ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders - Futures Only, December 31, 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 : 71,879: 0 2,178 335 62,078 59,910 62,413 62,423: 9,466 9,456 Old : 71,879: 0 2,178 335 62,078 59,910 62,413 62,423: 9,466 9,456 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.0 0.5 86.4 83.3 86.8 86.8: 13.2 13.2 Old : 100.0: 0.0 3.0 0.5 86.4 83.3 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 : 29: 0 3 1 17 21 18 24: Old : 29: 0 3 1 17 21 18 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 : 73.0 52.4 82.3 73.2 67.1 52.1 73.5 67.2 Old : 73.0 52.4 82.3 73.2 67.1 52.1 73.5 67.2 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, December 31, 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 : 59,365: 0 1,820 350 50,835 49,010 51,185 51,180: 8,180 8,185 Old : 59,365: 0 1,820 350 50,835 49,010 51,185 51,180: 8,180 8,185 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 3.1 0.6 85.6 82.6 86.2 86.2: 13.8 13.8 Old : 100.0: 0.0 3.1 0.6 85.6 82.6 86.2 86.2: 13.8 13.8 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: 0 2 1 16 18 17 20: Old : 24: 0 2 1 16 18 17 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 : 73.4 56.6 81.6 73.9 70.2 56.2 74.1 70.6 Old : 73.4 56.6 81.6 73.9 70.2 56.2 74.1 70.6 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, December 31, 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 : 27,235: 2,260 1,880 25 22,274 22,504 24,559 24,409: 2,676 2,826 Old : 27,235: 2,260 1,880 25 22,274 22,504 24,559 24,409: 2,676 2,826 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.3 6.9 0.1 81.8 82.6 90.2 89.6: 9.8 10.4 Old : 100.0: 8.3 6.9 0.1 81.8 82.6 90.2 89.6: 9.8 10.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 3 2 1 12 15 15 18: Old : 23: 3 2 1 12 15 15 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 : 74.8 50.4 85.0 75.4 65.5 47.7 72.8 68.7 Old : 74.8 50.4 85.0 75.4 65.5 47.7 72.8 68.7 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, December 31, 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 : 23,465: 2,155 1,600 80 19,230 19,640 21,465 21,320: 2,000 2,145 Old : 23,465: 2,155 1,600 80 19,230 19,640 21,465 21,320: 2,000 2,145 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.2 6.8 0.3 82.0 83.7 91.5 90.9: 8.5 9.1 Old : 100.0: 9.2 6.8 0.3 82.0 83.7 91.5 90.9: 8.5 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 : 22: 3 2 2 10 16 15 18: Old : 22: 3 2 2 10 16 15 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 : 75.9 47.5 88.5 73.1 62.6 43.4 66.5 62.3 Old : 75.9 47.5 88.5 73.1 62.6 43.4 66.5 62.3 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, December 31, 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 : 48,923: 10,595 1,145 5,400 29,982 39,612 45,977 46,157: 2,946 2,766 Old : 48,923: 10,595 1,145 5,400 29,982 39,612 45,977 46,157: 2,946 2,766 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.7 2.3 11.0 61.3 81.0 94.0 94.3: 6.0 5.7 Old : 100.0: 21.7 2.3 11.0 61.3 81.0 94.0 94.3: 6.0 5.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 1 2 3 19 20 22 23: Old : 26: 1 2 3 19 20 22 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.7 68.3 76.9 81.5 44.2 50.7 53.6 56.0 Old : 60.7 68.3 76.9 81.5 44.2 50.7 53.6 56.0 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, December 31, 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 : 26,361: 3,200 530 3,870 16,524 19,614 23,594 24,014: 2,767 2,347 Old : 26,361: 3,200 530 3,870 16,524 19,614 23,594 24,014: 2,767 2,347 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.1 2.0 14.7 62.7 74.4 89.5 91.1: 10.5 8.9 Old : 100.0: 12.1 2.0 14.7 62.7 74.4 89.5 91.1: 10.5 8.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 2 3 16 19 19 22: Old : 23: 1 2 3 16 19 19 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.0 71.5 78.5 81.9 51.3 56.6 57.4 60.4 Old : 64.0 71.5 78.5 81.9 51.3 56.6 57.4 60.4 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, December 31, 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 : 26,610: 310 12,470 1,895 22,815 10,980 25,020 25,345: 1,590 1,265 Old : 26,610: 310 12,470 1,895 22,815 10,980 25,020 25,345: 1,590 1,265 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 46.9 7.1 85.7 41.3 94.0 95.2: 6.0 4.8 Old : 100.0: 1.2 46.9 7.1 85.7 41.3 94.0 95.2: 6.0 4.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 1 2 19 16 21 18: Old : 23: 1 1 2 19 16 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 : 59.2 79.0 81.5 89.7 43.6 55.4 53.8 58.0 Old : 59.2 79.0 81.5 89.7 43.6 55.4 53.8 58.0 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, December 31, 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 : 95,638: 14,470 2,560 1,530 60,583 72,038 76,583 76,128: 19,055 19,510 Old : 95,638: 14,470 2,560 1,530 60,583 72,038 76,583 76,128: 19,055 19,510 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.1 2.7 1.6 63.3 75.3 80.1 79.6: 19.9 20.4 Old : 100.0: 15.1 2.7 1.6 63.3 75.3 80.1 79.6: 19.9 20.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 33: 2 5 3 20 25 23 32: Old : 33: 2 5 3 20 25 23 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 : 53.0 48.8 69.3 61.8 48.3 47.3 59.6 57.0 Old : 53.0 48.8 69.3 61.8 48.3 47.3 59.6 57.0 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, December 31, 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 : 92,742: 13,380 3,170 1,640 59,599 69,289 74,619 74,099: 18,123 18,643 Old : 92,742: 13,380 3,170 1,640 59,599 69,289 74,619 74,099: 18,123 18,643 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.4 3.4 1.8 64.3 74.7 80.5 79.9: 19.5 20.1 Old : 100.0: 14.4 3.4 1.8 64.3 74.7 80.5 79.9: 19.5 20.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 32: 1 5 2 20 24 23 29: Old : 32: 1 5 2 20 24 23 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 : 54.6 47.3 68.9 61.4 49.8 46.4 58.9 54.9 Old : 54.6 47.3 68.9 61.4 49.8 46.4 58.9 54.9 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, December 31, 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 : 25,720: 3,360 10,930 895 17,356 11,086 21,611 22,911: 4,109 2,809 Old : 25,720: 3,360 10,930 895 17,356 11,086 21,611 22,911: 4,109 2,809 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.1 42.5 3.5 67.5 43.1 84.0 89.1: 16.0 10.9 Old : 100.0: 13.1 42.5 3.5 67.5 43.1 84.0 89.1: 16.0 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 : 28: 3 6 4 17 12 23 19: Old : 28: 3 6 4 17 12 23 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.6 61.2 59.1 79.9 35.9 52.9 53.9 64.8 Old : 37.6 61.2 59.1 79.9 35.9 52.9 53.9 64.8 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, December 31, 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 : 26,880: 4,540 11,185 1,775 15,808 11,153 22,123 24,113: 4,757 2,767 Old : 26,880: 4,540 11,185 1,775 15,808 11,153 22,123 24,113: 4,757 2,767 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.9 41.6 6.6 58.8 41.5 82.3 89.7: 17.7 10.3 Old : 100.0: 16.9 41.6 6.6 58.8 41.5 82.3 89.7: 17.7 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 : 26: 4 5 4 15 12 21 19: Old : 26: 4 5 4 15 12 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 : 38.1 63.5 60.4 80.4 34.4 57.1 53.1 65.7 Old : 38.1 63.5 60.4 80.4 34.4 57.1 53.1 65.7 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, December 31, 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 : 27,268: 9,015 6,625 375 14,614 17,309 24,004 24,309: 3,264 2,959 Old : 27,268: 9,015 6,625 375 14,614 17,309 24,004 24,309: 3,264 2,959 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.1 24.3 1.4 53.6 63.5 88.0 89.1: 12.0 10.9 Old : 100.0: 33.1 24.3 1.4 53.6 63.5 88.0 89.1: 12.0 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 : 25: 1 4 2 15 9 17 14: Old : 25: 1 4 2 15 9 17 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 65.1 75.7 83.4 85.9 63.8 71.1 77.9 80.6 Old : 65.1 75.7 83.4 85.9 63.8 71.1 77.9 80.6 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 - Futures Only, December 31, 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 : 26,532: 9,015 7,070 365 14,371 16,556 23,751 23,991: 2,781 2,541 Old : 26,532: 9,015 7,070 365 14,371 16,556 23,751 23,991: 2,781 2,541 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.0 26.6 1.4 54.2 62.4 89.5 90.4: 10.5 9.6 Old : 100.0: 34.0 26.6 1.4 54.2 62.4 89.5 90.4: 10.5 9.6 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: 1 4 2 14 8 16 13: Old : 24: 1 4 2 14 8 16 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 : 66.3 77.9 84.2 88.7 64.9 73.3 80.7 83.3 Old : 66.3 77.9 84.2 88.7 64.9 73.3 80.7 83.3 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, December 31, 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 : 59,414: 29,670 0 0 26,031 55,576 55,701 55,576: 3,713 3,838 Old : 59,414: 29,670 0 0 26,031 55,576 55,701 55,576: 3,713 3,838 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.9 0.0 0.0 43.8 93.5 93.8 93.5: 6.2 6.5 Old : 100.0: 49.9 0.0 0.0 43.8 93.5 93.8 93.5: 6.2 6.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 5 0 0 13 16 18 16: Old : 25: 5 0 0 13 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 : 64.3 83.8 85.6 90.9 63.3 79.0 81.2 84.0 Old : 64.3 83.8 85.6 90.9 63.3 79.0 81.2 84.0 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, December 31, 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 : 58,829: 29,505 0 0 25,494 54,617 54,999 54,617: 3,830 4,212 Old : 58,829: 29,505 0 0 25,494 54,617 54,999 54,617: 3,830 4,212 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.2 0.0 0.0 43.3 92.8 93.5 92.8: 6.5 7.2 Old : 100.0: 50.2 0.0 0.0 43.3 92.8 93.5 92.8: 6.5 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 : 22: 4 0 0 13 14 17 14: Old : 22: 4 0 0 13 14 17 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.3 84.5 87.0 90.7 63.8 82.1 84.6 86.9 Old : 64.3 84.5 87.0 90.7 63.8 82.1 84.6 86.9 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, December 31, 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 : 61,035: 30,885 75 1,215 25,440 56,430 57,540 57,720: 3,495 3,315 Old : 61,035: 30,885 75 1,215 25,440 56,430 57,540 57,720: 3,495 3,315 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.6 0.1 2.0 41.7 92.5 94.3 94.6: 5.7 5.4 Old : 100.0: 50.6 0.1 2.0 41.7 92.5 94.3 94.6: 5.7 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 : 33: 7 2 2 18 13 25 17: Old : 33: 7 2 2 18 13 25 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.7 75.8 78.5 89.7 55.7 75.2 74.7 85.7 Old : 57.7 75.8 78.5 89.7 55.7 75.2 74.7 85.7 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, December 31, 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 : 60,150: 30,080 25 1,415 25,500 55,735 56,995 57,175: 3,155 2,975 Old : 60,150: 30,080 25 1,415 25,500 55,735 56,995 57,175: 3,155 2,975 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 50.0 0.0 2.4 42.4 92.7 94.8 95.1: 5.2 4.9 Old : 100.0: 50.0 0.0 2.4 42.4 92.7 94.8 95.1: 5.2 4.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 6 1 2 18 13 24 16: Old : 31: 6 1 2 18 13 24 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 : 57.3 74.8 78.4 90.0 55.0 73.9 74.5 84.4 Old : 57.3 74.8 78.4 90.0 55.0 73.9 74.5 84.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG Commitments of Traders - Futures Only, December 31, 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 : 20,565: 125 6,890 685 17,775 11,190 18,585 18,765: 1,980 1,800 Old : 20,565: 125 6,890 685 17,775 11,190 18,585 18,765: 1,980 1,800 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.6 33.5 3.3 86.4 54.4 90.4 91.2: 9.6 8.8 Old : 100.0: 0.6 33.5 3.3 86.4 54.4 90.4 91.2: 9.6 8.8 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 : 22: 1 5 1 14 10 16 15: Old : 22: 1 5 1 14 10 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 : 56.4 55.9 77.3 84.2 47.5 55.5 65.1 70.1 Old : 56.4 55.9 77.3 84.2 47.5 55.5 65.1 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, December 31, 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 : 19,300: 270 5,970 880 15,080 10,855 16,230 17,705: 3,070 1,595 Old : 19,300: 270 5,970 880 15,080 10,855 16,230 17,705: 3,070 1,595 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.4 30.9 4.6 78.1 56.2 84.1 91.7: 15.9 8.3 Old : 100.0: 1.4 30.9 4.6 78.1 56.2 84.1 91.7: 15.9 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 : 20: 2 4 1 12 10 14 15: Old : 20: 2 4 1 12 10 14 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 : 57.5 59.3 77.4 84.3 48.2 59.1 60.5 70.5 Old : 57.5 59.3 77.4 84.3 48.2 59.1 60.5 70.5 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, December 31, 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 : 71,850: 23,640 21,985 1,530 41,865 43,610 67,035 67,125: 4,815 4,725 Old : 71,850: 23,640 21,985 1,530 41,865 43,610 67,035 67,125: 4,815 4,725 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 32.9 30.6 2.1 58.3 60.7 93.3 93.4: 6.7 6.6 Old : 100.0: 32.9 30.6 2.1 58.3 60.7 93.3 93.4: 6.7 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 : 31: 6 2 4 16 17 24 21: Old : 31: 6 2 4 16 17 24 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 : 62.8 65.6 77.2 83.1 62.2 63.7 76.0 78.6 Old : 62.8 65.6 77.2 83.1 62.2 63.7 76.0 78.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV Commitments of Traders - Futures Only, December 31, 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 : 68,200: 20,990 21,985 1,400 41,055 40,150 63,445 63,535: 4,755 4,665 Old : 68,200: 20,990 21,985 1,400 41,055 40,150 63,445 63,535: 4,755 4,665 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.8 32.2 2.1 60.2 58.9 93.0 93.2: 7.0 6.8 Old : 100.0: 30.8 32.2 2.1 60.2 58.9 93.0 93.2: 7.0 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 : 31: 6 2 3 17 19 25 22: Old : 31: 6 2 3 17 19 25 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.9 68.3 75.4 82.6 61.3 66.1 73.5 78.9 Old : 61.9 68.3 75.4 82.6 61.3 66.1 73.5 78.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Commitments of Traders - Futures Only, December 31, 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 : 55,764: 12,210 14,935 2,570 38,757 36,387 53,537 53,892: 2,227 1,872 Old : 55,764: 12,210 14,935 2,570 38,757 36,387 53,537 53,892: 2,227 1,872 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.9 26.8 4.6 69.5 65.3 96.0 96.6: 4.0 3.4 Old : 100.0: 21.9 26.8 4.6 69.5 65.3 96.0 96.6: 4.0 3.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 4 4 1 23 14 27 19: Old : 34: 4 4 1 23 14 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 : 48.9 75.5 75.2 91.7 44.3 70.5 69.5 81.6 Old : 48.9 75.5 75.2 91.7 44.3 70.5 69.5 81.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF Commitments of Traders - Futures Only, December 31, 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 : 46,514: 7,835 11,820 2,905 34,940 31,085 45,680 45,810: 834 704 Old : 46,514: 7,835 11,820 2,905 34,940 31,085 45,680 45,810: 834 704 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.8 25.4 6.2 75.1 66.8 98.2 98.5: 1.8 1.5 Old : 100.0: 16.8 25.4 6.2 75.1 66.8 98.2 98.5: 1.8 1.5 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 : 34: 4 4 3 23 16 28 22: Old : 34: 4 4 3 23 16 28 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 : 53.0 71.5 75.2 91.8 47.4 64.4 68.3 79.1 Old : 53.0 71.5 75.2 91.8 47.4 64.4 68.3 79.1 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, December 31, 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 : 164,505: 7,219 30,955 5,775 122,492 98,756 135,486 135,486: 29,019 29,019 Old : 164,505: 7,219 30,955 5,775 122,492 98,756 135,486 135,486: 29,019 29,019 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.4 18.8 3.5 74.5 60.0 82.4 82.4: 17.6 17.6 Old : 100.0: 4.4 18.8 3.5 74.5 60.0 82.4 82.4: 17.6 17.6 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 : 44: 3 8 5 28 32 34 42: Old : 44: 3 8 5 28 32 34 42: 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 : 56.1 37.5 69.8 52.3 51.6 34.4 59.9 48.1 Old : 56.1 37.5 69.8 52.3 51.6 34.4 59.9 48.1 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, December 31, 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 : 145,309: 9,594 30,730 5,735 107,832 86,696 123,161 123,161: 22,148 22,148 Old : 145,309: 9,594 30,730 5,735 107,832 86,696 123,161 123,161: 22,148 22,148 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.6 21.1 3.9 74.2 59.7 84.8 84.8: 15.2 15.2 Old : 100.0: 6.6 21.1 3.9 74.2 59.7 84.8 84.8: 15.2 15.2 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 : 42: 3 7 6 25 31 32 40: Old : 42: 3 7 6 25 31 32 40: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.2 41.5 70.6 55.1 50.8 39.8 60.4 51.2 Old : 57.2 41.5 70.6 55.1 50.8 39.8 60.4 51.2 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, December 31, 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 : 58,385: 0 10,055 3,025 49,730 39,825 52,755 52,905: 5,630 5,480 Old : 58,385: 0 10,055 3,025 49,730 39,825 52,755 52,905: 5,630 5,480 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 17.2 5.2 85.2 68.2 90.4 90.6: 9.6 9.4 Old : 100.0: 0.0 17.2 5.2 85.2 68.2 90.4 90.6: 9.6 9.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 4 2 18 19 20 23: Old : 27: 0 4 2 18 19 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 47.5 79.0 68.7 56.6 44.5 64.5 57.4 Old : 60.6 47.5 79.0 68.7 56.6 44.5 64.5 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_rtp - NODAL EXCHANGE Code-064FKB Commitments of Traders - Futures Only, December 31, 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 : 49,060: 0 8,860 3,535 40,115 31,305 43,650 43,700: 5,410 5,360 Old : 49,060: 0 8,860 3,535 40,115 31,305 43,650 43,700: 5,410 5,360 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 18.1 7.2 81.8 63.8 89.0 89.1: 11.0 10.9 Old : 100.0: 0.0 18.1 7.2 81.8 63.8 89.0 89.1: 11.0 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 : 24: 0 3 2 16 18 18 21: Old : 24: 0 3 2 16 18 18 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 57.2 49.6 75.2 72.2 54.2 45.0 65.4 59.4 Old : 57.2 49.6 75.2 72.2 54.2 45.0 65.4 59.4 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, December 31, 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 : 39,070: 16,045 40 1,085 18,135 34,215 35,265 35,340: 3,805 3,730 Old : 39,070: 16,045 40 1,085 18,135 34,215 35,265 35,340: 3,805 3,730 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 41.1 0.1 2.8 46.4 87.6 90.3 90.5: 9.7 9.5 Old : 100.0: 41.1 0.1 2.8 46.4 87.6 90.3 90.5: 9.7 9.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 4 1 4 16 18 21 22: Old : 25: 4 1 4 16 18 21 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.3 68.9 73.9 80.1 52.4 56.2 63.5 65.2 Old : 56.3 68.9 73.9 80.1 52.4 56.2 63.5 65.2 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, December 31, 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 : 46,695: 27,630 0 1,720 15,735 43,200 45,085 44,920: 1,610 1,775 Old : 46,695: 27,630 0 1,720 15,735 43,200 45,085 44,920: 1,610 1,775 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 59.2 0.0 3.7 33.7 92.5 96.6 96.2: 3.4 3.8 Old : 100.0: 59.2 0.0 3.7 33.7 92.5 96.6 96.2: 3.4 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 4 0 3 12 15 16 18: Old : 21: 4 0 3 12 15 16 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 : 76.0 75.7 90.6 89.0 68.5 64.0 75.5 75.1 Old : 76.0 75.7 90.6 89.0 68.5 64.0 75.5 75.1 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, December 31, 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 : 122,565: 10,930 11,940 1,735 91,973 90,903 104,638 104,578: 17,927 17,987 Old : 122,565: 10,930 11,940 1,735 91,973 90,903 104,638 104,578: 17,927 17,987 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.9 9.7 1.4 75.0 74.2 85.4 85.3: 14.6 14.7 Old : 100.0: 8.9 9.7 1.4 75.0 74.2 85.4 85.3: 14.6 14.7 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 4 29 28 35 32: Old : 37: 4 2 4 29 28 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 : 37.0 36.8 55.5 59.3 29.7 28.8 38.0 39.1 Old : 37.0 36.8 55.5 59.3 29.7 28.8 38.0 39.1 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, December 31, 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 : 100,324: 7,185 7,395 5,960 73,129 73,004 86,274 86,359: 14,050 13,965 Old : 100,324: 7,185 7,395 5,960 73,129 73,004 86,274 86,359: 14,050 13,965 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.2 7.4 5.9 72.9 72.8 86.0 86.1: 14.0 13.9 Old : 100.0: 7.2 7.4 5.9 72.9 72.8 86.0 86.1: 14.0 13.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 1 4 3 27 28 31 32: Old : 34: 1 4 3 27 28 31 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 : 44.9 44.1 64.5 66.4 37.6 35.1 48.3 49.0 Old : 44.9 44.1 64.5 66.4 37.6 35.1 48.3 49.0 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, December 31, 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 : 30,960: 5,605 300 605 22,380 27,740 28,590 28,645: 2,370 2,315 Old : 30,960: 5,605 300 605 22,380 27,740 28,590 28,645: 2,370 2,315 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.1 1.0 2.0 72.3 89.6 92.3 92.5: 7.7 7.5 Old : 100.0: 18.1 1.0 2.0 72.3 89.6 92.3 92.5: 7.7 7.5 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 1 2 13 12 15 15: Old : 20: 2 1 2 13 12 15 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 : 62.5 75.0 81.8 87.0 61.7 71.3 75.5 78.0 Old : 62.5 75.0 81.8 87.0 61.7 71.3 75.5 78.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB Commitments of Traders - Futures Only, December 31, 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 : 30,085: 4,345 460 595 23,125 27,015 28,065 28,070: 2,020 2,015 Old : 30,085: 4,345 460 595 23,125 27,015 28,065 28,070: 2,020 2,015 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: December 24, 2019 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.4 1.5 2.0 76.9 89.8 93.3 93.3: 6.7 6.7 Old : 100.0: 14.4 1.5 2.0 76.9 89.8 93.3 93.3: 6.7 6.7 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 : 21: 3 1 2 13 11 16 14: Old : 21: 3 1 2 13 11 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 : 64.4 74.5 81.9 87.6 63.5 69.6 75.1 77.6 Old : 64.4 74.5 81.9 87.6 63.5 69.6 75.1 77.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 06, 2020