ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,134 COMMITMENTS 62 450 1,763 48,084 47,456 49,909 49,669 8,225 8,465 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 2,027) 62 282 -82 1,602 1,382 1,582 1,582 445 445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.1 0.8 3.0 82.7 81.6 85.9 85.4 14.1 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 20 19 21 21 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB FUTURES ONLY POSITIONS AS OF 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,955 COMMITMENTS 0 2,205 345 42,507 40,302 42,852 42,852 7,103 7,103 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 3,037) 0 -20 0 2,402 2,422 2,402 2,402 635 635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.4 0.7 85.1 80.7 85.8 85.8 14.2 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 15 20 16 21 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI FUTURES ONLY POSITIONS AS OF 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,540 COMMITMENTS 2,335 2,160 75 20,467 20,437 22,877 22,672 2,663 2,868 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -500) 0 0 0 -500 -500 -500 -500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 8.5 0.3 80.1 80.0 89.6 88.8 10.4 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 1 11 14 14 17 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ FUTURES ONLY POSITIONS AS OF 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,320 COMMITMENTS 2,180 1,680 140 17,880 18,340 20,200 20,160 2,120 2,160 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 15) 0 0 0 -285 -285 -285 -285 300 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.8 7.5 0.6 80.1 82.2 90.5 90.3 9.5 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 2 10 17 15 19 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO FUTURES ONLY POSITIONS AS OF 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,570 COMMITMENTS 14,315 785 3,410 24,555 38,480 42,280 42,675 3,290 2,895 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 5,575) 3,080 -250 250 2,109 5,439 5,439 5,439 136 136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.4 1.7 7.5 53.9 84.4 92.8 93.6 7.2 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 3 15 22 18 25 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP FUTURES ONLY POSITIONS AS OF 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,760 COMMITMENTS 7,080 410 4,095 14,372 21,192 25,547 25,697 2,213 2,063 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 1.5 14.8 51.8 76.3 92.0 92.6 8.0 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 3 13 16 16 19 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU FUTURES ONLY POSITIONS AS OF 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,040 COMMITMENTS 460 11,740 2,185 22,290 11,400 24,935 25,325 1,105 715 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 45.1 8.4 85.6 43.8 95.8 97.3 4.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 2 16 15 18 17 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 91,413 COMMITMENTS 11,875 2,685 3,415 59,181 67,808 74,471 73,908 16,942 17,505 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 1,010) -45 25 30 945 875 930 930 80 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 2.9 3.7 64.7 74.2 81.5 80.9 18.5 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 4 3 18 23 21 29 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 86,091 COMMITMENTS 9,610 1,985 3,180 57,315 64,339 70,105 69,504 15,986 16,587 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 1,045) 155 25 -130 945 1,075 970 970 75 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.2 2.3 3.7 66.6 74.7 81.4 80.7 18.6 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 3 18 23 21 28 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,447 COMMITMENTS 2,645 7,135 745 13,518 10,333 16,908 18,213 4,539 3,234 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 210) -25 240 -80 75 50 -30 210 240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 33.3 3.5 63.0 48.2 78.8 84.9 21.2 15.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 4 3 15 10 20 15 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,122 COMMITMENTS 3,760 7,400 1,140 12,750 10,615 17,650 19,155 4,472 2,967 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 190) -265 0 140 75 50 -50 190 240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.0 33.5 5.2 57.6 48.0 79.8 86.6 20.2 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 3 3 14 10 19 15 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI FUTURES ONLY POSITIONS AS OF 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,713 COMMITMENTS 9,540 5,750 475 13,262 17,407 23,277 23,632 3,436 3,081 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 150) 0 75 0 150 75 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.7 21.5 1.8 49.6 65.2 87.1 88.5 12.9 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 3 14 8 17 12 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ FUTURES ONLY POSITIONS AS OF 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,936 COMMITMENTS 9,590 5,435 475 12,793 17,298 22,858 23,208 3,078 2,728 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 150) 0 225 0 80 -145 80 80 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.0 21.0 1.8 49.3 66.7 88.1 89.5 11.9 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 3 3 13 8 17 12 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM FUTURES ONLY POSITIONS AS OF 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,948 COMMITMENTS 23,825 0 0 21,071 44,749 44,896 44,749 4,052 4,199 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 250) 275 0 0 -25 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.7 0.0 0.0 43.0 91.4 91.7 91.4 8.3 8.6 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 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,654 COMMITMENTS 23,250 0 0 22,096 45,092 45,346 45,092 4,308 4,562 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 150) 150 0 0 0 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.8 0.0 0.0 44.5 90.8 91.3 90.8 8.7 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 0 12 14 15 14 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,550 COMMITMENTS 32,205 0 1,605 26,035 58,420 59,845 60,025 3,705 3,525 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 460) 75 0 50 335 410 460 460 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.7 0.0 2.5 41.0 91.9 94.2 94.5 5.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 9 0 3 20 14 29 17 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,885 COMMITMENTS 31,705 0 1,830 25,675 57,560 59,210 59,390 3,675 3,495 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 455) -25 0 75 395 370 445 445 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.4 0.0 2.9 40.8 91.5 94.2 94.4 5.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 0 2 20 12 28 14 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,860 COMMITMENTS 1,720 5,950 540 11,645 7,860 13,905 14,350 1,955 1,510 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 270) -120 0 20 250 250 150 270 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 37.5 3.4 73.4 49.6 87.7 90.5 12.3 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 5 1 12 8 14 14 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,245 COMMITMENTS 2,170 5,950 400 10,605 7,455 13,175 13,805 2,070 1,440 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 250) -120 0 0 250 250 130 250 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 39.0 2.6 69.6 48.9 86.4 90.6 13.6 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 5 1 11 8 13 14 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,705 COMMITMENTS 20,740 20,105 1,905 37,560 38,315 60,205 60,325 4,500 4,380 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 2,255) 1,675 0 75 350 2,025 2,100 2,100 155 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.1 31.1 2.9 58.0 59.2 93.0 93.2 7.0 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 2 5 15 15 25 20 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,000 COMMITMENTS 17,950 20,105 2,085 37,650 35,615 57,685 57,805 4,315 4,195 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 2,415) 1,675 0 70 725 2,400 2,470 2,470 -55 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 32.4 3.4 60.7 57.4 93.0 93.2 7.0 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 2 5 15 16 25 21 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,773 COMMITMENTS 12,785 13,825 1,930 37,730 37,035 52,445 52,790 2,328 1,983 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -935) -1,650 -745 275 370 -535 -1,005 -1,005 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.3 25.2 3.5 68.9 67.6 95.7 96.4 4.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 3 2 22 13 26 17 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,274 COMMITMENTS 8,860 10,670 2,645 33,469 31,809 44,974 45,124 1,300 1,150 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 310) -200 605 25 435 -370 260 260 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 23.1 5.7 72.3 68.7 97.2 97.5 2.8 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 3 3 23 14 28 19 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 158,367 COMMITMENTS 1,150 33,211 5,904 131,179 99,118 138,233 138,233 20,134 20,134 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 2,548) -50 -170 685 1,755 1,875 2,390 2,390 158 158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 21.0 3.7 82.8 62.6 87.3 87.3 12.7 12.7 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 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 142,069 COMMITMENTS 1,000 30,671 8,099 119,609 89,938 128,708 128,708 13,361 13,361 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 2,748) -50 -245 685 2,350 2,545 2,985 2,985 -237 -237 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 21.6 5.7 84.2 63.3 90.6 90.6 9.4 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 8 4 24 29 29 38 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,355 COMMITMENTS 240 10,755 2,385 48,210 37,520 50,835 50,660 4,520 4,695 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 770) -80 150 30 1,180 230 1,130 410 -360 360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 19.4 4.3 87.1 67.8 91.8 91.5 8.2 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 2 17 17 20 21 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,040 COMMITMENTS 335 9,500 3,285 40,670 31,235 44,290 44,020 3,750 4,020 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 281) -30 -300 80 396 -54 446 -274 -165 555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 19.8 6.8 84.7 65.0 92.2 91.6 7.8 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 3 17 20 20 23 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC FUTURES ONLY POSITIONS AS OF 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,185 COMMITMENTS 17,990 75 770 18,990 37,250 37,750 38,095 1,435 1,090 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 1,085) 910 0 0 205 1,115 1,115 1,115 -30 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.9 0.2 2.0 48.5 95.1 96.3 97.2 3.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 1 3 14 19 18 23 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD FUTURES ONLY POSITIONS AS OF 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,950 COMMITMENTS 28,720 0 1,420 15,470 44,295 45,610 45,715 1,340 1,235 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 61.2 0.0 3.0 32.9 94.3 97.1 97.4 2.9 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 3 12 13 15 16 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 115,789 COMMITMENTS 9,515 12,195 3,825 83,507 80,887 96,847 96,907 18,942 18,882 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: -177) 225 780 -395 -142 -697 -312 -312 135 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 10.5 3.3 72.1 69.9 83.6 83.7 16.4 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 3 29 28 35 31 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 93,414 COMMITMENTS 7,080 5,845 8,150 64,654 66,034 79,884 80,029 13,530 13,385 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 2,184) 0 1,980 -630 2,914 934 2,284 2,284 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 6.3 8.7 69.2 70.7 85.5 85.7 14.5 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 3 26 27 30 30 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA FUTURES ONLY POSITIONS AS OF 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,315 COMMITMENTS 6,060 300 645 23,920 29,745 30,625 30,690 2,690 2,625 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 100) -100 0 100 100 0 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.2 0.9 1.9 71.8 89.3 91.9 92.1 8.1 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 13 12 15 14 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB FUTURES ONLY POSITIONS AS OF 10/15/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,100 COMMITMENTS 4,605 530 505 24,680 28,770 29,790 29,805 2,310 2,295 CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST: 100) -100 0 100 100 0 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 1.7 1.6 76.9 89.6 92.8 92.9 7.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 2 13 11 15 14
Updated October 24, 2019