ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders - Futures Only, August 18, 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 : 86,312: 0 3,430 0 78,862 75,612 78,862 79,042: 7,450 7,270 Old : 86,312: 0 3,430 0 78,862 75,612 78,862 79,042: 7,450 7,270 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 11, 2020 : : 510: 0 0 0 320 500 320 500: 190 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.0 0.0 91.4 87.6 91.4 91.6: 8.6 8.4 Old : 100.0: 0.0 4.0 0.0 91.4 87.6 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 : 28: 0 2 0 18 21 18 23: Old : 28: 0 2 0 18 21 18 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.8 54.8 85.3 78.9 73.7 52.3 80.4 73.9 Old : 75.8 54.8 85.3 78.9 73.7 52.3 80.4 73.9 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, August 18, 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 : 73,203: 0 3,850 0 67,213 63,363 67,213 67,213: 5,990 5,990 Old : 73,203: 0 3,850 0 67,213 63,363 67,213 67,213: 5,990 5,990 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 11, 2020 : : 450: 0 0 0 450 450 450 450: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 5.3 0.0 91.8 86.6 91.8 91.8: 8.2 8.2 Old : 100.0: 0.0 5.3 0.0 91.8 86.6 91.8 91.8: 8.2 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 : 28: 0 1 0 21 20 21 21: Old : 28: 0 1 0 21 20 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 : 75.0 56.8 86.2 78.9 73.5 53.1 78.7 73.1 Old : 75.0 56.8 86.2 78.9 73.5 53.1 78.7 73.1 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, August 18, 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 : 24,680: 1,310 975 0 20,095 20,150 21,405 21,125: 3,275 3,555 Old : 24,680: 1,310 975 0 20,095 20,150 21,405 21,125: 3,275 3,555 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 11, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.3 4.0 0.0 81.4 81.6 86.7 85.6: 13.3 14.4 Old : 100.0: 5.3 4.0 0.0 81.4 81.6 86.7 85.6: 13.3 14.4 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: 3 1 0 12 13 15 14: Old : 21: 3 1 0 12 13 15 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.8 48.1 80.2 74.6 43.4 46.0 51.9 55.1 Old : 66.8 48.1 80.2 74.6 43.4 46.0 51.9 55.1 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, August 18, 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 : 60,832: 11,620 8,495 3,480 42,316 45,706 57,416 57,681: 3,416 3,151 Old : 60,832: 11,620 8,495 3,480 42,316 45,706 57,416 57,681: 3,416 3,151 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 11, 2020 : : 1,650: 0 1,590 -270 1,920 330 1,650 1,650: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.1 14.0 5.7 69.6 75.1 94.4 94.8: 5.6 5.2 Old : 100.0: 19.1 14.0 5.7 69.6 75.1 94.4 94.8: 5.6 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 : 26: 2 2 2 18 18 21 21: Old : 26: 2 2 2 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 : 59.3 73.3 79.8 86.2 47.7 66.7 64.8 73.3 Old : 59.3 73.3 79.8 86.2 47.7 66.7 64.8 73.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP Commitments of Traders - Futures Only, August 18, 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 : 40,736: 2,215 5,235 3,315 33,005 30,260 38,535 38,810: 2,201 1,926 Old : 40,736: 2,215 5,235 3,315 33,005 30,260 38,535 38,810: 2,201 1,926 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 11, 2020 : : 1,255: 0 1,240 0 1,245 15 1,245 1,255: 10 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.4 12.9 8.1 81.0 74.3 94.6 95.3: 5.4 4.7 Old : 100.0: 5.4 12.9 8.1 81.0 74.3 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 : 24: 1 2 3 16 17 19 20: Old : 24: 1 2 3 16 17 19 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.6 70.5 86.9 86.3 57.5 66.8 70.2 71.9 Old : 67.6 70.5 86.9 86.3 57.5 66.8 70.2 71.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS Commitments of Traders - Futures Only, August 18, 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 : 21,806: 0 3,155 1,800 18,345 15,370 20,145 20,325: 1,661 1,481 Old : 21,806: 0 3,155 1,800 18,345 15,370 20,145 20,325: 1,661 1,481 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 11, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 14.5 8.3 84.1 70.5 92.4 93.2: 7.6 6.8 Old : 100.0: 0.0 14.5 8.3 84.1 70.5 92.4 93.2: 7.6 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 : 21: 0 2 1 17 14 18 16: Old : 21: 0 2 1 17 14 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 : 55.7 62.8 78.8 84.1 51.1 53.2 60.6 62.8 Old : 55.7 62.8 78.8 84.1 51.1 53.2 60.6 62.8 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, August 18, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 93,419: 12,075 2,445 2,640 61,819 71,434 76,534 76,519: 16,885 16,900 Old : 93,419: 12,075 2,445 2,640 61,819 71,434 76,534 76,519: 16,885 16,900 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 11, 2020 : : 85: 1,200 -120 70 -510 810 760 760: -675 -675 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.9 2.6 2.8 66.2 76.5 81.9 81.9: 18.1 18.1 Old : 100.0: 12.9 2.6 2.8 66.2 76.5 81.9 81.9: 18.1 18.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 1 2 2 19 22 21 25: Old : 28: 1 2 2 19 22 21 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.4 48.7 72.2 65.3 52.3 46.7 58.4 53.4 Old : 56.4 48.7 72.2 65.3 52.3 46.7 58.4 53.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Commitments of Traders - Futures Only, August 18, 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 : 89,754: 13,200 4,960 1,730 59,509 67,709 74,439 74,399: 15,315 15,355 Old : 89,754: 13,200 4,960 1,730 59,509 67,709 74,439 74,399: 15,315 15,355 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 11, 2020 : : 120: 1,200 0 0 -445 760 755 760: -635 -640 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.7 5.5 1.9 66.3 75.4 82.9 82.9: 17.1 17.1 Old : 100.0: 14.7 5.5 1.9 66.3 75.4 82.9 82.9: 17.1 17.1 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 2 2 18 22 21 25: Old : 29: 2 2 2 18 22 21 25: 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 45.8 73.4 65.5 50.3 42.4 57.5 53.4 Old : 53.5 45.8 73.4 65.5 50.3 42.4 57.5 53.4 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, August 18, 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 : 21,837: 2,955 11,815 960 14,098 5,668 18,013 18,443: 3,824 3,394 Old : 21,837: 2,955 11,815 960 14,098 5,668 18,013 18,443: 3,824 3,394 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 11, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.5 54.1 4.4 64.6 26.0 82.5 84.5: 17.5 15.5 Old : 100.0: 13.5 54.1 4.4 64.6 26.0 82.5 84.5: 17.5 15.5 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: 2 4 4 18 10 23 15: Old : 25: 2 4 4 18 10 23 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 : 38.7 67.0 61.0 77.4 36.4 60.5 58.2 69.5 Old : 38.7 67.0 61.0 77.4 36.4 60.5 58.2 69.5 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, August 18, 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 : 21,457: 2,955 10,845 1,220 13,779 6,319 17,954 18,384: 3,503 3,073 Old : 21,457: 2,955 10,845 1,220 13,779 6,319 17,954 18,384: 3,503 3,073 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 11, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.8 50.5 5.7 64.2 29.4 83.7 85.7: 16.3 14.3 Old : 100.0: 13.8 50.5 5.7 64.2 29.4 83.7 85.7: 16.3 14.3 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 : 25: 2 4 4 18 10 23 15: Old : 25: 2 4 4 18 10 23 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 : 38.7 67.8 60.5 78.9 36.1 60.4 57.7 69.8 Old : 38.7 67.8 60.5 78.9 36.1 60.4 57.7 69.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI Commitments of Traders - Futures Only, August 18, 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 : 29,198: 10,940 5,325 995 15,451 21,801 27,386 28,121: 1,812 1,077 Old : 29,198: 10,940 5,325 995 15,451 21,801 27,386 28,121: 1,812 1,077 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 11, 2020 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 37.5 18.2 3.4 52.9 74.7 93.8 96.3: 6.2 3.7 Old : 100.0: 37.5 18.2 3.4 52.9 74.7 93.8 96.3: 6.2 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 3 1 13 8 15 11: Old : 20: 1 3 1 13 8 15 11: 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 81.4 83.3 95.1 58.3 67.3 69.4 75.6 Old : 66.7 81.4 83.3 95.1 58.3 67.3 69.4 75.6 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, August 18, 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 : 72,512: 35,175 0 0 35,365 70,130 70,540 70,130: 1,972 2,382 Old : 72,512: 35,175 0 0 35,365 70,130 70,540 70,130: 1,972 2,382 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 11, 2020 : : 995: 0 0 0 640 310 640 310: 355 685 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.5 0.0 0.0 48.8 96.7 97.3 96.7: 2.7 3.3 Old : 100.0: 48.5 0.0 0.0 48.8 96.7 97.3 96.7: 2.7 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 4 0 0 14 14 18 14: Old : 23: 4 0 0 14 14 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 : 74.9 88.3 92.8 94.4 74.7 85.2 91.6 90.5 Old : 74.9 88.3 92.8 94.4 74.7 85.2 91.6 90.5 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, August 18, 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 : 71,915: 34,075 0 0 36,160 69,915 70,235 69,915: 1,680 2,000 Old : 71,915: 34,075 0 0 36,160 69,915 70,235 69,915: 1,680 2,000 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 11, 2020 : : 1,030: 0 0 0 810 860 810 860: 220 170 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 47.4 0.0 0.0 50.3 97.2 97.7 97.2: 2.3 2.8 Old : 100.0: 47.4 0.0 0.0 50.3 97.2 97.7 97.2: 2.3 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 4 0 0 14 11 18 11: Old : 20: 4 0 0 14 11 18 11: 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 : 74.9 91.9 93.8 96.2 74.4 90.3 93.2 93.5 Old : 74.9 91.9 93.8 96.2 74.4 90.3 93.2 93.5 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, August 18, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 58,185: 24,950 295 175 30,520 55,480 55,645 55,950: 2,540 2,235 Old : 58,185: 24,950 295 175 30,520 55,480 55,645 55,950: 2,540 2,235 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 11, 2020 : : 50: 0 150 0 195 45 195 195: -145 -145 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.9 0.5 0.3 52.5 95.4 95.6 96.2: 4.4 3.8 Old : 100.0: 42.9 0.5 0.3 52.5 95.4 95.6 96.2: 4.4 3.8 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 : 27: 4 1 3 16 13 21 16: Old : 27: 4 1 3 16 13 21 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 : 59.9 83.7 78.0 94.5 57.4 83.3 75.1 89.4 Old : 59.9 83.7 78.0 94.5 57.4 83.3 75.1 89.4 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, August 18, 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 : 49,260: 17,250 245 525 29,305 46,470 47,080 47,240: 2,180 2,020 Old : 49,260: 17,250 245 525 29,305 46,470 47,080 47,240: 2,180 2,020 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 11, 2020 : : 50: 0 150 0 195 45 195 195: -145 -145 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.0 0.5 1.1 59.5 94.3 95.6 95.9: 4.4 4.1 Old : 100.0: 35.0 0.5 1.1 59.5 94.3 95.6 95.9: 4.4 4.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 4 1 3 17 13 22 16: Old : 27: 4 1 3 17 13 22 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 : 55.4 81.2 76.5 93.4 53.0 80.5 73.9 88.4 Old : 55.4 81.2 76.5 93.4 53.0 80.5 73.9 88.4 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, August 18, 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 : 17,130: 2,170 3,640 530 11,060 10,060 13,760 14,230: 3,370 2,900 Old : 17,130: 2,170 3,640 530 11,060 10,060 13,760 14,230: 3,370 2,900 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 11, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 21.2 3.1 64.6 58.7 80.3 83.1: 19.7 16.9 Old : 100.0: 12.7 21.2 3.1 64.6 58.7 80.3 83.1: 19.7 16.9 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 : 20: 2 3 1 11 9 13 13: Old : 20: 2 3 1 11 9 13 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 48.9 64.6 71.6 81.2 45.6 64.6 66.5 74.3 Old : 48.9 64.6 71.6 81.2 45.6 64.6 66.5 74.3 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, August 18, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 66,860: 17,335 17,475 2,170 41,730 41,930 61,235 61,575: 5,625 5,285 Old : 66,860: 17,335 17,475 2,170 41,730 41,930 61,235 61,575: 5,625 5,285 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 11, 2020 : : 815: 265 -3,600 300 195 4,060 760 760: 55 55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 25.9 26.1 3.2 62.4 62.7 91.6 92.1: 8.4 7.9 Old : 100.0: 25.9 26.1 3.2 62.4 62.7 91.6 92.1: 8.4 7.9 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 : 31: 6 2 4 16 15 23 20: Old : 31: 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 : 61.9 68.1 74.6 81.9 57.0 67.2 69.3 77.7 Old : 61.9 68.1 74.6 81.9 57.0 67.2 69.3 77.7 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, August 18, 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 : 61,275: 13,395 17,475 2,170 41,205 37,210 56,770 56,855: 4,505 4,420 Old : 61,275: 13,395 17,475 2,170 41,205 37,210 56,770 56,855: 4,505 4,420 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 11, 2020 : : 590: 165 -3,600 300 115 3,880 580 580: 10 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.9 28.5 3.5 67.2 60.7 92.6 92.8: 7.4 7.2 Old : 100.0: 21.9 28.5 3.5 67.2 60.7 92.6 92.8: 7.4 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 : 31: 6 2 4 16 15 23 20: Old : 31: 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 : 60.0 71.0 72.9 81.9 54.5 70.0 66.4 76.9 Old : 60.0 71.0 72.9 81.9 54.5 70.0 66.4 76.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Commitments of Traders - Futures Only, August 18, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 65,112: 18,630 13,890 5,410 37,834 42,629 61,874 61,929: 3,238 3,183 Old : 65,112: 18,630 13,890 5,410 37,834 42,629 61,874 61,929: 3,238 3,183 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 11, 2020 : : 1,500: 1,550 550 -350 275 1,275 1,475 1,475: 25 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.6 21.3 8.3 58.1 65.5 95.0 95.1: 5.0 4.9 Old : 100.0: 28.6 21.3 8.3 58.1 65.5 95.0 95.1: 5.0 4.9 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 : 30: 3 3 4 20 13 26 17: Old : 30: 3 3 4 20 13 26 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.0 69.8 77.2 87.3 54.5 64.1 69.8 76.9 Old : 56.0 69.8 77.2 87.3 54.5 64.1 69.8 76.9 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, August 18, 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 : 54,206: 10,755 9,775 5,690 34,993 36,198 51,438 51,663: 2,768 2,543 Old : 54,206: 10,755 9,775 5,690 34,993 36,198 51,438 51,663: 2,768 2,543 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 11, 2020 : : 1,150: 1,500 550 -350 -250 700 900 900: 250 250 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.8 18.0 10.5 64.6 66.8 94.9 95.3: 5.1 4.7 Old : 100.0: 19.8 18.0 10.5 64.6 66.8 94.9 95.3: 5.1 4.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 3 3 4 20 13 26 17: Old : 30: 3 3 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 : 51.4 65.0 76.7 87.5 45.2 57.6 62.6 68.9 Old : 51.4 65.0 76.7 87.5 45.2 57.6 62.6 68.9 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, August 18, 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 : 189,052: 1,670 43,420 12,320 130,628 88,748 144,618 144,488: 44,434 44,564 Old : 189,052: 1,670 43,420 12,320 130,628 88,748 144,618 144,488: 44,434 44,564 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 11, 2020 : : 3,045: 245 6,445 395 2,722 -3,533 3,362 3,307: -317 -262 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.9 23.0 6.5 69.1 46.9 76.5 76.4: 23.5 23.6 Old : 100.0: 0.9 23.0 6.5 69.1 46.9 76.5 76.4: 23.5 23.6 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 : 41: 3 5 5 28 30 34 37: Old : 41: 3 5 5 28 30 34 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 : 46.6 37.4 62.3 55.2 39.3 35.1 49.6 46.8 Old : 46.6 37.4 62.3 55.2 39.3 35.1 49.6 46.8 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, August 18, 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 : 151,170: 2,010 29,185 11,790 100,554 73,254 114,354 114,229: 36,816 36,941 Old : 151,170: 2,010 29,185 11,790 100,554 73,254 114,354 114,229: 36,816 36,941 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 11, 2020 : : 2,810: 705 6,755 -5 2,365 -3,735 3,065 3,015: -255 -205 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.3 19.3 7.8 66.5 48.5 75.6 75.6: 24.4 24.4 Old : 100.0: 1.3 19.3 7.8 66.5 48.5 75.6 75.6: 24.4 24.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 41: 3 5 5 27 29 33 36: Old : 41: 3 5 5 27 29 33 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 : 43.2 34.1 57.8 50.2 36.5 25.9 43.6 40.9 Old : 43.2 34.1 57.8 50.2 36.5 25.9 43.6 40.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY Commitments of Traders - Futures Only, August 18, 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 : 22,850: 2,100 250 0 19,725 21,335 21,825 21,585: 1,025 1,265 Old : 22,850: 2,100 250 0 19,725 21,335 21,825 21,585: 1,025 1,265 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 11, 2020 : : 10: 0 0 0 10 10 10 10: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.2 1.1 0.0 86.3 93.4 95.5 94.5: 4.5 5.5 Old : 100.0: 9.2 1.1 0.0 86.3 93.4 95.5 94.5: 4.5 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 : 21: 1 1 0 13 13 14 14: Old : 21: 1 1 0 13 13 14 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 : 69.7 81.0 87.8 91.4 61.6 77.9 79.6 82.1 Old : 69.7 81.0 87.8 91.4 61.6 77.9 79.6 82.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Commitments of Traders - Futures Only, August 18, 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 : 68,216: 1,115 3,530 8,150 54,221 51,906 63,486 63,586: 4,730 4,630 Old : 68,216: 1,115 3,530 8,150 54,221 51,906 63,486 63,586: 4,730 4,630 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 11, 2020 : : -770: -515 235 -235 -65 -815 -815 -815: 45 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.6 5.2 11.9 79.5 76.1 93.1 93.2: 6.9 6.8 Old : 100.0: 1.6 5.2 11.9 79.5 76.1 93.1 93.2: 6.9 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 : 26: 1 2 2 15 19 17 22: Old : 26: 1 2 2 15 19 17 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.7 51.2 81.2 75.8 42.8 40.3 52.9 51.3 Old : 60.7 51.2 81.2 75.8 42.8 40.3 52.9 51.3 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, August 18, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 58,787: 1,150 3,155 8,325 42,407 40,657 51,882 52,137: 6,905 6,650 Old : 58,787: 1,150 3,155 8,325 42,407 40,657 51,882 52,137: 6,905 6,650 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 11, 2020 : : 50: -265 435 -435 660 -40 -40 -40: 90 90 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 5.4 14.2 72.1 69.2 88.3 88.7: 11.7 11.3 Old : 100.0: 2.0 5.4 14.2 72.1 69.2 88.3 88.7: 11.7 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 : 25: 2 2 2 17 19 20 22: Old : 25: 2 2 2 17 19 20 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 51.4 51.4 70.3 74.0 35.4 35.8 45.2 47.7 Old : 51.4 51.4 70.3 74.0 35.4 35.8 45.2 47.7 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, August 18, 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 : 44,447: 6,605 2,220 6,955 26,772 31,627 40,332 40,802: 4,115 3,645 Old : 44,447: 6,605 2,220 6,955 26,772 31,627 40,332 40,802: 4,115 3,645 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 11, 2020 : : -720: 0 0 0 -955 -955 -955 -955: 235 235 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.9 5.0 15.6 60.2 71.2 90.7 91.8: 9.3 8.2 Old : 100.0: 14.9 5.0 15.6 60.2 71.2 90.7 91.8: 9.3 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 : 26: 4 1 3 17 19 22 22: Old : 26: 4 1 3 17 19 22 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 : 54.6 51.0 73.8 71.2 36.4 33.2 45.1 46.0 Old : 54.6 51.0 73.8 71.2 36.4 33.2 45.1 46.0 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, August 18, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 50,425: 22,325 2,480 5,125 19,820 39,680 47,270 47,285: 3,155 3,140 Old : 50,425: 22,325 2,480 5,125 19,820 39,680 47,270 47,285: 3,155 3,140 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 11, 2020 : : -300: 0 50 0 -285 -470 -285 -420: -15 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.3 4.9 10.2 39.3 78.7 93.7 93.8: 6.3 6.2 Old : 100.0: 44.3 4.9 10.2 39.3 78.7 93.7 93.8: 6.3 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 : 24: 2 1 3 16 18 19 21: Old : 24: 2 1 3 16 18 19 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.2 45.0 87.0 71.4 54.6 30.2 58.1 48.9 Old : 75.2 45.0 87.0 71.4 54.6 30.2 58.1 48.9 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, August 18, 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 : 156,579: 10,485 1,520 8,365 108,384 117,354 127,234 127,239: 29,345 29,340 Old : 156,579: 10,485 1,520 8,365 108,384 117,354 127,234 127,239: 29,345 29,340 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 11, 2020 : : 5,140: 640 -240 0 2,880 3,765 3,520 3,525: 1,620 1,615 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.7 1.0 5.3 69.2 74.9 81.3 81.3: 18.7 18.7 Old : 100.0: 6.7 1.0 5.3 69.2 74.9 81.3 81.3: 18.7 18.7 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 : 38: 3 4 3 29 30 35 34: Old : 38: 3 4 3 29 30 35 34: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.2 42.0 56.1 60.5 27.7 30.7 33.4 35.0 Old : 40.2 42.0 56.1 60.5 27.7 30.7 33.4 35.0 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, August 18, 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 : 125,150: 8,955 770 7,935 88,605 96,775 105,495 105,480: 19,655 19,670 Old : 125,150: 8,955 770 7,935 88,605 96,775 105,495 105,480: 19,655 19,670 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: August 11, 2020 : : 3,205: 1,040 0 0 280 1,320 1,320 1,320: 1,885 1,885 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 0.6 6.3 70.8 77.3 84.3 84.3: 15.7 15.7 Old : 100.0: 7.2 0.6 6.3 70.8 77.3 84.3 84.3: 15.7 15.7 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 : 33: 3 2 3 26 28 30 32: Old : 33: 3 2 3 26 28 30 32: 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 : 37.2 39.0 59.6 59.5 21.3 28.0 31.0 33.4 Old : 37.2 39.0 59.6 59.5 21.3 28.0 31.0 33.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated August 21, 2020