ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                                                     Code-064AAA
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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  :    88,558:         0      4,055          0     81,113     77,058     81,113     81,113:     7,445      7,445
Old  :    88,558:         0      4,055          0     81,113     77,058     81,113     81,113:     7,445      7,445
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :       340:         0          0          0        280        280        280        280:        60         60
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        4.6        0.0       91.6       87.0       91.6       91.6:       8.4        8.4
Old  :     100.0:       0.0        4.6        0.0       91.6       87.0       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         17         21         17         23:
Old  :        28:         0          2          0         17         21         17         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  :                 76.5       54.1       85.5       78.4       74.2       51.9       80.8       74.0
Old  :                 76.5       54.1       85.5       78.4       74.2       51.9       80.8       74.0
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 with Delta-adjusted Options and Futures Combined, July 21, 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  :    73,764:         0      4,580          0     67,694     63,114     67,694     67,694:     6,070      6,070
Old  :    73,764:         0      4,580          0     67,694     63,114     67,694     67,694:     6,070      6,070
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :       289:         0         25          0        254        229        254        254:        35         35
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0        6.2        0.0       91.8       85.6       91.8       91.8:       8.2        8.2
Old  :     100.0:       0.0        6.2        0.0       91.8       85.6       91.8       91.8:       8.2        8.2
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:         0          1          0         20         19         20         20:
Old  :        27:         0          1          0         20         19         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  :                 75.7       57.1       85.8       78.6       74.7       54.8       79.6       74.2
Old  :                 75.7       57.1       85.8       78.6       74.7       54.8       79.6       74.2
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 with Delta-adjusted Options and Futures Combined, July 21, 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  :    24,995:     1,850        990          0     20,420     20,990     22,270     21,980:     2,725      3,015
Old  :    24,995:     1,850        990          0     20,420     20,990     22,270     21,980:     2,725      3,015
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :       250:         0          0          0        250        250        250        250:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       7.4        4.0        0.0       81.7       84.0       89.1       87.9:      10.9       12.1
Old  :     100.0:       7.4        4.0        0.0       81.7       84.0       89.1       87.9:      10.9       12.1
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  :        21:         3          1          0         13         12         16         13:
Old  :        21:         3          1          0         13         12         16         13:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 67.1       50.9       81.5       79.0       43.5       47.1       52.3       57.0
Old  :                 67.1       50.9       81.5       79.0       43.5       47.1       52.3       57.0
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 with Delta-adjusted Options and Futures Combined, July 21, 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  :    59,282:    11,620      6,500      3,745     40,576     45,966     55,941     56,211:     3,341      3,071
Old  :    59,282:    11,620      6,500      3,745     40,576     45,966     55,941     56,211:     3,341      3,071
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :       142:         0         25          0         80         55         80         80:        62         62
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      19.6       11.0        6.3       68.4       77.5       94.4       94.8:       5.6        5.2
Old  :     100.0:      19.6       11.0        6.3       68.4       77.5       94.4       94.8:       5.6        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  :        26:         2          2          2         18         18         21         21:
Old  :        26:         2          2          2         18         18         21         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  :                 62.2       71.3       80.4       85.6       48.6       65.8       65.6       73.4
Old  :                 62.2       71.3       80.4       85.6       48.6       65.8       65.6       73.4
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 with Delta-adjusted Options and Futures Combined, July 21, 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  :    39,834:     2,365      3,790      3,315     31,958     30,803     37,638     37,908:     2,196      1,926
Old  :    39,834:     2,365      3,790      3,315     31,958     30,803     37,638     37,908:     2,196      1,926
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :       480:         0        300          0        480        180        480        480:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.9        9.5        8.3       80.2       77.3       94.5       95.2:       5.5        4.8
Old  :     100.0:       5.9        9.5        8.3       80.2       77.3       94.5       95.2:       5.5        4.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        24:         1          2          3         16         18         19         21:
Old  :        24:         1          2          3         16         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  :                 70.5       68.9       88.2       84.4       57.7       66.2       71.0       71.9
Old  :                 70.5       68.9       88.2       84.4       57.7       66.2       71.0       71.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE                                                              Code-064CZS
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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  :    22,380:         0      3,340      1,800     18,625     15,465     20,425     20,605:     1,955      1,775
Old  :    22,380:         0      3,340      1,800     18,625     15,465     20,425     20,605:     1,955      1,775
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :        35:         0          0          0        -60        -60        -60        -60:        95         95
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.0       14.9        8.0       83.2       69.1       91.3       92.1:       8.7        7.9
Old  :     100.0:       0.0       14.9        8.0       83.2       69.1       91.3       92.1:       8.7        7.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         0          2          1         17         14         18         16:
Old  :        21:         0          2          1         17         14         18         16:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 52.0       65.7       75.9       84.1       47.9       57.0       59.6       64.4
Old  :                 52.0       65.7       75.9       84.1       47.9       57.0       59.6       64.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                                                        Code-064DLW
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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  :    97,910:    11,480      4,665      1,800     67,000     73,770     80,280     80,235:    17,630     17,675
Old  :    97,910:    11,480      4,665      1,800     67,000     73,770     80,280     80,235:    17,630     17,675
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :       150:       -65          0         65        325        260        325        325:      -175       -175
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      11.7        4.8        1.8       68.4       75.3       82.0       81.9:      18.0       18.1
Old  :     100.0:      11.7        4.8        1.8       68.4       75.3       82.0       81.9:      18.0       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         19         22         21         25:
Old  :        28:         1          2          2         19         22         21         25:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 54.3       49.4       72.5       66.2       50.7       47.5       57.9       55.9
Old  :                 54.3       49.4       72.5       66.2       50.7       47.5       57.9       55.9
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 with Delta-adjusted Options and Futures Combined, July 21, 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  :    93,935:    12,435      7,135      1,125     64,475     69,705     78,035     77,965:    15,900     15,970
Old  :    93,935:    12,435      7,135      1,125     64,475     69,705     78,035     77,965:    15,900     15,970
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :       775:       -65          0          0      1,140      1,060      1,075      1,060:      -300       -285
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.2        7.6        1.2       68.6       74.2       83.1       83.0:      16.9       17.0
Old  :     100.0:      13.2        7.6        1.2       68.6       74.2       83.1       83.0:      16.9       17.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        29:         2          2          2         18         21         21         24:
Old  :        29:         2          2          2         18         21         21         24:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 51.3       46.3       71.9       67.1       48.5       45.1       56.5       53.8
Old  :                 51.3       46.3       71.9       67.1       48.5       45.1       56.5       53.8
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 with Delta-adjusted Options and Futures Combined, July 21, 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  :    23,553:     3,230     13,015        995     14,837      5,917     19,062     19,927:     4,491      3,626
Old  :    23,553:     3,230     13,015        995     14,837      5,917     19,062     19,927:     4,491      3,626
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :        50:         0         50          0         50          0         50         50:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      13.7       55.3        4.2       63.0       25.1       80.9       84.6:      19.1       15.4
Old  :     100.0:      13.7       55.3        4.2       63.0       25.1       80.9       84.6:      19.1       15.4
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  :        24:         2          4          4         17         10         22         15:
Old  :        24:         2          4          4         17         10         22         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  :                 38.1       67.0       60.9       77.1       36.6       60.3       58.1       68.8
Old  :                 38.1       67.0       60.9       77.1       36.6       60.3       58.1       68.8
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                                                                  Code-064DPR
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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  :    22,908:     3,230     11,600      1,465     14,009      6,559     18,704     19,624:     4,204      3,284
Old  :    22,908:     3,230     11,600      1,465     14,009      6,559     18,704     19,624:     4,204      3,284
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :        75:         0        125        -75        150         25         75         75:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      14.1       50.6        6.4       61.2       28.6       81.6       85.7:      18.4       14.3
Old  :     100.0:      14.1       50.6        6.4       61.2       28.6       81.6       85.7:      18.4       14.3
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  :        24:         2          4          4         17         10         22         15:
Old  :        24:         2          4          4         17         10         22         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  :                 37.7       68.1       59.4       79.0       35.5       59.6       56.5       68.9
Old  :                 37.7       68.1       59.4       79.0       35.5       59.6       56.5       68.9
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 with Delta-adjusted Options and Futures Combined, July 21, 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  :    70,785:    36,665          0          0     32,245     68,705     68,910     68,705:     1,875      2,080
Old  :    70,785:    36,665          0          0     32,245     68,705     68,910     68,705:     1,875      2,080
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :     5,065:     4,800          0          0        265      5,065      5,065      5,065:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      51.8        0.0        0.0       45.6       97.1       97.4       97.1:       2.6        2.9
Old  :     100.0:      51.8        0.0        0.0       45.6       97.1       97.4       97.1:       2.6        2.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        21:         4          0          0         11         11         15         11:
Old  :        21:         4          0          0         11         11         15         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  :                 74.2       89.2       93.3       95.9       74.2       86.2       92.2       92.3
Old  :                 74.2       89.2       93.3       95.9       74.2       86.2       92.2       92.3
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 with Delta-adjusted Options and Futures Combined, July 21, 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  :    61,375:    26,295         55        190     32,125     58,665     58,610     58,910:     2,765      2,465
Old  :    61,375:    26,295         55        190     32,125     58,665     58,610     58,910:     2,765      2,465
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :       450:         0          0          0        450        450        450        450:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      42.8        0.1        0.3       52.3       95.6       95.5       96.0:       4.5        4.0
Old  :     100.0:      42.8        0.1        0.3       52.3       95.6       95.5       96.0:       4.5        4.0
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        27:         4          1          3         16         12         21         15:
Old  :        27:         4          1          3         16         12         21         15:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.3       83.9       80.1       94.6       57.9       83.5       77.7       90.4
Old  :                 60.3       83.9       80.1       94.6       57.9       83.5       77.7       90.4
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 with Delta-adjusted Options and Futures Combined, July 21, 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  :    52,035:    18,105         55        540     31,000     49,200     49,645     49,795:     2,390      2,240
Old  :    52,035:    18,105         55        540     31,000     49,200     49,645     49,795:     2,390      2,240
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :       500:         0          0          0        500        500        500        500:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      34.8        0.1        1.0       59.6       94.6       95.4       95.7:       4.6        4.3
Old  :     100.0:      34.8        0.1        1.0       59.6       94.6       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  :        27:         4          1          3         17         12         22         15:
Old  :        27:         4          1          3         17         12         22         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  :                 55.5       81.4       78.8       93.4       53.3       80.8       76.6       90.2
Old  :                 55.5       81.4       78.8       93.4       53.3       80.8       76.6       90.2
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                                                                 Code-064EVG
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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  :    18,600:     2,280      4,085        530     12,315     10,970     15,125     15,585:     3,475      3,015
Old  :    18,600:     2,280      4,085        530     12,315     10,970     15,125     15,585:     3,475      3,015
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :         .:         .          .          .          .          .          .          .:         .          .
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      12.3       22.0        2.8       66.2       59.0       81.3       83.8:      18.7       16.2
Old  :     100.0:      12.3       22.0        2.8       66.2       59.0       81.3       83.8:      18.7       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  :        20:         2          3          1         11          9         13         13:
Old  :        20:         2          3          1         11          9         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  :                 48.6       64.8       72.4       81.5       45.6       64.8       66.8       75.6
Old  :                 48.6       64.8       72.4       81.5       45.6       64.8       66.8       75.6
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 with Delta-adjusted Options and Futures Combined, July 21, 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  :    69,360:    16,935     21,150      2,110     44,355     40,495     63,400     63,755:     5,960      5,605
Old  :    69,360:    16,935     21,150      2,110     44,355     40,495     63,400     63,755:     5,960      5,605
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :      -465:         0          0          0       -435       -435       -435       -435:       -30        -30
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      24.4       30.5        3.0       63.9       58.4       91.4       91.9:       8.6        8.1
Old  :     100.0:      24.4       30.5        3.0       63.9       58.4       91.4       91.9:       8.6        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  :        29:         5          2          4         16         14         22         19:
Old  :        29:         5          2          4         16         14         22         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 62.5       70.2       75.1       83.5       57.7       69.0       69.7       79.3
Old  :                 62.5       70.2       75.1       83.5       57.7       69.0       69.7       79.3
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 with Delta-adjusted Options and Futures Combined, July 21, 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  :    64,030:    13,125     21,150      2,110     44,080     36,150     59,315     59,410:     4,715      4,620
Old  :    64,030:    13,125     21,150      2,110     44,080     36,150     59,315     59,410:     4,715      4,620
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :       -35:         0          0          0         15         15         15         15:       -50        -50
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      20.5       33.0        3.3       68.8       56.5       92.6       92.8:       7.4        7.2
Old  :     100.0:      20.5       33.0        3.3       68.8       56.5       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:         5          2          4         16         14         22         19:
Old  :        29:         5          2          4         16         14         22         19:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 60.5       72.2       73.5       83.6       54.7       70.7       67.0       78.9
Old  :                 60.5       72.2       73.5       83.6       54.7       70.7       67.0       78.9
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                                                                  Code-064EXE
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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  :    64,162:    17,110     13,820      5,595     37,893     41,253     60,598     60,668:     3,564      3,494
Old  :    64,162:    17,110     13,820      5,595     37,893     41,253     60,598     60,668:     3,564      3,494
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :       320:        10        210        -25        350        150        335        335:       -15        -15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      26.7       21.5        8.7       59.1       64.3       94.4       94.6:       5.6        5.4
Old  :     100.0:      26.7       21.5        8.7       59.1       64.3       94.4       94.6:       5.6        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  :        30:         3          3          4         20         14         26         18:
Old  :        30:         3          3          4         20         14         26         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  :                 55.3       70.8       74.2       87.8       50.8       65.6       68.5       77.4
Old  :                 55.3       70.8       74.2       87.8       50.8       65.6       68.5       77.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                                                                 Code-064EXF
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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  :    53,570:     8,860      9,760      5,890     35,968     35,318     50,718     50,968:     2,852      2,602
Old  :    53,570:     8,860      9,760      5,890     35,968     35,318     50,718     50,968:     2,852      2,602
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :       250:       -40        210        -25        300         50        235        235:        15         15
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.5       18.2       11.0       67.1       65.9       94.7       95.1:       5.3        4.9
Old  :     100.0:      16.5       18.2       11.0       67.1       65.9       94.7       95.1:       5.3        4.9
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        30:         3          3          4         20         14         26         18:
Old  :        30:         3          3          4         20         14         26         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  :                 50.1       65.2       75.3       87.1       42.8       57.5       60.5       67.6
Old  :                 50.1       65.2       75.3       87.1       42.8       57.5       60.5       67.6
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 with Delta-adjusted Options and Futures Combined, July 21, 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  :   192,452:     1,420     36,303     12,390    129,779     94,751    143,589    143,444:    48,863     49,008
Old  :   192,452:     1,420     36,303     12,390    129,779     94,751    143,589    143,444:    48,863     49,008
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :     6,459:    -3,937        868      3,652      6,422      1,617      6,137      6,137:       322        322
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       0.7       18.9        6.4       67.4       49.2       74.6       74.5:      25.4       25.5
Old  :     100.0:       0.7       18.9        6.4       67.4       49.2       74.6       74.5:      25.4       25.5
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          5         29         31         35         39:
Old  :        43:         2          7          5         29         31         35         39:
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  :                 45.0       38.2       60.5       53.4       40.3       36.8       47.9       45.6
Old  :                 45.0       38.2       60.5       53.4       40.3       36.8       47.9       45.6
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 with Delta-adjusted Options and Futures Combined, July 21, 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  :   152,486:     1,625     21,718     11,585    100,329     80,091    113,539    113,394:    38,947     39,092
Old  :   152,486:     1,625     21,718     11,585    100,329     80,091    113,539    113,394:    38,947     39,092
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :     6,450:    -2,767      1,913      2,572      5,725      1,045      5,530      5,530:       920        920
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       1.1       14.2        7.6       65.8       52.5       74.5       74.4:      25.5       25.6
Old  :     100.0:       1.1       14.2        7.6       65.8       52.5       74.5       74.4:      25.5       25.6
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  :        42:         2          7          5         27         30         33         38:
Old  :        42:         2          7          5         27         30         33         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  :                 43.7       33.9       56.8       48.5       36.0       27.4       41.8       38.6
Old  :                 43.7       33.9       56.8       48.5       36.0       27.4       41.8       38.6
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 with Delta-adjusted Options and Futures Combined, July 21, 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  :    22,975:     1,500        300          0     20,665     21,625     22,165     21,925:       810      1,050
Old  :    22,975:     1,500        300          0     20,665     21,625     22,165     21,925:       810      1,050
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.5        1.3        0.0       89.9       94.1       96.5       95.4:       3.5        4.6
Old  :     100.0:       6.5        1.3        0.0       89.9       94.1       96.5       95.4:       3.5        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  :        21:         1          1          0         13         13         14         14:
Old  :        21:         1          1          0         13         13         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  :                 67.8       80.9       87.8       91.8       60.5       77.9       79.5       82.5
Old  :                 67.8       80.9       87.8       91.8       60.5       77.9       79.5       82.5
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 with Delta-adjusted Options and Futures Combined, July 21, 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  :    69,556:     1,880      3,590      8,815     54,341     52,741     65,036     65,146:     4,520      4,410
Old  :    69,556:     1,880      3,590      8,815     54,341     52,741     65,036     65,146:     4,520      4,410
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :       505:       125          0          0        125        130        250        130:       255        375
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.7        5.2       12.7       78.1       75.8       93.5       93.7:       6.5        6.3
Old  :     100.0:       2.7        5.2       12.7       78.1       75.8       93.5       93.7:       6.5        6.3
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          1          2         16         19         18         22:
Old  :        26:         2          1          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  :                 61.4       51.5       81.3       74.1       40.3       39.4       50.4       48.8
Old  :                 61.4       51.5       81.3       74.1       40.3       39.4       50.4       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 with Delta-adjusted Options and Futures Combined, July 21, 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  :    59,575:     1,655      3,040      9,065     42,155     41,025     52,875     53,130:     6,700      6,445
Old  :    59,575:     1,655      3,040      9,065     42,155     41,025     52,875     53,130:     6,700      6,445
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :       140:        75          0          0        130        220        205        220:       -65        -80
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       2.8        5.1       15.2       70.8       68.9       88.8       89.2:      11.2       10.8
Old  :     100.0:       2.8        5.1       15.2       70.8       68.9       88.8       89.2:      11.2       10.8
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        25:         3          1          2         17         19         20         22:
Old  :        25:         3          1          2         17         19         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  :                 51.8       52.9       70.4       71.9       32.9       35.7       42.7       45.4
Old  :                 51.8       52.9       70.4       71.9       32.9       35.7       42.7       45.4
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                                                        Code-064FKC
Commitments of Traders with Delta-adjusted Options and Futures Combined, July 21, 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  :    45,390:     7,365      1,585      6,405     27,655     33,930     41,425     41,920:     3,965      3,470
Old  :    45,390:     7,365      1,585      6,405     27,655     33,930     41,425     41,920:     3,965      3,470
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :     1,240:    -4,800          0      3,575      2,240     -2,560      1,015      1,015:       225        225
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      16.2        3.5       14.1       60.9       74.8       91.3       92.4:       8.7        7.6
Old  :     100.0:      16.2        3.5       14.1       60.9       74.8       91.3       92.4:       8.7        7.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        26:         4          1          3         17         18         22         21:
Old  :        26:         4          1          3         17         18         22         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  :                 53.4       49.9       74.3       70.8       32.4       31.4       41.6       44.0
Old  :                 53.4       49.9       74.3       70.8       32.4       31.4       41.6       44.0
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 with Delta-adjusted Options and Futures Combined, July 21, 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  :    51,805:    23,260      1,855      4,315     20,745     42,330     48,320     48,500:     3,485      3,305
Old  :    51,805:    23,260      1,855      4,315     20,745     42,330     48,320     48,500:     3,485      3,305
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :      -780:    -4,800          0      2,275      1,540     -3,260       -985       -985:       205        205
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:      44.9        3.6        8.3       40.0       81.7       93.3       93.6:       6.7        6.4
Old  :     100.0:      44.9        3.6        8.3       40.0       81.7       93.3       93.6:       6.7        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  :        23:         2          1          3         15         18         18         21:
Old  :        23:         2          1          3         15         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  :                 74.1       48.4       85.9       70.4       55.0       33.3       58.0       49.0
Old  :                 74.1       48.4       85.9       70.4       55.0       33.3       58.0       49.0
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 with Delta-adjusted Options and Futures Combined, July 21, 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  :   178,474:     9,900      2,270      7,900    128,221    136,888    146,021    147,058:    32,453     31,416
Old  :   178,474:     9,900      2,270      7,900    128,221    136,888    146,021    147,058:    32,453     31,416
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :     2,895:        25     -4,800      1,900        656      5,499      2,581      2,599:       315        297
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       5.5        1.3        4.4       71.8       76.7       81.8       82.4:      18.2       17.6
Old  :     100.0:       5.5        1.3        4.4       71.8       76.7       81.8       82.4:      18.2       17.6
Other:     100.0:       0.0        0.0        0.0        0.0        0.0        0.0        0.0:       0.0        0.0
     :          :                                                                            :
     :# Traders :              Number of Traders in Each Category                            :
All  :        36:         3          3          2         28         29         33         32:
Old  :        36:         3          3          2         28         29         33         32:
Other:         0:         0          0          0          0          0          0          0:
     :----------------------------------------------------------------------------------------------------
     :             Percent of Open Interest Held by the Indicated Number of the Largest Traders
     :                          By Gross Position                       By Net Position
     :               4 or Less Traders     8 or Less Traders     4 or Less Traders     8 or Less Traders
     :                 Long:     Short       Long      Short:      Long      Short       Long      Short
     :----------------------------------------------------------------------------------------------------
All  :                 40.5       48.3       56.6       66.3       22.9       30.3       30.0       33.5
Old  :                 40.5       48.3       56.6       66.3       22.9       30.3       30.0       33.5
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 with Delta-adjusted Options and Futures Combined, July 21, 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  :   123,090:     7,625        865      8,220     89,895     96,625    105,740    105,710:    17,350     17,380
Old  :   123,090:     7,625        865      8,220     89,895     96,625    105,740    105,710:    17,350     17,380
Other:         0:         0          0          0          0          0          0          0:         0          0
     :          :                                                                            :
     :          :          Changes in Commitments from: July 14, 2020                        :
     :     2,535:     3,050     -2,050       -635       -230      4,870      2,185      2,185:       350        350
     :          :                                                                            :
     :          :    Percent of Open Interest Represented by Each Category of Trader         :
All  :     100.0:       6.2        0.7        6.7       73.0       78.5       85.9       85.9:      14.1       14.1
Old  :     100.0:       6.2        0.7        6.7       73.0       78.5       85.9       85.9:      14.1       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  :        32:         3          2          3         25         27         29         31:
Old  :        32:         3          2          3         25         27         29         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  :                 39.6       44.7       63.1       65.0       22.9       31.7       32.5       37.1
Old  :                 39.6       44.7       63.1       65.0       22.9       31.7       32.5       37.1
Other:                  0.0        0.0        0.0        0.0        0.0        0.0        0.0        0.0
 



Updated July 24, 2020