 100.0: 1.8 48.2 5.3 89.6 44.0 96.7 97.4: 3.3 2.6 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 : 20: 1 2 2 14 13 16 16: Old : 20: 1 2 2 14 13 16 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 : 61.0 78.2 82.1 90.7 47.5 60.1 60.1 63.7 Old : 61.0 78.2 82.1 90.7 47.5 60.1 60.1 63.7 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, February 04, 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 : 95,638: 16,880 2,595 2,160 57,943 71,913 76,983 76,668: 18,655 18,970 Old : 95,638: 16,880 2,595 2,160 57,943 71,913 76,983 76,668: 18,655 18,970 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : 1,545: 1,800 65 360 -690 1,150 1,470 1,575: 75 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.6 2.7 2.3 60.6 75.2 80.5 80.2: 19.5 19.8 Old : 100.0: 17.6 2.7 2.3 60.6 75.2 80.5 80.2: 19.5 19.8 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 : 32: 2 4 3 20 24 24 29: Old : 32: 2 4 3 20 24 24 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 : 55.4 48.6 69.7 60.2 50.6 47.1 58.9 55.4 Old : 55.4 48.6 69.7 60.2 50.6 47.1 58.9 55.4 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, February 04, 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 : 93,713: 16,205 3,855 1,990 57,384 69,359 75,579 75,204: 18,134 18,509 Old : 93,713: 16,205 3,855 1,990 57,384 69,359 75,579 75,204: 18,134 18,509 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : 1,685: 3,000 1,215 -365 -995 895 1,640 1,745: 45 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.3 4.1 2.1 61.2 74.0 80.6 80.2: 19.4 19.8 Old : 100.0: 17.3 4.1 2.1 61.2 74.0 80.6 80.2: 19.4 19.8 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: 1 4 2 20 23 23 27: Old : 31: 1 4 2 20 23 23 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.9 46.4 69.6 59.6 51.3 45.4 59.7 54.1 Old : 55.9 46.4 69.6 59.6 51.3 45.4 59.7 54.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Commitments of Traders - Futures Only, February 04, 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 : 27,414: 4,080 12,005 1,215 17,869 10,399 23,164 23,619: 4,250 3,795 Old : 27,414: 4,080 12,005 1,215 17,869 10,399 23,164 23,619: 4,250 3,795 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : 1,475: -45 2,075 -45 1,253 -867 1,163 1,163: 312 312 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.9 43.8 4.4 65.2 37.9 84.5 86.2: 15.5 13.8 Old : 100.0: 14.9 43.8 4.4 65.2 37.9 84.5 86.2: 15.5 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 : 26: 2 5 4 17 11 22 17: Old : 26: 2 5 4 17 11 22 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.0 60.1 62.0 77.0 38.4 55.3 56.3 66.2 Old : 40.0 60.1 62.0 77.0 38.4 55.3 56.3 66.2 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, February 04, 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 : 27,974: 4,320 11,145 2,425 16,558 10,883 23,303 24,453: 4,671 3,521 Old : 27,974: 4,320 11,145 2,425 16,558 10,883 23,303 24,453: 4,671 3,521 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : 1,020: -945 975 440 1,135 -785 630 630: 390 390 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.4 39.8 8.7 59.2 38.9 83.3 87.4: 16.7 12.6 Old : 100.0: 15.4 39.8 8.7 59.2 38.9 83.3 87.4: 16.7 12.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 3 4 4 16 11 21 17: Old : 25: 3 4 4 16 11 21 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 : 39.9 61.4 62.8 78.6 38.2 57.5 53.5 64.6 Old : 39.9 61.4 62.8 78.6 38.2 57.5 53.5 64.6 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, February 04, 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 : 32,583: 11,790 3,865 740 16,947 25,432 29,477 30,037: 3,106 2,546 Old : 32,583: 11,790 3,865 740 16,947 25,432 29,477 30,037: 3,106 2,546 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : 3,825: 3,000 -3,850 320 404 7,254 3,724 3,724: 101 101 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.2 11.9 2.3 52.0 78.1 90.5 92.2: 9.5 7.8 Old : 100.0: 36.2 11.9 2.3 52.0 78.1 90.5 92.2: 9.5 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 1 4 2 15 9 18 13: Old : 24: 1 4 2 15 9 18 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 82.6 84.5 90.2 63.9 71.4 74.7 77.4 Old : 66.7 82.6 84.5 90.2 63.9 71.4 74.7 77.4 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, February 04, 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 : 29,904: 11,790 4,135 645 14,701 22,736 27,136 27,516: 2,768 2,388 Old : 29,904: 11,790 4,135 645 14,701 22,736 27,136 27,516: 2,768 2,388 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : 3,910: 3,000 -3,100 280 630 6,730 3,910 3,910: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.4 13.8 2.2 49.2 76.0 90.7 92.0: 9.3 8.0 Old : 100.0: 39.4 13.8 2.2 49.2 76.0 90.7 92.0: 9.3 8.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 4 2 14 8 17 12: Old : 23: 1 4 2 14 8 17 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.0 83.3 83.6 91.2 67.9 76.5 81.0 83.7 Old : 68.0 83.3 83.6 91.2 67.9 76.5 81.0 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, February 04, 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 : 56,228: 26,910 0 0 25,915 52,435 52,825 52,435: 3,403 3,793 Old : 56,228: 26,910 0 0 25,915 52,435 52,825 52,435: 3,403 3,793 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : 50: -250 0 0 300 50 50 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.9 0.0 0.0 46.1 93.3 93.9 93.3: 6.1 6.7 Old : 100.0: 47.9 0.0 0.0 46.1 93.3 93.9 93.3: 6.1 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 : 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 : 63.6 83.1 86.1 91.3 62.6 78.7 81.5 84.0 Old : 63.6 83.1 86.1 91.3 62.6 78.7 81.5 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, February 04, 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 : 54,995: 26,795 0 0 24,795 51,526 51,590 51,526: 3,405 3,469 Old : 54,995: 26,795 0 0 24,795 51,526 51,590 51,526: 3,405 3,469 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : 100: -300 0 0 425 445 125 445: -25 -345 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.7 0.0 0.0 45.1 93.7 93.8 93.7: 6.2 6.3 Old : 100.0: 48.7 0.0 0.0 45.1 93.7 93.8 93.7: 6.2 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 : 22: 4 0 0 13 15 17 15: Old : 22: 4 0 0 13 15 17 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.7 84.8 87.1 90.9 63.2 82.1 84.4 87.1 Old : 63.7 84.8 87.1 90.9 63.2 82.1 84.4 87.1 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, February 04, 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 : 58,615: 25,909 0 1,445 27,981 54,070 55,335 55,515: 3,280 3,100 Old : 58,615: 25,909 0 1,445 27,981 54,070 55,335 55,515: 3,280 3,100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : 1,890: 644 0 410 931 1,575 1,985 1,985: -95 -95 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.2 0.0 2.5 47.7 92.2 94.4 94.7: 5.6 5.3 Old : 100.0: 44.2 0.0 2.5 47.7 92.2 94.4 94.7: 5.6 5.3 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 : 30: 7 0 3 19 11 26 14: Old : 30: 7 0 3 19 11 26 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 : 51.5 75.0 76.6 89.3 49.2 73.5 71.3 84.8 Old : 51.5 75.0 76.6 89.3 49.2 73.5 71.3 84.8 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, February 04, 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 : 57,525: 25,359 0 1,545 27,791 53,330 54,695 54,875: 2,830 2,650 Old : 57,525: 25,359 0 1,545 27,791 53,330 54,695 54,875: 2,830 2,650 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : 1,740: 644 0 410 831 1,475 1,885 1,885: -145 -145 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.1 0.0 2.7 48.3 92.7 95.1 95.4: 4.9 4.6 Old : 100.0: 44.1 0.0 2.7 48.3 92.7 95.1 95.4: 4.9 4.6 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 : 30: 7 0 3 19 11 26 14: Old : 30: 7 0 3 19 11 26 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 : 51.7 73.8 76.8 89.7 49.1 72.1 70.2 83.6 Old : 51.7 73.8 76.8 89.7 49.1 72.1 70.2 83.6 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, February 04, 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 : 22,350: 185 7,480 1,275 18,790 11,665 20,250 20,420: 2,100 1,930 Old : 22,350: 185 7,480 1,275 18,790 11,665 20,250 20,420: 2,100 1,930 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : 510: 35 -915 760 -300 650 495 495: 15 15 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.8 33.5 5.7 84.1 52.2 90.6 91.4: 9.4 8.6 Old : 100.0: 0.8 33.5 5.7 84.1 52.2 90.6 91.4: 9.4 8.6 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: 1 5 2 14 11 17 16: Old : 23: 1 5 2 14 11 17 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.0 62.4 75.5 83.3 52.1 57.9 68.5 71.7 Old : 57.0 62.4 75.5 83.3 52.1 57.9 68.5 71.7 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, February 04, 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 : 21,155: 135 6,385 1,570 16,480 11,600 18,185 19,555: 2,970 1,600 Old : 21,155: 135 6,385 1,570 16,480 11,600 18,185 19,555: 2,970 1,600 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : 475: 35 -915 620 -170 710 485 415: -10 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 30.2 7.4 77.9 54.8 86.0 92.4: 14.0 7.6 Old : 100.0: 0.6 30.2 7.4 77.9 54.8 86.0 92.4: 14.0 7.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 5 2 12 10 15 15: Old : 21: 1 5 2 12 10 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 : 59.2 63.1 76.0 83.7 53.4 59.9 65.3 70.2 Old : 59.2 63.1 76.0 83.7 53.4 59.9 65.3 70.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU Commitments of Traders - Futures Only, February 04, 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 : 74,485: 23,535 21,470 1,150 44,020 46,160 68,705 68,780: 5,780 5,705 Old : 74,485: 23,535 21,470 1,150 44,020 46,160 68,705 68,780: 5,780 5,705 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : 3,005: 1,075 550 -100 1,740 2,265 2,715 2,715: 290 290 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.6 28.8 1.5 59.1 62.0 92.2 92.3: 7.8 7.7 Old : 100.0: 31.6 28.8 1.5 59.1 62.0 92.2 92.3: 7.8 7.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 5 2 4 16 15 23 19: Old : 28: 5 2 4 16 15 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 : 61.1 65.5 76.1 80.4 60.8 63.8 74.9 77.4 Old : 61.1 65.5 76.1 80.4 60.8 63.8 74.9 77.4 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, February 04, 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 : 70,950: 20,855 21,470 1,070 43,505 42,965 65,430 65,505: 5,520 5,445 Old : 70,950: 20,855 21,470 1,070 43,505 42,965 65,430 65,505: 5,520 5,445 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : 3,010: 1,075 550 -100 1,685 2,210 2,660 2,660: 350 350 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.4 30.3 1.5 61.3 60.6 92.2 92.3: 7.8 7.7 Old : 100.0: 29.4 30.3 1.5 61.3 60.6 92.2 92.3: 7.8 7.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 5 2 3 17 17 24 20: Old : 28: 5 2 3 17 17 24 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.8 66.9 75.6 81.3 60.5 64.9 73.3 78.3 Old : 60.8 66.9 75.6 81.3 60.5 64.9 73.3 78.3 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, February 04, 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 : 60,762: 12,505 12,055 4,730 40,468 41,278 57,703 58,063: 3,059 2,699 Old : 60,762: 12,505 12,055 4,730 40,468 41,278 57,703 58,063: 3,059 2,699 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : 6,515: -1,675 -3,050 2,820 4,837 6,212 5,982 5,982: 533 533 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.6 19.8 7.8 66.6 67.9 95.0 95.6: 5.0 4.4 Old : 100.0: 20.6 19.8 7.8 66.6 67.9 95.0 95.6: 5.0 4.4 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 : 32: 3 4 2 22 14 26 19: Old : 32: 3 4 2 22 14 26 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 : 58.0 70.9 77.6 89.1 52.1 66.4 71.1 77.5 Old : 58.0 70.9 77.6 89.1 52.1 66.4 71.1 77.5 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, February 04, 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 : 50,244: 5,005 8,080 5,080 38,289 35,574 48,374 48,734: 1,870 1,510 Old : 50,244: 5,005 8,080 5,080 38,289 35,574 48,374 48,734: 1,870 1,510 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : 6,347: -3,250 -2,325 2,940 6,485 5,560 6,175 6,175: 172 172 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.0 16.1 10.1 76.2 70.8 96.3 97.0: 3.7 3.0 Old : 100.0: 10.0 16.1 10.1 76.2 70.8 96.3 97.0: 3.7 3.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 3 4 4 22 14 27 20: Old : 32: 3 4 4 22 14 27 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.1 64.0 77.3 90.7 50.5 55.3 65.5 72.5 Old : 58.1 64.0 77.3 90.7 50.5 55.3 65.5 72.5 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, February 04, 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 : 174,667: 2,314 31,509 10,775 124,241 95,046 137,330 137,330: 37,337 37,337 Old : 174,667: 2,314 31,509 10,775 124,241 95,046 137,330 137,330: 37,337 37,337 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : 11,901: 365 9,569 -1,590 9,661 457 8,436 8,436: 3,465 3,465 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 18.0 6.2 71.1 54.4 78.6 78.6: 21.4 21.4 Old : 100.0: 1.3 18.0 6.2 71.1 54.4 78.6 78.6: 21.4 21.4 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 : 41: 3 5 6 28 32 34 40: Old : 41: 3 5 6 28 32 34 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 : 50.4 30.6 66.0 47.8 44.8 28.8 51.8 40.3 Old : 50.4 30.6 66.0 47.8 44.8 28.8 51.8 40.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Commitments of Traders - Futures Only, February 04, 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 : 154,391: 4,579 29,944 9,376 110,177 84,812 124,132 124,132: 30,259 30,259 Old : 154,391: 4,579 29,944 9,376 110,177 84,812 124,132 124,132: 30,259 30,259 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : 12,474: 310 6,764 -625 9,769 3,315 9,454 9,454: 3,020 3,020 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 19.4 6.1 71.4 54.9 80.4 80.4: 19.6 19.6 Old : 100.0: 3.0 19.4 6.1 71.4 54.9 80.4 80.4: 19.6 19.6 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 : 40: 3 5 7 25 31 32 39: Old : 40: 3 5 7 25 31 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 : 49.8 36.4 66.3 52.4 42.7 34.8 53.0 47.7 Old : 49.8 36.4 66.3 52.4 42.7 34.8 53.0 47.7 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, February 04, 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 : 60,945: 0 15,545 2,330 53,755 38,210 56,085 56,085: 4,860 4,860 Old : 60,945: 0 15,545 2,330 53,755 38,210 56,085 56,085: 4,860 4,860 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : 50: 0 0 0 290 290 290 290: -240 -240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 25.5 3.8 88.2 62.7 92.0 92.0: 8.0 8.0 Old : 100.0: 0.0 25.5 3.8 88.2 62.7 92.0 92.0: 8.0 8.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 4 3 18 19 21 23: Old : 27: 0 4 3 18 19 21 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 50.4 78.1 71.6 56.4 46.6 66.3 60.8 Old : 60.7 50.4 78.1 71.6 56.4 46.6 66.3 60.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB Commitments of Traders - Futures Only, February 04, 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 : 51,649: 0 14,970 2,490 44,304 29,419 46,794 46,879: 4,855 4,770 Old : 51,649: 0 14,970 2,490 44,304 29,419 46,794 46,879: 4,855 4,770 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : -346: 0 0 0 -71 -71 -71 -71: -275 -275 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 29.0 4.8 85.8 57.0 90.6 90.8: 9.4 9.2 Old : 100.0: 0.0 29.0 4.8 85.8 57.0 90.6 90.8: 9.4 9.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 3 2 17 18 19 21: Old : 24: 0 3 2 17 18 19 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.2 52.7 75.5 75.4 55.7 47.4 66.3 64.0 Old : 59.2 52.7 75.5 75.4 55.7 47.4 66.3 64.0 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, February 04, 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 : 43,110: 20,785 85 1,160 17,450 38,500 39,395 39,745: 3,715 3,365 Old : 43,110: 20,785 85 1,160 17,450 38,500 39,395 39,745: 3,715 3,365 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : 30: 30 0 0 15 20 45 20: -15 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.2 0.2 2.7 40.5 89.3 91.4 92.2: 8.6 7.8 Old : 100.0: 48.2 0.2 2.7 40.5 89.3 91.4 92.2: 8.6 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 4 1 4 16 18 21 22: Old : 26: 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 : 65.3 66.5 77.7 81.2 61.4 56.2 67.4 67.6 Old : 65.3 66.5 77.7 81.2 61.4 56.2 67.4 67.6 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, February 04, 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 : 49,310: 32,740 0 1,585 13,475 46,355 47,800 47,940: 1,510 1,370 Old : 49,310: 32,740 0 1,585 13,475 46,355 47,800 47,940: 1,510 1,370 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : 30: 30 0 0 0 30 30 30: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.4 0.0 3.2 27.3 94.0 96.9 97.2: 3.1 2.8 Old : 100.0: 66.4 0.0 3.2 27.3 94.0 96.9 97.2: 3.1 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 4 0 4 10 14 14 18: Old : 20: 4 0 4 10 14 14 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 : 82.7 74.0 92.0 90.1 76.8 64.0 80.0 78.7 Old : 82.7 74.0 92.0 90.1 76.8 64.0 80.0 78.7 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, February 04, 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 : 132,870: 12,515 5,270 4,665 93,980 101,165 111,160 111,100: 21,710 21,770 Old : 132,870: 12,515 5,270 4,665 93,980 101,165 111,160 111,100: 21,710 21,770 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : 2,885: 225 -370 -5 1,730 2,350 1,950 1,975: 935 910 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.4 4.0 3.5 70.7 76.1 83.7 83.6: 16.3 16.4 Old : 100.0: 9.4 4.0 3.5 70.7 76.1 83.7 83.6: 16.3 16.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 37: 4 2 2 29 29 35 31: Old : 37: 4 2 2 29 29 35 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 34.7 38.3 52.6 59.0 27.8 30.6 36.3 40.3 Old : 34.7 38.3 52.6 59.0 27.8 30.6 36.3 40.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Commitments of Traders - Futures Only, February 04, 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 : 108,674: 8,035 2,020 8,060 74,329 80,464 90,424 90,544: 18,250 18,130 Old : 108,674: 8,035 2,020 8,060 74,329 80,464 90,424 90,544: 18,250 18,130 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : 3,975: 125 55 -75 3,275 3,365 3,325 3,345: 650 630 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 1.9 7.4 68.4 74.0 83.2 83.3: 16.8 16.7 Old : 100.0: 7.4 1.9 7.4 68.4 74.0 83.2 83.3: 16.8 16.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 2 3 3 27 26 31 30: Old : 34: 2 3 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 : 40.6 41.4 61.4 63.2 34.6 34.6 45.2 46.2 Old : 40.6 41.4 61.4 63.2 34.6 34.6 45.2 46.2 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, February 04, 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 : 31,090: 5,555 300 765 23,300 28,605 29,620 29,670: 1,470 1,420 Old : 31,090: 5,555 300 765 23,300 28,605 29,620 29,670: 1,470 1,420 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.9 1.0 2.5 74.9 92.0 95.3 95.4: 4.7 4.6 Old : 100.0: 17.9 1.0 2.5 74.9 92.0 95.3 95.4: 4.7 4.6 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 : 20: 2 1 2 14 11 16 14: Old : 20: 2 1 2 14 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 : 61.6 79.3 80.5 90.8 61.0 73.1 74.7 78.5 Old : 61.6 79.3 80.5 90.8 61.0 73.1 74.7 78.5 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, February 04, 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 : 30,470: 4,400 325 770 23,710 28,240 28,880 29,335: 1,590 1,135 Old : 30,470: 4,400 325 770 23,710 28,240 28,880 29,335: 1,590 1,135 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 28, 2020 : : 0: -10 0 0 0 0 -10 0: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.4 1.1 2.5 77.8 92.7 94.8 96.3: 5.2 3.7 Old : 100.0: 14.4 1.1 2.5 77.8 92.7 94.8 96.3: 5.2 3.7 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: 3 1 2 13 10 16 13: Old : 20: 3 1 2 13 10 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 : 65.3 80.1 80.9 91.3 64.4 74.0 75.4 79.5 Old : 65.3 80.1 80.9 91.3 64.4 74.0 75.4 79.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated February 07, 2020