ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,106 COMMITMENTS 0 1,503 475 58,636 57,153 59,111 59,131 8,995 8,975 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 2,170) 0 120 -20 2,290 2,170 2,270 2,270 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 2.2 0.7 86.1 83.9 86.8 86.8 13.2 13.2 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 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,741 COMMITMENTS 0 1,830 305 49,526 47,701 49,831 49,836 7,910 7,905 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,330) 0 50 0 1,330 1,280 1,330 1,330 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.2 0.5 85.8 82.6 86.3 86.3 13.7 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 1 16 18 17 20 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,070 COMMITMENTS 2,290 2,050 50 22,173 22,258 24,513 24,358 2,557 2,712 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 405) 0 0 0 350 230 350 230 55 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.5 7.6 0.2 81.9 82.2 90.6 90.0 9.4 10.0 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 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,580 COMMITMENTS 2,180 1,670 110 19,195 19,550 21,485 21,330 2,095 2,250 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 435) 0 0 0 350 230 350 230 85 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 7.1 0.5 81.4 82.9 91.1 90.5 8.9 9.5 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 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,792 COMMITMENTS 11,920 685 4,600 27,300 38,655 43,820 43,940 2,972 2,852 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 160) -575 0 -25 1,145 170 545 145 -385 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 1.5 9.8 58.3 82.6 93.6 93.9 6.4 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 3 17 22 20 25 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,450 COMMITMENTS 4,670 630 4,135 15,304 19,614 24,109 24,379 2,341 2,071 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 615) 0 25 50 590 565 640 640 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 2.4 15.6 57.9 74.2 91.1 92.2 8.9 7.8 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 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,825 COMMITMENTS 260 11,880 2,055 22,395 11,105 24,710 25,040 1,115 785 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 60) 0 80 -20 60 -20 40 40 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 46.0 8.0 86.7 43.0 95.7 97.0 4.3 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 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 94,735 COMMITMENTS 12,440 2,735 2,135 61,480 70,695 76,055 75,565 18,680 19,170 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,499) 100 0 -100 1,499 1,599 1,499 1,499 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 2.9 2.3 64.9 74.6 80.3 79.8 19.7 20.2 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 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,688 COMMITMENTS 10,930 2,770 2,185 59,881 67,481 72,996 72,436 17,692 18,252 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,520) 225 50 -25 1,283 1,458 1,483 1,483 37 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 3.1 2.4 66.0 74.4 80.5 79.9 19.5 20.1 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 11/19/19 | --------------------------------------------------------------| 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 11/12/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 11/19/19 | --------------------------------------------------------------| 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 11/12/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,373 COMMITMENTS 9,290 7,345 450 14,953 17,298 24,693 25,093 3,680 3,280 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,815) 0 1,500 0 1,284 -216 1,284 1,284 531 531 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.7 25.9 1.6 52.7 61.0 87.0 88.4 13.0 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 3 3 14 8 17 12 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,583 COMMITMENTS 9,290 7,205 440 14,681 17,066 24,411 24,711 3,172 2,872 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,895) 0 1,500 0 1,954 94 1,954 1,594 -59 301 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.7 26.1 1.6 53.2 61.9 88.5 89.6 11.5 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 3 13 7 16 11 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,451 COMMITMENTS 28,195 0 0 24,048 52,118 52,243 52,118 4,208 4,333 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 2,550) 500 0 0 2,050 2,550 2,550 2,550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.9 0.0 0.0 42.6 92.3 92.5 92.3 7.5 7.7 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 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,687 COMMITMENTS 27,700 0 0 23,722 51,325 51,422 51,325 4,265 4,362 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 950) 500 0 0 450 950 950 950 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.7 0.0 0.0 42.6 92.2 92.3 92.2 7.7 7.8 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 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,510 COMMITMENTS 31,955 75 1,340 26,460 58,520 59,755 59,935 3,755 3,575 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 370) -90 0 50 410 320 370 370 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.3 0.1 2.1 41.7 92.1 94.1 94.4 5.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 1 2 18 14 25 17 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,885 COMMITMENTS 31,355 0 1,590 26,490 58,025 59,435 59,615 3,450 3,270 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 370) -90 0 50 410 320 370 370 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.9 0.0 2.5 42.1 92.3 94.5 94.8 5.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 0 2 18 14 25 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| 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 11/12/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 11/19/19 | --------------------------------------------------------------| 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 11/12/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,605 COMMITMENTS 20,410 21,150 2,370 41,760 41,125 64,540 64,645 5,065 4,960 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,300) -875 960 135 1,835 0 1,095 1,095 205 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.3 30.4 3.4 60.0 59.1 92.7 92.9 7.3 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 2 5 14 15 24 20 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,565 COMMITMENTS 17,740 21,150 2,605 41,270 37,965 61,615 61,720 4,950 4,845 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,430) -875 960 225 1,895 60 1,245 1,245 185 185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.7 31.8 3.9 62.0 57.0 92.6 92.7 7.4 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 2 4 15 17 25 21 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,523 COMMITMENTS 12,515 14,420 2,365 38,177 36,622 53,057 53,407 2,466 2,116 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 285) 350 550 0 -120 -320 230 230 55 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 26.0 4.3 68.8 66.0 95.6 96.2 4.4 3.8 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 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,764 COMMITMENTS 8,465 10,990 2,905 34,064 31,679 45,434 45,574 1,330 1,190 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 360) 250 300 0 50 0 300 300 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 23.5 6.2 72.8 67.7 97.2 97.5 2.8 2.5 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 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 160,050 COMMITMENTS 3,584 27,395 8,685 121,508 97,697 133,777 133,777 26,273 26,273 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 285) 2,259 -2,571 516 -4,854 -24 -2,079 -2,079 2,364 2,364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.2 17.1 5.4 75.9 61.0 83.6 83.6 16.4 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 8 5 28 30 33 40 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 145,444 COMMITMENTS 6,344 28,295 8,725 111,141 89,190 126,210 126,210 19,234 19,234 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,065) 2,740 -1,890 280 -4,205 425 -1,185 -1,185 2,250 2,250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.4 19.5 6.0 76.4 61.3 86.8 86.8 13.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 7 6 25 29 31 38 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,525 COMMITMENTS 25 10,265 2,865 49,590 39,355 52,480 52,485 5,045 5,040 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,345) 0 -100 810 295 395 1,105 1,105 240 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.8 5.0 86.2 68.4 91.2 91.2 8.8 8.8 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 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,685 COMMITMENTS 0 9,390 3,415 42,010 32,640 45,425 45,445 4,260 4,240 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,580) 0 25 710 790 765 1,500 1,500 80 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.9 6.9 84.6 65.7 91.4 91.5 8.6 8.5 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 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,175 COMMITMENTS 14,610 25 1,060 19,385 34,320 35,055 35,405 2,120 1,770 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: -40) 0 0 0 30 30 30 30 -70 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.3 0.1 2.9 52.1 92.3 94.3 95.2 5.7 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 1 3 14 18 18 22 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,800 COMMITMENTS 26,160 0 1,580 16,345 42,435 44,085 44,015 1,715 1,785 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,135) 300 0 0 1,010 1,130 1,310 1,130 -175 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 57.1 0.0 3.4 35.7 92.7 96.3 96.1 3.7 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 3 11 13 14 16 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 119,567 COMMITMENTS 9,495 11,465 3,130 86,785 84,815 99,410 99,410 20,157 20,157 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,485) 455 -20 -20 713 1,188 1,148 1,148 337 337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 9.6 2.6 72.6 70.9 83.1 83.1 16.9 16.9 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 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 97,314 COMMITMENTS 7,325 5,815 7,965 67,699 69,369 82,989 83,149 14,325 14,165 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 1,790) 430 55 -5 1,495 1,870 1,920 1,920 -130 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 6.0 8.2 69.6 71.3 85.3 85.4 14.7 14.6 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 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,325 COMMITMENTS 5,820 300 580 23,380 28,960 29,780 29,840 2,545 2,485 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 75) 0 0 0 75 75 75 75 0 0 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 11/19/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,265 COMMITMENTS 4,450 495 510 24,140 28,105 29,100 29,110 2,165 2,155 CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST: 75) 0 0 0 75 75 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 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 22, 2019