ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,616 COMMITMENTS 0 823 1,680 42,741 41,968 44,421 44,471 8,195 8,145 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 1,180) 0 0 0 1,220 1,220 1,220 1,220 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.6 3.2 81.2 79.8 84.4 84.5 15.6 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 20 22 21 23 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,475 COMMITMENTS 0 2,265 625 38,164 35,968 38,789 38,858 6,686 6,617 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 505) 0 -200 0 305 505 305 305 200 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.0 1.4 83.9 79.1 85.3 85.4 14.7 14.6 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 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,950 COMMITMENTS 1,930 1,705 615 22,500 22,495 25,045 24,815 2,905 3,135 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 1,680) 480 180 0 1,095 1,395 1,575 1,575 105 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 6.1 2.2 80.5 80.5 89.6 88.8 10.4 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 4 13 14 18 18 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,945 COMMITMENTS 1,955 1,230 500 18,685 19,230 21,140 20,960 1,805 1,985 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 955) 480 180 0 620 920 1,100 1,100 -145 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 5.4 2.2 81.4 83.8 92.1 91.3 7.9 8.7 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 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,356 COMMITMENTS 12,690 1,300 3,130 20,954 32,559 36,774 36,989 2,582 2,367 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 3,135) 660 300 -115 2,470 2,830 3,015 3,015 120 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.2 3.3 8.0 53.2 82.7 93.4 94.0 6.6 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 2 13 20 15 23 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,684 COMMITMENTS 7,145 870 3,720 13,954 20,579 24,819 25,169 1,865 1,515 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 2,055) -320 300 0 2,055 1,435 1,735 1,735 320 320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 3.3 13.9 52.3 77.1 93.0 94.3 7.0 5.7 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 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 82,157 COMMITMENTS 11,065 2,035 5,285 51,948 60,607 68,298 67,927 13,859 14,230 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 45) -1,355 -1,125 1,095 365 135 105 105 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 2.5 6.4 63.2 73.8 83.1 82.7 16.9 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 4 15 22 19 27 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 76,743 COMMITMENTS 7,525 1,595 4,940 51,522 57,036 63,987 63,571 12,756 13,172 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 525) -1,355 -1,200 1,330 610 455 585 585 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 2.1 6.4 67.1 74.3 83.4 82.8 16.6 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 3 16 22 19 26 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,030 COMMITMENTS 2,460 8,130 1,885 15,952 10,897 20,297 20,912 3,733 3,118 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 70) 45 95 0 -74 -124 -29 -29 99 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.2 33.8 7.8 66.4 45.3 84.5 87.0 15.5 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 4 3 17 11 23 16 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,125 COMMITMENTS 2,865 7,675 2,180 14,284 10,259 19,329 20,114 3,796 3,011 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 120) -50 0 95 -24 -74 21 21 99 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 33.2 9.4 61.8 44.4 83.6 87.0 16.4 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 3 3 16 10 21 15 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,919 COMMITMENTS 9,465 6,200 410 14,522 18,162 24,397 24,772 3,522 3,147 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.9 22.2 1.5 52.0 65.1 87.4 88.7 12.6 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 3 3 14 7 18 11 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,447 COMMITMENTS 26,105 0 0 18,341 44,322 44,446 44,322 5,001 5,125 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 150) 125 0 0 25 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.8 0.0 0.0 37.1 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 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,780 COMMITMENTS 25,580 0 0 18,841 44,177 44,421 44,177 5,359 5,603 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 50) 50 0 0 0 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.4 0.0 0.0 37.8 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 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,490 COMMITMENTS 25,415 400 1,765 25,730 50,745 52,910 52,910 3,580 3,580 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 215) 25 0 0 105 130 130 130 85 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.0 0.7 3.1 45.5 89.8 93.7 93.7 6.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 1 2 17 14 26 17 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,895 COMMITMENTS 24,745 150 2,215 25,315 49,920 52,275 52,285 3,620 3,610 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 240) 25 0 0 115 140 140 140 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.3 0.3 4.0 45.3 89.3 93.5 93.5 6.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 8 1 3 17 13 26 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,445 COMMITMENTS 1,795 6,205 535 12,475 8,505 14,805 15,245 1,640 1,200 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: -50) 0 0 0 10 10 10 10 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 37.7 3.3 75.9 51.7 90.0 92.7 10.0 7.3 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 09/03/19 | --------------------------------------------------------------| 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 12,065 7,905 14,675 14,825 1,305 1,155 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 50 50 50 50 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 40.7 2.6 75.5 49.5 91.8 92.8 8.2 7.2 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 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,025 COMMITMENTS 23,665 23,235 2,175 36,425 37,005 62,265 62,415 4,760 4,610 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 750) 1,430 380 100 -1,110 -60 420 420 330 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.3 34.7 3.2 54.3 55.2 92.9 93.1 7.1 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 3 6 18 16 28 22 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,190 COMMITMENTS 21,035 23,110 2,690 35,990 34,575 59,715 60,375 5,475 4,815 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 635) 1,455 380 100 -1,250 -175 305 305 330 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.3 35.5 4.1 55.2 53.0 91.6 92.6 8.4 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 3 6 17 17 27 23 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,816 COMMITMENTS 16,300 15,950 1,740 37,249 37,769 55,289 55,459 2,527 2,357 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 1,310) 250 300 -80 1,230 1,180 1,400 1,400 -90 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.2 27.6 3.0 64.4 65.3 95.6 95.9 4.4 4.1 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 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,437 COMMITMENTS 11,325 11,495 2,120 32,419 32,554 45,864 46,169 1,573 1,268 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 1,400) 250 300 -80 1,230 1,180 1,400 1,400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.9 24.2 4.5 68.3 68.6 96.7 97.3 3.3 2.7 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 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 155,771 COMMITMENTS 2,654 28,955 7,940 125,256 98,955 135,850 135,850 19,921 19,921 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 3,222) -870 725 200 4,165 2,570 3,495 3,495 -273 -273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 18.6 5.1 80.4 63.5 87.2 87.2 12.8 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 8 5 26 31 31 41 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 141,104 COMMITMENTS 4,229 28,295 6,720 114,738 90,672 125,687 125,687 15,417 15,417 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 3,280) -870 1,025 100 4,395 2,500 3,625 3,625 -345 -345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 20.1 4.8 81.3 64.3 89.1 89.1 10.9 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 7 3 24 29 27 38 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,040 COMMITMENTS 1,270 6,270 2,280 35,005 30,070 38,555 38,620 3,485 3,420 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 295) 0 500 0 295 -205 295 295 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 14.9 5.4 83.3 71.5 91.7 91.9 8.3 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 2 17 18 20 22 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,050 COMMITMENTS 820 5,420 3,700 30,420 25,930 34,940 35,050 3,110 3,000 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 195) 0 500 0 235 -265 235 235 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 14.2 9.7 79.9 68.1 91.8 92.1 8.2 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 2 17 20 20 23 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,575 COMMITMENTS 14,505 0 1,065 16,240 31,080 31,810 32,145 1,765 1,430 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 625) 80 0 -10 145 255 215 245 410 380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.2 0.0 3.2 48.4 92.6 94.7 95.7 5.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 0 3 14 14 18 17 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 107,912 COMMITMENTS 6,330 9,865 6,115 76,578 73,103 89,023 89,083 18,889 18,829 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 2,230) 400 -1,720 1,330 -495 1,625 1,235 1,235 995 995 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 9.1 5.7 71.0 67.7 82.5 82.6 17.5 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 3 3 30 27 35 31 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 89,102 COMMITMENTS 6,235 965 10,000 57,407 63,262 73,642 74,227 15,460 14,875 CHANGES FROM 08/27/19 (CHANGE IN OPEN INTEREST: 1,750) 1,275 -585 485 -95 1,935 1,665 1,835 85 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 1.1 11.2 64.4 71.0 82.6 83.3 17.4 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 2 2 25 24 29 27
Updated September 06, 2019