ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 71,385 COMMITMENTS 0 2,178 335 61,354 59,186 61,689 61,699 9,696 9,686 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 740) 0 0 0 425 425 425 425 315 315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.1 0.5 85.9 82.9 86.4 86.4 13.6 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 3 1 17 21 18 24 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB FUTURES ONLY POSITIONS AS OF 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,940 COMMITMENTS 0 1,915 350 50,100 48,180 50,450 50,445 8,490 8,495 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 290) 0 60 0 150 90 150 150 140 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.2 0.6 85.0 81.7 85.6 85.6 14.4 14.4 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 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,175 COMMITMENTS 2,260 1,880 25 22,214 22,444 24,499 24,349 2,676 2,826 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 615) 0 0 0 245 245 245 245 370 370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.3 6.9 0.1 81.7 82.6 90.2 89.6 9.8 10.4 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 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,505 COMMITMENTS 2,155 1,600 80 19,270 19,680 21,505 21,360 2,000 2,145 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 485) 0 0 0 245 245 245 245 240 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.2 6.8 0.3 82.0 83.7 91.5 90.9 8.5 9.1 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 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,243 COMMITMENTS 10,575 845 5,340 29,237 39,147 45,152 45,332 3,091 2,911 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,051) -15 160 30 791 616 806 806 245 245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.9 1.8 11.1 60.6 81.1 93.6 94.0 6.4 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 3 18 20 21 23 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP FUTURES ONLY POSITIONS AS OF 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,506 COMMITMENTS 3,260 530 3,850 16,514 19,664 23,624 24,044 2,882 2,462 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 340) -315 20 -330 550 265 -95 -45 435 385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 2.0 14.5 62.3 74.2 89.1 90.7 10.9 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 3 16 19 19 22 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU FUTURES ONLY POSITIONS AS OF 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,370 COMMITMENTS 310 12,350 1,895 22,675 10,780 24,880 25,025 1,490 1,345 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 380) 0 200 -200 585 380 385 380 -5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 46.8 7.2 86.0 40.9 94.3 94.9 5.7 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 2 19 16 21 18 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 95,713 COMMITMENTS 14,470 2,540 1,830 60,598 72,073 76,898 76,443 18,815 19,270 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 710) 0 0 0 710 710 710 710 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 2.7 1.9 63.3 75.3 80.3 79.9 19.7 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 5 3 20 25 23 32 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 92,616 COMMITMENTS 13,280 3,070 1,980 59,463 69,153 74,723 74,203 17,893 18,413 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 925) 0 25 0 950 925 950 950 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.3 3.3 2.1 64.2 74.7 80.7 80.1 19.3 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 5 3 20 24 23 30 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,705 COMMITMENTS 3,360 10,880 945 17,309 11,074 21,614 22,899 4,091 2,806 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 440) 0 -75 100 100 415 200 440 240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.1 42.3 3.7 67.3 43.1 84.1 89.1 15.9 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 6 4 17 11 23 18 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,865 COMMITMENTS 4,540 11,185 1,775 15,811 11,141 22,126 24,101 4,739 2,764 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 415) 125 50 -50 100 415 175 415 240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 41.6 6.6 58.9 41.5 82.4 89.7 17.6 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 5 4 15 11 21 18 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI FUTURES ONLY POSITIONS AS OF 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,293 COMMITMENTS 9,015 6,710 375 14,599 17,209 23,989 24,294 3,304 2,999 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -100) 0 -50 0 -100 -50 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.0 24.6 1.4 53.5 63.1 87.9 89.0 12.1 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 4 2 15 9 17 14 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ FUTURES ONLY POSITIONS AS OF 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,557 COMMITMENTS 9,015 7,095 365 14,396 16,556 23,776 24,016 2,781 2,541 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -100) 0 100 0 -100 -200 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 33.9 26.7 1.4 54.2 62.3 89.5 90.4 10.5 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 4 2 14 8 16 13 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM FUTURES ONLY POSITIONS AS OF 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,069 COMMITMENTS 25,600 0 0 25,756 51,231 51,356 51,231 3,713 3,838 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 230) 0 0 0 230 230 230 230 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.5 0.0 0.0 46.8 93.0 93.3 93.0 6.7 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 0 0 13 16 18 16 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN FUTURES ONLY POSITIONS AS OF 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,529 COMMITMENTS 25,455 0 0 25,244 50,317 50,699 50,317 3,830 4,212 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.7 0.0 0.0 46.3 92.3 93.0 92.3 7.0 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 0 0 13 14 17 14 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,385 COMMITMENTS 30,455 75 1,265 25,170 55,730 56,890 57,070 3,495 3,315 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -150) -200 0 50 0 -200 -150 -150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 50.4 0.1 2.1 41.7 92.3 94.2 94.5 5.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 2 3 18 13 25 18 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,500 COMMITMENTS 29,650 25 1,465 25,230 55,035 56,345 56,525 3,155 2,975 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -150) -200 0 50 0 -200 -150 -150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.8 0.0 2.5 42.4 92.5 94.7 95.0 5.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 1 3 18 13 24 17 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,320 COMMITMENTS 0 6,795 610 17,680 11,065 18,290 18,470 2,030 1,850 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,635) -850 1,900 5 1,550 -1,200 705 705 930 930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 33.4 3.0 87.0 54.5 90.0 90.9 10.0 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 6 2 15 11 17 17 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,150 COMMITMENTS 45 5,895 905 15,080 10,705 16,030 17,505 3,120 1,645 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,220) -1,585 925 660 925 -1,105 0 480 1,220 740 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.2 30.8 4.7 78.7 55.9 83.7 91.4 16.3 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 5 2 13 10 15 16 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,660 COMMITMENTS 20,445 21,235 1,960 41,485 40,785 63,890 63,980 4,770 4,680 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,025) 600 0 -175 550 1,150 975 975 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.8 30.9 2.9 60.4 59.4 93.1 93.2 6.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 2 5 15 17 23 22 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,450 COMMITMENTS 17,795 21,235 2,120 40,945 37,595 60,860 60,950 4,590 4,500 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 950) 550 0 -250 650 1,200 950 950 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.2 32.4 3.2 62.6 57.4 93.0 93.1 7.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 2 4 16 18 24 22 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,979 COMMITMENTS 11,910 14,910 2,415 38,217 35,572 52,542 52,897 2,437 2,082 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 625) 100 305 0 525 320 625 625 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.7 27.1 4.4 69.5 64.7 95.6 96.2 4.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 4 1 23 14 27 19 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,424 COMMITMENTS 7,835 11,795 2,830 34,550 30,720 45,215 45,345 1,209 1,079 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 680) 100 730 -50 630 0 680 680 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 25.4 6.1 74.4 66.2 97.4 97.7 2.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 4 3 23 16 28 22 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 163,710 COMMITMENTS 10,454 26,800 6,585 118,358 102,012 135,397 135,397 28,313 28,313 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 1,120) 1,235 -1,195 265 -1,575 855 -75 -75 1,195 1,195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 16.4 4.0 72.3 62.3 82.7 82.7 17.3 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 4 7 5 27 32 33 42 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 144,099 COMMITMENTS 12,769 26,800 7,210 102,667 88,636 122,646 122,646 21,453 21,453 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 995) 1,175 -1,640 460 -2,035 780 -400 -400 1,395 1,395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 18.6 5.0 71.2 61.5 85.1 85.1 14.9 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 6 6 24 31 31 40 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,400 COMMITMENTS 0 10,230 2,980 49,665 39,590 52,645 52,800 5,755 5,600 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 310) 0 55 -75 60 5 -15 -15 325 325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 17.5 5.1 85.0 67.8 90.1 90.4 9.9 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 4 2 17 18 19 22 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,395 COMMITMENTS 0 8,915 3,480 40,370 31,475 43,850 43,870 5,545 5,525 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: -95) 0 -50 0 -215 -155 -215 -205 120 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 18.0 7.0 81.7 63.7 88.8 88.8 11.2 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 2 16 18 18 21 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC FUTURES ONLY POSITIONS AS OF 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,475 COMMITMENTS 20,040 0 1,130 17,460 37,410 38,630 38,540 3,845 3,935 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 3,970) 3,525 0 50 105 3,510 3,680 3,560 290 410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.2 0.0 2.7 41.1 88.1 90.9 90.7 9.1 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 0 3 16 19 21 22 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD FUTURES ONLY POSITIONS AS OF 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,630 COMMITMENTS 31,515 0 1,595 14,585 45,920 47,695 47,515 1,935 2,115 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 3,445) 3,315 0 150 -140 3,055 3,325 3,205 120 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 63.5 0.0 3.2 29.4 92.5 96.1 95.7 3.9 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 0 3 12 16 16 19 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 122,365 COMMITMENTS 10,240 15,735 1,935 91,903 86,348 104,078 104,018 18,287 18,347 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 2,490) 325 3,170 -720 2,815 -90 2,420 2,360 70 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 12.9 1.6 75.1 70.6 85.1 85.0 14.9 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 3 4 29 28 35 32 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 97,774 COMMITMENTS 7,230 11,275 6,080 70,534 66,604 83,844 83,959 13,930 13,815 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 190) 0 3,390 -1,180 1,275 -2,175 95 35 95 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 11.5 6.2 72.1 68.1 85.8 85.9 14.2 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 4 3 27 28 31 32 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA FUTURES ONLY POSITIONS AS OF 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,040 COMMITMENTS 5,480 300 655 22,515 27,750 28,650 28,705 2,390 2,335 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.7 1.0 2.1 72.5 89.4 92.3 92.5 7.7 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 2 13 12 15 15 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB FUTURES ONLY POSITIONS AS OF 12/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,180 COMMITMENTS 4,220 460 645 23,285 27,050 28,150 28,155 2,030 2,025 CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST: 25) 25 0 0 0 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.0 1.5 2.1 77.2 89.6 93.3 93.3 6.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 2 13 11 16 14
Updated December 20, 2019