ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders - Futures Only, March 17, 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 : 78,278: 0 3,870 95 70,379 66,509 70,474 70,474: 7,804 7,804 Old : 78,278: 0 3,870 95 70,379 66,509 70,474 70,474: 7,804 7,804 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : 2,667: 0 342 -140 2,712 2,370 2,572 2,572: 95 95 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.9 0.1 89.9 85.0 90.0 90.0: 10.0 10.0 Old : 100.0: 0.0 4.9 0.1 89.9 85.0 90.0 90.0: 10.0 10.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 2 1 18 20 19 22: Old : 27: 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 : 77.3 50.4 85.1 76.4 75.0 50.2 78.9 71.2 Old : 77.3 50.4 85.1 76.4 75.0 50.2 78.9 71.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB Commitments of Traders - Futures Only, March 17, 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 : 64,553: 0 4,575 30 58,608 54,033 58,638 58,638: 5,915 5,915 Old : 64,553: 0 4,575 30 58,608 54,033 58,638 58,638: 5,915 5,915 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : 2,054: 0 360 -185 2,714 2,354 2,529 2,529: -475 -475 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.1 0.0 90.8 83.7 90.8 90.8: 9.2 9.2 Old : 100.0: 0.0 7.1 0.0 90.8 83.7 90.8 90.8: 9.2 9.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 1 1 16 20 17 21: Old : 26: 0 1 1 16 20 17 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 : 79.9 55.6 86.7 74.4 77.0 55.3 78.8 72.4 Old : 79.9 55.6 86.7 74.4 77.0 55.3 78.8 72.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders - Futures Only, March 17, 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 : 24,875: 1,985 1,300 0 19,890 20,440 21,875 21,740: 3,000 3,135 Old : 24,875: 1,985 1,300 0 19,890 20,440 21,875 21,740: 3,000 3,135 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.0 5.2 0.0 80.0 82.2 87.9 87.4: 12.1 12.6 Old : 100.0: 8.0 5.2 0.0 80.0 82.2 87.9 87.4: 12.1 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 : 21: 3 2 0 8 13 11 15: Old : 21: 3 2 0 8 13 11 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 : 74.4 49.5 86.1 76.4 65.8 48.7 74.6 71.4 Old : 74.4 49.5 86.1 76.4 65.8 48.7 74.6 71.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ Commitments of Traders - Futures Only, March 17, 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 : 22,450: 2,045 1,300 0 18,265 18,875 20,310 20,175: 2,140 2,275 Old : 22,450: 2,045 1,300 0 18,265 18,875 20,310 20,175: 2,140 2,275 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.1 5.8 0.0 81.4 84.1 90.5 89.9: 9.5 10.1 Old : 100.0: 9.1 5.8 0.0 81.4 84.1 90.5 89.9: 9.5 10.1 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 2 0 8 14 11 16: Old : 20: 3 2 0 8 14 11 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 : 76.0 52.0 89.4 75.1 63.3 47.1 70.7 67.2 Old : 76.0 52.0 89.4 75.1 63.3 47.1 70.7 67.2 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, March 17, 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 : 56,973: 11,680 3,890 4,735 36,838 44,918 53,253 53,543: 3,720 3,430 Old : 56,973: 11,680 3,890 4,735 36,838 44,918 53,253 53,543: 3,720 3,430 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : -115: 300 0 -300 -190 230 -190 -70: 75 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.5 6.8 8.3 64.7 78.8 93.5 94.0: 6.5 6.0 Old : 100.0: 20.5 6.8 8.3 64.7 78.8 93.5 94.0: 6.5 6.0 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 : 26: 2 2 2 20 19 23 22: Old : 26: 2 2 2 20 19 23 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.9 65.8 78.3 84.8 53.4 58.5 64.9 67.9 Old : 61.9 65.8 78.3 84.8 53.4 58.5 64.9 67.9 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, March 17, 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 : 38,568: 3,295 385 3,415 29,066 32,486 35,776 36,286: 2,792 2,282 Old : 38,568: 3,295 385 3,415 29,066 32,486 35,776 36,286: 2,792 2,282 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : 360: 300 0 -300 240 660 240 360: 120 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.5 1.0 8.9 75.4 84.2 92.8 94.1: 7.2 5.9 Old : 100.0: 8.5 1.0 8.9 75.4 84.2 92.8 94.1: 7.2 5.9 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 : 76.7 69.0 85.0 82.9 68.5 64.3 72.6 71.6 Old : 76.7 69.0 85.0 82.9 68.5 64.3 72.6 71.6 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, March 17, 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 : 28,125: 535 15,835 140 26,360 11,450 27,035 27,425: 1,090 700 Old : 28,125: 535 15,835 140 26,360 11,450 27,035 27,425: 1,090 700 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : 385: 0 660 0 565 -85 565 575: -180 -190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 56.3 0.5 93.7 40.7 96.1 97.5: 3.9 2.5 Old : 100.0: 1.9 56.3 0.5 93.7 40.7 96.1 97.5: 3.9 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 1 1 15 14 16 16: Old : 21: 1 1 1 15 14 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 : 65.7 75.5 85.3 88.4 57.1 69.9 68.5 72.8 Old : 65.7 75.5 85.3 88.4 57.1 69.9 68.5 72.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.WEST_month_off_dap - NODAL EXCHANGE Code-064DEV Commitments of Traders - Futures Only, March 17, 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 : 13,910: 375 4,080 0 11,990 9,045 12,365 13,125: 1,545 785 Old : 13,910: 375 4,080 0 11,990 9,045 12,365 13,125: 1,545 785 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 29.3 0.0 86.2 65.0 88.9 94.4: 11.1 5.6 Old : 100.0: 2.7 29.3 0.0 86.2 65.0 88.9 94.4: 11.1 5.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 1 0 11 14 13 15: Old : 20: 2 1 0 11 14 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 : 71.3 61.5 84.1 85.2 52.8 52.8 60.0 63.3 Old : 71.3 61.5 84.1 85.2 52.8 52.8 60.0 63.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Commitments of Traders - Futures Only, March 17, 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 : 96,773: 14,145 3,640 2,150 60,853 71,348 77,148 77,138: 19,625 19,635 Old : 96,773: 14,145 3,640 2,150 60,853 71,348 77,148 77,138: 19,625 19,635 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : 580: 300 -25 -50 330 655 580 580: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.6 3.8 2.2 62.9 73.7 79.7 79.7: 20.3 20.3 Old : 100.0: 14.6 3.8 2.2 62.9 73.7 79.7 79.7: 20.3 20.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 1 4 3 19 22 22 27: Old : 30: 1 4 3 19 22 22 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 : 50.6 53.1 70.1 65.1 46.4 51.6 59.7 57.8 Old : 50.6 53.1 70.1 65.1 46.4 51.6 59.7 57.8 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, March 17, 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 : 90,480: 14,365 6,480 980 55,975 63,830 71,320 71,290: 19,160 19,190 Old : 90,480: 14,365 6,480 980 55,975 63,830 71,320 71,290: 19,160 19,190 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : 75: 0 0 0 10 10 10 10: 65 65 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.9 7.2 1.1 61.9 70.5 78.8 78.8: 21.2 21.2 Old : 100.0: 15.9 7.2 1.1 61.9 70.5 78.8 78.8: 21.2 21.2 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 : 28: 1 3 3 18 20 21 24: Old : 28: 1 3 3 18 20 21 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 : 50.7 50.2 69.4 63.4 44.8 49.2 58.7 58.0 Old : 50.7 50.2 69.4 63.4 44.8 49.2 58.7 58.0 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, March 17, 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 : 23,162: 3,955 10,315 850 14,216 8,751 19,021 19,916: 4,141 3,246 Old : 23,162: 3,955 10,315 850 14,216 8,751 19,021 19,916: 4,141 3,246 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : 100: 0 -50 0 100 150 100 100: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.1 44.5 3.7 61.4 37.8 82.1 86.0: 17.9 14.0 Old : 100.0: 17.1 44.5 3.7 61.4 37.8 82.1 86.0: 17.9 14.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 2 7 3 18 13 22 21: Old : 29: 2 7 3 18 13 22 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 : 42.6 58.1 64.2 71.3 41.1 52.8 59.9 64.3 Old : 42.6 58.1 64.2 71.3 41.1 52.8 59.9 64.3 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, March 17, 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 : 23,147: 3,785 8,645 2,070 13,507 9,527 19,362 20,242: 3,785 2,905 Old : 23,147: 3,785 8,645 2,070 13,507 9,527 19,362 20,242: 3,785 2,905 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : 175: 40 -10 35 100 150 175 175: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.4 37.3 8.9 58.4 41.2 83.6 87.4: 16.4 12.6 Old : 100.0: 16.4 37.3 8.9 58.4 41.2 83.6 87.4: 16.4 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 : 29: 2 7 3 18 13 22 21: Old : 29: 2 7 3 18 13 22 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 : 41.1 58.0 65.4 72.6 39.7 52.8 57.7 60.8 Old : 41.1 58.0 65.4 72.6 39.7 52.8 57.7 60.8 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, March 17, 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 : 32,383: 12,060 5,205 1,040 16,453 24,073 29,553 30,318: 2,830 2,065 Old : 32,383: 12,060 5,205 1,040 16,453 24,073 29,553 30,318: 2,830 2,065 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : 530: 0 440 -10 118 -82 108 348: 422 182 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.2 16.1 3.2 50.8 74.3 91.3 93.6: 8.7 6.4 Old : 100.0: 37.2 16.1 3.2 50.8 74.3 91.3 93.6: 8.7 6.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 3 2 14 7 17 10: Old : 21: 1 3 2 14 7 17 10: 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 : 67.8 85.5 84.0 92.8 61.8 71.8 72.0 75.9 Old : 67.8 85.5 84.0 92.8 61.8 71.8 72.0 75.9 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, March 17, 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 : 51,213: 23,035 0 45 25,339 47,910 48,419 47,955: 2,794 3,258 Old : 51,213: 23,035 0 45 25,339 47,910 48,419 47,955: 2,794 3,258 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : 1,020: 120 0 0 900 900 1,020 900: 0 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.0 0.0 0.1 49.5 93.6 94.5 93.6: 5.5 6.4 Old : 100.0: 45.0 0.0 0.1 49.5 93.6 94.5 93.6: 5.5 6.4 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 : 22: 5 0 1 13 13 18 14: Old : 22: 5 0 1 13 13 18 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 : 63.3 84.3 86.7 91.3 63.1 81.2 82.6 84.4 Old : 63.3 84.3 86.7 91.3 63.1 81.2 82.6 84.4 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, March 17, 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 : 53,970: 22,750 0 45 28,390 51,000 51,185 51,045: 2,785 2,925 Old : 53,970: 22,750 0 45 28,390 51,000 51,185 51,045: 2,785 2,925 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : 1,120: 120 0 0 1,000 1,120 1,120 1,120: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.2 0.0 0.1 52.6 94.5 94.8 94.6: 5.2 5.4 Old : 100.0: 42.2 0.0 0.1 52.6 94.5 94.8 94.6: 5.2 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 : 21: 4 0 1 13 13 17 14: Old : 21: 4 0 1 13 13 17 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.6 88.2 88.3 92.5 65.1 85.5 87.1 88.4 Old : 65.6 88.2 88.3 92.5 65.1 85.5 87.1 88.4 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, March 17, 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 : 51,610: 20,654 0 2,035 25,961 46,795 48,650 48,830: 2,960 2,780 Old : 51,610: 20,654 0 2,035 25,961 46,795 48,650 48,830: 2,960 2,780 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : 250: -300 0 50 450 150 200 200: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.0 0.0 3.9 50.3 90.7 94.3 94.6: 5.7 5.4 Old : 100.0: 40.0 0.0 3.9 50.3 90.7 94.3 94.6: 5.7 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 8 0 3 17 12 25 15: Old : 30: 8 0 3 17 12 25 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 : 55.0 78.1 78.4 89.4 50.2 77.2 73.7 86.1 Old : 55.0 78.1 78.4 89.4 50.2 77.2 73.7 86.1 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, March 17, 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 : 49,705: 19,504 0 2,135 25,256 44,940 46,895 47,075: 2,810 2,630 Old : 49,705: 19,504 0 2,135 25,256 44,940 46,895 47,075: 2,810 2,630 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : 250: -300 0 50 420 120 170 170: 80 80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.2 0.0 4.3 50.8 90.4 94.3 94.7: 5.7 5.3 Old : 100.0: 39.2 0.0 4.3 50.8 90.4 94.3 94.7: 5.7 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: 8 0 3 17 12 25 15: Old : 30: 8 0 3 17 12 25 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.8 77.8 78.8 89.3 48.6 76.8 73.7 85.7 Old : 53.8 77.8 78.8 89.3 48.6 76.8 73.7 85.7 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, March 17, 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 : 21,570: 495 5,405 1,825 16,700 12,465 19,020 19,695: 2,550 1,875 Old : 21,570: 495 5,405 1,825 16,700 12,465 19,020 19,695: 2,550 1,875 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.3 25.1 8.5 77.4 57.8 88.2 91.3: 11.8 8.7 Old : 100.0: 2.3 25.1 8.5 77.4 57.8 88.2 91.3: 11.8 8.7 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 : 25: 3 4 3 14 11 18 17: Old : 25: 3 4 3 14 11 18 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 : 51.4 67.7 76.8 85.6 48.2 66.4 69.2 76.7 Old : 51.4 67.7 76.8 85.6 48.2 66.4 69.2 76.7 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, March 17, 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 : 20,410: 1,600 5,480 1,180 15,665 12,250 18,445 18,910: 1,965 1,500 Old : 20,410: 1,600 5,480 1,180 15,665 12,250 18,445 18,910: 1,965 1,500 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.8 26.8 5.8 76.8 60.0 90.4 92.7: 9.6 7.3 Old : 100.0: 7.8 26.8 5.8 76.8 60.0 90.4 92.7: 9.6 7.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 2 4 2 15 9 18 14: Old : 24: 2 4 2 15 9 18 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 : 54.2 71.5 78.8 87.5 48.6 69.8 72.1 81.1 Old : 54.2 71.5 78.8 87.5 48.6 69.8 72.1 81.1 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, March 17, 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 : 72,480: 20,415 18,120 2,635 44,270 46,610 67,320 67,365: 5,160 5,115 Old : 72,480: 20,415 18,120 2,635 44,270 46,610 67,320 67,365: 5,160 5,115 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : 195: 50 0 0 45 95 95 95: 100 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.2 25.0 3.6 61.1 64.3 92.9 92.9: 7.1 7.1 Old : 100.0: 28.2 25.0 3.6 61.1 64.3 92.9 92.9: 7.1 7.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 5 2 3 16 15 22 19: Old : 28: 5 2 3 16 15 22 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 : 60.1 71.6 76.3 84.4 57.8 69.8 71.1 80.8 Old : 60.1 71.6 76.3 84.4 57.8 69.8 71.1 80.8 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, March 17, 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 : 68,705: 17,310 18,120 2,635 43,985 43,220 63,930 63,975: 4,775 4,730 Old : 68,705: 17,310 18,120 2,635 43,985 43,220 63,930 63,975: 4,775 4,730 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : 195: 50 0 0 75 125 125 125: 70 70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.2 26.4 3.8 64.0 62.9 93.0 93.1: 7.0 6.9 Old : 100.0: 25.2 26.4 3.8 64.0 62.9 93.0 93.1: 7.0 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 : 28: 5 2 3 16 15 22 19: Old : 28: 5 2 3 16 15 22 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 : 59.6 72.4 76.0 84.1 56.7 70.5 71.4 81.3 Old : 59.6 72.4 76.0 84.1 56.7 70.5 71.4 81.3 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, March 17, 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 : 60,750: 15,108 13,495 4,685 37,162 39,120 56,955 57,300: 3,795 3,450 Old : 60,750: 15,108 13,495 4,685 37,162 39,120 56,955 57,300: 3,795 3,450 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : 550: 350 550 0 -100 -300 250 250: 300 300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.9 22.2 7.7 61.2 64.4 93.8 94.3: 6.2 5.7 Old : 100.0: 24.9 22.2 7.7 61.2 64.4 93.8 94.3: 6.2 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 : 28: 4 2 4 20 13 26 17: Old : 28: 4 2 4 20 13 26 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 : 56.5 71.9 76.9 89.7 51.8 68.8 71.5 82.7 Old : 56.5 71.9 76.9 89.7 51.8 68.8 71.5 82.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Commitments of Traders - Futures Only, March 17, 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 : 49,178: 6,263 8,230 5,470 34,783 33,161 46,516 46,861: 2,662 2,317 Old : 49,178: 6,263 8,230 5,470 34,783 33,161 46,516 46,861: 2,662 2,317 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : -150: -500 -50 100 -50 -500 -450 -450: 300 300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 16.7 11.1 70.7 67.4 94.6 95.3: 5.4 4.7 Old : 100.0: 12.7 16.7 11.1 70.7 67.4 94.6 95.3: 5.4 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 : 28: 4 2 5 19 13 25 18: Old : 28: 4 2 5 19 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 : 54.8 64.3 76.4 90.4 48.6 54.4 65.6 74.9 Old : 54.8 64.3 76.4 90.4 48.6 54.4 65.6 74.9 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, March 17, 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 : 168,945: 2,090 26,207 13,820 116,844 92,607 132,754 132,634: 36,191 36,311 Old : 168,945: 2,090 26,207 13,820 116,844 92,607 132,754 132,634: 36,191 36,311 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : 1,710: -45 -585 750 -1,045 -505 -340 -340: 2,050 2,050 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 15.5 8.2 69.2 54.8 78.6 78.5: 21.4 21.5 Old : 100.0: 1.2 15.5 8.2 69.2 54.8 78.6 78.5: 21.4 21.5 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 : 42: 2 6 4 26 32 30 40: Old : 42: 2 6 4 26 32 30 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 : 51.0 30.6 67.1 47.0 45.4 26.2 53.5 37.9 Old : 51.0 30.6 67.1 47.0 45.4 26.2 53.5 37.9 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, March 17, 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 : 139,397: 3,830 21,077 10,831 96,512 79,040 111,173 110,948: 28,224 28,449 Old : 139,397: 3,830 21,077 10,831 96,512 79,040 111,173 110,948: 28,224 28,449 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : 1,255: 0 -790 395 -1,005 -215 -610 -610: 1,865 1,865 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 15.1 7.8 69.2 56.7 79.8 79.6: 20.2 20.4 Old : 100.0: 2.7 15.1 7.8 69.2 56.7 79.8 79.6: 20.2 20.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 2 6 5 24 28 29 36: Old : 38: 2 6 5 24 28 29 36: 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 : 49.5 32.1 67.0 47.7 41.1 28.7 50.7 40.1 Old : 49.5 32.1 67.0 47.7 41.1 28.7 50.7 40.1 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, March 17, 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 : 62,950: 870 12,665 2,055 54,240 42,585 57,165 57,305: 5,785 5,645 Old : 62,950: 870 12,665 2,055 54,240 42,585 57,165 57,305: 5,785 5,645 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : -175: 0 -300 0 -225 75 -225 -225: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 20.1 3.3 86.2 67.6 90.8 91.0: 9.2 9.0 Old : 100.0: 1.4 20.1 3.3 86.2 67.6 90.8 91.0: 9.2 9.0 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 : 25: 1 2 2 16 18 18 21: Old : 25: 1 2 2 16 18 18 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.5 49.6 78.3 70.7 53.0 45.7 65.7 60.8 Old : 61.5 49.6 78.3 70.7 53.0 45.7 65.7 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, March 17, 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 : 55,505: 770 13,115 1,995 46,725 34,500 49,490 49,610: 6,015 5,895 Old : 55,505: 770 13,115 1,995 46,725 34,500 49,490 49,610: 6,015 5,895 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : 310: 0 0 0 260 260 260 260: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 23.6 3.6 84.2 62.2 89.2 89.4: 10.8 10.6 Old : 100.0: 1.4 23.6 3.6 84.2 62.2 89.2 89.4: 10.8 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 : 25: 1 2 2 18 19 20 22: Old : 25: 1 2 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 : 53.5 52.2 71.8 75.5 41.7 44.0 54.1 53.8 Old : 53.5 52.2 71.8 75.5 41.7 44.0 54.1 53.8 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, March 17, 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 : 41,610: 17,975 0 2,695 17,955 36,410 38,625 39,105: 2,985 2,505 Old : 41,610: 17,975 0 2,695 17,955 36,410 38,625 39,105: 2,985 2,505 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : 305: 0 0 0 280 280 280 280: 25 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.2 0.0 6.5 43.2 87.5 92.8 94.0: 7.2 6.0 Old : 100.0: 43.2 0.0 6.5 43.2 87.5 92.8 94.0: 7.2 6.0 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: 4 0 3 14 17 18 20: Old : 23: 4 0 3 14 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 : 64.0 67.9 79.8 81.4 58.2 63.4 66.2 69.7 Old : 64.0 67.9 79.8 81.4 58.2 63.4 66.2 69.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD Commitments of Traders - Futures Only, March 17, 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 : 50,890: 34,635 0 2,765 11,775 46,500 49,175 49,265: 1,715 1,625 Old : 50,890: 34,635 0 2,765 11,775 46,500 49,175 49,265: 1,715 1,625 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : 175: 0 0 0 50 50 50 50: 125 125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 68.1 0.0 5.4 23.1 91.4 96.6 96.8: 3.4 3.2 Old : 100.0: 68.1 0.0 5.4 23.1 91.4 96.6 96.8: 3.4 3.2 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 : 21: 3 0 3 12 16 15 19: Old : 21: 3 0 3 12 16 15 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 : 84.7 70.1 93.4 85.1 78.2 65.4 80.9 76.8 Old : 84.7 70.1 93.4 85.1 78.2 65.4 80.9 76.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Commitments of Traders - Futures Only, March 17, 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 : 135,225: 9,115 2,225 6,870 91,635 98,730 107,620 107,825: 27,605 27,400 Old : 135,225: 9,115 2,225 6,870 91,635 98,730 107,620 107,825: 27,605 27,400 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : -276: -905 235 495 84 -1,056 -326 -326: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.7 1.6 5.1 67.8 73.0 79.6 79.7: 20.4 20.3 Old : 100.0: 6.7 1.6 5.1 67.8 73.0 79.6 79.7: 20.4 20.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 3 2 3 28 27 33 30: Old : 34: 3 2 3 28 27 33 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 : 32.1 42.7 48.0 59.4 23.6 31.7 33.7 38.5 Old : 32.1 42.7 48.0 59.4 23.6 31.7 33.7 38.5 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, March 17, 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 : 112,501: 9,414 1,865 6,761 77,461 85,100 93,636 93,726: 18,865 18,775 Old : 112,501: 9,414 1,865 6,761 77,461 85,100 93,636 93,726: 18,865 18,775 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : 885: 0 0 190 -140 -140 50 50: 835 835 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.4 1.7 6.0 68.9 75.6 83.2 83.3: 16.8 16.7 Old : 100.0: 8.4 1.7 6.0 68.9 75.6 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 : 32: 2 3 3 24 25 28 29: Old : 32: 2 3 3 24 25 28 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 : 43.8 44.8 63.3 65.1 31.2 37.8 44.7 48.4 Old : 43.8 44.8 63.3 65.1 31.2 37.8 44.7 48.4 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, March 17, 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 : 29,740: 5,535 300 575 21,790 27,025 27,900 27,900: 1,840 1,840 Old : 29,740: 5,535 300 575 21,790 27,025 27,900 27,900: 1,840 1,840 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : 395: 0 0 0 -45 -45 -45 -45: 440 440 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.6 1.0 1.9 73.3 90.9 93.8 93.8: 6.2 6.2 Old : 100.0: 18.6 1.0 1.9 73.3 90.9 93.8 93.8: 6.2 6.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 3 1 1 15 12 18 14: Old : 22: 3 1 1 15 12 18 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 : 60.8 77.2 80.9 89.0 60.3 69.5 74.6 78.3 Old : 60.8 77.2 80.9 89.0 60.3 69.5 74.6 78.3 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, March 17, 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 : 29,070: 4,585 300 500 22,400 26,745 27,485 27,545: 1,585 1,525 Old : 29,070: 4,585 300 500 22,400 26,745 27,485 27,545: 1,585 1,525 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 10, 2020 : : 430: 0 0 0 360 15 360 15: 70 415 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.8 1.0 1.7 77.1 92.0 94.5 94.8: 5.5 5.2 Old : 100.0: 15.8 1.0 1.7 77.1 92.0 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 : 22: 3 1 1 15 12 18 14: Old : 22: 3 1 1 15 12 18 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 : 64.5 78.3 81.6 89.8 64.5 70.9 75.8 79.7 Old : 64.5 78.3 81.6 89.8 64.5 70.9 75.8 79.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated March 20, 2020