ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA Commitments of Traders - Futures Only, June 16, 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 : 89,002: 0 4,240 0 81,516 77,276 81,516 81,516: 7,486 7,486 Old : 89,002: 0 4,240 0 81,516 77,276 81,516 81,516: 7,486 7,486 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2020 : : 75: 0 0 0 75 75 75 75: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 4.8 0.0 91.6 86.8 91.6 91.6: 8.4 8.4 Old : 100.0: 0.0 4.8 0.0 91.6 86.8 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 : 28: 0 2 0 18 21 18 23: Old : 28: 0 2 0 18 21 18 23: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.0 54.4 86.4 79.9 76.4 51.8 80.8 76.1 Old : 79.0 54.4 86.4 79.9 76.4 51.8 80.8 76.1 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, June 16, 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 : 74,392: 0 4,680 0 68,577 63,897 68,577 68,577: 5,815 5,815 Old : 74,392: 0 4,680 0 68,577 63,897 68,577 68,577: 5,815 5,815 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2020 : : 161: 0 0 0 161 161 161 161: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 0.0 6.3 0.0 92.2 85.9 92.2 92.2: 7.8 7.8 Old : 100.0: 0.0 6.3 0.0 92.2 85.9 92.2 92.2: 7.8 7.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 0 1 0 20 20 20 21: Old : 28: 0 1 0 20 20 20 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 79.1 57.9 87.3 80.5 76.9 55.4 80.0 75.9 Old : 79.1 57.9 87.3 80.5 76.9 55.4 80.0 75.9 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, June 16, 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 : 25,885: 2,240 1,005 0 20,985 21,920 23,225 22,925: 2,660 2,960 Old : 25,885: 2,240 1,005 0 20,985 21,920 23,225 22,925: 2,660 2,960 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2020 : : 680: 0 0 0 380 380 380 380: 300 300 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 8.7 3.9 0.0 81.1 84.7 89.7 88.6: 10.3 11.4 Old : 100.0: 8.7 3.9 0.0 81.1 84.7 89.7 88.6: 10.3 11.4 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 : 22: 4 1 0 12 11 16 12: Old : 22: 4 1 0 12 11 16 12: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 64.9 50.2 81.2 80.5 43.2 47.5 52.0 58.0 Old : 64.9 50.2 81.2 80.5 43.2 47.5 52.0 58.0 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, June 16, 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 : 59,316: 11,620 5,050 3,900 39,949 46,794 55,469 55,744: 3,847 3,572 Old : 59,316: 11,620 5,050 3,900 39,949 46,794 55,469 55,744: 3,847 3,572 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2020 : : 220: 0 300 -50 270 -30 220 220: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 19.6 8.5 6.6 67.3 78.9 93.5 94.0: 6.5 6.0 Old : 100.0: 19.6 8.5 6.6 67.3 78.9 93.5 94.0: 6.5 6.0 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 : 27: 2 2 2 18 17 21 20: Old : 27: 2 2 2 18 17 21 20: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.6 71.1 79.3 85.4 50.8 65.9 66.6 74.0 Old : 62.6 71.1 79.3 85.4 50.8 65.9 66.6 74.0 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP Commitments of Traders - Futures Only, June 16, 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 : 38,607: 2,565 2,035 3,310 30,436 31,241 36,311 36,586: 2,296 2,021 Old : 38,607: 2,565 2,035 3,310 30,436 31,241 36,311 36,586: 2,296 2,021 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2020 : : 670: 0 300 0 620 320 620 620: 50 50 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 6.6 5.3 8.6 78.8 80.9 94.1 94.8: 5.9 5.2 Old : 100.0: 6.6 5.3 8.6 78.8 80.9 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 17 17 20 20: Old : 24: 1 2 3 17 17 20 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 : 72.7 69.8 87.6 85.8 61.0 65.6 74.0 73.7 Old : 72.7 69.8 87.6 85.8 61.0 65.6 74.0 73.7 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, June 16, 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 : 33,900: 885 16,420 90 31,545 15,815 32,520 32,325: 1,380 1,575 Old : 33,900: 885 16,420 90 31,545 15,815 32,520 32,325: 1,380 1,575 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2020 : : 40: 0 0 0 40 40 40 40: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 48.4 0.3 93.1 46.7 95.9 95.4: 4.1 4.6 Old : 100.0: 2.6 48.4 0.3 93.1 46.7 95.9 95.4: 4.1 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 1 15 14 17 16: Old : 20: 2 1 1 15 14 17 16: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 68.8 68.6 83.7 85.9 58.9 62.1 67.9 69.6 Old : 68.8 68.6 83.7 85.9 58.9 62.1 67.9 69.6 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, June 16, 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 : 100,630: 12,825 4,755 1,515 67,390 75,390 81,730 81,660: 18,900 18,970 Old : 100,630: 12,825 4,755 1,515 67,390 75,390 81,730 81,660: 18,900 18,970 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2020 : : 450: 0 0 0 -115 -115 -115 -115: 565 565 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.7 4.7 1.5 67.0 74.9 81.2 81.1: 18.8 18.9 Old : 100.0: 12.7 4.7 1.5 67.0 74.9 81.2 81.1: 18.8 18.9 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 : 29: 1 2 2 18 23 20 26: Old : 29: 1 2 2 18 23 20 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 : 55.6 51.2 73.1 66.7 51.9 49.5 58.4 57.5 Old : 55.6 51.2 73.1 66.7 51.9 49.5 58.4 57.5 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, June 16, 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 : 95,345: 13,150 7,300 1,070 63,880 69,700 78,100 78,070: 17,245 17,275 Old : 95,345: 13,150 7,300 1,070 63,880 69,700 78,100 78,070: 17,245 17,275 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2020 : : 285: 0 0 0 175 175 175 175: 110 110 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.8 7.7 1.1 67.0 73.1 81.9 81.9: 18.1 18.1 Old : 100.0: 13.8 7.7 1.1 67.0 73.1 81.9 81.9: 18.1 18.1 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: 1 2 2 18 21 20 24: Old : 28: 1 2 2 18 21 20 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 : 53.4 47.0 73.1 67.4 50.3 46.6 58.0 55.6 Old : 53.4 47.0 73.1 67.4 50.3 46.6 58.0 55.6 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, June 16, 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 : 24,834: 3,205 13,950 1,290 15,999 6,104 20,494 21,344: 4,340 3,490 Old : 24,834: 3,205 13,950 1,290 15,999 6,104 20,494 21,344: 4,340 3,490 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2020 : : 50: 0 210 -100 150 -60 50 50: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 12.9 56.2 5.2 64.4 24.6 82.5 85.9: 17.5 14.1 Old : 100.0: 12.9 56.2 5.2 64.4 24.6 82.5 85.9: 17.5 14.1 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: 2 4 4 17 11 22 16: Old : 25: 2 4 4 17 11 22 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 : 39.6 68.4 61.7 78.1 38.1 60.4 59.1 67.4 Old : 39.6 68.4 61.7 78.1 38.1 60.4 59.1 67.4 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, June 16, 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 : 23,904: 3,205 12,315 1,800 14,775 6,515 19,780 20,630: 4,124 3,274 Old : 23,904: 3,205 12,315 1,800 14,775 6,515 19,780 20,630: 4,124 3,274 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2020 : : -15: 0 60 0 -15 -75 -15 -15: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 13.4 51.5 7.5 61.8 27.3 82.7 86.3: 17.3 13.7 Old : 100.0: 13.4 51.5 7.5 61.8 27.3 82.7 86.3: 17.3 13.7 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 25: 2 4 4 17 11 22 16: Old : 25: 2 4 4 17 11 22 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 : 37.8 68.8 61.7 79.4 36.3 59.2 57.6 67.1 Old : 37.8 68.8 61.7 79.4 36.3 59.2 57.6 67.1 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, June 16, 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 : 63,865: 28,555 0 25 33,270 61,185 61,850 61,210: 2,015 2,655 Old : 63,865: 28,555 0 25 33,270 61,185 61,850 61,210: 2,015 2,655 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2020 : : 490: 0 0 0 390 390 390 390: 100 100 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 44.7 0.0 0.0 52.1 95.8 96.8 95.8: 3.2 4.2 Old : 100.0: 44.7 0.0 0.0 52.1 95.8 96.8 95.8: 3.2 4.2 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 : 21: 4 0 1 12 10 16 11: Old : 21: 4 0 1 12 10 16 11: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 71.1 87.3 91.8 95.0 71.0 85.5 90.1 90.7 Old : 71.1 87.3 91.8 95.0 71.0 85.5 90.1 90.7 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, June 16, 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 : 62,925: 26,700 215 175 33,540 60,175 60,415 60,565: 2,510 2,360 Old : 62,925: 26,700 215 175 33,540 60,175 60,415 60,565: 2,510 2,360 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2020 : : 475: 625 -25 25 -360 290 290 290: 185 185 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 42.4 0.3 0.3 53.3 95.6 96.0 96.2: 4.0 3.8 Old : 100.0: 42.4 0.3 0.3 53.3 95.6 96.0 96.2: 4.0 3.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 27: 4 1 3 17 11 22 14: Old : 27: 4 1 3 17 11 22 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 : 60.3 83.8 79.7 94.7 58.1 83.6 77.5 90.8 Old : 60.3 83.8 79.7 94.7 58.1 83.6 77.5 90.8 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, June 16, 2020 ------------------------------------------------------------------------------------------------------------------- : Total : Reportable Positions : Nonreportable :---------------------------------------------------------------------------------------- Positions : Open : Non-Commercial : Commercial : Total : : Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short ------------------------------------------------------------------------------------------------------------------- : : Megawatt Hours (MWh) : : : : All : 53,105: 18,110 215 525 32,080 50,125 50,715 50,865: 2,390 2,240 Old : 53,105: 18,110 215 525 32,080 50,125 50,715 50,865: 2,390 2,240 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2020 : : 405: 625 -25 -20 -375 275 230 230: 175 175 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 34.1 0.4 1.0 60.4 94.4 95.5 95.8: 4.5 4.2 Old : 100.0: 34.1 0.4 1.0 60.4 94.4 95.5 95.8: 4.5 4.2 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 : 27: 4 1 3 18 11 23 14: Old : 27: 4 1 3 18 11 23 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 : 55.4 80.9 78.1 93.3 53.1 80.5 75.9 90.4 Old : 55.4 80.9 78.1 93.3 53.1 80.5 75.9 90.4 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG Commitments of Traders - Futures Only, June 16, 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 : 19,810: 2,330 4,760 530 13,570 11,585 16,430 16,875: 3,380 2,935 Old : 19,810: 2,330 4,760 530 13,570 11,585 16,430 16,875: 3,380 2,935 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2020 : : 0: 0 30 0 0 0 0 30: 0 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 11.8 24.0 2.7 68.5 58.5 82.9 85.2: 17.1 14.8 Old : 100.0: 11.8 24.0 2.7 68.5 58.5 82.9 85.2: 17.1 14.8 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 2 4 1 11 8 13 13: Old : 20: 2 4 1 11 8 13 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 : 50.7 65.7 74.0 83.0 45.8 65.7 66.8 77.7 Old : 50.7 65.7 74.0 83.0 45.8 65.7 66.8 77.7 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, June 16, 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 : 73,135: 17,890 21,450 2,270 47,070 43,750 67,230 67,470: 5,905 5,665 Old : 73,135: 17,890 21,450 2,270 47,070 43,750 67,230 67,470: 5,905 5,665 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2020 : : -330: 0 -1,000 0 -300 700 -300 -300: -30 -30 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 24.5 29.3 3.1 64.4 59.8 91.9 92.3: 8.1 7.7 Old : 100.0: 24.5 29.3 3.1 64.4 59.8 91.9 92.3: 8.1 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 : 29: 4 2 3 17 13 22 17: Old : 29: 4 2 3 17 13 22 17: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.4 69.5 74.7 83.5 58.6 67.8 70.7 80.5 Old : 62.4 69.5 74.7 83.5 58.6 67.8 70.7 80.5 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, June 16, 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 : 67,055: 14,060 21,450 2,270 46,160 38,810 62,490 62,530: 4,565 4,525 Old : 67,055: 14,060 21,450 2,270 46,160 38,810 62,490 62,530: 4,565 4,525 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2020 : : -200: 0 -1,000 0 -225 775 -225 -225: 25 25 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 21.0 32.0 3.4 68.8 57.9 93.2 93.3: 6.8 6.7 Old : 100.0: 21.0 32.0 3.4 68.8 57.9 93.2 93.3: 6.8 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 : 29: 4 2 3 17 14 22 18: Old : 29: 4 2 3 17 14 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 : 60.9 71.8 74.6 83.2 56.6 70.3 68.4 79.3 Old : 60.9 71.8 74.6 83.2 56.6 70.3 68.4 79.3 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, June 16, 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 : 62,027: 16,565 14,260 4,970 36,566 38,951 58,101 58,181: 3,926 3,846 Old : 62,027: 16,565 14,260 4,970 36,566 38,951 58,101 58,181: 3,926 3,846 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2020 : : -150: -400 75 175 75 -400 -150 -150: 0 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 26.7 23.0 8.0 59.0 62.8 93.7 93.8: 6.3 6.2 Old : 100.0: 26.7 23.0 8.0 59.0 62.8 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 : 28: 4 2 3 17 13 23 16: Old : 28: 4 2 3 17 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 : 55.3 71.1 75.2 88.8 50.5 67.0 70.3 80.5 Old : 55.3 71.1 75.2 88.8 50.5 67.0 70.3 80.5 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, June 16, 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 : 50,330: 7,915 9,860 5,510 33,907 32,232 47,332 47,602: 2,998 2,728 Old : 50,330: 7,915 9,860 5,510 33,907 32,232 47,332 47,602: 2,998 2,728 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2020 : : -205: -450 25 135 100 -375 -215 -215: 10 10 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 15.7 19.6 10.9 67.4 64.0 94.0 94.6: 6.0 5.4 Old : 100.0: 15.7 19.6 10.9 67.4 64.0 94.0 94.6: 6.0 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 28: 4 2 5 17 13 23 18: Old : 28: 4 2 5 17 13 23 18: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 53.6 67.0 75.2 89.6 44.2 62.2 62.0 72.9 Old : 53.6 67.0 75.2 89.6 44.2 62.2 62.0 72.9 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, June 16, 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 : 184,639: 9,184 34,545 7,286 121,892 96,436 138,362 138,267: 46,277 46,372 Old : 184,639: 9,184 34,545 7,286 121,892 96,436 138,362 138,267: 46,277 46,372 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2020 : : 420: -400 815 -635 845 -370 -190 -190: 610 610 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.0 18.7 3.9 66.0 52.2 74.9 74.9: 25.1 25.1 Old : 100.0: 5.0 18.7 3.9 66.0 52.2 74.9 74.9: 25.1 25.1 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 : 41: 2 7 4 29 30 34 38: Old : 41: 2 7 4 29 30 34 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 : 43.9 38.0 61.5 51.5 38.3 36.6 50.3 46.2 Old : 43.9 38.0 61.5 51.5 38.3 36.6 50.3 46.2 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, June 16, 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 : 148,631: 7,869 18,070 8,011 95,594 85,298 111,474 111,379: 37,157 37,252 Old : 148,631: 7,869 18,070 8,011 95,594 85,298 111,474 111,379: 37,157 37,252 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2020 : : 1,580: -360 1,075 -640 1,683 248 683 683: 897 897 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.3 12.2 5.4 64.3 57.4 75.0 74.9: 25.0 25.1 Old : 100.0: 5.3 12.2 5.4 64.3 57.4 75.0 74.9: 25.0 25.1 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 : 40: 3 6 4 26 29 31 37: Old : 40: 3 6 4 26 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 : 47.4 30.7 60.2 45.8 38.6 26.5 44.7 36.3 Old : 47.4 30.7 60.2 45.8 38.6 26.5 44.7 36.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY Commitments of Traders - Futures Only, June 16, 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 : 22,695: 600 350 0 21,160 21,110 21,760 21,460: 935 1,235 Old : 22,695: 600 350 0 21,160 21,110 21,760 21,460: 935 1,235 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2020 : : .: . . . . . . .: . . : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.6 1.5 0.0 93.2 93.0 95.9 94.6: 4.1 5.4 Old : 100.0: 2.6 1.5 0.0 93.2 93.0 95.9 94.6: 4.1 5.4 Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0 : : : :# Traders : Number of Traders in Each Category : All : 20: 1 1 0 12 12 13 13: Old : 20: 1 1 0 12 12 13 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 : 70.3 83.3 88.4 91.8 64.4 80.2 82.1 84.7 Old : 70.3 83.3 88.4 91.8 64.4 80.2 82.1 84.7 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, June 16, 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 : 73,156: 1,985 3,935 8,965 57,606 55,886 68,556 68,786: 4,600 4,370 Old : 73,156: 1,985 3,935 8,965 57,606 55,886 68,556 68,786: 4,600 4,370 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2020 : : 930: 660 -540 540 -165 1,035 1,035 1,035: -105 -105 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 2.7 5.4 12.3 78.7 76.4 93.7 94.0: 6.3 6.0 Old : 100.0: 2.7 5.4 12.3 78.7 76.4 93.7 94.0: 6.3 6.0 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 : 25: 2 1 2 16 18 18 21: Old : 25: 2 1 2 16 18 18 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 60.5 50.8 81.0 73.7 40.4 39.0 51.6 49.6 Old : 60.5 50.8 81.0 73.7 40.4 39.0 51.6 49.6 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, June 16, 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 : 61,579: 1,150 3,385 9,490 45,129 43,014 55,769 55,889: 5,810 5,690 Old : 61,579: 1,150 3,385 9,490 45,129 43,014 55,769 55,889: 5,810 5,690 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2020 : : 1,085: 60 -1,140 1,140 10 1,210 1,210 1,210: -125 -125 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 1.9 5.5 15.4 73.3 69.9 90.6 90.8: 9.4 9.2 Old : 100.0: 1.9 5.5 15.4 73.3 69.9 90.6 90.8: 9.4 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 : 25: 2 1 2 19 20 21 23: Old : 25: 2 1 2 19 20 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 : 53.0 53.1 73.0 74.2 33.3 36.7 43.9 45.5 Old : 53.0 53.1 73.0 74.2 33.3 36.7 43.9 45.5 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, June 16, 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 : 41,475: 16,450 650 3,230 18,095 34,415 37,775 38,295: 3,700 3,180 Old : 41,475: 16,450 650 3,230 18,095 34,415 37,775 38,295: 3,700 3,180 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2020 : : -165: 0 600 -175 30 -590 -145 -165: -20 0 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 39.7 1.6 7.8 43.6 83.0 91.1 92.3: 8.9 7.7 Old : 100.0: 39.7 1.6 7.8 43.6 83.0 91.1 92.3: 8.9 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 : 25: 3 1 3 16 18 20 21: Old : 25: 3 1 3 16 18 20 21: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 62.6 54.3 76.3 72.3 52.2 43.4 56.1 55.2 Old : 62.6 54.3 76.3 72.3 52.2 43.4 56.1 55.2 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD Commitments of Traders - Futures Only, June 16, 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 : 50,945: 33,045 880 2,030 13,860 46,235 48,935 49,145: 2,010 1,800 Old : 50,945: 33,045 880 2,030 13,860 46,235 48,935 49,145: 2,010 1,800 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2020 : : -75: 0 600 -245 150 -450 -95 -95: 20 20 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 64.9 1.7 4.0 27.2 90.8 96.1 96.5: 3.9 3.5 Old : 100.0: 64.9 1.7 4.0 27.2 90.8 96.1 96.5: 3.9 3.5 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 : 23: 2 1 3 14 18 17 21: Old : 23: 2 1 3 14 18 17 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 : 82.0 60.8 90.0 80.7 74.2 50.5 76.2 68.5 Old : 82.0 60.8 90.0 80.7 74.2 50.5 76.2 68.5 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, June 16, 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 : 152,448: 9,040 11,535 6,600 112,108 109,613 127,748 127,748: 24,700 24,700 Old : 152,448: 9,040 11,535 6,600 112,108 109,613 127,748 127,748: 24,700 24,700 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2020 : : 1,725: 0 1,200 0 2,090 890 2,090 2,090: -365 -365 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 5.9 7.6 4.3 73.5 71.9 83.8 83.8: 16.2 16.2 Old : 100.0: 5.9 7.6 4.3 73.5 71.9 83.8 83.8: 16.2 16.2 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 : 35: 3 2 2 28 29 33 31: Old : 35: 3 2 2 28 29 33 31: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 41.2 47.5 56.1 66.0 29.5 35.4 39.8 42.3 Old : 41.2 47.5 56.1 66.0 29.5 35.4 39.8 42.3 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, June 16, 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 : 117,860: 3,680 7,185 9,140 89,855 86,305 102,675 102,630: 15,185 15,230 Old : 117,860: 3,680 7,185 9,140 89,855 86,305 102,675 102,630: 15,185 15,230 Other: 0: 0 0 0 0 0 0 0: 0 0 : : : : : Changes in Commitments from: June 9, 2020 : : 2,345: 0 1,200 0 2,785 1,755 2,785 2,955: -440 -610 : : : : : Percent of Open Interest Represented by Each Category of Trader : All : 100.0: 3.1 6.1 7.8 76.2 73.2 87.1 87.1: 12.9 12.9 Old : 100.0: 3.1 6.1 7.8 76.2 73.2 87.1 87.1: 12.9 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 : 31: 2 2 3 25 26 29 29: Old : 31: 2 2 3 25 26 29 29: Other: 0: 0 0 0 0 0 0 0: :---------------------------------------------------------------------------------------------------- : Percent of Open Interest Held by the Indicated Number of the Largest Traders : By Gross Position By Net Position : 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders : Long: Short Long Short: Long Short Long Short :---------------------------------------------------------------------------------------------------- All : 39.5 46.5 62.7 67.8 26.8 31.2 37.2 40.3 Old : 39.5 46.5 62.7 67.8 26.8 31.2 37.2 40.3 Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 19, 2020