ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,936 COMMITMENTS 0 1,383 495 56,346 54,983 56,841 56,861 9,095 9,075 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: 640) 0 500 -500 1,250 770 750 770 -110 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.1 0.8 85.5 83.4 86.2 86.2 13.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 1 18 19 19 21 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB FUTURES ONLY POSITIONS AS OF 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,411 COMMITMENTS 0 1,780 305 48,196 46,421 48,501 48,506 7,910 7,905 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -971) 0 -15 -70 -418 -383 -488 -468 -483 -503 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.2 0.5 85.4 82.3 86.0 86.0 14.0 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 16 18 17 19 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI FUTURES ONLY POSITIONS AS OF 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,665 COMMITMENTS 2,290 2,050 50 21,823 22,028 24,163 24,128 2,502 2,537 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -840) -25 -110 -25 -504 -249 -554 -384 -286 -456 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 7.7 0.2 81.8 82.6 90.6 90.5 9.4 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 1 12 15 15 18 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ FUTURES ONLY POSITIONS AS OF 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,145 COMMITMENTS 2,180 1,670 110 18,845 19,320 21,135 21,100 2,010 2,045 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -950) 0 -10 -30 -770 -755 -800 -795 -150 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.4 7.2 0.5 81.4 83.5 91.3 91.2 8.7 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 2 11 17 16 19 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO FUTURES ONLY POSITIONS AS OF 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,632 COMMITMENTS 12,495 685 4,625 26,155 38,485 43,275 43,795 3,357 2,837 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -1,258) -35 0 -110 -853 -888 -998 -998 -260 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 1.5 9.9 56.1 82.5 92.8 93.9 7.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 3 16 22 19 25 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP FUTURES ONLY POSITIONS AS OF 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,835 COMMITMENTS 4,670 605 4,085 14,714 19,049 23,469 23,739 2,366 2,096 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -660) -450 -275 10 -180 -355 -620 -620 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 2.3 15.8 57.0 73.7 90.8 91.9 9.2 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 3 13 15 16 18 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU FUTURES ONLY POSITIONS AS OF 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,765 COMMITMENTS 260 11,800 2,075 22,335 11,125 24,670 25,000 1,095 765 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -420) -200 -50 0 -110 -320 -310 -370 -110 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 45.8 8.1 86.7 43.2 95.8 97.0 4.2 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 18 15 20 17 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 93,236 COMMITMENTS 12,340 2,735 2,235 59,981 69,096 74,556 74,066 18,680 19,170 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -3,897) 835 -125 -1,140 -2,517 -1,517 -2,822 -2,782 -1,075 -1,115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.2 2.9 2.4 64.3 74.1 80.0 79.4 20.0 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 4 3 20 25 23 31 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 89,168 COMMITMENTS 10,705 2,720 2,210 58,598 66,023 71,513 70,953 17,655 18,215 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -3,348) 955 100 -1,260 -2,261 -1,366 -2,566 -2,526 -782 -822 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.0 3.1 2.5 65.7 74.0 80.2 79.6 19.8 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 4 3 20 24 23 29 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,325 COMMITMENTS 3,360 11,155 845 18,000 11,255 22,205 23,255 4,120 3,070 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -561) 125 700 -50 -381 -971 -306 -321 -255 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 42.4 3.2 68.4 42.8 84.3 88.3 15.7 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 5 4 18 11 24 17 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,400 COMMITMENTS 4,355 11,250 1,825 16,457 11,297 22,637 24,372 4,763 3,028 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -536) 60 735 -85 -261 -946 -286 -296 -250 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 41.1 6.7 60.1 41.2 82.6 88.9 17.4 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 4 4 16 11 22 17 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI FUTURES ONLY POSITIONS AS OF 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,558 COMMITMENTS 9,290 5,845 450 13,669 17,514 23,409 23,809 3,149 2,749 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -711) -250 -155 -20 -291 -366 -561 -541 -150 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 22.0 1.7 51.5 65.9 88.1 89.6 11.9 10.4 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 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,688 COMMITMENTS 9,290 5,705 440 12,727 16,972 22,457 23,117 3,231 2,571 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -843) -300 -180 -30 -711 -476 -1,041 -686 198 -157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.2 22.2 1.7 49.5 66.1 87.4 90.0 12.6 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 3 13 7 16 11 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM FUTURES ONLY POSITIONS AS OF 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,901 COMMITMENTS 27,695 0 0 21,998 49,568 49,693 49,568 4,208 4,333 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -2,247) -1,445 0 0 -400 -1,823 -1,845 -1,823 -402 -424 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.4 0.0 0.0 40.8 92.0 92.2 92.0 7.8 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 0 0 13 16 18 16 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN FUTURES ONLY POSITIONS AS OF 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,737 COMMITMENTS 27,200 0 0 23,272 50,375 50,472 50,375 4,265 4,362 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -2,133) -1,245 0 0 -470 -1,698 -1,715 -1,698 -418 -435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.7 0.0 0.0 42.5 92.0 92.2 92.0 7.8 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 0 0 14 16 18 16 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,140 COMMITMENTS 32,045 75 1,290 26,050 58,200 59,385 59,565 3,755 3,575 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -2,540) -1,430 75 -200 -340 -1,845 -1,970 -1,970 -570 -570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.8 0.1 2.0 41.3 92.2 94.1 94.3 5.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 1 2 18 13 25 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,515 COMMITMENTS 31,445 0 1,540 26,080 57,705 59,065 59,245 3,450 3,270 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -2,515) -1,430 0 -175 -315 -1,745 -1,920 -1,920 -595 -595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.3 0.0 2.5 41.7 92.3 94.5 94.8 5.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 0 2 18 13 25 15 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,345 COMMITMENTS 1,810 5,835 330 15,260 11,305 17,400 17,470 945 875 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -650) -280 -525 -25 -175 60 -480 -490 -170 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.9 31.8 1.8 83.2 61.6 94.8 95.2 5.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 4 1 15 10 17 15 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,790 COMMITMENTS 2,595 5,835 205 13,230 10,900 16,030 16,940 1,760 850 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -670) -270 -525 -25 -160 60 -455 -490 -215 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 32.8 1.2 74.4 61.3 90.1 95.2 9.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 4 1 14 10 16 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,305 COMMITMENTS 21,285 20,190 2,235 39,925 41,125 63,445 63,550 4,860 4,755 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -2,275) -800 35 0 -1,065 -1,915 -1,865 -1,880 -410 -395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.2 29.6 3.3 58.5 60.2 92.9 93.0 7.1 7.0 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 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,135 COMMITMENTS 18,615 20,190 2,380 39,375 37,905 60,370 60,475 4,765 4,660 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -2,470) -680 35 -25 -1,420 -2,150 -2,125 -2,140 -345 -330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 31.0 3.7 60.5 58.2 92.7 92.8 7.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 2 4 16 17 26 21 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,238 COMMITMENTS 12,165 13,870 2,365 38,297 36,942 52,827 53,177 2,411 2,061 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -1,280) -355 -55 -15 -818 -1,113 -1,188 -1,183 -92 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.0 25.1 4.3 69.3 66.9 95.6 96.3 4.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 3 1 23 16 26 20 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,404 COMMITMENTS 8,215 10,690 2,905 34,014 31,679 45,134 45,274 1,270 1,130 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -1,220) -430 -30 -40 -625 -1,035 -1,095 -1,105 -125 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 23.0 6.3 73.3 68.3 97.3 97.6 2.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 3 3 23 16 27 21 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 159,765 COMMITMENTS 1,325 29,966 8,169 126,362 97,721 135,856 135,856 23,909 23,909 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -5,510) 175 -4,190 1,040 -6,844 -2,479 -5,629 -5,629 119 119 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 18.8 5.1 79.1 61.2 85.0 85.0 15.0 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 9 5 28 30 34 40 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 144,379 COMMITMENTS 3,604 30,185 8,445 115,346 88,765 127,395 127,395 16,984 16,984 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -5,050) 2,604 -1,736 -1,389 -5,864 -1,524 -4,649 -4,649 -401 -401 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 20.9 5.8 79.9 61.5 88.2 88.2 11.8 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 7 6 25 29 32 38 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,180 COMMITMENTS 25 10,365 2,055 49,295 38,960 51,375 51,380 4,805 4,800 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -630) -35 -390 -220 -780 -425 -1,035 -1,035 405 405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.4 3.7 87.7 69.3 91.4 91.5 8.6 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 4 2 17 18 20 22 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,105 COMMITMENTS 0 9,365 2,705 41,220 31,875 43,925 43,945 4,180 4,160 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -914) -175 -335 65 -1,294 -1,129 -1,404 -1,399 490 485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 19.5 5.6 85.7 66.3 91.3 91.4 8.7 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 2 18 21 20 24 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC FUTURES ONLY POSITIONS AS OF 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,215 COMMITMENTS 14,610 25 1,060 19,355 34,290 35,025 35,375 2,190 1,840 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -370) -480 -50 -235 -295 -720 -1,010 -1,005 640 635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.3 0.1 2.8 52.0 92.1 94.1 95.1 5.9 4.9 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 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,665 COMMITMENTS 25,860 0 1,580 15,335 41,305 42,775 42,885 1,890 1,780 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -410) 210 0 -340 -805 -590 -935 -930 525 520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.9 0.0 3.5 34.3 92.5 95.8 96.0 4.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 3 12 14 15 17 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 118,082 COMMITMENTS 9,040 11,485 3,150 86,072 83,627 98,262 98,262 19,820 19,820 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -5,642) -200 345 -750 -3,947 -4,552 -4,897 -4,957 -745 -685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 9.7 2.7 72.9 70.8 83.2 83.2 16.8 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 2 3 29 27 34 30 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 95,524 COMMITMENTS 6,895 5,760 7,970 66,204 67,499 81,069 81,229 14,455 14,295 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -3,195) -75 -105 -80 -2,100 -2,085 -2,255 -2,270 -940 -925 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.2 6.0 8.3 69.3 70.7 84.9 85.0 15.1 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 3 3 26 27 30 30 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA FUTURES ONLY POSITIONS AS OF 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,250 COMMITMENTS 5,820 300 580 23,305 28,885 29,705 29,765 2,545 2,485 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -1,365) -240 0 -65 -915 -1,160 -1,220 -1,225 -145 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.0 0.9 1.8 72.3 89.6 92.1 92.3 7.9 7.7 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 11/12/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,190 COMMITMENTS 4,450 495 510 24,065 28,030 29,025 29,035 2,165 2,155 CHANGES FROM 11/05/19 (CHANGE IN OPEN INTEREST: -1,210) -155 -35 5 -915 -1,040 -1,065 -1,070 -145 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 1.6 1.6 77.2 89.9 93.1 93.1 6.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 2 13 11 15 14
Updated November 15, 2019