ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders - Futures Only, March 31, 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 : 82,183: 0 3,870 95 74,764 69,514 74,859 73,479: 7,324 8,704 Old : 82,183: 0 3,870 95 74,764 69,514 74,859 73,479: 7,324 8,704 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 4,200: 0 0 0 4,405 3,025 4,405 3,025: -205 1,175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.7 0.1 91.0 84.6 91.1 89.4: 8.9 10.6 Old : 100.0: 0.0 4.7 0.1 91.0 84.6 91.1 89.4: 8.9 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 : 27: 0 2 1 19 20 20 22: Old : 27: 0 2 1 19 20 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 : 77.1 48.0 85.0 77.1 75.0 46.9 80.5 73.1 Old : 77.1 48.0 85.0 77.1 75.0 46.9 80.5 73.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB Commitments of Traders - Futures Only, March 31, 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 : 68,583: 0 4,575 30 62,573 56,218 62,603 60,823: 5,980 7,760 Old : 68,583: 0 4,575 30 62,573 56,218 62,603 60,823: 5,980 7,760 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 3,972: 0 0 0 3,967 2,187 3,967 2,187: 5 1,785 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 6.7 0.0 91.2 82.0 91.3 88.7: 8.7 11.3 Old : 100.0: 0.0 6.7 0.0 91.2 82.0 91.3 88.7: 8.7 11.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 1 1 17 20 18 21: Old : 26: 0 1 1 17 20 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 : 78.3 51.3 86.6 74.0 76.5 50.9 79.8 70.8 Old : 78.3 51.3 86.6 74.0 76.5 50.9 79.8 70.8 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 31, 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 24, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.9 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 51.0 85.7 76.5 66.0 48.9 74.8 72.0 Old : 74.6 51.0 85.7 76.5 66.0 48.9 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 31, 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 24, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.0 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 31, 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 : 59,213: 11,680 3,710 4,685 39,528 47,788 55,893 56,183: 3,320 3,030 Old : 59,213: 11,680 3,710 4,685 39,528 47,788 55,893 56,183: 3,320 3,030 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 2,710: 0 300 0 2,705 2,405 2,705 2,705: 5 5 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.7 6.3 7.9 66.8 80.7 94.4 94.9: 5.6 5.1 Old : 100.0: 19.7 6.3 7.9 66.8 80.7 94.4 94.9: 5.6 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 : 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 : 63.0 66.3 78.6 85.1 48.8 59.7 61.8 67.6 Old : 63.0 66.3 78.6 85.1 48.8 59.7 61.8 67.6 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 31, 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 : 40,288: 3,295 385 3,415 30,826 34,246 37,536 38,046: 2,752 2,242 Old : 40,288: 3,295 385 3,415 30,826 34,246 37,536 38,046: 2,752 2,242 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 2,480: -300 0 0 2,820 2,460 2,520 2,460: -40 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.2 1.0 8.5 76.5 85.0 93.2 94.4: 6.8 5.6 Old : 100.0: 8.2 1.0 8.5 76.5 85.0 93.2 94.4: 6.8 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 : 24: 2 1 3 18 18 21 21: Old : 24: 2 1 3 18 18 21 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 : 71.1 70.3 85.2 83.6 62.5 63.2 68.1 68.9 Old : 71.1 70.3 85.2 83.6 62.5 63.2 68.1 68.9 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 31, 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 : 28,295: 535 15,835 140 25,930 11,020 26,605 26,995: 1,690 1,300 Old : 28,295: 535 15,835 140 25,930 11,020 26,605 26,995: 1,690 1,300 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 110: 0 0 0 -490 -490 -490 -490: 600 600 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 56.0 0.5 91.6 38.9 94.0 95.4: 6.0 4.6 Old : 100.0: 1.9 56.0 0.5 91.6 38.9 94.0 95.4: 6.0 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 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 : 63.6 75.7 83.3 87.9 55.0 70.1 68.5 72.9 Old : 63.6 75.7 83.3 87.9 55.0 70.1 68.5 72.9 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 31, 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 11,765 8,820 12,140 12,900: 1,830 1,070 Old : 13,970: 375 4,080 0 11,765 8,820 12,140 12,900: 1,830 1,070 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 0: 0 0 0 -285 -285 -285 -285: 285 285 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 29.2 0.0 84.2 63.1 86.9 92.3: 13.1 7.7 Old : 100.0: 2.7 29.2 0.0 84.2 63.1 86.9 92.3: 13.1 7.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 1 0 11 13 13 14: Old : 20: 2 1 0 11 13 13 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 : 66.7 61.7 80.6 85.3 48.6 53.0 59.0 63.5 Old : 66.7 61.7 80.6 85.3 48.6 53.0 59.0 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 31, 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 : 97,063: 14,145 3,640 2,150 61,143 71,638 77,438 77,428: 19,625 19,635 Old : 97,063: 14,145 3,640 2,150 61,143 71,638 77,438 77,428: 19,625 19,635 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 290: 0 0 0 290 290 290 290: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.6 3.8 2.2 63.0 73.8 79.8 79.8: 20.2 20.2 Old : 100.0: 14.6 3.8 2.2 63.0 73.8 79.8 79.8: 20.2 20.2 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 : 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 : 50.7 53.2 70.2 65.2 46.3 51.7 59.8 57.9 Old : 50.7 53.2 70.2 65.2 46.3 51.7 59.8 57.9 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 31, 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 : 90,720: 14,365 6,480 980 56,145 64,000 71,490 71,460: 19,230 19,260 Old : 90,720: 14,365 6,480 980 56,145 64,000 71,490 71,460: 19,230 19,260 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 240: 0 0 0 170 170 170 170: 70 70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.8 7.1 1.1 61.9 70.5 78.8 78.8: 21.2 21.2 Old : 100.0: 15.8 7.1 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 : 50.8 50.2 69.4 63.4 44.9 49.3 58.8 58.1 Old : 50.8 50.2 69.4 63.4 44.9 49.3 58.8 58.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Commitments of Traders - Futures Only, March 31, 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 : 24,537: 4,030 10,785 1,240 15,887 10,027 21,157 22,052: 3,380 2,485 Old : 24,537: 4,030 10,785 1,240 15,887 10,027 21,157 22,052: 3,380 2,485 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,565: 0 835 165 1,332 497 1,497 1,497: 68 68 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.4 44.0 5.1 64.7 40.9 86.2 89.9: 13.8 10.1 Old : 100.0: 16.4 44.0 5.1 64.7 40.9 86.2 89.9: 13.8 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 : 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 : 48.9 61.4 69.4 75.3 48.6 55.6 66.2 68.4 Old : 48.9 61.4 69.4 75.3 48.6 55.6 66.2 68.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR Commitments of Traders - Futures Only, March 31, 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 : 24,337: 4,735 10,080 1,760 15,101 10,636 21,596 22,476: 2,741 1,861 Old : 24,337: 4,735 10,080 1,760 15,101 10,636 21,596 22,476: 2,741 1,861 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,620: 325 1,160 -100 1,395 560 1,620 1,620: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.5 41.4 7.2 62.0 43.7 88.7 92.4: 11.3 7.6 Old : 100.0: 19.5 41.4 7.2 62.0 43.7 88.7 92.4: 11.3 7.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 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 : 48.6 64.7 72.2 79.2 46.4 61.0 64.9 71.0 Old : 48.6 64.7 72.2 79.2 46.4 61.0 64.9 71.0 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 31, 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 : 33,188: 12,840 5,780 1,045 16,374 24,319 30,259 31,144: 2,929 2,044 Old : 33,188: 12,840 5,780 1,045 16,374 24,319 30,259 31,144: 2,929 2,044 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 805: 780 575 5 -79 246 706 826: 99 -21 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.7 17.4 3.1 49.3 73.3 91.2 93.8: 8.8 6.2 Old : 100.0: 38.7 17.4 3.1 49.3 73.3 91.2 93.8: 8.8 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 : 20: 1 3 2 13 7 16 10: Old : 20: 1 3 2 13 7 16 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 : 68.5 84.0 84.8 93.0 62.7 70.5 72.7 76.4 Old : 68.5 84.0 84.8 93.0 62.7 70.5 72.7 76.4 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 31, 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 : 51,913: 23,060 0 45 26,049 48,645 49,154 48,690: 2,759 3,223 Old : 51,913: 23,060 0 45 26,049 48,645 49,154 48,690: 2,759 3,223 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 15: 0 0 0 50 50 50 50: -35 -35 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.4 0.0 0.1 50.2 93.7 94.7 93.8: 5.3 6.2 Old : 100.0: 44.4 0.0 0.1 50.2 93.7 94.7 93.8: 5.3 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: 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 : 62.4 84.4 86.8 91.5 62.3 81.4 82.8 84.6 Old : 62.4 84.4 86.8 91.5 62.3 81.4 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 31, 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 24, 2020 : : 0: 0 0 0 0 0 0 0: 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 31, 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 : 53,750: 19,554 0 2,035 29,181 48,915 50,770 50,950: 2,980 2,800 Old : 53,750: 19,554 0 2,035 29,181 48,915 50,770 50,950: 2,980 2,800 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,790: -400 0 0 2,120 1,720 1,720 1,720: 70 70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.4 0.0 3.8 54.3 91.0 94.5 94.8: 5.5 5.2 Old : 100.0: 36.4 0.0 3.8 54.3 91.0 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 : 32: 9 0 3 17 13 26 16: Old : 32: 9 0 3 17 13 26 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 : 55.0 79.1 78.0 89.8 50.7 77.9 73.8 85.9 Old : 55.0 79.1 78.0 89.8 50.7 77.9 73.8 85.9 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 31, 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 : 49,825: 17,554 0 2,265 27,431 45,165 47,250 47,430: 2,575 2,395 Old : 49,825: 17,554 0 2,265 27,431 45,165 47,250 47,430: 2,575 2,395 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -80: -1,050 0 130 985 -65 65 65: -145 -145 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.2 0.0 4.5 55.1 90.6 94.8 95.2: 5.2 4.8 Old : 100.0: 35.2 0.0 4.5 55.1 90.6 94.8 95.2: 5.2 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 9 0 3 18 13 27 16: Old : 32: 9 0 3 18 13 27 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 : 53.0 77.8 78.6 89.5 47.7 76.8 73.3 85.3 Old : 53.0 77.8 78.6 89.5 47.7 76.8 73.3 85.3 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 31, 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 : 22,295: 2,860 5,660 1,240 15,525 13,400 19,625 20,300: 2,670 1,995 Old : 22,295: 2,860 5,660 1,240 15,525 13,400 19,625 20,300: 2,670 1,995 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 235: 15 90 120 100 25 235 235: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.8 25.4 5.6 69.6 60.1 88.0 91.1: 12.0 8.9 Old : 100.0: 12.8 25.4 5.6 69.6 60.1 88.0 91.1: 12.0 8.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 2 5 4 14 11 19 17: Old : 25: 2 5 4 14 11 19 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 : 51.8 68.2 76.7 83.1 46.8 66.9 70.0 77.7 Old : 51.8 68.2 76.7 83.1 46.8 66.9 70.0 77.7 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 31, 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 : 21,400: 4,050 5,785 850 14,365 13,060 19,265 19,695: 2,135 1,705 Old : 21,400: 4,050 5,785 850 14,365 13,060 19,265 19,695: 2,135 1,705 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 235: 125 140 70 100 25 295 235: -60 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.9 27.0 4.0 67.1 61.0 90.0 92.0: 10.0 8.0 Old : 100.0: 18.9 27.0 4.0 67.1 61.0 90.0 92.0: 10.0 8.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 2 5 4 15 9 20 15: Old : 25: 2 5 4 15 9 20 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 : 55.3 71.0 78.4 86.5 54.6 69.3 73.5 81.0 Old : 55.3 71.0 78.4 86.5 54.6 69.3 73.5 81.0 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 31, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 74,730: 18,065 18,420 2,485 48,565 48,255 69,115 69,160: 5,615 5,570 Old : 74,730: 18,065 18,420 2,485 48,565 48,255 69,115 69,160: 5,615 5,570 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 2,075: 1,200 200 -150 470 1,470 1,520 1,520: 555 555 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.2 24.6 3.3 65.0 64.6 92.5 92.5: 7.5 7.5 Old : 100.0: 24.2 24.6 3.3 65.0 64.6 92.5 92.5: 7.5 7.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 6 2 4 16 15 23 20: Old : 29: 6 2 4 16 15 23 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 : 61.2 70.3 76.2 83.4 58.3 68.6 71.3 80.0 Old : 61.2 70.3 76.2 83.4 58.3 68.6 71.3 80.0 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 31, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 69,215: 14,460 18,420 2,475 47,555 43,640 64,490 64,535: 4,725 4,680 Old : 69,215: 14,460 18,420 2,475 47,555 43,640 64,490 64,535: 4,725 4,680 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 250: 700 200 -160 -330 170 210 210: 40 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.9 26.6 3.6 68.7 63.0 93.2 93.2: 6.8 6.8 Old : 100.0: 20.9 26.6 3.6 68.7 63.0 93.2 93.2: 6.8 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 6 2 3 16 15 23 19: Old : 29: 6 2 3 16 15 23 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.8 72.8 75.4 84.5 57.0 71.0 70.9 81.7 Old : 59.8 72.8 75.4 84.5 57.0 71.0 70.9 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 31, 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 : 61,736: 14,928 13,845 4,685 38,273 38,741 57,886 57,271: 3,850 4,465 Old : 61,736: 14,928 13,845 4,685 38,273 38,741 57,886 57,271: 3,850 4,465 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,336: 620 300 0 711 71 1,331 371: 5 965 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.2 22.4 7.6 62.0 62.8 93.8 92.8: 6.2 7.2 Old : 100.0: 24.2 22.4 7.6 62.0 62.8 93.8 92.8: 6.2 7.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 4 2 4 20 12 26 16: Old : 28: 4 2 4 20 12 26 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 : 55.2 71.0 77.0 88.7 50.6 68.0 72.0 81.9 Old : 55.2 71.0 77.0 88.7 50.6 68.0 72.0 81.9 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 31, 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 : 49,898: 6,433 8,130 5,670 35,133 33,781 47,236 47,581: 2,662 2,317 Old : 49,898: 6,433 8,130 5,670 35,133 33,781 47,236 47,581: 2,662 2,317 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 370: 120 -250 200 50 420 370 370: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.9 16.3 11.4 70.4 67.7 94.7 95.4: 5.3 4.6 Old : 100.0: 12.9 16.3 11.4 70.4 67.7 94.7 95.4: 5.3 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 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 : 54.2 64.3 76.1 90.4 48.4 54.4 65.5 74.9 Old : 54.2 64.3 76.1 90.4 48.4 54.4 65.5 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 31, 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 : 169,587: 2,990 25,622 12,860 117,568 94,156 133,418 132,638: 36,169 36,949 Old : 169,587: 2,990 25,622 12,860 117,568 94,156 133,418 132,638: 36,169 36,949 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 2,480: 500 1,615 -680 1,345 -430 1,165 505: 1,315 1,975 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 15.1 7.6 69.3 55.5 78.7 78.2: 21.3 21.8 Old : 100.0: 1.8 15.1 7.6 69.3 55.5 78.7 78.2: 21.3 21.8 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 : 43: 2 7 5 26 32 31 41: Old : 43: 2 7 5 26 32 31 41: 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 31.8 65.8 47.6 43.8 27.9 52.1 39.3 Old : 50.7 31.8 65.8 47.6 43.8 27.9 52.1 39.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Commitments of Traders - Futures Only, March 31, 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 : 138,657: 4,730 20,002 10,596 96,061 80,079 111,387 110,677: 27,270 27,980 Old : 138,657: 4,730 20,002 10,596 96,061 80,079 111,387 110,677: 27,270 27,980 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,150: 500 640 -5 530 -95 1,025 540: 125 610 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.4 14.4 7.6 69.3 57.8 80.3 79.8: 19.7 20.2 Old : 100.0: 3.4 14.4 7.6 69.3 57.8 80.3 79.8: 19.7 20.2 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 : 39: 2 7 6 24 28 30 37: Old : 39: 2 7 6 24 28 30 37: 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 : 53.3 31.8 66.8 47.0 42.3 27.8 50.0 39.3 Old : 53.3 31.8 66.8 47.0 42.3 27.8 50.0 39.3 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 31, 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 : 63,585: 770 14,765 1,905 55,420 41,565 58,095 58,235: 5,490 5,350 Old : 63,585: 770 14,765 1,905 55,420 41,565 58,095 58,235: 5,490 5,350 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,160: -100 2,100 -150 1,360 -840 1,110 1,110: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 23.2 3.0 87.2 65.4 91.4 91.6: 8.6 8.4 Old : 100.0: 1.2 23.2 3.0 87.2 65.4 91.4 91.6: 8.6 8.4 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: 1 2 2 17 19 19 22: Old : 26: 1 2 2 17 19 19 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.7 51.4 78.3 72.0 53.5 47.8 65.9 61.8 Old : 61.7 51.4 78.3 72.0 53.5 47.8 65.9 61.8 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 31, 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 : 56,645: 770 15,215 1,745 48,095 33,770 50,610 50,730: 6,035 5,915 Old : 56,645: 770 15,215 1,745 48,095 33,770 50,610 50,730: 6,035 5,915 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,140: 0 2,100 -250 1,370 -730 1,120 1,120: 20 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 26.9 3.1 84.9 59.6 89.3 89.6: 10.7 10.4 Old : 100.0: 1.4 26.9 3.1 84.9 59.6 89.3 89.6: 10.7 10.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 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 : 52.8 54.0 72.8 76.0 42.0 47.0 54.1 53.9 Old : 52.8 54.0 72.8 76.0 42.0 47.0 54.1 53.9 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 31, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 43,875: 19,975 0 2,695 18,220 38,675 40,890 41,370: 2,985 2,505 Old : 43,875: 19,975 0 2,695 18,220 38,675 40,890 41,370: 2,985 2,505 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 2,025: 2,000 0 0 25 2,025 2,025 2,025: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.5 0.0 6.1 41.5 88.1 93.2 94.3: 6.8 5.7 Old : 100.0: 45.5 0.0 6.1 41.5 88.1 93.2 94.3: 6.8 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 : 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 : 65.5 69.7 80.8 82.6 59.7 64.9 67.3 70.8 Old : 65.5 69.7 80.8 82.6 59.7 64.9 67.3 70.8 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 31, 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 : 53,095: 36,635 0 2,815 11,930 48,655 51,380 51,470: 1,715 1,625 Old : 53,095: 36,635 0 2,815 11,930 48,655 51,380 51,470: 1,715 1,625 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 1,905: 2,000 0 50 -145 1,855 1,905 1,905: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 69.0 0.0 5.3 22.5 91.6 96.8 96.9: 3.2 3.1 Old : 100.0: 69.0 0.0 5.3 22.5 91.6 96.8 96.9: 3.2 3.1 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 : 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 : 85.2 71.3 93.5 85.6 78.7 66.0 81.5 77.5 Old : 85.2 71.3 93.5 85.6 78.7 66.0 81.5 77.5 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 31, 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 : 135,905: 8,935 2,025 6,950 92,140 99,255 108,025 108,230: 27,880 27,675 Old : 135,905: 8,935 2,025 6,950 92,140 99,255 108,025 108,230: 27,880 27,675 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 265: 300 -200 120 -110 390 310 310: -45 -45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.6 1.5 5.1 67.8 73.0 79.5 79.6: 20.5 20.4 Old : 100.0: 6.6 1.5 5.1 67.8 73.0 79.5 79.6: 20.5 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 : 33.2 42.4 48.7 59.5 25.8 31.8 34.9 39.3 Old : 33.2 42.4 48.7 59.5 25.8 31.8 34.9 39.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Commitments of Traders - Futures Only, March 31, 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 : 114,156: 9,414 1,765 6,836 79,161 86,900 95,411 95,501: 18,745 18,655 Old : 114,156: 9,414 1,765 6,836 79,161 86,900 95,411 95,501: 18,745 18,655 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : 25: 0 -400 75 0 400 75 75: -50 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.2 1.5 6.0 69.3 76.1 83.6 83.7: 16.4 16.3 Old : 100.0: 8.2 1.5 6.0 69.3 76.1 83.6 83.7: 16.4 16.3 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 : 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 65.0 31.0 37.2 44.7 48.4 Old : 43.5 45.0 63.1 65.0 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 31, 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 : 29,550: 5,535 300 575 21,600 26,835 27,710 27,710: 1,840 1,840 Old : 29,550: 5,535 300 575 21,600 26,835 27,710 27,710: 1,840 1,840 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -190: 0 0 0 -190 -190 -190 -190: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.7 1.0 1.9 73.1 90.8 93.8 93.8: 6.2 6.2 Old : 100.0: 18.7 1.0 1.9 73.1 90.8 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 : 60.6 77.1 80.8 88.9 60.6 70.2 75.2 79.0 Old : 60.6 77.1 80.8 88.9 60.6 70.2 75.2 79.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB Commitments of Traders - Futures Only, March 31, 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 : 28,950: 4,585 300 500 22,210 26,555 27,295 27,355: 1,655 1,595 Old : 28,950: 4,585 300 500 22,210 26,555 27,295 27,355: 1,655 1,595 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: March 24, 2020 : : -120: 0 0 0 -190 -190 -190 -190: 70 70 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.8 1.0 1.7 76.7 91.7 94.3 94.5: 5.7 5.5 Old : 100.0: 15.8 1.0 1.7 76.7 91.7 94.3 94.5: 5.7 5.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 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 : 64.7 77.9 81.1 89.5 64.7 71.4 76.1 80.2 Old : 64.7 77.9 81.1 89.5 64.7 71.4 76.1 80.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated April 03, 2020