ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,050 COMMITMENTS 0 213 2,115 46,220 46,007 48,335 48,335 7,715 7,715 CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 3,055) 0 -800 600 2,335 3,135 2,935 2,935 120 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.4 3.8 82.5 82.1 86.2 86.2 13.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 20 21 21 23 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,930 COMMITMENTS 0 2,090 550 39,957 37,865 40,507 40,505 6,423 6,425 CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 355) 0 -200 0 355 570 355 370 0 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.5 1.2 85.1 80.7 86.3 86.3 13.7 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 15 20 16 21 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,061 COMMITMENTS 2,360 2,155 175 22,082 22,282 24,617 24,612 2,444 2,449 CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: -143) 0 -10 0 -143 -133 -143 -143 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 8.0 0.6 81.6 82.3 91.0 91.0 9.0 9.0 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 10/01/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,825 COMMITMENTS 2,230 1,575 245 18,730 19,260 21,205 21,080 1,620 1,745 CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 0) 0 -10 0 0 10 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 6.9 1.1 82.1 84.4 92.9 92.4 7.1 7.6 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 10/01/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,570 COMMITMENTS 11,085 1,060 3,395 21,776 32,196 36,256 36,651 3,314 2,919 CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 189) -390 -300 -110 500 410 0 0 189 189 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 2.7 8.6 55.0 81.4 91.6 92.6 8.4 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 2 15 20 17 23 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,275 COMMITMENTS 860 10,070 1,710 20,715 11,895 23,285 23,675 990 600 CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 5) 650 -200 135 -780 70 5 5 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 41.5 7.0 85.3 49.0 95.9 97.5 4.1 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 2 15 15 18 17 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,767 COMMITMENTS 12,280 2,520 3,920 58,035 67,382 74,235 73,822 16,532 16,945 CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 1,385) 450 0 -200 235 685 485 485 900 900 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 2.8 4.3 63.9 74.2 81.8 81.3 18.2 18.7 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 10/01/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 85,682 COMMITMENTS 9,285 1,805 4,180 56,656 63,495 70,121 69,480 15,561 16,202 CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 1,315) 600 -50 0 -120 530 480 480 835 835 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.8 2.1 4.9 66.1 74.1 81.8 81.1 18.2 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 3 17 21 20 25 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,158 COMMITMENTS 2,690 8,090 830 15,634 10,839 19,154 19,759 4,004 3,399 CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 987) 250 -150 -25 347 747 572 572 415 415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 34.9 3.6 67.5 46.8 82.7 85.3 17.3 14.7 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 10/01/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,638 COMMITMENTS 3,805 8,275 1,270 14,636 10,951 19,711 20,496 3,927 3,142 CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 1,042) 400 0 -160 555 955 795 795 247 247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 35.0 5.4 61.9 46.3 83.4 86.7 16.6 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 3 3 16 10 21 15 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 | --------------------------------------------------------------| 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 09/24/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 10/01/19 | --------------------------------------------------------------| 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 09/24/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 10/01/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,727 COMMITMENTS 25,170 0 0 22,116 47,139 47,286 47,139 4,441 4,588 CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 1,120) 1,100 0 0 20 1,100 1,120 1,100 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.7 0.0 0.0 42.8 91.1 91.4 91.1 8.6 8.9 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 10/01/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,244 COMMITMENTS 24,695 0 0 22,811 47,257 47,506 47,257 4,738 4,987 CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 950) 900 0 0 50 950 950 950 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.3 0.0 0.0 43.7 90.5 90.9 90.5 9.1 9.5 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 10/01/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,290 COMMITMENTS 33,865 75 1,630 26,690 60,670 62,185 62,375 4,105 3,915 CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 4,120) 1,895 0 -50 1,850 3,745 3,695 3,695 425 425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.1 0.1 2.5 40.3 91.5 93.8 94.1 6.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 9 1 3 20 15 30 18 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,890 COMMITMENTS 33,525 0 1,905 26,300 60,025 61,730 61,930 4,160 3,960 CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 4,010) 1,895 0 -50 1,735 3,630 3,580 3,580 430 430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.9 0.0 2.9 39.9 91.1 93.7 94.0 6.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 9 0 3 20 13 29 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,690 COMMITMENTS 1,405 6,140 535 11,795 7,405 13,735 14,080 1,955 1,610 CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 250) -150 225 0 -50 -500 -200 -275 450 525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 39.1 3.4 75.2 47.2 87.5 89.7 12.5 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 5 2 14 8 17 14 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,145 COMMITMENTS 1,880 6,265 415 10,745 6,905 13,040 13,585 2,105 1,560 CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 250) 0 225 0 -200 -500 -200 -275 450 525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 41.4 2.7 70.9 45.6 86.1 89.7 13.9 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 5 2 12 8 15 14 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,165 COMMITMENTS 19,225 20,770 1,865 38,565 37,155 59,655 59,790 4,510 4,375 CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 520) -40 -175 -15 495 630 440 440 80 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.0 32.4 2.9 60.1 57.9 93.0 93.2 7.0 6.8 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 10/01/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,860 COMMITMENTS 16,615 20,770 2,065 38,650 34,620 57,330 57,455 4,530 4,405 CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 200) -40 -175 -35 275 410 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.9 33.6 3.3 62.5 56.0 92.7 92.9 7.3 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 3 5 16 14 26 19 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,193 COMMITMENTS 15,190 15,490 1,665 38,037 38,097 54,892 55,252 2,301 1,941 CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 805) 450 -280 25 310 1,040 785 785 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.6 27.1 2.9 66.5 66.6 96.0 96.6 4.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 3 21 11 26 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,914 COMMITMENTS 9,715 10,790 2,505 33,419 32,514 45,639 45,809 1,275 1,105 CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 1,090) 450 -280 275 345 1,075 1,070 1,070 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 23.0 5.3 71.2 69.3 97.3 97.6 2.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 4 22 12 28 17 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 160,419 COMMITMENTS 1,325 32,751 5,544 134,515 103,102 141,384 141,397 19,035 19,022 CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 4,100) 0 4,735 -1,405 4,875 140 3,470 3,470 630 630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 20.4 3.5 83.9 64.3 88.1 88.1 11.9 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 9 4 28 31 33 41 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 144,471 COMMITMENTS 1,125 30,591 7,894 121,527 92,061 130,546 130,546 13,925 13,925 CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 4,215) -549 4,336 24 4,505 -380 3,980 3,980 235 235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 21.2 5.5 84.1 63.7 90.4 90.4 9.6 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 8 4 23 28 28 37 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,880 COMMITMENTS 810 10,795 2,155 42,260 32,840 45,225 45,790 3,655 3,090 CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 1,570) 300 675 40 1,335 960 1,675 1,675 -105 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 22.1 4.4 86.5 67.2 92.5 93.7 7.5 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 2 17 16 20 20 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,740 COMMITMENTS 885 9,560 3,270 37,505 29,310 41,660 42,140 3,080 2,600 CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 830) 300 275 270 270 295 840 840 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 21.4 7.3 83.8 65.5 93.1 94.2 6.9 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 3 17 21 20 24 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,395 COMMITMENTS 16,990 75 1,045 18,930 36,185 36,965 37,305 1,430 1,090 CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 330) -500 0 130 680 580 310 710 20 -380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.3 0.2 2.7 49.3 94.2 96.3 97.2 3.7 2.8 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 10/01/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 117,480 COMMITMENTS 9,065 11,405 4,785 85,286 83,006 99,136 99,196 18,344 18,284 CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 5,980) -320 -275 100 6,420 5,975 6,200 5,800 -220 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 9.7 4.1 72.6 70.7 84.4 84.4 15.6 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 3 29 28 35 31 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 92,774 COMMITMENTS 6,805 3,525 9,700 62,694 66,129 79,199 79,354 13,575 13,420 CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: 4,285) -695 -375 505 4,875 4,155 4,685 4,285 -400 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 3.8 10.5 67.6 71.3 85.4 85.5 14.6 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 2 4 27 26 31 30 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,395 COMMITMENTS 6,400 300 610 23,520 29,655 30,530 30,565 2,865 2,830 CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 0.9 1.8 70.4 88.8 91.4 91.5 8.6 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 13 12 15 14 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,990 COMMITMENTS 4,910 565 420 24,235 28,585 29,565 29,570 2,425 2,420 CHANGES FROM 09/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 1.8 1.3 75.8 89.4 92.4 92.4 7.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 2 13 11 15 14
Updated October 04, 2019