ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders - Futures Only, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 76,181: 0 5,118 140 67,486 62,368 67,626 67,626: 8,555 8,555 Old : 76,181: 0 5,118 140 67,486 62,368 67,626 67,626: 8,555 8,555 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : 4,030: 0 2,675 0 4,210 1,535 4,210 4,210: -180 -180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 6.7 0.2 88.6 81.9 88.8 88.8: 11.2 11.2 Old : 100.0: 0.0 6.7 0.2 88.6 81.9 88.8 88.8: 11.2 11.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 3 1 17 19 18 22: Old : 28: 0 3 1 17 19 18 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.3 49.8 82.5 76.2 69.9 49.5 75.4 69.2 Old : 73.3 49.8 82.5 76.2 69.9 49.5 75.4 69.2 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, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 63,476: 0 4,845 255 55,432 50,587 55,687 55,687: 7,789 7,789 Old : 63,476: 0 4,845 255 55,432 50,587 55,687 55,687: 7,789 7,789 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : 4,012: 0 3,085 -20 3,927 842 3,907 3,907: 105 105 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 7.6 0.4 87.3 79.7 87.7 87.7: 12.3 12.3 Old : 100.0: 0.0 7.6 0.4 87.3 79.7 87.7 87.7: 12.3 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: 0 2 1 15 19 16 21: Old : 26: 0 2 1 15 19 16 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 75.6 55.3 82.7 75.7 73.5 54.9 78.1 71.7 Old : 75.6 55.3 82.7 75.7 73.5 54.9 78.1 71.7 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, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 27,365: 2,235 1,760 0 21,735 22,065 23,970 23,825: 3,395 3,540 Old : 27,365: 2,235 1,760 0 21,735 22,065 23,970 23,825: 3,395 3,540 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : -250: 0 0 0 -365 -365 -365 -365: 115 115 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.2 6.4 0.0 79.4 80.6 87.6 87.1: 12.4 12.9 Old : 100.0: 8.2 6.4 0.0 79.4 80.6 87.6 87.1: 12.4 12.9 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: 3 2 0 10 15 13 17: Old : 23: 3 2 0 10 15 13 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 72.2 48.8 83.8 75.3 63.3 48.8 72.3 69.0 Old : 72.2 48.8 83.8 75.3 63.3 48.8 72.3 69.0 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, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 23,550: 2,155 1,580 50 19,025 19,455 21,230 21,085: 2,320 2,465 Old : 23,550: 2,155 1,580 50 19,025 19,455 21,230 21,085: 2,320 2,465 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : 150: 0 0 0 -50 -50 -50 -50: 200 200 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.2 6.7 0.2 80.8 82.6 90.1 89.5: 9.9 10.5 Old : 100.0: 9.2 6.7 0.2 80.8 82.6 90.1 89.5: 9.9 10.5 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: 3 2 1 9 15 13 17: Old : 20: 3 2 1 9 15 13 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 : 73.9 49.9 87.7 74.6 62.5 45.9 68.6 65.1 Old : 73.9 49.9 87.7 74.6 62.5 45.9 68.6 65.1 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO Commitments of Traders - Futures Only, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 50,740: 10,710 2,610 6,010 30,868 39,148 47,588 47,768: 3,152 2,972 Old : 50,740: 10,710 2,610 6,010 30,868 39,148 47,588 47,768: 3,152 2,972 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : 1,374: 470 -300 0 501 1,271 971 971: 403 403 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.1 5.1 11.8 60.8 77.2 93.8 94.1: 6.2 5.9 Old : 100.0: 21.1 5.1 11.8 60.8 77.2 93.8 94.1: 6.2 5.9 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 : 26: 1 2 3 18 21 21 24: Old : 26: 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 : 61.3 66.1 79.5 80.9 47.9 52.1 57.3 60.2 Old : 61.3 66.1 79.5 80.9 47.9 52.1 57.3 60.2 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, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 31,085: 2,475 360 4,705 21,292 23,842 28,472 28,907: 2,613 2,178 Old : 31,085: 2,475 360 4,705 21,292 23,842 28,472 28,907: 2,613 2,178 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : 1,611: 170 0 130 1,381 1,541 1,681 1,671: -70 -60 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.0 1.2 15.1 68.5 76.7 91.6 93.0: 8.4 7.0 Old : 100.0: 8.0 1.2 15.1 68.5 76.7 91.6 93.0: 8.4 7.0 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 : 23: 2 1 3 16 17 19 20: Old : 23: 2 1 3 16 17 19 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.6 75.8 81.8 84.2 52.6 59.0 59.7 62.5 Old : 66.6 75.8 81.8 84.2 52.6 59.0 59.7 62.5 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, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 28,350: 535 13,805 1,520 24,750 12,100 26,805 27,425: 1,545 925 Old : 28,350: 535 13,805 1,520 24,750 12,100 26,805 27,425: 1,545 925 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : -285: 0 200 -200 -85 -285 -285 -285: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 48.7 5.4 87.3 42.7 94.6 96.7: 5.4 3.3 Old : 100.0: 1.9 48.7 5.4 87.3 42.7 94.6 96.7: 5.4 3.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 2 2 14 12 16 15: Old : 20: 1 2 2 14 12 16 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.7 79.3 81.8 90.8 46.9 60.9 58.2 63.4 Old : 60.7 79.3 81.8 90.8 46.9 60.9 58.2 63.4 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, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 94,093: 15,080 2,530 1,800 58,633 70,763 75,513 75,093: 18,580 19,000 Old : 94,093: 15,080 2,530 1,800 58,633 70,763 75,513 75,093: 18,580 19,000 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : 0: -200 75 0 200 -75 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.0 2.7 1.9 62.3 75.2 80.3 79.8: 19.7 20.2 Old : 100.0: 16.0 2.7 1.9 62.3 75.2 80.3 79.8: 19.7 20.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 31: 2 4 2 20 23 23 28: Old : 31: 2 4 2 20 23 23 28: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.6 49.5 69.7 61.9 48.9 47.9 59.5 57.2 Old : 53.6 49.5 69.7 61.9 48.9 47.9 59.5 57.2 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, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 92,028: 13,205 2,640 2,355 58,379 68,464 73,939 73,459: 18,089 18,569 Old : 92,028: 13,205 2,640 2,355 58,379 68,464 73,939 73,459: 18,089 18,569 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : 170: -25 250 -175 200 -75 0 0: 170 170 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.3 2.9 2.6 63.4 74.4 80.3 79.8: 19.7 20.2 Old : 100.0: 14.3 2.9 2.6 63.4 74.4 80.3 79.8: 19.7 20.2 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 : 30: 1 4 2 20 22 23 26: Old : 30: 1 4 2 20 22 23 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 54.2 47.3 68.0 60.2 49.7 46.3 58.3 55.2 Old : 54.2 47.3 68.0 60.2 49.7 46.3 58.3 55.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ Commitments of Traders - Futures Only, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 25,939: 4,125 9,930 1,260 16,616 11,266 22,001 22,456: 3,938 3,483 Old : 25,939: 4,125 9,930 1,260 16,616 11,266 22,001 22,456: 3,938 3,483 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : 420: -180 -255 375 225 300 420 420: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.9 38.3 4.9 64.1 43.4 84.8 86.6: 15.2 13.4 Old : 100.0: 15.9 38.3 4.9 64.1 43.4 84.8 86.6: 15.2 13.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 5 4 17 12 22 18: Old : 26: 2 5 4 17 12 22 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 : 40.2 58.4 61.4 77.0 38.5 53.5 57.8 65.5 Old : 40.2 58.4 61.4 77.0 38.5 53.5 57.8 65.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR Commitments of Traders - Futures Only, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 26,954: 5,265 10,170 1,985 15,423 11,668 22,673 23,823: 4,281 3,131 Old : 26,954: 5,265 10,170 1,985 15,423 11,668 22,673 23,823: 4,281 3,131 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : 365: 150 75 -10 225 300 365 365: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.5 37.7 7.4 57.2 43.3 84.1 88.4: 15.9 11.6 Old : 100.0: 19.5 37.7 7.4 57.2 43.3 84.1 88.4: 15.9 11.6 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: 3 4 4 16 12 21 18: Old : 25: 3 4 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 : 41.4 61.6 63.0 79.3 37.2 58.1 56.5 66.6 Old : 41.4 61.6 63.0 79.3 37.2 58.1 56.5 66.6 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, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 28,758: 8,790 7,715 420 16,543 18,178 25,753 26,313: 3,005 2,445 Old : 28,758: 8,790 7,715 420 16,543 18,178 25,753 26,313: 3,005 2,445 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : 900: 0 600 0 900 300 900 900: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 30.6 26.8 1.5 57.5 63.2 89.6 91.5: 10.4 8.5 Old : 100.0: 30.6 26.8 1.5 57.5 63.2 89.6 91.5: 10.4 8.5 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 : 24: 1 4 2 14 9 16 14: Old : 24: 1 4 2 14 9 16 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.3 79.0 85.5 88.0 60.4 68.4 72.7 75.8 Old : 66.3 79.0 85.5 88.0 60.4 68.4 72.7 75.8 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, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 25,994: 8,790 7,235 365 14,071 16,006 23,226 23,606: 2,768 2,388 Old : 25,994: 8,790 7,235 365 14,071 16,006 23,226 23,606: 2,768 2,388 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 33.8 27.8 1.4 54.1 61.6 89.4 90.8: 10.6 9.2 Old : 100.0: 33.8 27.8 1.4 54.1 61.6 89.4 90.8: 10.6 9.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 1 4 2 13 8 15 13: Old : 23: 1 4 2 13 8 15 13: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 66.7 79.5 84.6 89.4 65.2 74.4 80.3 83.4 Old : 66.7 79.5 84.6 89.4 65.2 74.4 80.3 83.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM Commitments of Traders - Futures Only, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 56,178: 27,160 0 0 25,615 52,385 52,775 52,385: 3,403 3,793 Old : 56,178: 27,160 0 0 25,615 52,385 52,775 52,385: 3,403 3,793 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : 620: 0 0 0 620 620 620 620: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.3 0.0 0.0 45.6 93.2 93.9 93.2: 6.1 6.8 Old : 100.0: 48.3 0.0 0.0 45.6 93.2 93.9 93.2: 6.1 6.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 5 0 0 11 15 16 15: Old : 23: 5 0 0 11 15 16 15: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.6 83.2 86.2 91.4 62.6 78.8 81.6 84.0 Old : 63.6 83.2 86.2 91.4 62.6 78.8 81.6 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, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 54,895: 27,095 0 0 24,370 51,081 51,465 51,081: 3,430 3,814 Old : 54,895: 27,095 0 0 24,370 51,081 51,465 51,081: 3,430 3,814 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : -20: 0 0 0 -20 -20 -20 -20: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 49.4 0.0 0.0 44.4 93.1 93.8 93.1: 6.2 6.9 Old : 100.0: 49.4 0.0 0.0 44.4 93.1 93.8 93.1: 6.2 6.9 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 4 0 0 12 14 16 14: Old : 21: 4 0 0 12 14 16 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 63.7 84.8 87.2 90.8 63.2 82.2 84.5 86.6 Old : 63.7 84.8 87.2 90.8 63.2 82.2 84.5 86.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY Commitments of Traders - Futures Only, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 56,725: 25,265 0 1,035 27,050 52,495 53,350 53,530: 3,375 3,195 Old : 56,725: 25,265 0 1,035 27,050 52,495 53,350 53,530: 3,375 3,195 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : 230: -1,665 0 70 1,905 240 310 310: -80 -80 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.5 0.0 1.8 47.7 92.5 94.1 94.4: 5.9 5.6 Old : 100.0: 44.5 0.0 1.8 47.7 92.5 94.1 94.4: 5.9 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 : 29: 6 0 2 19 11 25 13: Old : 29: 6 0 2 19 11 25 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 : 51.6 77.6 76.8 90.5 49.6 76.5 72.5 85.7 Old : 51.6 77.6 76.8 90.5 49.6 76.5 72.5 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, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 55,785: 24,715 0 1,135 26,960 51,855 52,810 52,990: 2,975 2,795 Old : 55,785: 24,715 0 1,135 26,960 51,855 52,810 52,990: 2,975 2,795 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : 195: -1,665 0 20 1,950 285 305 305: -110 -110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.3 0.0 2.0 48.3 93.0 94.7 95.0: 5.3 5.0 Old : 100.0: 44.3 0.0 2.0 48.3 93.0 94.7 95.0: 5.3 5.0 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 6 0 2 19 11 25 13: Old : 29: 6 0 2 19 11 25 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 : 51.5 76.6 77.0 90.9 49.5 75.3 71.3 84.6 Old : 51.5 76.6 77.0 90.9 49.5 75.3 71.3 84.6 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, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 21,840: 150 8,395 515 19,090 11,015 19,755 19,925: 2,085 1,915 Old : 21,840: 150 8,395 515 19,090 11,015 19,755 19,925: 2,085 1,915 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : 0: 0 -150 0 0 150 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.7 38.4 2.4 87.4 50.4 90.5 91.2: 9.5 8.8 Old : 100.0: 0.7 38.4 2.4 87.4 50.4 90.5 91.2: 9.5 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 : 23: 1 5 1 14 11 16 16: Old : 23: 1 5 1 14 11 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 : 59.0 61.9 78.3 83.3 54.1 59.5 71.2 74.8 Old : 59.0 61.9 78.3 83.3 54.1 59.5 71.2 74.8 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, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 20,680: 100 7,300 950 16,650 10,890 17,700 19,140: 2,980 1,540 Old : 20,680: 100 7,300 950 16,650 10,890 17,700 19,140: 2,980 1,540 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : 150: 0 -150 150 0 150 150 150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.5 35.3 4.6 80.5 52.7 85.6 92.6: 14.4 7.4 Old : 100.0: 0.5 35.3 4.6 80.5 52.7 85.6 92.6: 14.4 7.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 1 5 1 12 10 14 15: Old : 21: 1 5 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 : 61.0 62.0 78.8 84.2 55.7 61.9 67.9 73.4 Old : 61.0 62.0 78.8 84.2 55.7 61.9 67.9 73.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU Commitments of Traders - Futures Only, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 71,480: 22,460 20,920 1,250 42,280 43,895 65,990 66,065: 5,490 5,415 Old : 71,480: 22,460 20,920 1,250 42,280 43,895 65,990 66,065: 5,490 5,415 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : 780: -370 -1,400 150 410 1,440 190 190: 590 590 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 31.4 29.3 1.7 59.1 61.4 92.3 92.4: 7.7 7.6 Old : 100.0: 31.4 29.3 1.7 59.1 61.4 92.3 92.4: 7.7 7.6 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 : 27: 4 2 4 16 15 22 19: Old : 27: 4 2 4 16 15 22 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 : 61.4 68.5 76.8 82.8 61.0 66.5 75.0 79.4 Old : 61.4 68.5 76.8 82.8 61.0 66.5 75.0 79.4 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, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 67,940: 19,780 20,920 1,170 41,820 40,755 62,770 62,845: 5,170 5,095 Old : 67,940: 19,780 20,920 1,170 41,820 40,755 62,770 62,845: 5,170 5,095 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : 1,105: -370 -1,400 150 705 1,735 485 485: 620 620 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.1 30.8 1.7 61.6 60.0 92.4 92.5: 7.6 7.5 Old : 100.0: 29.1 30.8 1.7 61.6 60.0 92.4 92.5: 7.6 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 : 27: 4 2 3 17 17 23 20: Old : 27: 4 2 3 17 17 23 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.1 70.1 75.8 83.8 60.8 67.9 73.4 80.4 Old : 61.1 70.1 75.8 83.8 60.8 67.9 73.4 80.4 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, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 54,247: 14,180 15,105 1,910 35,631 35,066 51,721 52,081: 2,526 2,166 Old : 54,247: 14,180 15,105 1,910 35,631 35,066 51,721 52,081: 2,526 2,166 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : 532: -50 350 0 78 -272 28 78: 504 454 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.1 27.8 3.5 65.7 64.6 95.3 96.0: 4.7 4.0 Old : 100.0: 26.1 27.8 3.5 65.7 64.6 95.3 96.0: 4.7 4.0 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 : 32: 3 4 2 23 14 27 19: Old : 32: 3 4 2 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 : 53.1 77.2 75.2 90.7 50.1 72.1 71.3 81.7 Old : 53.1 77.2 75.2 90.7 50.1 72.1 71.3 81.7 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, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 43,897: 8,255 10,405 2,140 31,804 30,014 42,199 42,559: 1,698 1,338 Old : 43,897: 8,255 10,405 2,140 31,804 30,014 42,199 42,559: 1,698 1,338 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : 499: 0 300 0 -100 -350 -100 -50: 599 549 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 18.8 23.7 4.9 72.5 68.4 96.1 97.0: 3.9 3.0 Old : 100.0: 18.8 23.7 4.9 72.5 68.4 96.1 97.0: 3.9 3.0 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 : 32: 3 4 4 23 14 28 20: Old : 32: 3 4 4 23 14 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 : 54.0 71.1 74.1 90.6 49.9 64.4 68.6 78.9 Old : 54.0 71.1 74.1 90.6 49.9 64.4 68.6 78.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK Commitments of Traders - Futures Only, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 162,766: 1,949 21,940 12,365 114,580 94,589 128,894 128,894: 33,872 33,872 Old : 162,766: 1,949 21,940 12,365 114,580 94,589 128,894 128,894: 33,872 33,872 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : 713: -1,275 -2,785 2,965 -2,114 -654 -424 -474: 1,137 1,187 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.2 13.5 7.6 70.4 58.1 79.2 79.2: 20.8 20.8 Old : 100.0: 1.2 13.5 7.6 70.4 58.1 79.2 79.2: 20.8 20.8 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 : 41: 3 5 6 27 32 33 40: Old : 41: 3 5 6 27 32 33 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 : 50.7 30.6 66.0 46.6 44.3 27.0 49.9 37.7 Old : 50.7 30.6 66.0 46.6 44.3 27.0 49.9 37.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL Commitments of Traders - Futures Only, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 141,917: 4,269 23,180 10,001 100,408 81,497 114,678 114,678: 27,239 27,239 Old : 141,917: 4,269 23,180 10,001 100,408 81,497 114,678 114,678: 27,239 27,239 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : 1,260: -1,275 -2,085 2,325 -814 -54 236 186: 1,024 1,074 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 16.3 7.0 70.8 57.4 80.8 80.8: 19.2 19.2 Old : 100.0: 3.0 16.3 7.0 70.8 57.4 80.8 80.8: 19.2 19.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 40: 3 5 6 25 31 32 38: Old : 40: 3 5 6 25 31 32 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 : 51.3 35.8 65.7 50.9 44.3 33.6 51.6 44.5 Old : 51.3 35.8 65.7 50.9 44.3 33.6 51.6 44.5 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, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 60,895: 0 15,545 2,330 53,465 37,920 55,795 55,795: 5,100 5,100 Old : 60,895: 0 15,545 2,330 53,465 37,920 55,795 55,795: 5,100 5,100 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : 75: 0 70 5 370 300 375 375: -300 -300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 25.5 3.8 87.8 62.3 91.6 91.6: 8.4 8.4 Old : 100.0: 0.0 25.5 3.8 87.8 62.3 91.6 91.6: 8.4 8.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 0 4 3 18 19 21 23: Old : 27: 0 4 3 18 19 21 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.4 50.3 78.4 71.7 56.5 46.6 66.3 61.0 Old : 60.4 50.3 78.4 71.7 56.5 46.6 66.3 61.0 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, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 51,995: 0 14,970 2,490 44,375 29,490 46,865 46,950: 5,130 5,045 Old : 51,995: 0 14,970 2,490 44,375 29,490 46,865 46,950: 5,130 5,045 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : -260: 0 75 -15 10 -20 -5 40: -255 -300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 28.8 4.8 85.3 56.7 90.1 90.3: 9.9 9.7 Old : 100.0: 0.0 28.8 4.8 85.3 56.7 90.1 90.3: 9.9 9.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 24: 0 3 2 17 17 19 20: Old : 24: 0 3 2 17 17 19 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.1 53.2 75.3 76.4 56.7 47.6 67.9 65.0 Old : 59.1 53.2 75.3 76.4 56.7 47.6 67.9 65.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC Commitments of Traders - Futures Only, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 43,080: 20,755 85 1,160 17,435 38,480 39,350 39,725: 3,730 3,355 Old : 43,080: 20,755 85 1,160 17,435 38,480 39,350 39,725: 3,730 3,355 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : 260: 155 45 0 270 405 425 450: -165 -190 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 48.2 0.2 2.7 40.5 89.3 91.3 92.2: 8.7 7.8 Old : 100.0: 48.2 0.2 2.7 40.5 89.3 91.3 92.2: 8.7 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 : 26: 4 1 4 16 18 21 22: Old : 26: 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 : 65.3 66.5 77.7 81.3 61.3 56.2 67.4 67.7 Old : 65.3 66.5 77.7 81.3 61.3 56.2 67.4 67.7 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, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 49,280: 32,710 0 1,585 13,475 46,325 47,770 47,910: 1,510 1,370 Old : 49,280: 32,710 0 1,585 13,475 46,325 47,770 47,910: 1,510 1,370 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : 110: 110 0 20 -20 90 110 110: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.4 0.0 3.2 27.3 94.0 96.9 97.2: 3.1 2.8 Old : 100.0: 66.4 0.0 3.2 27.3 94.0 96.9 97.2: 3.1 2.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 4 0 4 10 14 14 18: Old : 20: 4 0 4 10 14 14 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 : 82.7 74.0 92.0 90.2 76.8 64.1 80.1 78.8 Old : 82.7 74.0 92.0 90.2 76.8 64.1 80.1 78.8 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, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 129,985: 12,290 5,640 4,670 92,250 98,815 109,210 109,125: 20,775 20,860 Old : 129,985: 12,290 5,640 4,670 92,250 98,815 109,210 109,125: 20,775 20,860 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : 4,245: -300 -160 180 4,090 3,925 3,970 3,945: 275 300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 9.5 4.3 3.6 71.0 76.0 84.0 84.0: 16.0 16.0 Old : 100.0: 9.5 4.3 3.6 71.0 76.0 84.0 84.0: 16.0 16.0 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 : 37: 4 2 2 29 29 35 31: Old : 37: 4 2 2 29 29 35 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 35.1 37.1 53.2 58.8 27.5 30.5 37.0 40.8 Old : 35.1 37.1 53.2 58.8 27.5 30.5 37.0 40.8 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, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 104,699: 7,910 1,965 8,135 71,054 77,099 87,099 87,199: 17,600 17,500 Old : 104,699: 7,910 1,965 8,135 71,054 77,099 87,099 87,199: 17,600 17,500 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : 1,315: 475 80 -325 725 1,120 875 875: 440 440 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.6 1.9 7.8 67.9 73.6 83.2 83.3: 16.8 16.7 Old : 100.0: 7.6 1.9 7.8 67.9 73.6 83.2 83.3: 16.8 16.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 34: 2 3 3 27 26 31 30: Old : 34: 2 3 3 27 26 31 30: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 40.7 43.4 61.6 64.2 31.8 36.9 43.8 47.5 Old : 40.7 43.4 61.6 64.2 31.8 36.9 43.8 47.5 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, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 31,090: 5,555 300 765 23,300 28,605 29,620 29,670: 1,470 1,420 Old : 31,090: 5,555 300 765 23,300 28,605 29,620 29,670: 1,470 1,420 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : 475: 0 0 0 300 300 300 300: 175 175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 17.9 1.0 2.5 74.9 92.0 95.3 95.4: 4.7 4.6 Old : 100.0: 17.9 1.0 2.5 74.9 92.0 95.3 95.4: 4.7 4.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 1 2 14 11 16 14: Old : 20: 2 1 2 14 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 : 61.6 79.3 80.5 90.8 61.0 73.1 74.7 78.5 Old : 61.6 79.3 80.5 90.8 61.0 73.1 74.7 78.5 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, January 28, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 30,470: 4,410 325 770 23,710 28,240 28,890 29,335: 1,580 1,135 Old : 30,470: 4,410 325 770 23,710 28,240 28,890 29,335: 1,580 1,135 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: January 21, 2020 : : 50: 0 0 0 195 195 195 195: -145 -145 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 14.5 1.1 2.5 77.8 92.7 94.8 96.3: 5.2 3.7 Old : 100.0: 14.5 1.1 2.5 77.8 92.7 94.8 96.3: 5.2 3.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 3 1 2 13 10 16 13: Old : 20: 3 1 2 13 10 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 : 65.3 80.1 80.9 91.3 64.4 74.0 75.4 79.5 Old : 65.3 80.1 80.9 91.3 64.4 74.0 75.4 79.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated January 31, 2020