ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,455 COMMITMENTS 0 963 1,590 43,690 42,727 45,280 45,280 8,175 8,175 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 160) 0 200 -25 250 10 225 185 -65 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.8 3.0 81.7 79.9 84.7 84.7 15.3 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 20 20 21 22 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,725 COMMITMENTS 0 2,315 575 39,455 37,125 40,030 40,015 6,695 6,710 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 425) 0 50 -50 475 385 425 385 0 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.0 1.2 84.4 79.5 85.7 85.6 14.3 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 16 20 17 21 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,564 COMMITMENTS 2,360 2,215 175 22,130 22,395 24,665 24,785 2,899 2,779 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 640) 0 200 -20 690 710 670 890 -30 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 8.0 0.6 80.3 81.2 89.5 89.9 10.5 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 2 13 15 17 18 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,020 COMMITMENTS 2,230 1,635 245 18,645 19,240 21,120 21,120 1,900 1,900 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 495) 0 200 -50 545 525 495 675 0 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 7.1 1.1 81.0 83.6 91.7 91.7 8.3 8.3 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,756 COMMITMENTS 11,505 1,360 3,470 21,844 32,264 36,819 37,094 2,937 2,662 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 345) -845 0 300 545 -300 0 0 345 345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 3.4 8.7 54.9 81.2 92.6 93.3 7.4 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 2 14 20 16 23 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,950 COMMITMENTS 210 10,600 1,235 21,610 11,590 23,055 23,425 895 525 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 44.3 5.2 90.2 48.4 96.3 97.8 3.7 2.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 2 15 14 18 16 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 87,972 COMMITMENTS 9,380 2,170 5,785 57,965 64,762 73,130 72,717 14,842 15,255 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 3,390) 500 50 -250 1,875 2,265 2,125 2,065 1,265 1,325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.7 2.5 6.6 65.9 73.6 83.1 82.7 16.9 17.3 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 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 82,162 COMMITMENTS 6,235 1,555 5,365 56,766 60,805 68,366 67,725 13,796 14,437 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 3,435) 500 0 -250 2,030 2,470 2,280 2,220 1,155 1,215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 1.9 6.5 69.1 74.0 83.2 82.4 16.8 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 3 18 21 21 25 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,371 COMMITMENTS 2,440 8,240 855 15,547 10,342 18,842 19,437 3,529 2,934 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 312) 0 50 -250 505 455 255 255 57 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 36.8 3.8 69.5 46.2 84.2 86.9 15.8 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 4 3 17 11 22 16 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,801 COMMITMENTS 2,670 7,690 1,300 14,191 9,946 18,161 18,936 3,640 2,865 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 332) 0 50 -250 562 512 312 312 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 35.3 6.0 65.1 45.6 83.3 86.9 16.7 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 4 3 16 10 21 15 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,517 COMMITMENTS 9,815 5,730 495 13,656 18,106 23,966 24,331 3,551 3,186 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 695) 600 150 0 25 475 625 625 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.7 20.8 1.8 49.6 65.8 87.1 88.4 12.9 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 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,619 COMMITMENTS 9,875 5,210 495 13,065 18,090 23,435 23,795 3,184 2,824 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 745) 650 150 0 355 495 1,005 645 -260 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.1 19.6 1.9 49.1 68.0 88.0 89.4 12.0 10.6 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 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,557 COMMITMENTS 24,020 0 0 22,111 46,004 46,131 46,004 4,426 4,553 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 2,235) 50 0 0 2,720 2,770 2,770 2,770 -535 -535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.5 0.0 0.0 43.7 91.0 91.2 91.0 8.8 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 0 0 14 15 18 15 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,284 COMMITMENTS 23,795 0 0 22,751 46,297 46,546 46,297 4,738 4,987 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 2,085) 0 0 0 2,610 2,610 2,610 2,610 -525 -525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.4 0.0 0.0 44.4 90.3 90.8 90.3 9.2 9.7 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 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,180 COMMITMENTS 28,470 75 1,680 24,415 53,000 54,565 54,755 3,615 3,425 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 3,985) 3,985 -150 150 -240 3,895 3,895 3,895 90 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.9 0.1 2.9 42.0 91.1 93.8 94.1 6.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 9 1 3 19 14 29 17 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,860 COMMITMENTS 28,080 0 1,955 24,190 52,470 54,225 54,425 3,635 3,435 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 3,925) 4,060 -25 25 -245 3,840 3,840 3,840 85 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.5 0.0 3.4 41.8 90.7 93.7 94.1 6.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 0 3 19 12 28 15 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| 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 09/10/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 09/17/19 | --------------------------------------------------------------| 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 09/10/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,125 COMMITMENTS 22,965 23,995 1,320 35,085 34,190 59,370 59,505 4,755 4,620 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 315) 225 300 -170 225 150 280 280 35 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.8 37.4 2.1 54.7 53.3 92.6 92.8 7.4 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 3 6 17 14 27 20 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,310 COMMITMENTS 20,355 23,995 1,540 35,140 32,125 57,035 57,660 5,275 4,650 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 305) 225 300 -185 275 200 315 315 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.7 38.5 2.5 56.4 51.6 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 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,998 COMMITMENTS 14,920 15,305 1,615 36,122 36,302 52,657 53,222 2,341 1,776 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 255) 50 125 -65 270 195 255 255 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 27.8 2.9 65.7 66.0 95.7 96.8 4.3 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 3 20 10 25 14 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,924 COMMITMENTS 10,070 11,130 1,920 31,735 30,960 43,725 44,010 1,199 914 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 250) -75 25 0 275 175 200 200 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 24.8 4.3 70.6 68.9 97.3 98.0 2.7 2.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 3 3 20 11 26 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 153,291 COMMITMENTS 1,325 28,871 8,084 125,135 97,589 134,544 134,544 18,747 18,747 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 3,785) -2,174 2,386 1,534 4,325 -235 3,685 3,685 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 18.8 5.3 81.6 63.7 87.8 87.8 12.2 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 9 3 26 30 30 40 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 139,071 COMMITMENTS 2,644 27,980 7,710 114,254 88,918 124,608 124,608 14,463 14,463 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 3,875) -2,250 2,310 1,735 4,431 -129 3,916 3,916 -41 -41 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 20.1 5.5 82.2 63.9 89.6 89.6 10.4 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 7 3 23 27 27 36 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,885 COMMITMENTS 335 7,425 2,420 37,435 30,890 40,190 40,735 3,695 3,150 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 2,080) -870 480 295 2,535 1,305 1,960 2,080 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 16.9 5.5 85.3 70.4 91.6 92.8 8.4 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 3 17 15 21 19 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,165 COMMITMENTS 410 6,415 3,380 33,240 27,695 37,030 37,490 3,135 2,675 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 1,520) -555 795 -95 2,215 865 1,565 1,565 -45 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 16.0 8.4 82.8 69.0 92.2 93.3 7.8 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 2 17 20 20 23 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,915 COMMITMENTS 15,515 75 990 17,930 33,710 34,435 34,775 1,480 1,140 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 3,635) 1,800 0 100 1,900 3,700 3,800 3,800 -165 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.2 0.2 2.8 49.9 93.9 95.9 96.8 4.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 1 3 13 15 17 19 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 109,105 COMMITMENTS 7,060 9,510 5,225 78,781 76,391 91,066 91,126 18,039 17,979 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 4,990) -275 225 -175 4,935 4,435 4,485 4,485 505 505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 8.7 4.8 72.2 70.0 83.5 83.5 16.5 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 3 5 29 28 35 33 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 86,369 COMMITMENTS 5,110 1,555 9,685 57,699 61,469 72,494 72,709 13,875 13,660 CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST: 280) -450 300 -40 1,375 635 885 895 -605 -615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 1.8 11.2 66.8 71.2 83.9 84.2 16.1 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 3 3 26 25 30 29
Updated September 20, 2019