ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,995 COMMITMENTS 0 1,013 1,515 43,885 42,872 45,400 45,400 7,595 7,595 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -460) 0 50 -75 195 145 120 120 -580 -580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.9 2.9 82.8 80.9 85.7 85.7 14.3 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 20 20 21 22 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,575 COMMITMENTS 0 2,290 550 39,602 37,295 40,152 40,135 6,423 6,440 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -150) 0 -25 -25 147 170 122 120 -272 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.9 1.2 85.0 80.1 86.2 86.2 13.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 15 19 16 20 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,204 COMMITMENTS 2,360 2,165 175 22,225 22,415 24,760 24,755 2,444 2,449 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -360) 0 -50 0 95 20 95 -30 -455 -330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 8.0 0.6 81.7 82.4 91.0 91.0 9.0 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 2 13 15 17 18 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,825 COMMITMENTS 2,230 1,585 245 18,730 19,250 21,205 21,080 1,620 1,745 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -195) 0 -50 0 85 10 85 -40 -280 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 6.9 1.1 82.1 84.3 92.9 92.4 7.1 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 2 10 16 15 18 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,381 COMMITMENTS 11,475 1,360 3,505 21,276 31,786 36,256 36,651 3,125 2,730 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -375) -30 0 35 -568 -478 -563 -443 188 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.1 3.5 8.9 54.0 80.7 92.1 93.1 7.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 2 14 19 16 22 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,270 COMMITMENTS 210 10,270 1,575 21,495 11,825 23,280 23,670 990 600 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 320) 0 -330 340 -115 235 225 245 95 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 42.3 6.5 88.6 48.7 95.9 97.5 4.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 2 15 14 18 16 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 89,382 COMMITMENTS 11,830 2,520 4,120 57,800 66,697 73,750 73,337 15,632 16,045 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 1,410) 2,450 350 -1,665 -165 1,935 620 620 790 790 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 2.8 4.6 64.7 74.6 82.5 82.0 17.5 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 3 16 22 19 27 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 84,367 COMMITMENTS 8,685 1,855 4,180 56,776 62,965 69,641 69,000 14,726 15,367 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 2,205) 2,450 300 -1,185 10 2,160 1,275 1,275 930 930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.3 2.2 5.0 67.3 74.6 82.5 81.8 17.5 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 3 18 21 21 25 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,171 COMMITMENTS 2,440 8,240 855 15,287 10,092 18,582 19,187 3,589 2,984 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -200) 0 0 0 -260 -250 -260 -250 60 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.0 37.2 3.9 69.0 45.5 83.8 86.5 16.2 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 4 3 17 11 22 16 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,596 COMMITMENTS 3,405 8,275 1,430 14,081 9,996 18,916 19,701 3,680 2,895 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 795) 735 585 130 -110 50 755 765 40 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 36.6 6.3 62.3 44.2 83.7 87.2 16.3 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 3 3 16 10 21 15 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,517 COMMITMENTS 9,815 5,730 495 13,656 18,106 23,966 24,331 3,551 3,186 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.7 20.8 1.8 49.6 65.8 87.1 88.4 12.9 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 3 3 14 7 18 11 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,619 COMMITMENTS 9,875 5,210 495 13,065 18,090 23,435 23,795 3,184 2,824 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.1 19.6 1.9 49.1 68.0 88.0 89.4 12.0 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 3 3 14 7 18 11 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,607 COMMITMENTS 24,070 0 0 22,096 46,039 46,166 46,039 4,441 4,568 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 50) 50 0 0 -15 35 35 35 15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.6 0.0 0.0 43.7 91.0 91.2 91.0 8.8 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 0 0 14 15 18 15 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,294 COMMITMENTS 23,795 0 0 22,761 46,307 46,556 46,307 4,738 4,987 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 10) 0 0 0 10 10 10 10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.4 0.0 0.0 44.4 90.3 90.8 90.3 9.2 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 0 0 12 15 16 15 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,170 COMMITMENTS 31,970 75 1,680 24,840 56,925 58,490 58,680 3,680 3,490 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 3,990) 3,500 0 0 425 3,925 3,925 3,925 65 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.4 0.1 2.7 40.0 91.6 94.1 94.4 5.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 9 1 3 19 14 29 17 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,880 COMMITMENTS 31,630 0 1,955 24,565 56,395 58,150 58,350 3,730 3,530 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 4,020) 3,550 0 0 375 3,925 3,925 3,925 95 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.1 0.0 3.2 39.7 91.1 94.0 94.3 6.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 0 3 19 12 28 15 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,440 COMMITMENTS 1,555 5,915 535 11,845 7,905 13,935 14,355 1,505 1,085 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 15) 50 50 0 -35 -35 15 15 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.1 38.3 3.5 76.7 51.2 90.3 93.0 9.7 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 5 2 15 8 18 14 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,895 COMMITMENTS 1,880 6,040 415 10,945 7,405 13,240 13,860 1,655 1,035 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 15) 50 50 0 25 -35 75 15 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 40.6 2.8 73.5 49.7 88.9 93.1 11.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 5 2 13 8 16 14 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,645 COMMITMENTS 19,265 20,945 1,880 38,070 36,525 59,215 59,350 4,430 4,295 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -480) -3,700 -3,050 560 2,985 2,335 -155 -155 -325 -325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.3 32.9 3.0 59.8 57.4 93.0 93.3 7.0 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 3 6 17 14 27 20 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,660 COMMITMENTS 16,655 20,945 2,100 38,375 34,210 57,130 57,255 4,530 4,405 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: -650) -3,700 -3,050 560 3,235 2,085 95 -405 -745 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.0 34.0 3.4 62.2 55.5 92.7 92.9 7.3 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 3 5 16 14 26 19 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,388 COMMITMENTS 14,740 15,770 1,640 37,727 37,057 54,107 54,467 2,281 1,921 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 1,390) -180 465 25 1,605 755 1,450 1,245 -60 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.1 28.0 2.9 66.9 65.7 96.0 96.6 4.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 3 21 11 26 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,824 COMMITMENTS 9,265 11,070 2,230 33,074 31,439 44,569 44,739 1,255 1,085 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 900) -805 -60 310 1,339 479 844 729 56 171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.2 24.2 4.9 72.2 68.6 97.3 97.6 2.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 2 4 22 12 28 17 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 156,319 COMMITMENTS 1,325 28,016 6,949 129,640 102,962 137,914 137,927 18,405 18,392 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 3,028) 0 -855 -1,135 4,505 5,373 3,370 3,383 -342 -355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 17.9 4.4 82.9 65.9 88.2 88.2 11.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 9 4 28 30 33 40 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 140,256 COMMITMENTS 1,674 26,255 7,870 117,022 92,441 126,566 126,566 13,690 13,690 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 1,185) -970 -1,725 160 2,768 3,523 1,958 1,958 -773 -773 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 18.7 5.6 83.4 65.9 90.2 90.2 9.8 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 7 4 23 27 28 36 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,310 COMMITMENTS 510 10,120 2,115 40,925 31,880 43,550 44,115 3,760 3,195 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 3,425) 175 2,695 -305 3,490 990 3,360 3,380 65 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.1 21.4 4.5 86.5 67.4 92.1 93.2 7.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 2 17 16 20 20 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,910 COMMITMENTS 585 9,285 3,000 37,235 29,015 40,820 41,300 3,090 2,610 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 3,745) 175 2,870 -380 3,995 1,320 3,790 3,810 -45 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 21.1 6.8 84.8 66.1 93.0 94.1 7.0 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 3 17 20 21 23 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,065 COMMITMENTS 17,490 75 915 18,250 35,605 36,655 36,595 1,410 1,470 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 2,150) 1,975 0 -75 320 1,895 2,220 1,820 -70 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.9 0.2 2.4 47.9 93.5 96.3 96.1 3.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 1 3 13 15 17 19 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 111,500 COMMITMENTS 9,385 11,680 4,685 78,866 77,031 92,936 93,396 18,564 18,104 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 2,395) 2,325 2,170 -540 85 640 1,870 2,270 525 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 10.5 4.2 70.7 69.1 83.4 83.8 16.6 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 3 5 29 27 35 32 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 09/24/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 88,489 COMMITMENTS 7,500 3,900 9,195 57,819 61,974 74,514 75,069 13,975 13,420 CHANGES FROM 09/17/19 (CHANGE IN OPEN INTEREST: 2,120) 2,390 2,345 -490 120 505 2,020 2,360 100 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 4.4 10.4 65.3 70.0 84.2 84.8 15.8 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 3 3 27 26 31 30
Updated September 27, 2019