ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 63,886: 0 1,183 995 54,416 53,233 55,411 55,411: 8,475 8,475 Old : 63,886: 0 1,183 995 54,416 53,233 55,411 55,411: 8,475 8,475 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : 1,988: 0 480 -460 2,358 1,818 1,898 1,838: 90 150 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 1.9 1.6 85.2 83.3 86.7 86.7: 13.3 13.3 Old : 100.0: 0.0 1.9 1.6 85.2 83.3 86.7 86.7: 13.3 13.3 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: 0 2 1 21 20 22 22: Old : 27: 0 2 1 21 20 22 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.4 53.9 81.5 73.3 65.4 53.2 71.9 68.4 Old : 71.4 53.9 81.5 73.3 65.4 53.2 71.9 68.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB Commitments of Traders - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 55,767: 0 2,195 190 48,034 45,839 48,224 48,224: 7,543 7,543 Old : 55,767: 0 2,195 190 48,034 45,839 48,224 48,224: 7,543 7,543 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : 2,345: 0 -200 55 2,130 2,330 2,185 2,185: 160 160 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.9 0.3 86.1 82.2 86.5 86.5: 13.5 13.5 Old : 100.0: 0.0 3.9 0.3 86.1 82.2 86.5 86.5: 13.5 13.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 0 1 1 16 21 17 22: Old : 26: 0 1 1 16 21 17 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.3 52.7 81.7 72.9 68.9 52.0 71.8 67.8 Old : 73.3 52.7 81.7 72.9 68.9 52.0 71.8 67.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI Commitments of Traders - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 27,505: 2,315 2,160 75 22,327 22,277 24,717 24,512: 2,788 2,993 Old : 27,505: 2,315 2,160 75 22,327 22,277 24,717 24,512: 2,788 2,993 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : 1,200: 0 0 0 1,200 1,200 1,200 1,200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.4 7.9 0.3 81.2 81.0 89.9 89.1: 10.1 10.9 Old : 100.0: 8.4 7.9 0.3 81.2 81.0 89.9 89.1: 10.1 10.9 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 : 22: 3 2 1 12 14 15 17: Old : 22: 3 2 1 12 14 15 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 : 68.2 50.3 83.5 76.0 60.5 47.1 69.4 68.3 Old : 68.2 50.3 83.5 76.0 60.5 47.1 69.4 68.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ Commitments of Traders - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 24,095: 2,180 1,680 140 19,615 20,075 21,935 21,895: 2,160 2,200 Old : 24,095: 2,180 1,680 140 19,615 20,075 21,935 21,895: 2,160 2,200 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : 1,200: 0 0 0 1,200 1,200 1,200 1,200: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.0 7.0 0.6 81.4 83.3 91.0 90.9: 9.0 9.1 Old : 100.0: 9.0 7.0 0.6 81.4 83.3 91.0 90.9: 9.0 9.1 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 : 23: 3 2 2 11 17 16 19: Old : 23: 3 2 2 11 17 16 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 : 69.7 48.7 86.4 73.7 58.2 46.0 64.2 61.5 Old : 69.7 48.7 86.4 73.7 58.2 46.0 64.2 61.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO Commitments of Traders - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 47,515: 12,885 685 4,510 26,490 39,205 43,885 44,400: 3,630 3,115 Old : 47,515: 12,885 685 4,510 26,490 39,205 43,885 44,400: 3,630 3,115 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : 995: -1,125 0 640 1,360 295 875 935: 120 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.1 1.4 9.5 55.8 82.5 92.4 93.4: 7.6 6.6 Old : 100.0: 27.1 1.4 9.5 55.8 82.5 92.4 93.4: 7.6 6.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 2 1 3 15 22 18 25: Old : 25: 2 1 3 15 22 18 25: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.8 65.4 77.6 78.5 45.6 49.3 53.8 56.3 Old : 59.8 65.4 77.6 78.5 45.6 49.3 53.8 56.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP Commitments of Traders - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 26,755: 5,420 780 4,075 14,887 19,797 24,382 24,652: 2,373 2,103 Old : 26,755: 5,420 780 4,075 14,887 19,797 24,382 24,652: 2,373 2,103 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : -1,045: -800 400 -150 -195 -1,335 -1,145 -1,085: 100 40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 20.3 2.9 15.2 55.6 74.0 91.1 92.1: 8.9 7.9 Old : 100.0: 20.3 2.9 15.2 55.6 74.0 91.1 92.1: 8.9 7.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 2 3 13 16 16 19: Old : 20: 1 2 3 13 16 16 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 : 64.4 69.5 80.4 81.9 50.9 54.6 58.0 59.4 Old : 64.4 69.5 80.4 81.9 50.9 54.6 58.0 59.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU Commitments of Traders - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 26,105: 460 11,730 2,195 22,325 11,445 24,980 25,370: 1,125 735 Old : 26,105: 460 11,730 2,195 22,325 11,445 24,980 25,370: 1,125 735 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : 55: 0 -10 10 25 35 35 35: 20 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.8 44.9 8.4 85.5 43.8 95.7 97.2: 4.3 2.8 Old : 100.0: 1.8 44.9 8.4 85.5 43.8 95.7 97.2: 4.3 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 1 2 17 15 19 17: Old : 21: 1 1 2 17 15 19 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.9 80.4 83.5 90.4 44.2 52.3 52.2 55.8 Old : 61.9 80.4 83.5 90.4 44.2 52.3 52.2 55.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW Commitments of Traders - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 94,158: 10,755 2,810 3,525 61,081 68,463 75,361 74,798: 18,797 19,360 Old : 94,158: 10,755 2,810 3,525 61,081 68,463 75,361 74,798: 18,797 19,360 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : 1,345: -1,825 50 600 1,730 -145 505 505: 840 840 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.4 3.0 3.7 64.9 72.7 80.0 79.4: 20.0 20.6 Old : 100.0: 11.4 3.0 3.7 64.9 72.7 80.0 79.4: 20.0 20.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 30: 2 4 3 18 23 21 29: Old : 30: 2 4 3 18 23 21 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.2 44.7 69.3 59.6 43.6 43.2 57.4 52.7 Old : 50.2 44.7 69.3 59.6 43.6 43.2 57.4 52.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX Commitments of Traders - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 88,511: 8,490 2,060 3,255 59,240 65,069 70,985 70,384: 17,526 18,127 Old : 88,511: 8,490 2,060 3,255 59,240 65,069 70,985 70,384: 17,526 18,127 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : 985: -1,725 50 440 1,470 -305 185 185: 800 800 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.6 2.3 3.7 66.9 73.5 80.2 79.5: 19.8 20.5 Old : 100.0: 9.6 2.3 3.7 66.9 73.5 80.2 79.5: 19.8 20.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 2 3 3 18 22 21 27: Old : 29: 2 3 3 18 22 21 27: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 52.9 44.7 69.9 61.0 46.3 42.9 57.1 52.5 Old : 52.9 44.7 69.9 61.0 46.3 42.9 57.1 52.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Commitments of Traders - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 26,781: 3,385 10,335 845 18,438 12,313 22,668 23,493: 4,113 3,288 Old : 26,781: 3,385 10,335 845 18,438 12,313 22,668 23,493: 4,113 3,288 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : -65: 15 -20 200 -400 -365 -185 -185: 120 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.6 38.6 3.2 68.8 46.0 84.6 87.7: 15.4 12.3 Old : 100.0: 12.6 38.6 3.2 68.8 46.0 84.6 87.7: 15.4 12.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 5 4 18 12 23 18: Old : 26: 2 5 4 18 12 23 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 : 36.5 56.9 57.9 77.1 34.9 49.5 53.3 60.4 Old : 36.5 56.9 57.9 77.1 34.9 49.5 53.3 60.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR Commitments of Traders - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 27,006: 3,585 9,535 1,895 16,775 12,330 22,255 23,760: 4,751 3,246 Old : 27,006: 3,585 9,535 1,895 16,775 12,330 22,255 23,760: 4,751 3,246 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : -65: 15 -20 200 -400 -365 -185 -185: 120 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.3 35.3 7.0 62.1 45.7 82.4 88.0: 17.6 12.0 Old : 100.0: 13.3 35.3 7.0 62.1 45.7 82.4 88.0: 17.6 12.0 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: 2 5 4 16 12 21 18: Old : 24: 2 5 4 16 12 21 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 : 36.2 58.1 56.8 76.8 34.6 51.0 52.6 59.9 Old : 36.2 58.1 56.8 76.8 34.6 51.0 52.6 59.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI Commitments of Traders - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 27,119: 9,540 5,945 475 13,810 17,780 23,825 24,200: 3,294 2,919 Old : 27,119: 9,540 5,945 475 13,810 17,780 23,825 24,200: 3,294 2,919 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : 225: 0 -95 0 382 477 382 382: -157 -157 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 35.2 21.9 1.8 50.9 65.6 87.9 89.2: 12.1 10.8 Old : 100.0: 35.2 21.9 1.8 50.9 65.6 87.9 89.2: 12.1 10.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 3 3 14 8 17 12: Old : 21: 1 3 3 14 8 17 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.2 73.9 84.1 86.6 68.0 70.2 78.7 79.9 Old : 69.2 73.9 84.1 86.6 68.0 70.2 78.7 79.9 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 - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 26,381: 9,590 5,830 475 13,288 17,348 23,353 23,653: 3,028 2,728 Old : 26,381: 9,590 5,830 475 13,288 17,348 23,353 23,653: 3,028 2,728 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : 305: 0 355 0 305 -50 305 305: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 36.4 22.1 1.8 50.4 65.8 88.5 89.7: 11.5 10.3 Old : 100.0: 36.4 22.1 1.8 50.4 65.8 88.5 89.7: 11.5 10.3 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 3 3 14 8 18 12: Old : 22: 2 3 3 14 8 18 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 69.3 75.5 83.5 88.1 68.0 72.3 79.3 81.7 Old : 69.3 75.5 83.5 88.1 68.0 72.3 79.3 81.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM Commitments of Traders - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 55,243: 28,700 0 0 22,318 50,871 51,018 50,871: 4,225 4,372 Old : 55,243: 28,700 0 0 22,318 50,871 51,018 50,871: 4,225 4,372 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : 3,740: 2,875 0 0 805 3,680 3,680 3,680: 60 60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 52.0 0.0 0.0 40.4 92.1 92.4 92.1: 7.6 7.9 Old : 100.0: 52.0 0.0 0.0 40.4 92.1 92.4 92.1: 7.6 7.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 4 0 0 14 16 18 16: Old : 23: 4 0 0 14 16 18 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.0 80.6 86.1 88.8 65.2 80.5 83.0 87.6 Old : 66.0 80.6 86.1 88.8 65.2 80.5 83.0 87.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN Commitments of Traders - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 55,989: 28,025 0 0 23,631 51,542 51,656 51,542: 4,333 4,447 Old : 55,989: 28,025 0 0 23,631 51,542 51,656 51,542: 4,333 4,447 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : 3,705: 2,875 0 0 915 3,930 3,790 3,930: -85 -225 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.1 0.0 0.0 42.2 92.1 92.3 92.1: 7.7 7.9 Old : 100.0: 50.1 0.0 0.0 42.2 92.1 92.3 92.1: 7.7 7.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 3 0 0 13 16 16 16: Old : 22: 3 0 0 13 16 16 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.0 82.5 87.2 89.3 63.3 82.4 85.2 88.6 Old : 64.0 82.5 87.2 89.3 63.3 82.4 85.2 88.6 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 - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 64,565: 32,650 0 1,690 26,100 58,930 60,440 60,620: 4,125 3,945 Old : 64,565: 32,650 0 1,690 26,100 58,930 60,440 60,620: 4,125 3,945 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : 570: 500 0 25 -130 370 395 395: 175 175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.6 0.0 2.6 40.4 91.3 93.6 93.9: 6.4 6.1 Old : 100.0: 50.6 0.0 2.6 40.4 91.3 93.6 93.9: 6.4 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 : 33: 9 0 4 20 15 29 19: Old : 33: 9 0 4 20 15 29 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 : 57.6 75.6 77.1 88.1 55.4 74.8 73.2 83.0 Old : 57.6 75.6 77.1 88.1 55.4 74.8 73.2 83.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ Commitments of Traders - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 63,780: 32,050 0 1,915 25,915 58,145 59,880 60,060: 3,900 3,720 Old : 63,780: 32,050 0 1,915 25,915 58,145 59,880 60,060: 3,900 3,720 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : 590: 500 0 25 -120 380 405 405: 185 185 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.3 0.0 3.0 40.6 91.2 93.9 94.2: 6.1 5.8 Old : 100.0: 50.3 0.0 3.0 40.6 91.2 93.9 94.2: 6.1 5.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 8 0 3 20 13 28 16: Old : 32: 8 0 3 20 13 28 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 : 57.6 74.9 77.5 88.7 54.9 73.9 73.3 82.2 Old : 57.6 74.9 77.5 88.7 54.9 73.9 73.3 82.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG Commitments of Traders - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 18,950: 2,340 6,360 285 15,185 11,245 17,810 17,890: 1,140 1,060 Old : 18,950: 2,340 6,360 285 15,185 11,245 17,810 17,890: 1,140 1,060 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : 585: 140 -15 25 410 565 575 575: 10 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.3 33.6 1.5 80.1 59.3 94.0 94.4: 6.0 5.6 Old : 100.0: 12.3 33.6 1.5 80.1 59.3 94.0 94.4: 6.0 5.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 2 5 2 15 9 17 16: Old : 24: 2 5 2 15 9 17 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 : 58.2 58.9 78.8 87.5 48.6 56.1 62.8 70.1 Old : 58.2 58.9 78.8 87.5 48.6 56.1 62.8 70.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH Commitments of Traders - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 18,470: 2,890 6,360 230 13,365 10,840 16,485 17,430: 1,985 1,040 Old : 18,470: 2,890 6,360 230 13,365 10,840 16,485 17,430: 1,985 1,040 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : 595: 240 -15 25 310 565 575 575: 20 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.6 34.4 1.2 72.4 58.7 89.3 94.4: 10.7 5.6 Old : 100.0: 15.6 34.4 1.2 72.4 58.7 89.3 94.4: 10.7 5.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 2 5 2 14 9 16 16: Old : 23: 2 5 2 14 9 16 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.3 58.5 79.1 87.8 49.7 57.6 61.0 71.9 Old : 59.3 58.5 79.1 87.8 49.7 57.6 61.0 71.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU Commitments of Traders - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 69,525: 21,905 20,055 2,030 40,435 42,405 64,370 64,490: 5,155 5,035 Old : 69,525: 21,905 20,055 2,030 40,435 42,405 64,370 64,490: 5,155 5,035 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : 75: 50 0 25 0 50 75 75: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.5 28.8 2.9 58.2 61.0 92.6 92.8: 7.4 7.2 Old : 100.0: 31.5 28.8 2.9 58.2 61.0 92.6 92.8: 7.4 7.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 8 2 5 15 15 25 20: Old : 32: 8 2 5 15 15 25 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.8 64.0 74.2 81.7 58.8 62.5 73.0 78.5 Old : 59.8 64.0 74.2 81.7 58.8 62.5 73.0 78.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV Commitments of Traders - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 66,500: 19,115 20,055 2,210 40,235 39,415 61,560 61,680: 4,940 4,820 Old : 66,500: 19,115 20,055 2,210 40,235 39,415 61,560 61,680: 4,940 4,820 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : 75: 50 0 25 0 50 75 75: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 28.7 30.2 3.3 60.5 59.3 92.6 92.8: 7.4 7.2 Old : 100.0: 28.7 30.2 3.3 60.5 59.3 92.6 92.8: 7.4 7.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 8 2 5 15 16 25 21: Old : 32: 8 2 5 15 16 25 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.7 65.2 74.4 82.1 58.3 63.5 71.3 78.6 Old : 59.7 65.2 74.4 82.1 58.3 63.5 71.3 78.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Commitments of Traders - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 56,068: 12,285 14,075 2,380 38,970 37,525 53,635 53,980: 2,433 2,088 Old : 56,068: 12,285 14,075 2,380 38,970 37,525 53,635 53,980: 2,433 2,088 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : 1,395: -350 -50 450 1,190 890 1,290 1,290: 105 105 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.9 25.1 4.2 69.5 66.9 95.7 96.3: 4.3 3.7 Old : 100.0: 21.9 25.1 4.2 69.5 66.9 95.7 96.3: 4.3 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 3 3 2 23 15 27 19: Old : 33: 3 3 2 23 15 27 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 : 52.9 71.4 76.9 89.0 48.7 67.3 68.4 79.4 Old : 52.9 71.4 76.9 89.0 48.7 67.3 68.4 79.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Commitments of Traders - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 47,224: 8,460 10,870 2,945 34,494 32,234 45,899 46,049: 1,325 1,175 Old : 47,224: 8,460 10,870 2,945 34,494 32,234 45,899 46,049: 1,325 1,175 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : 1,115: -400 -150 500 915 665 1,015 1,015: 100 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.9 23.0 6.2 73.0 68.3 97.2 97.5: 2.8 2.5 Old : 100.0: 17.9 23.0 6.2 73.0 68.3 97.2 97.5: 2.8 2.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 4 3 3 23 15 28 20: Old : 33: 4 3 3 23 15 28 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.3 66.6 77.0 88.8 51.3 61.3 67.5 75.7 Old : 56.3 66.6 77.0 88.8 51.3 61.3 67.5 75.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Commitments of Traders - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 163,490: 1,150 33,176 6,779 132,362 100,336 140,291 140,291: 23,199 23,199 Old : 163,490: 1,150 33,176 6,779 132,362 100,336 140,291 140,291: 23,199 23,199 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : 2,785: 0 2,700 -2,185 3,166 466 981 981: 1,804 1,804 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 20.3 4.1 81.0 61.4 85.8 85.8: 14.2 14.2 Old : 100.0: 0.7 20.3 4.1 81.0 61.4 85.8 85.8: 14.2 14.2 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 : 44: 2 9 5 29 30 35 40: Old : 44: 2 9 5 29 30 35 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.7 37.5 71.2 53.9 57.0 36.0 64.0 49.1 Old : 59.7 37.5 71.2 53.9 57.0 36.0 64.0 49.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Commitments of Traders - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 146,704: 1,000 30,786 8,904 120,214 90,428 130,118 130,118: 16,586 16,586 Old : 146,704: 1,000 30,786 8,904 120,214 90,428 130,118 130,118: 16,586 16,586 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : 2,490: -1,274 1,226 -941 3,170 670 955 955: 1,535 1,535 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 21.0 6.1 81.9 61.6 88.7 88.7: 11.3 11.3 Old : 100.0: 0.7 21.0 6.1 81.9 61.6 88.7 88.7: 11.3 11.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 42: 2 8 5 25 29 31 38: Old : 42: 2 8 5 25 29 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 : 58.4 42.5 74.0 60.4 55.3 40.7 64.9 55.2 Old : 58.4 42.5 74.0 60.4 55.3 40.7 64.9 55.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA Commitments of Traders - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 56,100: 120 10,705 2,570 49,025 38,445 51,715 51,720: 4,385 4,380 Old : 56,100: 120 10,705 2,570 49,025 38,445 51,715 51,720: 4,385 4,380 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : 660: 0 100 0 840 920 840 1,020: -180 -360 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.2 19.1 4.6 87.4 68.5 92.2 92.2: 7.8 7.8 Old : 100.0: 0.2 19.1 4.6 87.4 68.5 92.2 92.2: 7.8 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 2 3 2 17 18 20 22: Old : 27: 2 3 2 17 18 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 : 62.0 49.7 79.0 69.6 57.5 46.9 67.8 59.5 Old : 62.0 49.7 79.0 69.6 57.5 46.9 67.8 59.5 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 - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 48,425: 235 9,450 3,320 41,050 31,865 44,605 44,635: 3,820 3,790 Old : 48,425: 235 9,450 3,320 41,050 31,865 44,605 44,635: 3,820 3,790 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : 600: -25 100 0 565 740 540 840: 60 -240 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 19.5 6.9 84.8 65.8 92.1 92.2: 7.9 7.8 Old : 100.0: 0.5 19.5 6.9 84.8 65.8 92.1 92.2: 7.9 7.8 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 : 25: 1 2 3 18 21 21 24: Old : 25: 1 2 3 18 21 21 24: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.5 51.3 72.3 71.7 51.7 44.9 61.5 55.3 Old : 56.5 51.3 72.3 71.7 51.7 44.9 61.5 55.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Commitments of Traders - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 37,485: 14,860 75 995 20,110 35,240 35,965 36,310: 1,520 1,175 Old : 37,485: 14,860 75 995 20,110 35,240 35,965 36,310: 1,520 1,175 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : -2,075: -2,200 0 0 100 -2,100 -2,100 -2,100: 25 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.6 0.2 2.7 53.6 94.0 95.9 96.9: 4.1 3.1 Old : 100.0: 39.6 0.2 2.7 53.6 94.0 95.9 96.9: 4.1 3.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 4 1 3 14 19 18 23: Old : 25: 4 1 3 14 19 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 : 59.9 75.0 79.4 86.8 57.2 63.0 70.5 73.6 Old : 59.9 75.0 79.4 86.8 57.2 63.0 70.5 73.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD Commitments of Traders - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 45,335: 25,870 0 1,630 16,470 42,445 43,970 44,075: 1,365 1,260 Old : 45,335: 25,870 0 1,630 16,470 42,445 43,970 44,075: 1,365 1,260 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : -2,315: -2,175 0 -15 -150 -2,325 -2,340 -2,340: 25 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 57.1 0.0 3.6 36.3 93.6 97.0 97.2: 3.0 2.8 Old : 100.0: 57.1 0.0 3.6 36.3 93.6 97.0 97.2: 3.0 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 3 0 3 12 14 15 17: Old : 20: 3 0 3 12 14 15 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.5 78.7 91.9 93.0 72.3 66.9 78.8 79.1 Old : 75.5 78.7 91.9 93.0 72.3 66.9 78.8 79.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE Commitments of Traders - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 122,574: 9,490 9,470 3,955 89,552 89,632 102,997 103,057: 19,577 19,517 Old : 122,574: 9,490 9,470 3,955 89,552 89,632 102,997 103,057: 19,577 19,517 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : 5,110: 0 -2,225 290 4,235 6,460 4,525 4,525: 585 585 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.7 7.7 3.2 73.1 73.1 84.0 84.1: 16.0 15.9 Old : 100.0: 7.7 7.7 3.2 73.1 73.1 84.0 84.1: 16.0 15.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 38: 4 2 3 29 29 35 32: Old : 38: 4 2 3 29 29 35 32: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.1 41.3 53.6 58.7 28.4 30.8 38.6 39.8 Old : 35.1 41.3 53.6 58.7 28.4 30.8 38.6 39.8 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF Commitments of Traders - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 96,724: 7,180 3,145 8,550 66,054 70,234 81,784 81,929: 14,940 14,795 Old : 96,724: 7,180 3,145 8,550 66,054 70,234 81,784 81,929: 14,940 14,795 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : 1,555: 0 -2,050 550 215 2,265 765 765: 790 790 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.4 3.3 8.8 68.3 72.6 84.6 84.7: 15.4 15.3 Old : 100.0: 7.4 3.3 8.8 68.3 72.6 84.6 84.7: 15.4 15.3 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 : 33: 1 2 3 26 28 30 31: Old : 33: 1 2 3 26 28 30 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 : 41.6 42.8 63.3 62.2 34.0 30.3 42.0 39.4 Old : 41.6 42.8 63.3 62.2 34.0 30.3 42.0 39.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA Commitments of Traders - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 33,615: 6,060 300 645 24,220 30,045 30,925 30,990: 2,690 2,625 Old : 33,615: 6,060 300 645 24,220 30,045 30,925 30,990: 2,690 2,625 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.0 0.9 1.9 72.1 89.4 92.0 92.2: 8.0 7.8 Old : 100.0: 18.0 0.9 1.9 72.1 89.4 92.0 92.2: 8.0 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 1 1 13 12 15 14: Old : 20: 2 1 1 13 12 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 : 63.0 72.3 81.7 85.8 63.0 68.5 74.5 76.5 Old : 63.0 72.3 81.7 85.8 63.0 68.5 74.5 76.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB Commitments of Traders - Futures Only, October 29, 2019 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 32,400: 4,605 530 505 24,980 29,070 30,090 30,105: 2,310 2,295 Old : 32,400: 4,605 530 505 24,980 29,070 30,090 30,105: 2,310 2,295 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: October 22, 2019 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.2 1.6 1.6 77.1 89.7 92.9 92.9: 7.1 7.1 Old : 100.0: 14.2 1.6 1.6 77.1 89.7 92.9 92.9: 7.1 7.1 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 : 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 : 64.0 71.6 81.5 86.6 63.9 66.3 74.2 76.0 Old : 64.0 71.6 81.5 86.6 63.9 66.3 74.2 76.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated November 01, 2019