ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,295 COMMITMENTS 0 763 1,615 43,440 42,717 45,055 45,095 8,240 8,200 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 679) 0 -60 -65 699 749 634 624 45 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.4 3.0 81.5 80.2 84.5 84.6 15.5 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 19 21 20 22 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,300 COMMITMENTS 0 2,265 625 38,980 36,740 39,605 39,630 6,695 6,670 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 825) 0 0 0 816 772 816 772 9 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.9 1.3 84.2 79.4 85.5 85.6 14.5 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 1 1 15 20 16 21 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,924 COMMITMENTS 2,360 2,015 195 21,440 21,685 23,995 23,895 2,929 3,029 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,026) 430 310 -420 -1,060 -810 -1,050 -920 24 -106 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 7.5 0.7 79.6 80.5 89.1 88.7 10.9 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 2 13 14 17 17 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,525 COMMITMENTS 2,230 1,435 295 18,100 18,715 20,625 20,445 1,900 2,080 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -420) 275 205 -205 -585 -515 -515 -515 95 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 6.4 1.3 80.4 83.1 91.6 90.8 8.4 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 2 2 9 15 14 17 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,411 COMMITMENTS 12,350 1,360 3,170 21,299 32,564 36,819 37,094 2,592 2,317 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 55) -340 60 40 345 5 45 105 10 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.3 3.5 8.0 54.0 82.6 93.4 94.1 6.6 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 2 13 20 15 23 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 84,582 COMMITMENTS 8,880 2,120 6,035 56,090 62,497 71,005 70,652 13,577 13,930 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 2,425) -2,185 85 750 4,142 1,890 2,707 2,725 -282 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 2.5 7.1 66.3 73.9 83.9 83.5 16.1 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 3 16 22 19 27 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 78,727 COMMITMENTS 5,735 1,555 5,615 54,736 58,335 66,086 65,505 12,641 13,222 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 1,984) -1,790 -40 675 3,214 1,299 2,099 1,934 -115 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 2.0 7.1 69.5 74.1 83.9 83.2 16.1 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 3 15 21 18 25 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,059 COMMITMENTS 2,440 8,190 1,105 15,042 9,887 18,587 19,182 3,472 2,877 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,971) -20 60 -780 -910 -1,010 -1,710 -1,730 -261 -241 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 37.1 5.0 68.2 44.8 84.3 87.0 15.7 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 4 3 17 10 22 15 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,469 COMMITMENTS 2,670 7,640 1,550 13,629 9,434 17,849 18,624 3,620 2,845 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,656) -195 -35 -630 -655 -825 -1,480 -1,490 -176 -166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 35.6 7.2 63.5 43.9 83.1 86.7 16.9 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 4 3 16 9 21 14 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,822 COMMITMENTS 9,215 5,580 495 13,631 17,631 23,341 23,706 3,481 3,116 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,097) -250 -620 85 -891 -531 -1,056 -1,066 -41 -31 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.4 20.8 1.8 50.8 65.7 87.0 88.4 13.0 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 3 3 14 7 18 11 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,874 COMMITMENTS 9,225 5,060 495 12,710 17,595 22,430 23,150 3,444 2,724 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.7 19.6 1.9 49.1 68.0 86.7 89.5 13.3 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 3 13 6 17 10 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,322 COMMITMENTS 23,970 0 0 19,391 43,234 43,361 43,234 4,961 5,088 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,125) -2,135 0 0 1,050 -1,088 -1,085 -1,088 -40 -37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.6 0.0 0.0 40.1 89.5 89.7 89.5 10.3 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 0 0 13 15 17 15 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,199 COMMITMENTS 23,795 0 0 20,141 43,687 43,936 43,687 5,263 5,512 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -581) -1,785 0 0 1,300 -490 -485 -490 -96 -91 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.4 0.0 0.0 40.9 88.8 89.3 88.8 10.7 11.2 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 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,195 COMMITMENTS 24,485 225 1,530 24,655 49,105 50,670 50,860 3,525 3,335 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -2,295) -930 -175 -235 -1,075 -1,640 -2,240 -2,050 -55 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.2 0.4 2.8 45.5 90.6 93.5 93.8 6.5 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 1 3 17 13 27 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,935 COMMITMENTS 24,020 25 1,930 24,435 48,630 50,385 50,585 3,550 3,350 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,960) -725 -125 -285 -880 -1,290 -1,890 -1,700 -70 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.5 0.0 3.6 45.3 90.2 93.4 93.8 6.6 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 8 1 3 17 12 26 15 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,425 COMMITMENTS 1,505 5,865 535 11,880 7,940 13,920 14,340 1,505 1,085 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,020) -290 -340 0 -595 -565 -885 -905 -135 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 38.0 3.5 77.0 51.5 90.2 93.0 9.8 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 4 2 14 8 16 13 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,880 COMMITMENTS 1,830 5,990 415 10,920 7,440 13,165 13,845 1,715 1,035 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,100) -365 -515 0 -1,145 -465 -1,510 -980 410 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 40.3 2.8 73.4 50.0 88.5 93.0 11.5 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 4 2 12 8 14 13 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,810 COMMITMENTS 22,740 23,695 1,490 34,860 34,040 59,090 59,225 4,720 4,585 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -3,215) -925 460 -685 -1,565 -2,965 -3,175 -3,190 -40 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.6 37.1 2.3 54.6 53.3 92.6 92.8 7.4 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 3 5 17 14 27 19 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,005 COMMITMENTS 20,130 23,695 1,725 34,865 31,925 56,720 57,345 5,285 4,660 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -3,185) -905 585 -965 -1,125 -2,650 -2,995 -3,030 -190 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.5 38.2 2.8 56.2 51.5 91.5 92.5 8.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 3 5 16 15 26 20 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,743 COMMITMENTS 14,870 15,180 1,680 35,852 36,107 52,402 52,967 2,341 1,776 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -3,073) -1,430 -770 -60 -1,397 -1,662 -2,887 -2,492 -186 -581 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 27.7 3.1 65.5 66.0 95.7 96.8 4.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 2 3 20 10 25 14 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,674 COMMITMENTS 10,145 11,105 1,920 31,460 30,785 43,525 43,810 1,149 864 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -2,763) -1,180 -390 -200 -959 -1,769 -2,339 -2,359 -424 -404 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 24.9 4.3 70.4 68.9 97.4 98.1 2.6 1.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 3 20 11 26 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 149,506 COMMITMENTS 3,499 26,485 6,550 120,810 97,824 130,859 130,859 18,647 18,647 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -6,265) 845 -2,470 -1,390 -4,446 -1,131 -4,991 -4,991 -1,274 -1,274 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 17.7 4.4 80.8 65.4 87.5 87.5 12.5 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 8 3 26 30 29 40 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 135,196 COMMITMENTS 4,894 25,670 5,975 109,823 89,047 120,692 120,692 14,504 14,504 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -5,908) 665 -2,625 -745 -4,915 -1,625 -4,995 -4,995 -913 -913 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 19.0 4.4 81.2 65.9 89.3 89.3 10.7 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 7 3 23 27 26 36 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,805 COMMITMENTS 1,205 6,945 2,125 34,900 29,585 38,230 38,655 3,575 3,150 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -235) -65 675 -155 -105 -485 -325 35 90 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 16.6 5.1 83.5 70.8 91.4 92.5 8.6 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 2 2 17 15 20 19 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,645 COMMITMENTS 965 5,620 3,475 31,025 26,830 35,465 35,925 3,180 2,720 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: 595) 145 200 -225 605 900 525 875 70 -280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 14.5 9.0 80.3 69.4 91.8 93.0 8.2 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 2 17 19 20 22 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,280 COMMITMENTS 13,715 75 890 16,030 30,010 30,635 30,975 1,645 1,305 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -1,295) -790 75 -175 -210 -1,070 -1,175 -1,170 -120 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.5 0.2 2.8 49.7 93.0 94.9 96.0 5.1 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 1 3 13 14 17 18 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 104,115 COMMITMENTS 7,335 9,285 5,400 73,846 71,956 86,581 86,641 17,534 17,474 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -3,797) 1,005 -580 -715 -2,732 -1,147 -2,442 -2,442 -1,355 -1,355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 8.9 5.2 70.9 69.1 83.2 83.2 16.8 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 3 4 29 28 35 32 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 86,089 COMMITMENTS 5,560 1,255 9,725 56,324 60,834 71,609 71,814 14,480 14,275 CHANGES FROM 09/03/19 (CHANGE IN OPEN INTEREST: -3,013) -675 290 -275 -1,083 -2,428 -2,033 -2,413 -980 -600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 1.5 11.3 65.4 70.7 83.2 83.4 16.8 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 3 2 25 25 29 28
Updated September 13, 2019