ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                                                     Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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  :    71,101:         0      2,443        140     62,046     59,603     62,186     62,186:     8,915      8,915
Old  :    71,101:         0      2,443        140     62,046     59,603     62,186     62,186:     8,915      8,915
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :     1,700:         0         25       -100      1,706      1,681      1,606      1,606:        94         94
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.4        0.2       87.3       83.8       87.5       87.5:      12.5       12.5
Old  :     100.0:       0.0        3.4        0.2       87.3       83.8       87.5       87.5:      12.5       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  :        28:         0          3          1         17         20         18         23:
Old  :        28:         0          3          1         17         20         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  :                 73.0       52.9       82.0       73.4       67.6       52.7       72.6       68.5
Old  :                 73.0       52.9       82.0       73.4       67.6       52.7       72.6       68.5
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 with Delta-adjusted Options and Futures Combined, January 14, 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  :    59,528:         0      1,760        275     51,424     49,649     51,699     51,684:     7,829      7,844
Old  :    59,528:         0      1,760        275     51,424     49,649     51,699     51,684:     7,829      7,844
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :     1,803:         0       -375          0      1,939      2,314      1,939      1,939:      -136       -136
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        3.0        0.5       86.4       83.4       86.8       86.8:      13.2       13.2
Old  :     100.0:       0.0        3.0        0.5       86.4       83.4       86.8       86.8:      13.2       13.2
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:         0          2          1         15         19         16         21:
Old  :        25:         0          2          1         15         19         16         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       56.6       81.2       74.0       69.4       56.2       73.6       69.2
Old  :                 73.2       56.6       81.2       74.0       69.4       56.2       73.6       69.2
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 with Delta-adjusted Options and Futures Combined, January 14, 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  :    27,615:     2,235      1,760          0     22,100     22,430     24,335     24,190:     3,280      3,425
Old  :    27,615:     2,235      1,760          0     22,100     22,430     24,335     24,190:     3,280      3,425
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :     1,035:         0          0          0        410        410        410        410:       625        625
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.1        6.4        0.0       80.0       81.2       88.1       87.6:      11.9       12.4
Old  :     100.0:       8.1        6.4        0.0       80.0       81.2       88.1       87.6:      11.9       12.4
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  :        23:         3          2          0         11         15         14         17:
Old  :        23:         3          2          0         11         15         14         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  :                 72.5       49.8       83.9       76.4       63.6       49.3       72.5       69.8
Old  :                 72.5       49.8       83.9       76.4       63.6       49.3       72.5       69.8
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 with Delta-adjusted Options and Futures Combined, January 14, 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  :    49,808:    10,230      2,670      6,170     30,697     38,302     47,097     47,142:     2,711      2,666
Old  :    49,808:    10,230      2,670      6,170     30,697     38,302     47,097     47,142:     2,711      2,666
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :     1,905:       175      1,025       -300      1,990      1,140      1,865      1,865:        40         40
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5        5.4       12.4       61.6       76.9       94.6       94.6:       5.4        5.4
Old  :     100.0:      20.5        5.4       12.4       61.6       76.9       94.6       94.6:       5.4        5.4
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         1          2          3         17         20         20         23:
Old  :        25:         1          2          3         17         20         20         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  :                 60.6       67.3       79.5       82.1       44.9       51.8       56.4       59.9
Old  :                 60.6       67.3       79.5       82.1       44.9       51.8       56.4       59.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                                                             Code-064CXP
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 2020                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    28,042:     2,405        360      4,625     18,243     20,718     25,273     25,703:     2,769      2,339
Old  :    28,042:     2,405        360      4,625     18,243     20,718     25,273     25,703:     2,769      2,339
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :       655:        50          0        -10        605        595        645        585:        10         70
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       8.6        1.3       16.5       65.1       73.9       90.1       91.7:       9.9        8.3
Old  :     100.0:       8.6        1.3       16.5       65.1       73.9       90.1       91.7:       9.9        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  :        22:         2          1          3         16         16         19         19:
Old  :        22:         2          1          3         16         16         19         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  :                 63.4       76.1       79.2       84.6       48.8       57.0       55.6       60.2
Old  :                 63.4       76.1       79.2       84.6       48.8       57.0       55.6       60.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                                                                Code-064DEU
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 2020                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    28,670:       535     13,605      1,720     24,870     12,420     27,125     27,745:     1,545        925
Old  :    28,670:       535     13,605      1,720     24,870     12,420     27,125     27,745:     1,545        925
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :       595:         0        200       -200        675        595        475        595:       120          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.9       47.5        6.0       86.7       43.3       94.6       96.8:       5.4        3.2
Old  :     100.0:       1.9       47.5        6.0       86.7       43.3       94.6       96.8:       5.4        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         1          2          2         14         12         16         15:
Old  :        20:         1          2          2         14         12         16         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  :                 60.2       79.9       81.7       91.2       45.0       59.5       56.1       61.9
Old  :                 60.2       79.9       81.7       91.2       45.0       59.5       56.1       61.9
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 with Delta-adjusted Options and Futures Combined, January 14, 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  :    94,228:    15,230      2,430      1,800     58,733     71,113     75,763     75,343:    18,465     18,885
Old  :    94,228:    15,230      2,430      1,800     58,733     71,113     75,763     75,343:    18,465     18,885
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :     1,935:       375        -25        300        955      1,355      1,630      1,630:       305        305
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        2.6        1.9       62.3       75.5       80.4       80.0:      19.6       20.0
Old  :     100.0:      16.2        2.6        1.9       62.3       75.5       80.4       80.0:      19.6       20.0
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  :        31:         2          4          2         20         23         23         28:
Old  :        31:         2          4          2         20         23         23         28:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 53.3       49.1       70.1       62.2       48.5       47.5       60.1       57.4
Old  :                 53.3       49.1       70.1       62.2       48.5       47.5       60.1       57.4
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 with Delta-adjusted Options and Futures Combined, January 14, 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  :    91,403:    13,205      2,415      2,505     58,089     68,399     73,799     73,319:    17,604     18,084
Old  :    91,403:    13,205      2,415      2,505     58,089     68,399     73,799     73,319:    17,604     18,084
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :     1,149:       350         40        275        264        574        889        889:       260        260
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.4        2.6        2.7       63.6       74.8       80.7       80.2:      19.3       19.8
Old  :     100.0:      14.4        2.6        2.7       63.6       74.8       80.7       80.2:      19.3       19.8
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  :        30:         1          4          2         20         22         23         26:
Old  :        30:         1          4          2         20         22         23         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  :                 54.5       47.3       68.8       61.5       49.6       46.3       58.8       56.0
Old  :                 54.5       47.3       68.8       61.5       49.6       46.3       58.8       56.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                                                   Code-064DPQ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 2020                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    25,479:     4,305     10,145        885     16,351     10,966     21,541     21,996:     3,938      3,483
Old  :    25,479:     4,305     10,145        885     16,351     10,966     21,541     21,996:     3,938      3,483
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :       435:         0        170         15        235         75        250        260:       185        175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.9       39.8        3.5       64.2       43.0       84.5       86.3:      15.5       13.7
Old  :     100.0:      16.9       39.8        3.5       64.2       43.0       84.5       86.3:      15.5       13.7
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:         2          4          4         17         12         22         17:
Old  :        25:         2          4          4         17         12         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  :                 40.9       60.7       62.0       78.7       39.2       55.9       59.4       68.2
Old  :                 40.9       60.7       62.0       78.7       39.2       55.9       59.4       68.2
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 with Delta-adjusted Options and Futures Combined, January 14, 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  :    26,549:     5,155     10,095      1,955     15,158     11,368     22,268     23,418:     4,281      3,131
Old  :    26,549:     5,155     10,095      1,955     15,158     11,368     22,268     23,418:     4,281      3,131
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :       360:      -185        -15        125        492        152        432        262:       -72         98
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.4       38.0        7.4       57.1       42.8       83.9       88.2:      16.1       11.8
Old  :     100.0:      19.4       38.0        7.4       57.1       42.8       83.9       88.2:      16.1       11.8
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  :        24:         3          3          4         16         11         21         16:
Old  :        24:         3          3          4         16         11         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  :                 41.5       63.1       63.3       80.4       37.8       59.2       56.1       68.0
Old  :                 41.5       63.1       63.3       80.4       37.8       59.2       56.1       68.0
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                                                                  Code-064EJI
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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  :    27,648:     8,790      7,115        420     15,496     17,611     24,706     25,146:     2,942      2,502
Old  :    27,648:     8,790      7,115        420     15,496     17,611     24,706     25,146:     2,942      2,502
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :       560:         0        570          0        902        332        902        902:      -342       -342
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      31.8       25.7        1.5       56.0       63.7       89.4       91.0:      10.6        9.0
Old  :     100.0:      31.8       25.7        1.5       56.0       63.7       89.4       91.0:      10.6        9.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          4          2         14          9         16         14:
Old  :        24:         1          4          2         14          9         16         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  :                 67.2       78.2       85.1       87.3       61.8       67.9       72.8       75.6
Old  :                 67.2       78.2       85.1       87.3       61.8       67.9       72.8       75.6
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.JCPL_month_off_dap - NODAL EXCHANGE                                                                 Code-064EJJ
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 2020                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    25,994:     8,790      7,235        365     14,071     16,006     23,226     23,606:     2,768      2,388
Old  :    25,994:     8,790      7,235        365     14,071     16,006     23,226     23,606:     2,768      2,388
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :       345:         0        420          0        345        -75        345        345:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      33.8       27.8        1.4       54.1       61.6       89.4       90.8:      10.6        9.2
Old  :     100.0:      33.8       27.8        1.4       54.1       61.6       89.4       90.8:      10.6        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        23:         1          4          2         13          8         15         13:
Old  :        23:         1          4          2         13          8         15         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  :                 66.7       79.5       84.6       89.4       65.2       74.4       80.3       83.4
Old  :                 66.7       79.5       84.6       89.4       65.2       74.4       80.3       83.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                                                        Code-064ERM
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 2020                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    55,533:    27,135          0          0     24,995     51,740     52,130     51,740:     3,403      3,793
Old  :    55,533:    27,135          0          0     24,995     51,740     52,130     51,740:     3,403      3,793
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :       350:       350          0          0          0        350        350        350:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.9        0.0        0.0       45.0       93.2       93.9       93.2:       6.1        6.8
Old  :     100.0:      48.9        0.0        0.0       45.0       93.2       93.9       93.2:       6.1        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  :        23:         5          0          0         11         15         16         15:
Old  :        23:         5          0          0         11         15         16         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  :                 63.5       84.0       86.0       91.3       62.5       79.5       81.4       83.8
Old  :                 63.5       84.0       86.0       91.3       62.5       79.5       81.4       83.8
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 with Delta-adjusted Options and Futures Combined, January 14, 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  :    54,915:    27,095          0          0     24,390     51,101     51,485     51,101:     3,430      3,814
Old  :    54,915:    27,095          0          0     24,390     51,101     51,485     51,101:     3,430      3,814
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :       355:       350          0          0          5        355        355        355:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      49.3        0.0        0.0       44.4       93.1       93.8       93.1:       6.2        6.9
Old  :     100.0:      49.3        0.0        0.0       44.4       93.1       93.8       93.1:       6.2        6.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         4          0          0         12         14         16         14:
Old  :        21:         4          0          0         12         14         16         14:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 63.7       84.8       87.2       90.8       63.2       82.2       84.5       86.6
Old  :                 63.7       84.8       87.2       90.8       63.2       82.2       84.5       86.6
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 with Delta-adjusted Options and Futures Combined, January 14, 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  :    57,350:    29,305          0        965     23,740     53,225     54,010     54,190:     3,340      3,160
Old  :    57,350:    29,305          0        965     23,740     53,225     54,010     54,190:     3,340      3,160
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :       255:        75          0          0          0         75         75         75:       180        180
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.1        0.0        1.7       41.4       92.8       94.2       94.5:       5.8        5.5
Old  :     100.0:      51.1        0.0        1.7       41.4       92.8       94.2       94.5:       5.8        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  :        29:         6          0          2         18         11         24         13:
Old  :        29:         6          0          2         18         11         24         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  :                 57.7       77.0       78.9       90.7       56.0       76.4       74.8       87.0
Old  :                 57.7       77.0       78.9       90.7       56.0       76.4       74.8       87.0
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 with Delta-adjusted Options and Futures Combined, January 14, 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:    28,755          0      1,115     23,545     52,480     53,415     53,595:     2,995      2,815
Old  :    56,410:    28,755          0      1,115     23,545     52,480     53,415     53,595:     2,995      2,815
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :       230:        75          0          0          0         75         75         75:       155        155
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.0        0.0        2.0       41.7       93.0       94.7       95.0:       5.3        5.0
Old  :     100.0:      51.0        0.0        2.0       41.7       93.0       94.7       95.0:       5.3        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         6          0          2         18         11         24         13:
Old  :        29:         6          0          2         18         11         24         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  :                 57.9       75.9       79.0       90.9       55.9       75.0       75.0       85.9
Old  :                 57.9       75.9       79.0       90.9       55.9       75.0       75.0       85.9
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 with Delta-adjusted Options and Futures Combined, January 14, 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  :    21,715:       100      8,420        515     18,840     10,585     19,455     19,520:     2,260      2,195
Old  :    21,715:       100      8,420        515     18,840     10,585     19,455     19,520:     2,260      2,195
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :       525:         0          0        -75        600        600        525        525:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.5       38.8        2.4       86.8       48.7       89.6       89.9:      10.4       10.1
Old  :     100.0:       0.5       38.8        2.4       86.8       48.7       89.6       89.9:      10.4       10.1
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         1          5          1         13          9         15         14:
Old  :        21:         1          5          1         13          9         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  :                 58.6       63.0       77.7       83.9       53.7       60.7       70.6       75.4
Old  :                 58.6       63.0       77.7       83.9       53.7       60.7       70.6       75.4
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 with Delta-adjusted Options and Futures Combined, January 14, 2020                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :    69,450:    22,805     22,320      1,130     41,205     41,765     65,140     65,215:     4,310      4,235
Old  :    69,450:    22,805     22,320      1,130     41,205     41,765     65,140     65,215:     4,310      4,235
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :       105:         0          0          0        100        100        100        100:         5          5
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      32.8       32.1        1.6       59.3       60.1       93.8       93.9:       6.2        6.1
Old  :     100.0:      32.8       32.1        1.6       59.3       60.1       93.8       93.9:       6.2        6.1
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          2          4         15         15         21         19:
Old  :        27:         4          2          4         15         15         21         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  :                 63.8       67.0       78.6       83.9       63.5       65.0       77.6       79.6
Old  :                 63.8       67.0       78.6       83.9       63.5       65.0       77.6       79.6
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 with Delta-adjusted Options and Futures Combined, January 14, 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  :    65,735:    20,125     22,320      1,020     40,375     38,255     61,520     61,595:     4,215      4,140
Old  :    65,735:    20,125     22,320      1,020     40,375     38,255     61,520     61,595:     4,215      4,140
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :       100:         0          0          0        100        100        100        100:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      30.6       34.0        1.6       61.4       58.2       93.6       93.7:       6.4        6.3
Old  :     100.0:      30.6       34.0        1.6       61.4       58.2       93.6       93.7:       6.4        6.3
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         4          2          3         16         17         22         20:
Old  :        27:         4          2          3         16         17         22         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  :                 62.9       69.2       76.8       83.7       62.7       67.2       75.1       79.9
Old  :                 62.9       69.2       76.8       83.7       62.7       67.2       75.1       79.9
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 with Delta-adjusted Options and Futures Combined, January 14, 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  :    53,844:    14,155     16,430      1,910     35,714     33,799     51,779     52,139:     2,065      1,705
Old  :    53,844:    14,155     16,430      1,910     35,714     33,799     51,779     52,139:     2,065      1,705
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :     1,070:       525      1,540        280        440       -575      1,245      1,245:      -175       -175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.3       30.5        3.5       66.3       62.8       96.2       96.8:       3.8        3.2
Old  :     100.0:      26.3       30.5        3.5       66.3       62.8       96.2       96.8:       3.8        3.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        31:         3          4          2         22         13         26         18:
Old  :        31:         3          4          2         22         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  :                 51.3       79.1       76.4       92.1       48.2       74.2       72.8       83.0
Old  :                 51.3       79.1       76.4       92.1       48.2       74.2       72.8       83.0
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 with Delta-adjusted Options and Futures Combined, January 14, 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  :    43,539:     8,255     11,630      2,140     32,015     29,000     42,410     42,770:     1,129        769
Old  :    43,539:     8,255     11,630      2,140     32,015     29,000     42,410     42,770:     1,129        769
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :       515:        50        140        175         25        175        250        490:       265         25
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.0       26.7        4.9       73.5       66.6       97.4       98.2:       2.6        1.8
Old  :     100.0:      19.0       26.7        4.9       73.5       66.6       97.4       98.2:       2.6        1.8
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  :        31:         3          4          4         22         14         27         20:
Old  :        31:         3          4          4         22         14         27         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  :                 54.2       73.6       75.7       92.4       50.4       66.8       70.7       80.5
Old  :                 54.2       73.6       75.7       92.4       50.4       66.8       70.7       80.5
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 with Delta-adjusted Options and Futures Combined, January 14, 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  :   160,602:     3,274     26,040      9,205    117,360     94,594    129,839    129,839:    30,763     30,763
Old  :   160,602:     3,274     26,040      9,205    117,360     94,594    129,839    129,839:    30,763     30,763
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :     4,620:    -4,500     -2,080      4,155      2,010       -410      1,665      1,665:     2,955      2,955
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.0       16.2        5.7       73.1       58.9       80.8       80.8:      19.2       19.2
Old  :     100.0:       2.0       16.2        5.7       73.1       58.9       80.8       80.8:      19.2       19.2
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  :        41:         3          5          5         26         32         32         39:
Old  :        41:         3          5          5         26         32         32         39:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.2       33.0       67.9       49.0       48.7       30.2       55.0       42.7
Old  :                 54.2       33.0       67.9       49.0       48.7       30.2       55.0       42.7
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 with Delta-adjusted Options and Futures Combined, January 14, 2020                          
-------------------------------------------------------------------------------------------------------------------
     :   Total  :                        Reportable Positions                                :   Nonreportable
     :----------------------------------------------------------------------------------------     Positions
     :   Open   :           Non-Commercial       :     Commercial      :       Total         :
     : Interest :   Long   :  Short   : Spreading:   Long   :  Short   :   Long   :  Short   :   Long   :  Short
-------------------------------------------------------------------------------------------------------------------
     :          : Megawatt Hours (MWh)                                                       :
     :          :                                                                            :
All  :   139,522:     5,594     26,555      7,511    102,393     81,432    115,498    115,498:    24,024     24,024
Old  :   139,522:     5,594     26,555      7,511    102,393     81,432    115,498    115,498:    24,024     24,024
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :     2,651:    -4,500       -905      2,201      2,030     -1,565       -269       -269:     2,920      2,920
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       4.0       19.0        5.4       73.4       58.4       82.8       82.8:      17.2       17.2
Old  :     100.0:       4.0       19.0        5.4       73.4       58.4       82.8       82.8:      17.2       17.2
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  :        40:         3          5          6         24         31         31         38:
Old  :        40:         3          5          6         24         31         31         38:
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       37.3       68.5       52.0       48.5       35.7       56.7       46.4
Old  :                 55.4       37.3       68.5       52.0       48.5       35.7       56.7       46.4
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 with Delta-adjusted Options and Futures Combined, January 14, 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  :    60,895:         0     15,550      2,325     52,940     37,390     55,265     55,265:     5,630      5,630
Old  :    60,895:         0     15,550      2,325     52,940     37,390     55,265     55,265:     5,630      5,630
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :       170:         0          0          0        170        170        170        170:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       25.5        3.8       86.9       61.4       90.8       90.8:       9.2        9.2
Old  :     100.0:       0.0       25.5        3.8       86.9       61.4       90.8       90.8:       9.2        9.2
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         0          3          2         18         19         20         22:
Old  :        26:         0          3          2         18         19         20         22:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 59.9       50.6       78.0       72.0       56.0       47.2       66.9       61.5
Old  :                 59.9       50.6       78.0       72.0       56.0       47.2       66.9       61.5
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 with Delta-adjusted Options and Futures Combined, January 14, 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  :    52,590:         0     14,970      2,535     44,415     29,485     46,950     46,990:     5,640      5,600
Old  :    52,590:         0     14,970      2,535     44,415     29,485     46,950     46,990:     5,640      5,600
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 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       28.5        4.8       84.5       56.1       89.3       89.4:      10.7       10.6
Old  :     100.0:       0.0       28.5        4.8       84.5       56.1       89.3       89.4:      10.7       10.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         0          3          2         17         17         19         20:
Old  :        24:         0          3          2         17         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  :                 57.9       52.9       73.7       75.9       55.6       47.2       68.0       65.0
Old  :                 57.9       52.9       73.7       75.9       55.6       47.2       68.0       65.0
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 with Delta-adjusted Options and Futures Combined, January 14, 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  :    42,625:    20,725         40      1,040     16,965     38,000     38,730     39,080:     3,895      3,545
Old  :    42,625:    20,725         40      1,040     16,965     38,000     38,730     39,080:     3,895      3,545
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :        50:      -200          0          0        200          0          0          0:        50         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      48.6        0.1        2.4       39.8       89.1       90.9       91.7:       9.1        8.3
Old  :     100.0:      48.6        0.1        2.4       39.8       89.1       90.9       91.7:       9.1        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  :        25:         4          1          3         15         18         20         21:
Old  :        25:         4          1          3         15         18         20         21:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 65.6       66.4       78.0       81.2       61.7       56.1       67.8       67.3
Old  :                 65.6       66.4       78.0       81.2       61.7       56.1       67.8       67.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                                                       Code-064FKD
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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  :    49,100:    32,675          0      1,470     13,495     46,310     47,640     47,780:     1,460      1,320
Old  :    49,100:    32,675          0      1,470     13,495     46,310     47,640     47,780:     1,460      1,320
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :        25:      -200          0          0        225         25         25         25:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      66.5        0.0        3.0       27.5       94.3       97.0       97.3:       3.0        2.7
Old  :     100.0:      66.5        0.0        3.0       27.5       94.3       97.0       97.3:       3.0        2.7
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:         4          0          3         10         14         14         17:
Old  :        20:         4          0          3         10         14         14         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  :                 82.7       74.6       92.1       90.7       76.7       64.5       80.4       79.2
Old  :                 82.7       74.6       92.1       90.7       76.7       64.5       80.4       79.2
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 with Delta-adjusted Options and Futures Combined, January 14, 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  :   123,260:    12,300      5,800      4,500     85,945     92,385    102,745    102,685:    20,515     20,575
Old  :   123,260:    12,300      5,800      4,500     85,945     92,385    102,745    102,685:    20,515     20,575
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :     5,480:       900     -5,400      2,790     -2,735      3,565        955        955:     4,525      4,525
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      10.0        4.7        3.7       69.7       75.0       83.4       83.3:      16.6       16.7
Old  :     100.0:      10.0        4.7        3.7       69.7       75.0       83.4       83.3:      16.6       16.7
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        37:         4          2          3         29         28         35         31:
Old  :        37:         4          2          3         29         28         35         31:
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  :                 34.2       34.3       52.3       58.1       27.2       26.0       36.6       37.5
Old  :                 34.2       34.3       52.3       58.1       27.2       26.0       36.6       37.5
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                                                          Code-064FKF
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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  :   101,394:     7,435      1,885      8,460     68,309     73,959     84,204     84,304:    17,190     17,090
Old  :   101,394:     7,435      1,885      8,460     68,309     73,959     84,204     84,304:    17,190     17,090
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :     4,465:       590     -4,230      2,645     -2,865      1,955        370        370:     4,095      4,095
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.3        1.9        8.3       67.4       72.9       83.0       83.1:      17.0       16.9
Old  :     100.0:       7.3        1.9        8.3       67.4       72.9       83.0       83.1:      17.0       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  :        34:         2          3          3         27         26         31         30:
Old  :        34:         2          3          3         27         26         31         30:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 41.1       42.1       61.3       64.5       31.8       35.2       42.7       45.9
Old  :                 41.1       42.1       61.3       64.5       31.8       35.2       42.7       45.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                                                                  Code-064FZA
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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  :    29,640:     5,555        300        765     21,625     26,930     27,945     27,995:     1,695      1,645
Old  :    29,640:     5,555        300        765     21,625     26,930     27,945     27,995:     1,695      1,645
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :         0:       -50          0          0          0        -50        -50        -50:        50         50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      18.7        1.0        2.6       73.0       90.9       94.3       94.5:       5.7        5.5
Old  :     100.0:      18.7        1.0        2.6       73.0       90.9       94.3       94.5:       5.7        5.5
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         2          1          2         13         11         15         14:
Old  :        20:         2          1          2         13         11         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  :                 64.7       77.5       83.3       89.6       64.0       73.7       77.3       79.7
Old  :                 64.7       77.5       83.3       89.6       64.0       73.7       77.3       79.7
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.ATSI_month_off_dap - NODAL EXCHANGE                                                                 Code-064FZB
Commitments of Traders with Delta-adjusted Options and Futures Combined, January 14, 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  :    29,520:     4,410        325        770     22,415     26,945     27,595     28,040:     1,925      1,480
Old  :    29,520:     4,410        325        770     22,415     26,945     27,595     28,040:     1,925      1,480
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: January 7, 2020                      :
     :       440:       -60          0          0        400        440        340        440:       100          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.9        1.1        2.6       75.9       91.3       93.5       95.0:       6.5        5.0
Old  :     100.0:      14.9        1.1        2.6       75.9       91.3       93.5       95.0:       6.5        5.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        20:         3          1          2         12         10         15         13:
Old  :        20:         3          1          2         12         10         15         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  :                 67.4       78.3       83.4       89.8       66.5       73.3       76.3       79.3
Old  :                 67.4       78.3       83.4       89.8       66.5       73.3       76.3       79.3
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated January 17, 2020