ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,436 COMMITMENTS 0 823 1,680 41,521 40,748 43,201 43,251 8,235 8,185 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,295) 0 -140 130 1,115 1,255 1,245 1,245 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.6 3.3 80.7 79.2 84.0 84.1 16.0 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 20 21 21 22 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,970 COMMITMENTS 0 2,465 625 37,859 35,463 38,484 38,553 6,486 6,417 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,000) 0 -165 195 730 895 925 925 75 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.5 1.4 84.2 78.9 85.6 85.7 14.4 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 1 1 14 19 15 20 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,270 COMMITMENTS 1,450 1,525 615 21,405 21,100 23,470 23,240 2,800 3,030 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 425) 375 175 175 -210 -10 340 340 85 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 5.8 2.3 81.5 80.3 89.3 88.5 10.7 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 4 13 13 18 17 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,990 COMMITMENTS 1,475 1,050 500 18,065 18,310 20,040 19,860 1,950 2,130 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 600) 350 100 250 -85 165 515 515 85 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 4.8 2.3 82.2 83.3 91.1 90.3 8.9 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 2 2 10 15 15 17 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,221 COMMITMENTS 12,030 1,000 3,245 18,484 29,729 33,759 33,974 2,462 2,247 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 2,620) 1,780 -305 350 482 2,567 2,612 2,612 8 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.2 2.8 9.0 51.0 82.1 93.2 93.8 6.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 2 13 19 15 22 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,629 COMMITMENTS 7,465 570 3,720 11,899 19,144 23,084 23,434 1,545 1,195 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,055) 735 -50 300 20 805 1,055 1,055 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.3 2.3 15.1 48.3 77.7 93.7 95.1 6.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 2 13 15 15 18 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 82,112 COMMITMENTS 12,420 3,160 4,190 51,583 60,472 68,193 67,822 13,919 14,290 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,250) 55 75 -160 1,355 1,335 1,250 1,250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 3.8 5.1 62.8 73.6 83.0 82.6 17.0 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 4 14 21 18 26 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 76,218 COMMITMENTS 8,880 2,795 3,610 50,912 56,581 63,402 62,986 12,816 13,232 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,105) 55 0 -500 1,500 1,555 1,055 1,055 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 3.7 4.7 66.8 74.2 83.2 82.6 16.8 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 3 15 21 18 25 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,960 COMMITMENTS 2,415 8,035 1,885 16,026 11,021 20,326 20,941 3,634 3,019 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 210) -150 210 0 360 0 210 210 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.1 33.5 7.9 66.9 46.0 84.8 87.4 15.2 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 4 3 17 10 23 15 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,005 COMMITMENTS 2,915 7,675 2,085 14,308 10,333 19,308 20,093 3,697 2,912 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 210) -360 0 210 360 0 210 210 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 33.4 9.1 62.2 44.9 83.9 87.3 16.1 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 3 3 16 9 21 14 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,297 COMMITMENTS 25,980 0 0 18,316 44,172 44,296 44,172 5,001 5,125 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 955) 275 0 0 550 825 825 825 130 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.7 0.0 0.0 37.2 89.6 89.9 89.6 10.1 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 0 0 14 15 19 15 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,730 COMMITMENTS 25,530 0 0 18,841 44,127 44,371 44,127 5,359 5,603 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 870) 100 0 0 895 455 995 455 -125 415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.3 0.0 0.0 37.9 88.7 89.2 88.7 10.8 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 0 0 12 15 16 15 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,275 COMMITMENTS 25,390 400 1,765 25,625 50,615 52,780 52,780 3,495 3,495 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 250) -355 0 0 640 285 285 285 -35 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.1 0.7 3.1 45.5 89.9 93.8 93.8 6.2 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 1 2 16 14 25 17 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,655 COMMITMENTS 24,720 150 2,215 25,200 49,780 52,135 52,145 3,520 3,510 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 280) -355 0 0 630 275 275 275 5 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.4 0.3 4.0 45.3 89.4 93.7 93.7 6.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 8 1 3 16 13 25 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,495 COMMITMENTS 1,795 6,205 535 12,465 8,495 14,795 15,235 1,700 1,260 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 615) 700 -75 -110 15 790 605 605 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 37.6 3.2 75.6 51.5 89.7 92.4 10.3 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 5 2 15 9 17 15 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,980 COMMITMENTS 2,195 6,505 415 12,015 7,855 14,625 14,775 1,355 1,205 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 600) 700 -75 -75 -25 750 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 40.7 2.6 75.2 49.2 91.5 92.5 8.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 5 2 14 9 16 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,275 COMMITMENTS 22,235 22,855 2,075 37,535 37,065 61,845 61,995 4,430 4,280 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 1,220) 125 0 0 1,055 1,180 1,180 1,180 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 34.5 3.1 56.6 55.9 93.3 93.5 6.7 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 3 6 18 15 28 21 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,555 COMMITMENTS 19,580 22,730 2,590 37,240 34,750 59,410 60,070 5,145 4,485 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 625) 125 0 0 480 605 605 605 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.3 35.2 4.0 57.7 53.8 92.0 93.1 8.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 3 6 17 16 27 22 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,506 COMMITMENTS 16,050 15,650 1,820 36,019 36,589 53,889 54,059 2,617 2,447 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.4 27.7 3.2 63.7 64.8 95.4 95.7 4.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 3 3 21 12 26 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,037 COMMITMENTS 11,075 11,195 2,200 31,189 31,374 44,464 44,769 1,573 1,268 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.1 24.3 4.8 67.7 68.1 96.6 97.2 3.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 2 3 20 11 26 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 152,549 COMMITMENTS 3,524 28,230 7,740 121,091 96,385 132,355 132,355 20,194 20,194 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 3,065) 750 205 -50 1,892 2,437 2,592 2,592 473 473 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 18.5 5.1 79.4 63.2 86.8 86.8 13.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 8 5 26 32 31 42 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 137,824 COMMITMENTS 5,099 27,270 6,620 110,343 88,172 122,062 122,062 15,762 15,762 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 2,430) 750 105 -50 1,215 1,860 1,915 1,915 515 515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 19.8 4.8 80.1 64.0 88.6 88.6 11.4 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 7 3 24 30 27 39 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,745 COMMITMENTS 1,270 5,770 2,280 34,710 30,275 38,260 38,325 3,485 3,420 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 710) 0 -25 0 570 655 570 630 140 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 13.8 5.5 83.1 72.5 91.7 91.8 8.3 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 2 16 19 19 23 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,855 COMMITMENTS 820 4,920 3,700 30,185 26,195 34,705 34,815 3,150 3,040 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 825) 150 0 0 455 665 605 665 220 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 13.0 9.8 79.7 69.2 91.7 92.0 8.3 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 2 16 21 19 24 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,950 COMMITMENTS 14,425 0 1,075 16,095 30,825 31,595 31,900 1,355 1,050 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 240) -30 0 10 260 230 240 240 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.8 0.0 3.3 48.8 93.6 95.9 96.8 4.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 0 3 14 14 18 17 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 105,682 COMMITMENTS 5,930 11,585 4,785 77,073 71,478 87,788 87,848 17,894 17,834 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: 585) -75 -180 55 520 625 500 500 85 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 11.0 4.5 72.9 67.6 83.1 83.1 16.9 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 3 4 30 26 35 31 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 87,352 COMMITMENTS 4,960 1,550 9,515 57,502 61,327 71,977 72,392 15,375 14,960 CHANGES FROM 08/20/19 (CHANGE IN OPEN INTEREST: -15) -50 -380 315 -235 95 30 30 -45 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 1.8 10.9 65.8 70.2 82.4 82.9 17.6 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 2 22 23 26 26
Updated August 30, 2019