ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders - Futures Only, October 27, 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 : 84,116: 1,680 2,185 0 75,426 74,921 77,106 77,106: 7,010 7,010 Old : 84,116: 1,680 2,185 0 75,426 74,921 77,106 77,106: 7,010 7,010 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2020 : : 145: 180 0 0 125 305 305 305: -160 -160 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.0 2.6 0.0 89.7 89.1 91.7 91.7: 8.3 8.3 Old : 100.0: 2.0 2.6 0.0 89.7 89.1 91.7 91.7: 8.3 8.3 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 : 28: 1 2 0 21 21 22 23: Old : 28: 1 2 0 21 21 22 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 : 74.1 56.9 84.2 80.4 72.6 54.4 81.2 75.3 Old : 74.1 56.9 84.2 80.4 72.6 54.4 81.2 75.3 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, October 27, 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 : 72,565: 1,320 2,525 0 64,978 63,965 66,298 66,490: 6,267 6,075 Old : 72,565: 1,320 2,525 0 64,978 63,965 66,298 66,490: 6,267 6,075 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2020 : : -5: 0 0 0 130 130 130 130: -135 -135 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 3.5 0.0 89.5 88.1 91.4 91.6: 8.6 8.4 Old : 100.0: 1.8 3.5 0.0 89.5 88.1 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 : 27: 1 1 0 19 20 20 21: Old : 27: 1 1 0 19 20 20 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.2 57.1 84.9 79.0 72.0 53.5 79.4 73.8 Old : 73.2 57.1 84.9 79.0 72.0 53.5 79.4 73.8 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, October 27, 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 : 24,655: 1,705 945 0 18,810 19,310 20,515 20,255: 4,140 4,400 Old : 24,655: 1,705 945 0 18,810 19,310 20,515 20,255: 4,140 4,400 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2020 : : 285: 0 0 0 150 150 150 150: 135 135 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.9 3.8 0.0 76.3 78.3 83.2 82.2: 16.8 17.8 Old : 100.0: 6.9 3.8 0.0 76.3 78.3 83.2 82.2: 16.8 17.8 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 : 23: 3 1 0 15 17 18 18: Old : 23: 3 1 0 15 17 18 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 : 60.6 48.4 74.6 72.3 36.2 38.2 46.6 47.2 Old : 60.6 48.4 74.6 72.3 36.2 38.2 46.6 47.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO Commitments of Traders - Futures Only, October 27, 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 : 59,224: 11,080 9,705 2,990 41,727 43,387 55,797 56,082: 3,427 3,142 Old : 59,224: 11,080 9,705 2,990 41,727 43,387 55,797 56,082: 3,427 3,142 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2020 : : -45: 0 125 -25 -17 -142 -42 -42: -3 -3 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.7 16.4 5.0 70.5 73.3 94.2 94.7: 5.8 5.3 Old : 100.0: 18.7 16.4 5.0 70.5 73.3 94.2 94.7: 5.8 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 2 2 3 19 19 23 22: Old : 27: 2 2 3 19 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 : 56.3 71.7 77.9 83.4 45.9 68.6 63.9 75.8 Old : 56.3 71.7 77.9 83.4 45.9 68.6 63.9 75.8 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, October 27, 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 : 40,797: 1,915 6,695 3,275 33,689 29,114 38,879 39,084: 1,918 1,713 Old : 40,797: 1,915 6,695 3,275 33,689 29,114 38,879 39,084: 1,918 1,713 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2020 : : -50: 0 0 0 -50 -50 -50 -50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.7 16.4 8.0 82.6 71.4 95.3 95.8: 4.7 4.2 Old : 100.0: 4.7 16.4 8.0 82.6 71.4 95.3 95.8: 4.7 4.2 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 : 25: 1 2 3 17 16 20 19: Old : 25: 1 2 3 17 16 20 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 58.7 69.7 83.6 85.6 49.0 66.1 64.7 72.7 Old : 58.7 69.7 83.6 85.6 49.0 66.1 64.7 72.7 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, October 27, 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 : 21,040: 0 3,425 0 18,856 15,908 18,856 19,333: 2,184 1,707 Old : 21,040: 0 3,425 0 18,856 15,908 18,856 19,333: 2,184 1,707 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2020 : : 300: 0 -125 0 288 425 288 300: 12 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 16.3 0.0 89.6 75.6 89.6 91.9: 10.4 8.1 Old : 100.0: 0.0 16.3 0.0 89.6 75.6 89.6 91.9: 10.4 8.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 0 2 0 18 13 18 15: Old : 21: 0 2 0 18 13 18 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.7 68.0 76.3 85.2 53.7 64.4 62.2 67.6 Old : 59.7 68.0 76.3 85.2 53.7 64.4 62.2 67.6 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, October 27, 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 : 93,134: 15,075 2,220 1,845 59,544 72,349 76,464 76,414: 16,670 16,720 Old : 93,134: 15,075 2,220 1,845 59,544 72,349 76,464 76,414: 16,670 16,720 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2020 : : 1,280: 400 110 -210 760 1,050 950 950: 330 330 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.2 2.4 2.0 63.9 77.7 82.1 82.0: 17.9 18.0 Old : 100.0: 16.2 2.4 2.0 63.9 77.7 82.1 82.0: 17.9 18.0 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 : 30: 2 2 2 19 23 22 26: Old : 30: 2 2 2 19 23 22 26: 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 : 56.3 52.3 73.4 67.9 54.3 50.7 59.5 56.4 Old : 56.3 52.3 73.4 67.9 54.3 50.7 59.5 56.4 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, October 27, 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 : 90,314: 16,040 4,460 1,305 57,974 69,524 75,319 75,289: 14,995 15,025 Old : 90,314: 16,040 4,460 1,305 57,974 69,524 75,319 75,289: 14,995 15,025 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2020 : : 1,175: 400 110 -140 485 775 745 745: 430 430 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.8 4.9 1.4 64.2 77.0 83.4 83.4: 16.6 16.6 Old : 100.0: 17.8 4.9 1.4 64.2 77.0 83.4 83.4: 16.6 16.6 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 : 31: 3 2 3 18 22 22 26: Old : 31: 3 2 3 18 22 22 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.4 49.7 73.8 68.5 51.6 46.9 58.2 55.2 Old : 53.4 49.7 73.8 68.5 51.6 46.9 58.2 55.2 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, October 27, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 31,455: 775 17,505 2,505 23,513 7,223 26,793 27,233: 4,662 4,222 Old : 31,455: 775 17,505 2,505 23,513 7,223 26,793 27,233: 4,662 4,222 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2020 : : 5,065: -25 4,465 0 4,699 209 4,674 4,674: 391 391 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 55.7 8.0 74.8 23.0 85.2 86.6: 14.8 13.4 Old : 100.0: 2.5 55.7 8.0 74.8 23.0 85.2 86.6: 14.8 13.4 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: 1 6 5 18 13 24 19: Old : 28: 1 6 5 18 13 24 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 : 46.8 61.7 66.6 77.4 44.8 52.1 60.1 65.9 Old : 46.8 61.7 66.6 77.4 44.8 52.1 60.1 65.9 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, October 27, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 31,115: 775 16,930 2,620 23,426 7,676 26,821 27,226: 4,294 3,889 Old : 31,115: 775 16,930 2,620 23,426 7,676 26,821 27,226: 4,294 3,889 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2020 : : 5,040: -25 4,465 15 4,640 140 4,630 4,620: 410 420 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.5 54.4 8.4 75.3 24.7 86.2 87.5: 13.8 12.5 Old : 100.0: 2.5 54.4 8.4 75.3 24.7 86.2 87.5: 13.8 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 : 26: 1 6 5 17 11 23 17: Old : 26: 1 6 5 17 11 23 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 : 46.7 60.9 66.8 78.4 45.1 50.9 58.8 64.8 Old : 46.7 60.9 66.8 78.4 45.1 50.9 58.8 64.8 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, October 27, 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 : 71,860: 31,070 100 0 38,833 69,543 69,903 69,643: 1,957 2,217 Old : 71,860: 31,070 100 0 38,833 69,543 69,903 69,643: 1,957 2,217 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2020 : : 400: 0 0 0 400 400 400 400: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.2 0.1 0.0 54.0 96.8 97.3 96.9: 2.7 3.1 Old : 100.0: 43.2 0.1 0.0 54.0 96.8 97.3 96.9: 2.7 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 : 24: 3 1 0 13 16 16 17: Old : 24: 3 1 0 13 16 16 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 : 75.5 85.5 93.4 92.2 73.7 82.8 88.9 87.4 Old : 75.5 85.5 93.4 92.2 73.7 82.8 88.9 87.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN Commitments of Traders - Futures Only, October 27, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 70,455: 30,445 500 0 38,440 68,120 68,885 68,620: 1,570 1,835 Old : 70,455: 30,445 500 0 38,440 68,120 68,885 68,620: 1,570 1,835 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2020 : : 300: 0 0 0 300 300 300 300: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 43.2 0.7 0.0 54.6 96.7 97.8 97.4: 2.2 2.6 Old : 100.0: 43.2 0.7 0.0 54.6 96.7 97.8 97.4: 2.2 2.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 3 1 0 14 13 17 14: Old : 21: 3 1 0 14 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 : 74.8 88.5 94.0 94.8 73.9 86.8 90.4 90.2 Old : 74.8 88.5 94.0 94.8 73.9 86.8 90.4 90.2 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, October 27, 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 : 56,410: 24,220 0 435 28,820 53,355 53,475 53,790: 2,935 2,620 Old : 56,410: 24,220 0 435 28,820 53,355 53,475 53,790: 2,935 2,620 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.9 0.0 0.8 51.1 94.6 94.8 95.4: 5.2 4.6 Old : 100.0: 42.9 0.0 0.8 51.1 94.6 94.8 95.4: 5.2 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 : 29: 5 0 3 17 14 22 17: Old : 29: 5 0 3 17 14 22 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.4 83.7 75.8 93.5 54.3 83.2 72.5 88.0 Old : 57.4 83.7 75.8 93.5 54.3 83.2 72.5 88.0 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, October 27, 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 : 48,365: 17,320 0 785 27,335 44,835 45,440 45,620: 2,925 2,745 Old : 48,365: 17,320 0 785 27,335 44,835 45,440 45,620: 2,925 2,745 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.8 0.0 1.6 56.5 92.7 94.0 94.3: 6.0 5.7 Old : 100.0: 35.8 0.0 1.6 56.5 92.7 94.0 94.3: 6.0 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 : 27: 5 0 3 16 13 21 16: Old : 27: 5 0 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 : 53.4 80.9 74.1 91.9 50.2 80.2 70.7 86.3 Old : 53.4 80.9 74.1 91.9 50.2 80.2 70.7 86.3 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, October 27, 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 : 17,795: 2,310 5,335 280 12,260 9,425 14,850 15,040: 2,945 2,755 Old : 17,795: 2,310 5,335 280 12,260 9,425 14,850 15,040: 2,945 2,755 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.0 30.0 1.6 68.9 53.0 83.5 84.5: 16.5 15.5 Old : 100.0: 13.0 30.0 1.6 68.9 53.0 83.5 84.5: 16.5 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 : 20: 2 3 1 13 7 15 11: Old : 20: 2 3 1 13 7 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 : 53.1 70.2 76.8 82.6 48.2 65.4 65.5 71.6 Old : 53.1 70.2 76.8 82.6 48.2 65.4 65.5 71.6 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, October 27, 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 : 17,440: 2,870 5,335 120 12,075 9,565 15,065 15,020: 2,375 2,420 Old : 17,440: 2,870 5,335 120 12,075 9,565 15,065 15,020: 2,375 2,420 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.5 30.6 0.7 69.2 54.8 86.4 86.1: 13.6 13.9 Old : 100.0: 16.5 30.6 0.7 69.2 54.8 86.4 86.1: 13.6 13.9 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 13 6 15 10: Old : 20: 2 3 1 13 6 15 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 : 58.9 72.4 79.6 84.7 50.3 66.7 67.9 73.3 Old : 58.9 72.4 79.6 84.7 50.3 66.7 67.9 73.3 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, October 27, 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 : 67,980: 19,695 16,600 1,630 40,550 44,110 61,875 62,340: 6,105 5,640 Old : 67,980: 19,695 16,600 1,630 40,550 44,110 61,875 62,340: 6,105 5,640 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2020 : : 320: -90 20 0 235 125 145 145: 175 175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.0 24.4 2.4 59.6 64.9 91.0 91.7: 9.0 8.3 Old : 100.0: 29.0 24.4 2.4 59.6 64.9 91.0 91.7: 9.0 8.3 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: 6 3 3 18 15 25 20: Old : 32: 6 3 3 18 15 25 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 : 56.5 64.0 72.6 81.0 54.4 59.7 68.0 74.6 Old : 56.5 64.0 72.6 81.0 54.4 59.7 68.0 74.6 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, October 27, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 62,035: 16,220 16,580 1,630 38,940 38,800 56,790 57,010: 5,245 5,025 Old : 62,035: 16,220 16,580 1,630 38,940 38,800 56,790 57,010: 5,245 5,025 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2020 : : 290: -90 0 0 305 215 215 215: 75 75 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.1 26.7 2.6 62.8 62.5 91.5 91.9: 8.5 8.1 Old : 100.0: 26.1 26.7 2.6 62.8 62.5 91.5 91.9: 8.5 8.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 6 3 3 18 15 25 20: Old : 32: 6 3 3 18 15 25 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 : 54.0 66.9 71.5 81.7 51.6 63.5 65.8 75.0 Old : 54.0 66.9 71.5 81.7 51.6 63.5 65.8 75.0 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, October 27, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 62,952: 18,255 12,720 5,370 36,386 41,951 60,011 60,041: 2,941 2,911 Old : 62,952: 18,255 12,720 5,370 36,386 41,951 60,011 60,041: 2,941 2,911 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2020 : : -5: 0 0 0 -205 -205 -205 -205: 200 200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.0 20.2 8.5 57.8 66.6 95.3 95.4: 4.7 4.6 Old : 100.0: 29.0 20.2 8.5 57.8 66.6 95.3 95.4: 4.7 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 3 4 21 13 26 17: Old : 30: 2 3 4 21 13 26 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.7 66.8 78.0 87.3 53.2 59.7 68.6 74.6 Old : 55.7 66.8 78.0 87.3 53.2 59.7 68.6 74.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Commitments of Traders - Futures Only, October 27, 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 : 53,966: 12,805 8,490 5,695 32,548 37,043 51,048 51,228: 2,918 2,738 Old : 53,966: 12,805 8,490 5,695 32,548 37,043 51,048 51,228: 2,918 2,738 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2020 : : 0: 0 0 0 -200 -200 -200 -200: 200 200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.7 15.7 10.6 60.3 68.6 94.6 94.9: 5.4 5.1 Old : 100.0: 23.7 15.7 10.6 60.3 68.6 94.6 94.9: 5.4 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 : 30: 2 3 5 21 13 26 18: Old : 30: 2 3 5 21 13 26 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 : 54.1 62.6 76.8 86.3 46.9 56.5 63.9 69.3 Old : 54.1 62.6 76.8 86.3 46.9 56.5 63.9 69.3 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, October 27, 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 : 189,906: 2,565 45,489 10,215 130,020 87,092 142,800 142,796: 47,106 47,110 Old : 189,906: 2,565 45,489 10,215 130,020 87,092 142,800 142,796: 47,106 47,110 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2020 : : 1,595: 350 -2,600 -330 1,056 4,006 1,076 1,076: 519 519 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 24.0 5.4 68.5 45.9 75.2 75.2: 24.8 24.8 Old : 100.0: 1.4 24.0 5.4 68.5 45.9 75.2 75.2: 24.8 24.8 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 : 44: 3 6 4 29 32 34 40: Old : 44: 3 6 4 29 32 34 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 44.8 34.8 60.0 53.2 40.0 32.4 49.8 47.6 Old : 44.8 34.8 60.0 53.2 40.0 32.4 49.8 47.6 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, October 27, 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 : 158,769: 2,945 34,834 10,285 105,224 73,331 118,454 118,450: 40,315 40,319 Old : 158,769: 2,945 34,834 10,285 105,224 73,331 118,454 118,450: 40,315 40,319 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2020 : : 2,205: 330 -2,600 -330 1,625 4,555 1,625 1,625: 580 580 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 21.9 6.5 66.3 46.2 74.6 74.6: 25.4 25.4 Old : 100.0: 1.9 21.9 6.5 66.3 46.2 74.6 74.6: 25.4 25.4 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 : 44: 3 6 4 27 32 32 40: Old : 44: 3 6 4 27 32 32 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.5 36.5 54.7 52.7 35.7 31.5 45.4 43.9 Old : 40.5 36.5 54.7 52.7 35.7 31.5 45.4 43.9 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, October 27, 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 : 68,731: 2,930 2,555 7,650 53,111 53,566 63,691 63,771: 5,040 4,960 Old : 68,731: 2,930 2,555 7,650 53,111 53,566 63,691 63,771: 5,040 4,960 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2020 : : 1,145: 0 0 0 795 795 795 795: 350 350 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.3 3.7 11.1 77.3 77.9 92.7 92.8: 7.3 7.2 Old : 100.0: 4.3 3.7 11.1 77.3 77.9 92.7 92.8: 7.3 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 : 27: 2 1 2 16 19 18 22: Old : 27: 2 1 2 16 19 18 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 : 59.6 46.8 79.9 75.0 40.0 38.1 51.2 50.6 Old : 59.6 46.8 79.9 75.0 40.0 38.1 51.2 50.6 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, October 27, 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 : 58,805: 2,885 2,080 8,075 42,295 43,195 53,255 53,350: 5,550 5,455 Old : 58,805: 2,885 2,080 8,075 42,295 43,195 53,255 53,350: 5,550 5,455 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2020 : : 705: 0 0 0 760 760 760 760: -55 -55 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.9 3.5 13.7 71.9 73.5 90.6 90.7: 9.4 9.3 Old : 100.0: 4.9 3.5 13.7 71.9 73.5 90.6 90.7: 9.4 9.3 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: 2 1 2 19 20 21 23: Old : 26: 2 1 2 19 20 21 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.0 47.1 71.7 74.7 34.1 36.9 45.1 48.7 Old : 53.0 47.1 71.7 74.7 34.1 36.9 45.1 48.7 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, October 27, 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 : 43,300: 6,360 3,000 5,925 27,365 31,040 39,650 39,965: 3,650 3,335 Old : 43,300: 6,360 3,000 5,925 27,365 31,040 39,650 39,965: 3,650 3,335 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2020 : : -190: 0 0 0 -95 -65 -95 -65: -95 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.7 6.9 13.7 63.2 71.7 91.6 92.3: 8.4 7.7 Old : 100.0: 14.7 6.9 13.7 63.2 71.7 91.6 92.3: 8.4 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 : 25: 3 1 3 18 19 22 22: Old : 25: 3 1 3 18 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 : 59.5 47.3 77.5 73.3 44.2 32.1 53.2 49.5 Old : 59.5 47.3 77.5 73.3 44.2 32.1 53.2 49.5 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, October 27, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 52,110: 21,355 3,130 4,670 22,965 41,400 48,990 49,200: 3,120 2,910 Old : 52,110: 21,355 3,130 4,670 22,965 41,400 48,990 49,200: 3,120 2,910 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.0 6.0 9.0 44.1 79.4 94.0 94.4: 6.0 5.6 Old : 100.0: 41.0 6.0 9.0 44.1 79.4 94.0 94.4: 6.0 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 : 23: 2 2 3 14 18 17 22: Old : 23: 2 2 3 14 18 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 : 74.8 46.4 87.0 72.5 53.5 31.4 55.9 48.5 Old : 74.8 46.4 87.0 72.5 53.5 31.4 55.9 48.5 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, October 27, 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 : 176,551: 18,303 0 8,670 123,261 141,558 150,234 150,228: 26,317 26,323 Old : 176,551: 18,303 0 8,670 123,261 141,558 150,234 150,228: 26,317 26,323 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2020 : : 4,530: 1,788 0 -1,685 3,399 5,127 3,502 3,442: 1,028 1,088 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.4 0.0 4.9 69.8 80.2 85.1 85.1: 14.9 14.9 Old : 100.0: 10.4 0.0 4.9 69.8 80.2 85.1 85.1: 14.9 14.9 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 : 39: 6 0 3 30 31 36 34: Old : 39: 6 0 3 30 31 36 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 : 38.0 43.2 56.9 63.8 30.8 30.8 41.1 41.6 Old : 38.0 43.2 56.9 63.8 30.8 30.8 41.1 41.6 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, October 27, 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 : 141,380: 17,180 392 8,310 95,405 112,088 120,895 120,790: 20,485 20,590 Old : 141,380: 17,180 392 8,310 95,405 112,088 120,895 120,790: 20,485 20,590 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 20, 2020 : : 5,380: 1,800 12 -1,350 4,250 6,038 4,700 4,700: 680 680 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.2 0.3 5.9 67.5 79.3 85.5 85.4: 14.5 14.6 Old : 100.0: 12.2 0.3 5.9 67.5 79.3 85.5 85.4: 14.5 14.6 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 : 36: 3 2 3 27 29 31 33: Old : 36: 3 2 3 27 29 31 33: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.2 41.5 59.9 61.9 28.2 31.9 38.5 39.2 Old : 41.2 41.5 59.9 61.9 28.2 31.9 38.5 39.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated October 30, 2020