ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders - Futures Only, March 24, 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 : 77,983: 0 3,870 95 70,359 66,489 70,454 70,454: 7,529 7,529 Old : 77,983: 0 3,870 95 70,359 66,489 70,454 70,454: 7,529 7,529 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2020 : : -295: 0 0 0 -20 -20 -20 -20: -275 -275 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.0 0.1 90.2 85.3 90.3 90.3: 9.7 9.7 Old : 100.0: 0.0 5.0 0.1 90.2 85.3 90.3 90.3: 9.7 9.7 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 : 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 : 78.8 50.9 85.7 76.7 76.5 50.8 80.5 72.7 Old : 78.8 50.9 85.7 76.7 76.5 50.8 80.5 72.7 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 24, 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 : 64,611: 0 4,575 30 58,606 54,031 58,636 58,636: 5,975 5,975 Old : 64,611: 0 4,575 30 58,606 54,031 58,636 58,636: 5,975 5,975 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2020 : : 58: 0 0 0 -2 -2 -2 -2: 60 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.1 0.0 90.7 83.6 90.8 90.8: 9.2 9.2 Old : 100.0: 0.0 7.1 0.0 90.7 83.6 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 55.4 86.6 74.3 77.0 55.1 78.9 72.1 Old : 79.9 55.4 86.6 74.3 77.0 55.1 78.9 72.1 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 24, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 25,000: 1,985 1,300 0 20,015 20,565 22,000 21,865: 3,000 3,135 Old : 25,000: 1,985 1,300 0 20,015 20,565 22,000 21,865: 3,000 3,135 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2020 : : 125: 0 0 0 125 125 125 125: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 5.2 0.0 80.1 82.3 88.0 87.5: 12.0 12.5 Old : 100.0: 7.9 5.2 0.0 80.1 82.3 88.0 87.5: 12.0 12.5 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: 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 : 74.6 49.8 85.7 76.5 66.0 48.7 74.8 72.0 Old : 74.6 49.8 85.7 76.5 66.0 48.7 74.8 72.0 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 24, 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 : 22,675: 2,045 1,300 0 18,490 19,100 20,535 20,400: 2,140 2,275 Old : 22,675: 2,045 1,300 0 18,490 19,100 20,535 20,400: 2,140 2,275 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2020 : : 225: 0 0 0 225 225 225 225: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.0 5.7 0.0 81.5 84.2 90.6 90.0: 9.4 10.0 Old : 100.0: 9.0 5.7 0.0 81.5 84.2 90.6 90.0: 9.4 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 : 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 : 76.8 52.5 89.5 75.4 64.1 48.1 71.5 68.1 Old : 76.8 52.5 89.5 75.4 64.1 48.1 71.5 68.1 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 24, 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 : 56,503: 11,680 3,410 4,685 36,823 45,383 53,188 53,478: 3,315 3,025 Old : 56,503: 11,680 3,410 4,685 36,823 45,383 53,188 53,478: 3,315 3,025 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2020 : : -470: 0 -480 -50 -15 465 -65 -65: -405 -405 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.7 6.0 8.3 65.2 80.3 94.1 94.6: 5.9 5.4 Old : 100.0: 20.7 6.0 8.3 65.2 80.3 94.1 94.6: 5.9 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 : 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 : 61.8 65.2 78.2 84.3 50.9 57.3 62.8 66.7 Old : 61.8 65.2 78.2 84.3 50.9 57.3 62.8 66.7 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 24, 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 : 37,808: 3,595 385 3,415 28,006 31,786 35,016 35,586: 2,792 2,222 Old : 37,808: 3,595 385 3,415 28,006 31,786 35,016 35,586: 2,792 2,222 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2020 : : -760: 300 0 0 -1,060 -700 -760 -700: 0 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.5 1.0 9.0 74.1 84.1 92.6 94.1: 7.4 5.9 Old : 100.0: 9.5 1.0 9.0 74.1 84.1 92.6 94.1: 7.4 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 : 75.2 68.4 83.9 82.6 66.6 63.6 71.5 71.0 Old : 75.2 68.4 83.9 82.6 66.6 63.6 71.5 71.0 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 24, 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 : 28,185: 535 15,835 140 26,420 11,510 27,095 27,485: 1,090 700 Old : 28,185: 535 15,835 140 26,420 11,510 27,095 27,485: 1,090 700 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2020 : : 60: 0 0 0 60 60 60 60: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 56.2 0.5 93.7 40.8 96.1 97.5: 3.9 2.5 Old : 100.0: 1.9 56.2 0.5 93.7 40.8 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 : 65.6 75.6 85.3 88.5 57.0 69.9 68.6 72.8 Old : 65.6 75.6 85.3 88.5 57.0 69.9 68.6 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 24, 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 : 13,970: 375 4,080 0 12,050 9,105 12,425 13,185: 1,545 785 Old : 13,970: 375 4,080 0 12,050 9,105 12,425 13,185: 1,545 785 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2020 : : 60: 0 0 0 60 60 60 60: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 29.2 0.0 86.3 65.2 88.9 94.4: 11.1 5.6 Old : 100.0: 2.7 29.2 0.0 86.3 65.2 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 : 71.0 61.7 84.1 85.3 52.6 53.0 60.2 63.5 Old : 71.0 61.7 84.1 85.3 52.6 53.0 60.2 63.5 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 24, 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 17, 2020 : : 0: 0 0 0 0 0 0 0: 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 24, 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 17, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : 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 24, 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 : 22,972: 4,030 9,950 1,075 14,555 9,530 19,660 20,555: 3,312 2,417 Old : 22,972: 4,030 9,950 1,075 14,555 9,530 19,660 20,555: 3,312 2,417 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2020 : : -190: 75 -365 225 339 779 639 639: -829 -829 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.5 43.3 4.7 63.4 41.5 85.6 89.5: 14.4 10.5 Old : 100.0: 17.5 43.3 4.7 63.4 41.5 85.6 89.5: 14.4 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 : 29: 2 7 3 17 12 21 20: Old : 29: 2 7 3 17 12 21 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 : 46.1 61.3 68.0 74.9 45.9 55.6 65.2 67.6 Old : 46.1 61.3 68.0 74.9 45.9 55.6 65.2 67.6 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 24, 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 : 22,717: 4,410 8,920 1,860 13,706 10,076 19,976 20,856: 2,741 1,861 Old : 22,717: 4,410 8,920 1,860 13,706 10,076 19,976 20,856: 2,741 1,861 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2020 : : -430: 625 275 -210 199 549 614 614: -1,044 -1,044 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.4 39.3 8.2 60.3 44.4 87.9 91.8: 12.1 8.2 Old : 100.0: 19.4 39.3 8.2 60.3 44.4 87.9 91.8: 12.1 8.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 2 7 3 17 12 21 20: Old : 29: 2 7 3 17 12 21 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 : 44.9 64.0 70.2 78.4 43.5 59.7 63.7 68.9 Old : 44.9 64.0 70.2 78.4 43.5 59.7 63.7 68.9 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 24, 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 17, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : 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 24, 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 : 51,898: 23,060 0 45 25,999 48,595 49,104 48,640: 2,794 3,258 Old : 51,898: 23,060 0 45 25,999 48,595 49,104 48,640: 2,794 3,258 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2020 : : 685: 25 0 0 660 685 685 685: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.4 0.0 0.1 50.1 93.6 94.6 93.7: 5.4 6.3 Old : 100.0: 44.4 0.0 0.1 50.1 93.6 94.6 93.7: 5.4 6.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 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 : 62.5 84.4 86.8 91.4 62.3 81.3 82.8 84.6 Old : 62.5 84.4 86.8 91.4 62.3 81.3 82.8 84.6 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 24, 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 : 54,630: 22,750 0 45 29,050 51,660 51,845 51,705: 2,785 2,925 Old : 54,630: 22,750 0 45 29,050 51,660 51,845 51,705: 2,785 2,925 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2020 : : 660: 0 0 0 660 660 660 660: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.6 0.0 0.1 53.2 94.6 94.9 94.6: 5.1 5.4 Old : 100.0: 41.6 0.0 0.1 53.2 94.6 94.9 94.6: 5.1 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 : 64.8 88.2 88.5 92.5 64.3 85.6 87.2 88.5 Old : 64.8 88.2 88.5 92.5 64.3 85.6 87.2 88.5 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 24, 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 : 51,960: 19,954 0 2,035 27,061 47,195 49,050 49,230: 2,910 2,730 Old : 51,960: 19,954 0 2,035 27,061 47,195 49,050 49,230: 2,910 2,730 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2020 : : 350: -700 0 0 1,100 400 400 400: -50 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.4 0.0 3.9 52.1 90.8 94.4 94.7: 5.6 5.3 Old : 100.0: 38.4 0.0 3.9 52.1 90.8 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 : 31: 8 0 3 17 13 25 16: Old : 31: 8 0 3 17 13 25 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 : 54.7 77.8 78.0 88.9 50.0 76.8 73.3 85.6 Old : 54.7 77.8 78.0 88.9 50.0 76.8 73.3 85.6 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 24, 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 : 49,905: 18,604 0 2,135 26,446 45,230 47,185 47,365: 2,720 2,540 Old : 49,905: 18,604 0 2,135 26,446 45,230 47,185 47,365: 2,720 2,540 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2020 : : 200: -900 0 0 1,190 290 290 290: -90 -90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.3 0.0 4.3 53.0 90.6 94.5 94.9: 5.5 5.1 Old : 100.0: 37.3 0.0 4.3 53.0 90.6 94.5 94.9: 5.5 5.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 8 0 3 17 13 25 16: Old : 31: 8 0 3 17 13 25 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 : 53.4 77.4 78.4 88.9 48.4 76.5 73.3 85.2 Old : 53.4 77.4 78.4 88.9 48.4 76.5 73.3 85.2 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 24, 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 : 22,060: 2,845 5,570 1,120 15,425 13,375 19,390 20,065: 2,670 1,995 Old : 22,060: 2,845 5,570 1,120 15,425 13,375 19,390 20,065: 2,670 1,995 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2020 : : 490: 2,350 165 -705 -1,275 910 370 370: 120 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.9 25.2 5.1 69.9 60.6 87.9 91.0: 12.1 9.0 Old : 100.0: 12.9 25.2 5.1 69.9 60.6 87.9 91.0: 12.1 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: 3 4 2 14 11 18 16: Old : 25: 3 4 2 14 11 18 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.6 68.9 76.7 84.4 46.6 67.6 70.0 78.9 Old : 51.6 68.9 76.7 84.4 46.6 67.6 70.0 78.9 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 24, 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 : 21,165: 3,925 5,645 780 14,265 13,035 18,970 19,460: 2,195 1,705 Old : 21,165: 3,925 5,645 780 14,265 13,035 18,970 19,460: 2,195 1,705 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2020 : : 755: 2,325 165 -400 -1,400 785 525 550: 230 205 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.5 26.7 3.7 67.4 61.6 89.6 91.9: 10.4 8.1 Old : 100.0: 18.5 26.7 3.7 67.4 61.6 89.6 91.9: 10.4 8.1 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 : 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 : 55.1 71.8 78.5 87.9 54.4 70.1 73.5 82.2 Old : 55.1 71.8 78.5 87.9 54.4 70.1 73.5 82.2 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, March 24, 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 : 72,655: 16,865 18,220 2,635 48,095 46,785 67,595 67,640: 5,060 5,015 Old : 72,655: 16,865 18,220 2,635 48,095 46,785 67,595 67,640: 5,060 5,015 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2020 : : 175: -3,550 100 0 3,825 175 275 275: -100 -100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.2 25.1 3.6 66.2 64.4 93.0 93.1: 7.0 6.9 Old : 100.0: 23.2 25.1 3.6 66.2 64.4 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 : 60.0 72.1 75.5 84.4 57.5 70.3 70.6 81.3 Old : 60.0 72.1 75.5 84.4 57.5 70.3 70.6 81.3 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 24, 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 : 68,965: 13,760 18,220 2,635 47,885 43,470 64,280 64,325: 4,685 4,640 Old : 68,965: 13,760 18,220 2,635 47,885 43,470 64,280 64,325: 4,685 4,640 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2020 : : 260: -3,550 100 0 3,900 250 350 350: -90 -90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.0 26.4 3.8 69.4 63.0 93.2 93.3: 6.8 6.7 Old : 100.0: 20.0 26.4 3.8 69.4 63.0 93.2 93.3: 6.8 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 : 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 : 59.4 72.8 75.2 84.5 56.3 70.9 70.8 81.7 Old : 59.4 72.8 75.2 84.5 56.3 70.9 70.8 81.7 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 24, 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 : 60,400: 14,308 13,545 4,685 37,562 38,670 56,555 56,900: 3,845 3,500 Old : 60,400: 14,308 13,545 4,685 37,562 38,670 56,555 56,900: 3,845 3,500 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2020 : : -350: -800 50 0 400 -450 -400 -400: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.7 22.4 7.8 62.2 64.0 93.6 94.2: 6.4 5.8 Old : 100.0: 23.7 22.4 7.8 62.2 64.0 93.6 94.2: 6.4 5.8 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 : 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 : 55.4 71.6 76.5 89.6 50.7 68.5 71.0 82.6 Old : 55.4 71.6 76.5 89.6 50.7 68.5 71.0 82.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Commitments of Traders - Futures Only, March 24, 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 : 49,528: 6,313 8,380 5,470 35,083 33,361 46,866 47,211: 2,662 2,317 Old : 49,528: 6,313 8,380 5,470 35,083 33,361 46,866 47,211: 2,662 2,317 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2020 : : 350: 50 150 0 300 200 350 350: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 16.9 11.0 70.8 67.4 94.6 95.3: 5.4 4.7 Old : 100.0: 12.7 16.9 11.0 70.8 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 : 54.4 64.5 76.4 90.4 48.5 54.6 65.8 75.1 Old : 54.4 64.5 76.4 90.4 48.5 54.6 65.8 75.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Commitments of Traders - Futures Only, March 24, 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 : 167,107: 2,490 24,007 13,540 116,223 94,586 132,253 132,133: 34,854 34,974 Old : 167,107: 2,490 24,007 13,540 116,223 94,586 132,253 132,133: 34,854 34,974 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2020 : : -1,838: 400 -2,200 -280 -621 1,979 -501 -501: -1,337 -1,337 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.5 14.4 8.1 69.6 56.6 79.1 79.1: 20.9 20.9 Old : 100.0: 1.5 14.4 8.1 69.6 56.6 79.1 79.1: 20.9 20.9 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 : 42: 2 6 5 26 32 31 40: Old : 42: 2 6 5 26 32 31 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 30.7 67.2 46.3 44.2 26.3 52.5 38.4 Old : 51.0 30.7 67.2 46.3 44.2 26.3 52.5 38.4 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 24, 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 : 137,507: 4,230 19,362 10,601 95,531 80,174 110,362 110,137: 27,145 27,370 Old : 137,507: 4,230 19,362 10,601 95,531 80,174 110,362 110,137: 27,145 27,370 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2020 : : -1,890: 400 -1,715 -230 -981 1,134 -811 -811: -1,079 -1,079 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 14.1 7.7 69.5 58.3 80.3 80.1: 19.7 19.9 Old : 100.0: 3.1 14.1 7.7 69.5 58.3 80.3 80.1: 19.7 19.9 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 : 38: 2 6 6 24 28 30 36: Old : 38: 2 6 6 24 28 30 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 : 51.9 31.0 67.1 46.7 41.1 27.5 49.5 39.5 Old : 51.9 31.0 67.1 46.7 41.1 27.5 49.5 39.5 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 24, 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 : 62,425: 870 12,665 2,055 54,060 42,405 56,985 57,125: 5,440 5,300 Old : 62,425: 870 12,665 2,055 54,060 42,405 56,985 57,125: 5,440 5,300 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2020 : : -525: 0 0 0 -180 -180 -180 -180: -345 -345 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 20.3 3.3 86.6 67.9 91.3 91.5: 8.7 8.5 Old : 100.0: 1.4 20.3 3.3 86.6 67.9 91.3 91.5: 8.7 8.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 2 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 : 61.8 50.9 78.7 71.8 53.4 46.9 66.2 62.0 Old : 61.8 50.9 78.7 71.8 53.4 46.9 66.2 62.0 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 24, 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 17, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : 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 24, 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 : 41,850: 17,975 0 2,695 18,195 36,650 38,865 39,345: 2,985 2,505 Old : 41,850: 17,975 0 2,695 18,195 36,650 38,865 39,345: 2,985 2,505 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2020 : : 240: 0 0 0 240 240 240 240: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.0 0.0 6.4 43.5 87.6 92.9 94.0: 7.1 6.0 Old : 100.0: 43.0 0.0 6.4 43.5 87.6 92.9 94.0: 7.1 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 : 63.7 68.1 80.0 81.6 57.9 63.0 65.8 69.3 Old : 63.7 68.1 80.0 81.6 57.9 63.0 65.8 69.3 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 24, 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 : 51,190: 34,635 0 2,765 12,075 46,800 49,475 49,565: 1,715 1,625 Old : 51,190: 34,635 0 2,765 12,075 46,800 49,475 49,565: 1,715 1,625 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2020 : : 300: 0 0 0 300 300 300 300: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 67.7 0.0 5.4 23.6 91.4 96.6 96.8: 3.4 3.2 Old : 100.0: 67.7 0.0 5.4 23.6 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 : 84.8 70.3 93.4 85.2 77.7 65.6 80.4 76.3 Old : 84.8 70.3 93.4 85.2 77.7 65.6 80.4 76.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Commitments of Traders - Futures Only, March 24, 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 : 135,640: 8,635 2,225 6,830 92,250 98,865 107,715 107,920: 27,925 27,720 Old : 135,640: 8,635 2,225 6,830 92,250 98,865 107,715 107,920: 27,925 27,720 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2020 : : 415: -480 0 -40 615 135 95 95: 320 320 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.4 1.6 5.0 68.0 72.9 79.4 79.6: 20.6 20.4 Old : 100.0: 6.4 1.6 5.0 68.0 72.9 79.4 79.6: 20.6 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 : 34: 3 2 2 27 27 32 29: Old : 34: 3 2 2 27 27 32 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 : 33.1 42.5 48.9 59.7 25.1 31.8 35.0 39.5 Old : 33.1 42.5 48.9 59.7 25.1 31.8 35.0 39.5 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 24, 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 : 114,131: 9,414 2,165 6,761 79,161 86,500 95,336 95,426: 18,795 18,705 Old : 114,131: 9,414 2,165 6,761 79,161 86,500 95,336 95,426: 18,795 18,705 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 17, 2020 : : 1,630: 0 300 0 1,700 1,400 1,700 1,700: -70 -70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.2 1.9 5.9 69.4 75.8 83.5 83.6: 16.5 16.4 Old : 100.0: 8.2 1.9 5.9 69.4 75.8 83.5 83.6: 16.5 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 : 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 : 43.5 45.0 63.1 65.1 31.0 37.2 44.7 48.4 Old : 43.5 45.0 63.1 65.1 31.0 37.2 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 24, 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 17, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : 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 24, 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 17, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : 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 27, 2020