ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders - Futures Only, May 19, 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 : 87,746: 0 4,105 75 80,557 76,452 80,632 80,632: 7,114 7,114 Old : 87,746: 0 4,105 75 80,557 76,452 80,632 80,632: 7,114 7,114 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 2,375: 0 0 0 2,415 2,415 2,415 2,415: -40 -40 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.7 0.1 91.8 87.1 91.9 91.9: 8.1 8.1 Old : 100.0: 0.0 4.7 0.1 91.8 87.1 91.9 91.9: 8.1 8.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 2 1 19 20 20 22: Old : 28: 0 2 1 19 20 20 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 78.5 52.7 85.9 78.8 76.2 50.4 79.8 74.7 Old : 78.5 52.7 85.9 78.8 76.2 50.4 79.8 74.7 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, May 19, 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 : 73,218: 0 4,960 0 67,608 62,648 67,608 67,608: 5,610 5,610 Old : 73,218: 0 4,960 0 67,608 62,648 67,608 67,608: 5,610 5,610 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,890: 0 0 0 1,925 1,940 1,925 1,940: -35 -50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 6.8 0.0 92.3 85.6 92.3 92.3: 7.7 7.7 Old : 100.0: 0.0 6.8 0.0 92.3 85.6 92.3 92.3: 7.7 7.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 1 0 19 20 19 21: Old : 28: 0 1 0 19 20 19 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 : 79.5 57.1 87.0 79.6 76.8 54.6 79.8 74.7 Old : 79.5 57.1 87.0 79.6 76.8 54.6 79.8 74.7 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, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 24,200: 2,030 1,020 150 19,445 20,150 21,625 21,320: 2,575 2,880 Old : 24,200: 2,030 1,020 150 19,445 20,150 21,625 21,320: 2,575 2,880 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 25: 75 0 0 -50 25 25 25: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.4 4.2 0.6 80.4 83.3 89.4 88.1: 10.6 11.9 Old : 100.0: 8.4 4.2 0.6 80.4 83.3 89.4 88.1: 10.6 11.9 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 1 1 10 12 14 14: Old : 21: 4 1 1 10 12 14 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 : 69.3 52.8 83.0 78.5 59.5 49.5 67.7 70.2 Old : 69.3 52.8 83.0 78.5 59.5 49.5 67.7 70.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.CENTRL_month_on_dap - NODAL EXCHANGE Code-064CTQ Commitments of Traders - Futures Only, May 19, 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 : 13,510: 1,625 0 150 11,125 12,870 12,900 13,020: 610 490 Old : 13,510: 1,625 0 150 11,125 12,870 12,900 13,020: 610 490 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.0 0.0 1.1 82.3 95.3 95.5 96.4: 4.5 3.6 Old : 100.0: 12.0 0.0 1.1 82.3 95.3 95.5 96.4: 4.5 3.6 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 0 1 11 13 13 14: Old : 20: 2 0 1 11 13 13 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 67.6 69.7 86.8 86.4 66.5 67.3 81.8 81.0 Old : 67.6 69.7 86.8 86.4 66.5 67.3 81.8 81.0 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, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 58,791: 11,620 5,270 4,070 39,718 46,348 55,408 55,688: 3,383 3,103 Old : 58,791: 11,620 5,270 4,070 39,718 46,348 55,408 55,688: 3,383 3,103 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,815: 0 420 100 1,265 845 1,365 1,365: 450 450 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.8 9.0 6.9 67.6 78.8 94.2 94.7: 5.8 5.3 Old : 100.0: 19.8 9.0 6.9 67.6 78.8 94.2 94.7: 5.8 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 26: 2 2 2 17 16 20 19: Old : 26: 2 2 2 17 16 20 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.6 71.0 79.4 86.5 51.2 65.6 66.3 73.9 Old : 62.6 71.0 79.4 86.5 51.2 65.6 66.3 73.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP Commitments of Traders - Futures Only, May 19, 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 : 39,484: 2,765 1,720 3,325 31,060 32,385 37,150 37,430: 2,334 2,054 Old : 39,484: 2,765 1,720 3,325 31,060 32,385 37,150 37,430: 2,334 2,054 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,905: 0 940 -30 1,935 995 1,905 1,905: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 7.0 4.4 8.4 78.7 82.0 94.1 94.8: 5.9 5.2 Old : 100.0: 7.0 4.4 8.4 78.7 82.0 94.1 94.8: 5.9 5.2 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 : 24: 1 2 3 16 16 19 19: Old : 24: 1 2 3 16 16 19 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 73.8 69.0 87.9 84.0 63.9 64.8 73.2 73.1 Old : 73.8 69.0 87.9 84.0 63.9 64.8 73.2 73.1 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, May 19, 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 : 33,025: 1,010 15,820 90 30,325 15,915 31,425 31,825: 1,600 1,200 Old : 33,025: 1,010 15,820 90 30,325 15,915 31,425 31,825: 1,600 1,200 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,440: 0 0 0 1,440 1,440 1,440 1,440: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 47.9 0.3 91.8 48.2 95.2 96.4: 4.8 3.6 Old : 100.0: 3.1 47.9 0.3 91.8 48.2 95.2 96.4: 4.8 3.6 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 : 22: 2 1 1 16 15 18 17: Old : 22: 2 1 1 16 15 18 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 : 65.5 70.0 82.3 86.1 55.2 61.0 64.2 68.5 Old : 65.5 70.0 82.3 86.1 55.2 61.0 64.2 68.5 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, May 19, 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 : 100,945: 12,555 4,390 2,215 67,565 75,750 82,335 82,355: 18,610 18,590 Old : 100,945: 12,555 4,390 2,215 67,565 75,750 82,335 82,355: 18,610 18,590 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 420: 0 0 0 540 540 540 540: -120 -120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.4 4.3 2.2 66.9 75.0 81.6 81.6: 18.4 18.4 Old : 100.0: 12.4 4.3 2.2 66.9 75.0 81.6 81.6: 18.4 18.4 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 : 29: 1 4 4 18 21 22 26: Old : 29: 1 4 4 18 21 22 26: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.4 51.6 74.6 67.8 52.5 50.2 60.1 58.3 Old : 56.4 51.6 74.6 67.8 52.5 50.2 60.1 58.3 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, May 19, 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 : 96,432: 12,900 7,050 1,665 64,277 70,137 78,842 78,852: 17,590 17,580 Old : 96,432: 12,900 7,050 1,665 64,277 70,137 78,842 78,852: 17,590 17,580 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 620: 0 0 0 800 800 800 800: -180 -180 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.4 7.3 1.7 66.7 72.7 81.8 81.8: 18.2 18.2 Old : 100.0: 13.4 7.3 1.7 66.7 72.7 81.8 81.8: 18.2 18.2 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: 2 2 4 18 20 22 24: Old : 28: 2 2 4 18 20 22 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 : 54.3 48.5 74.4 67.3 50.5 47.2 58.5 56.4 Old : 54.3 48.5 74.4 67.3 50.5 47.2 58.5 56.4 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, May 19, 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 : 26,615: 3,410 14,270 1,620 16,899 6,904 21,929 22,794: 4,686 3,821 Old : 26,615: 3,410 14,270 1,620 16,899 6,904 21,929 22,794: 4,686 3,821 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 905: -300 600 330 370 -530 400 400: 505 505 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.8 53.6 6.1 63.5 25.9 82.4 85.6: 17.6 14.4 Old : 100.0: 12.8 53.6 6.1 63.5 25.9 82.4 85.6: 17.6 14.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 2 6 5 18 12 24 19: Old : 28: 2 6 5 18 12 24 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 38.8 67.7 60.3 76.9 37.5 60.5 57.8 66.4 Old : 38.8 67.7 60.3 76.9 37.5 60.5 57.8 66.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR Commitments of Traders - Futures Only, May 19, 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 : 26,105: 3,410 12,735 2,585 15,635 7,170 21,630 22,490: 4,475 3,615 Old : 26,105: 3,410 12,735 2,585 15,635 7,170 21,630 22,490: 4,475 3,615 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 905: -300 600 330 370 -530 400 400: 505 505 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.1 48.8 9.9 59.9 27.5 82.9 86.2: 17.1 13.8 Old : 100.0: 13.1 48.8 9.9 59.9 27.5 82.9 86.2: 17.1 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 : 28: 2 6 5 18 12 24 19: Old : 28: 2 6 5 18 12 24 19: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 37.6 68.5 61.6 78.0 35.4 58.6 55.7 64.3 Old : 37.6 68.5 61.6 78.0 35.4 58.6 55.7 64.3 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, May 19, 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 : 31,133: 11,890 5,440 1,055 15,729 23,024 28,674 29,519: 2,459 1,614 Old : 31,133: 11,890 5,440 1,055 15,729 23,024 28,674 29,519: 2,459 1,614 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.2 17.5 3.4 50.5 74.0 92.1 94.8: 7.9 5.2 Old : 100.0: 38.2 17.5 3.4 50.5 74.0 92.1 94.8: 7.9 5.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 2 2 13 7 16 10: Old : 20: 2 2 2 13 7 16 10: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.0 83.3 86.5 94.4 62.9 68.6 73.0 77.2 Old : 68.0 83.3 86.5 94.4 62.9 68.6 73.0 77.2 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, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 65,925: 30,660 0 15 33,010 63,545 63,685 63,560: 2,240 2,365 Old : 65,925: 30,660 0 15 33,010 63,545 63,685 63,560: 2,240 2,365 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 700: 0 0 0 600 600 600 600: 100 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 46.5 0.0 0.0 50.1 96.4 96.6 96.4: 3.4 3.6 Old : 100.0: 46.5 0.0 0.0 50.1 96.4 96.6 96.4: 3.4 3.6 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 5 0 1 13 13 18 14: Old : 23: 5 0 1 13 13 18 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 : 70.4 86.8 90.8 94.9 70.3 84.2 89.8 90.2 Old : 70.4 86.8 90.8 94.9 70.3 84.2 89.8 90.2 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, May 19, 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 : 67,487: 30,420 0 15 34,877 65,197 65,312 65,212: 2,175 2,275 Old : 67,487: 30,420 0 15 34,877 65,197 65,312 65,212: 2,175 2,275 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 150: 0 0 0 50 50 50 50: 100 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 45.1 0.0 0.0 51.7 96.6 96.8 96.6: 3.2 3.4 Old : 100.0: 45.1 0.0 0.0 51.7 96.6 96.8 96.6: 3.2 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 : 21: 4 0 1 13 12 17 13: Old : 21: 4 0 1 13 12 17 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 : 70.8 90.5 93.0 95.6 70.4 89.1 92.6 93.5 Old : 70.8 90.5 93.0 95.6 70.4 89.1 92.6 93.5 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, May 19, 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 : 60,505: 23,460 250 1,165 33,115 56,505 57,740 57,920: 2,765 2,585 Old : 60,505: 23,460 250 1,165 33,115 56,505 57,740 57,920: 2,765 2,585 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 70: -55 0 0 5 -50 -50 -50: 120 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 38.8 0.4 1.9 54.7 93.4 95.4 95.7: 4.6 4.3 Old : 100.0: 38.8 0.4 1.9 54.7 93.4 95.4 95.7: 4.6 4.3 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 : 30: 5 1 4 19 12 25 16: Old : 30: 5 1 4 19 12 25 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 : 59.4 82.5 78.8 92.9 57.1 81.3 76.6 89.5 Old : 59.4 82.5 78.8 92.9 57.1 81.3 76.6 89.5 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, May 19, 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 : 50,440: 15,010 240 1,255 31,615 46,565 47,880 48,060: 2,560 2,380 Old : 50,440: 15,010 240 1,255 31,615 46,565 47,880 48,060: 2,560 2,380 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 20: -105 0 0 5 -100 -100 -100: 120 120 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 29.8 0.5 2.5 62.7 92.3 94.9 95.3: 5.1 4.7 Old : 100.0: 29.8 0.5 2.5 62.7 92.3 94.9 95.3: 5.1 4.7 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 : 30: 5 1 4 20 12 26 16: Old : 30: 5 1 4 20 12 26 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.2 79.7 76.7 91.6 50.4 78.5 73.8 88.1 Old : 53.2 79.7 76.7 91.6 50.4 78.5 73.8 88.1 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, May 19, 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 : 21,100: 2,220 5,050 810 14,690 12,475 17,720 18,335: 3,380 2,765 Old : 21,100: 2,220 5,050 810 14,690 12,475 17,720 18,335: 3,380 2,765 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 10.5 23.9 3.8 69.6 59.1 84.0 86.9: 16.0 13.1 Old : 100.0: 10.5 23.9 3.8 69.6 59.1 84.0 86.9: 16.0 13.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 2 4 2 13 11 16 16: Old : 23: 2 4 2 13 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 : 51.0 65.6 73.9 82.9 44.8 65.4 67.1 77.3 Old : 51.0 65.6 73.9 82.9 44.8 65.4 67.1 77.3 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, May 19, 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 : 20,170: 3,055 5,175 540 14,120 12,410 17,715 18,125: 2,455 2,045 Old : 20,170: 3,055 5,175 540 14,120 12,410 17,715 18,125: 2,455 2,045 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.1 25.7 2.7 70.0 61.5 87.8 89.9: 12.2 10.1 Old : 100.0: 15.1 25.7 2.7 70.0 61.5 87.8 89.9: 12.2 10.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 22: 1 4 2 13 9 15 14: Old : 22: 1 4 2 13 9 15 14: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 56.4 69.1 78.0 86.9 51.2 69.0 71.6 81.7 Old : 56.4 69.1 78.0 86.9 51.2 69.0 71.6 81.7 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, May 19, 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 : 74,505: 17,575 22,840 2,170 49,220 44,165 68,965 69,175: 5,540 5,330 Old : 74,505: 17,575 22,840 2,170 49,220 44,165 68,965 69,175: 5,540 5,330 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 720: 720 0 0 0 720 720 720: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 23.6 30.7 2.9 66.1 59.3 92.6 92.8: 7.4 7.2 Old : 100.0: 23.6 30.7 2.9 66.1 59.3 92.6 92.8: 7.4 7.2 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 29: 4 2 3 18 13 23 17: Old : 29: 4 2 3 18 13 23 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 61.8 71.9 74.7 85.0 58.0 70.2 70.3 82.5 Old : 61.8 71.9 74.7 85.0 58.0 70.2 70.3 82.5 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV Commitments of Traders - Futures Only, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 68,445: 13,470 22,840 2,170 48,515 39,160 64,155 64,170: 4,290 4,275 Old : 68,445: 13,470 22,840 2,170 48,515 39,160 64,155 64,170: 4,290 4,275 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 670: 670 0 0 0 670 670 670: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.7 33.4 3.2 70.9 57.2 93.7 93.8: 6.3 6.2 Old : 100.0: 19.7 33.4 3.2 70.9 57.2 93.7 93.8: 6.3 6.2 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: 4 2 3 18 15 23 19: Old : 29: 4 2 3 18 15 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 : 59.3 74.8 74.5 86.0 55.6 73.1 69.8 82.6 Old : 59.3 74.8 74.5 86.0 55.6 73.1 69.8 82.6 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE Commitments of Traders - Futures Only, May 19, 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 : 63,187: 17,615 13,890 4,470 36,951 40,771 59,036 59,131: 4,151 4,056 Old : 63,187: 17,615 13,890 4,470 36,951 40,771 59,036 59,131: 4,151 4,056 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 525: 600 550 0 -75 -25 525 525: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 27.9 22.0 7.1 58.5 64.5 93.4 93.6: 6.6 6.4 Old : 100.0: 27.9 22.0 7.1 58.5 64.5 93.4 93.6: 6.6 6.4 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: 3 2 3 18 13 23 16: Old : 27: 3 2 3 18 13 23 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 : 55.8 70.5 75.8 87.4 51.9 67.4 71.8 80.8 Old : 55.8 70.5 75.8 87.4 51.9 67.4 71.8 80.8 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, May 19, 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 : 51,297: 8,510 9,410 5,180 34,569 33,964 48,259 48,554: 3,038 2,743 Old : 51,297: 8,510 9,410 5,180 34,569 33,964 48,259 48,554: 3,038 2,743 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 175: 600 600 -350 -75 -75 175 175: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.6 18.3 10.1 67.4 66.2 94.1 94.7: 5.9 5.3 Old : 100.0: 16.6 18.3 10.1 67.4 66.2 94.1 94.7: 5.9 5.3 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 3 2 5 19 12 24 17: Old : 27: 3 2 5 19 12 24 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 55.1 65.0 75.2 87.8 47.8 58.5 63.5 71.9 Old : 55.1 65.0 75.2 87.8 47.8 58.5 63.5 71.9 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, May 19, 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 : 187,939: 8,696 29,820 10,794 122,351 101,287 141,841 141,901: 46,098 46,038 Old : 187,939: 8,696 29,820 10,794 122,351 101,287 141,841 141,901: 46,098 46,038 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 2,525: 100 45 785 830 885 1,715 1,715: 810 810 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 4.6 15.9 5.7 65.1 53.9 75.5 75.5: 24.5 24.5 Old : 100.0: 4.6 15.9 5.7 65.1 53.9 75.5 75.5: 24.5 24.5 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 : 43: 2 7 6 29 32 35 41: Old : 43: 2 7 6 29 32 35 41: 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 : 45.3 36.2 62.2 49.2 38.5 33.3 50.1 42.5 Old : 45.3 36.2 62.2 49.2 38.5 33.3 50.1 42.5 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, May 19, 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 : 148,288: 8,356 13,400 10,426 93,368 88,139 112,150 111,965: 36,138 36,323 Old : 148,288: 8,356 13,400 10,426 93,368 88,139 112,150 111,965: 36,138 36,323 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 2,575: 160 -70 350 1,010 1,240 1,520 1,520: 1,055 1,055 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.6 9.0 7.0 63.0 59.4 75.6 75.5: 24.4 24.5 Old : 100.0: 5.6 9.0 7.0 63.0 59.4 75.6 75.5: 24.4 24.5 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 : 40: 3 6 5 25 29 31 37: Old : 40: 3 6 5 25 29 31 37: 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 : 49.0 30.0 61.3 44.9 39.0 24.5 45.0 34.5 Old : 49.0 30.0 61.3 44.9 39.0 24.5 45.0 34.5 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, May 19, 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 : 73,091: 1,385 5,900 7,575 59,006 54,711 67,966 68,186: 5,125 4,905 Old : 73,091: 1,385 5,900 7,575 59,006 54,711 67,966 68,186: 5,125 4,905 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,515: 0 -200 0 1,405 1,605 1,405 1,405: 110 110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 8.1 10.4 80.7 74.9 93.0 93.3: 7.0 6.7 Old : 100.0: 1.9 8.1 10.4 80.7 74.9 93.0 93.3: 7.0 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 : 26: 1 2 2 16 19 18 22: Old : 26: 1 2 2 16 19 18 22: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 59.7 51.3 80.8 73.0 42.6 40.0 54.4 48.8 Old : 59.7 51.3 80.8 73.0 42.6 40.0 54.4 48.8 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, May 19, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 59,624: 1,015 6,550 7,000 45,449 40,034 53,464 53,584: 6,160 6,040 Old : 59,624: 1,015 6,550 7,000 45,449 40,034 53,464 53,584: 6,160 6,040 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 445: 0 0 0 280 280 280 280: 165 165 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.7 11.0 11.7 76.2 67.1 89.7 89.9: 10.3 10.1 Old : 100.0: 1.7 11.0 11.7 76.2 67.1 89.7 89.9: 10.3 10.1 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 1 2 2 18 20 20 23: Old : 25: 1 2 2 18 20 20 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 50.8 55.9 74.2 76.0 36.1 38.7 47.6 47.1 Old : 50.8 55.9 74.2 76.0 36.1 38.7 47.6 47.1 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, May 19, 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 : 41,720: 17,075 0 3,730 17,310 34,885 38,115 38,615: 3,605 3,105 Old : 41,720: 17,075 0 3,730 17,310 34,885 38,115 38,615: 3,605 3,105 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 815: 50 0 0 765 815 815 815: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 40.9 0.0 8.9 41.5 83.6 91.4 92.6: 8.6 7.4 Old : 100.0: 40.9 0.0 8.9 41.5 83.6 91.4 92.6: 8.6 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 : 25: 4 0 3 15 18 19 21: Old : 25: 4 0 3 15 18 19 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 : 62.3 54.9 75.8 72.7 53.8 44.9 58.2 58.9 Old : 62.3 54.9 75.8 72.7 53.8 44.9 58.2 58.9 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, May 19, 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 : 50,540: 33,825 180 2,425 12,865 46,570 49,115 49,175: 1,425 1,365 Old : 50,540: 33,825 180 2,425 12,865 46,570 49,115 49,175: 1,425 1,365 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 530: 0 -50 50 480 530 530 530: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 66.9 0.4 4.8 25.5 92.1 97.2 97.3: 2.8 2.7 Old : 100.0: 66.9 0.4 4.8 25.5 92.1 97.2 97.3: 2.8 2.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 23: 2 1 3 13 18 16 21: Old : 23: 2 1 3 13 18 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 : 83.4 62.6 92.2 81.7 77.2 53.7 79.1 71.3 Old : 83.4 62.6 92.2 81.7 77.2 53.7 79.1 71.3 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, May 19, 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 : 152,214: 8,995 8,055 6,285 109,764 110,704 125,044 125,044: 27,170 27,170 Old : 152,214: 8,995 8,055 6,285 109,764 110,704 125,044 125,044: 27,170 27,170 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 2,020: 420 250 -200 1,755 1,925 1,975 1,975: 45 45 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.9 5.3 4.1 72.1 72.7 82.2 82.2: 17.8 17.8 Old : 100.0: 5.9 5.3 4.1 72.1 72.7 82.2 82.2: 17.8 17.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 35: 3 2 2 27 29 32 31: Old : 35: 3 2 2 27 29 32 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 : 38.4 46.4 53.5 65.2 28.0 33.7 38.6 42.7 Old : 38.4 46.4 53.5 65.2 28.0 33.7 38.6 42.7 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, May 19, 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 : 117,575: 3,525 2,695 9,845 87,410 88,750 100,780 101,290: 16,795 16,285 Old : 117,575: 3,525 2,695 9,845 87,410 88,750 100,780 101,290: 16,795 16,285 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 1,130: 300 10 -60 395 1,435 635 1,385: 495 -255 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.0 2.3 8.4 74.3 75.5 85.7 86.1: 14.3 13.9 Old : 100.0: 3.0 2.3 8.4 74.3 75.5 85.7 86.1: 14.3 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 : 31: 2 2 3 25 23 29 26: Old : 31: 2 2 3 25 23 29 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 : 40.6 46.7 62.6 67.3 27.5 33.3 37.9 41.9 Old : 40.6 46.7 62.6 67.3 27.5 33.3 37.9 41.9 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA Commitments of Traders - Futures Only, May 19, 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 : 28,290: 4,705 300 945 21,375 25,790 27,025 27,035: 1,265 1,255 Old : 28,290: 4,705 300 945 21,375 25,790 27,025 27,035: 1,265 1,255 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 16.6 1.1 3.3 75.6 91.2 95.5 95.6: 4.5 4.4 Old : 100.0: 16.6 1.1 3.3 75.6 91.2 95.5 95.6: 4.5 4.4 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: 2 1 2 15 12 17 15: Old : 21: 2 1 2 15 12 17 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 : 61.4 80.1 83.8 91.2 59.7 74.5 78.4 83.7 Old : 61.4 80.1 83.8 91.2 59.7 74.5 78.4 83.7 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB Commitments of Traders - Futures Only, May 19, 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 : 28,575: 4,420 300 500 21,945 26,105 26,865 26,905: 1,710 1,670 Old : 28,575: 4,420 300 500 21,945 26,105 26,865 26,905: 1,710 1,670 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: May 12, 2020 : : 0: 0 0 0 0 0 0 0: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.5 1.0 1.7 76.8 91.4 94.0 94.2: 6.0 5.8 Old : 100.0: 15.5 1.0 1.7 76.8 91.4 94.0 94.2: 6.0 5.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 21: 2 1 1 15 12 17 14: Old : 21: 2 1 1 15 12 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 : 65.2 80.9 83.4 91.5 65.0 76.2 79.8 85.3 Old : 65.2 80.9 83.4 91.5 65.0 76.2 79.8 85.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated May 22, 2020