ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,107 COMMITMENTS 0 168 1,845 46,482 46,074 48,327 48,087 7,780 8,020 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 57) 0 -45 -270 262 67 -8 -248 65 305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 0.3 3.3 82.8 82.1 86.1 85.7 13.9 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 1 19 19 20 21 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,918 COMMITMENTS 0 2,225 345 40,105 37,880 40,450 40,450 6,468 6,468 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -12) 0 135 -205 148 15 -57 -55 45 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.7 0.7 85.5 80.7 86.2 86.2 13.8 13.8 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 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,040 COMMITMENTS 2,335 2,160 75 20,967 20,937 23,377 23,172 2,663 2,868 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,021) -25 5 -100 -1,115 -1,345 -1,240 -1,440 219 419 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 8.3 0.3 80.5 80.4 89.8 89.0 10.2 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 1 11 14 14 17 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,305 COMMITMENTS 2,180 1,680 140 18,165 18,625 20,485 20,445 1,820 1,860 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -520) -50 105 -105 -565 -635 -720 -635 200 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 7.5 0.6 81.4 83.5 91.8 91.7 8.2 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 2 10 17 15 19 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,995 COMMITMENTS 11,235 1,035 3,160 22,446 33,041 36,841 37,236 3,154 2,759 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 425) 150 -25 -235 670 845 585 585 -160 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.1 2.6 7.9 56.1 82.6 92.1 93.1 7.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 2 15 21 17 24 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,403 COMMITMENTS 11,920 2,660 3,385 58,236 66,933 73,541 72,978 16,862 17,425 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -364) -360 140 -535 201 -449 -694 -844 330 480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 2.9 3.7 64.4 74.0 81.3 80.7 18.7 19.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 4 3 17 21 20 27 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 85,046 COMMITMENTS 9,455 1,960 3,310 56,370 63,264 69,135 68,534 15,911 16,512 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -636) 170 155 -870 -286 -231 -986 -946 350 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 2.3 3.9 66.3 74.4 81.3 80.6 18.7 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 3 3 18 21 21 26 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,237 COMMITMENTS 2,670 6,895 825 13,443 10,283 16,938 18,003 4,299 3,234 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,921) -20 -1,195 -5 -2,191 -556 -2,216 -1,756 295 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 32.5 3.9 63.3 48.4 79.8 84.8 20.2 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 4 3 15 10 20 15 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,932 COMMITMENTS 4,025 7,400 1,000 12,675 10,565 17,700 18,965 4,232 2,967 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,706) 220 -875 -270 -1,961 -386 -2,011 -1,531 305 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 33.7 4.6 57.8 48.2 80.7 86.5 19.3 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 3 3 14 10 19 15 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,563 COMMITMENTS 9,540 5,675 475 13,112 17,332 23,127 23,482 3,436 3,081 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -954) -275 -55 -20 -544 -774 -839 -849 -115 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.9 21.4 1.8 49.4 65.2 87.1 88.4 12.9 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 3 14 7 17 11 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,786 COMMITMENTS 9,590 5,210 475 12,713 17,443 22,778 23,128 3,008 2,658 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -833) -285 0 -20 -352 -647 -657 -667 -176 -166 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.2 20.2 1.8 49.3 67.6 88.3 89.7 11.7 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 3 13 7 17 11 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,698 COMMITMENTS 23,550 0 0 21,096 44,499 44,646 44,499 4,052 4,199 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -3,029) -1,620 0 0 -1,020 -2,640 -2,640 -2,640 -389 -389 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.4 0.0 0.0 43.3 91.4 91.7 91.4 8.3 8.6 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 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,504 COMMITMENTS 23,100 0 0 22,096 44,942 45,196 44,942 4,308 4,562 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -2,740) -1,595 0 0 -715 -2,315 -2,310 -2,315 -430 -425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.7 0.0 0.0 44.6 90.8 91.3 90.8 8.7 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 0 12 14 15 14 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,090 COMMITMENTS 32,130 0 1,555 25,700 58,010 59,385 59,565 3,705 3,525 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -3,200) -1,735 -75 -75 -990 -2,660 -2,800 -2,810 -400 -390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.9 0.0 2.5 40.7 91.9 94.1 94.4 5.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 9 0 3 20 14 29 17 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,430 COMMITMENTS 31,730 0 1,755 25,280 57,190 58,765 58,945 3,665 3,485 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -3,460) -1,795 0 -150 -1,020 -2,835 -2,965 -2,985 -495 -475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.8 0.0 2.8 40.5 91.6 94.1 94.4 5.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 0 3 20 13 28 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,590 COMMITMENTS 1,840 5,950 520 11,395 7,610 13,755 14,080 1,835 1,510 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -100) 435 -190 -15 -400 205 20 0 -120 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 38.2 3.3 73.1 48.8 88.2 90.3 11.8 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 5 1 12 7 14 13 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,995 COMMITMENTS 2,290 5,950 400 10,355 7,205 13,045 13,555 1,950 1,440 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -150) 410 -315 -15 -390 300 5 -30 -155 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 39.7 2.7 69.1 48.0 87.0 90.4 13.0 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 5 1 11 7 13 13 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,450 COMMITMENTS 19,065 20,105 1,830 37,210 36,290 58,105 58,225 4,345 4,225 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,715) -160 -665 -35 -1,355 -865 -1,550 -1,565 -165 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.5 32.2 2.9 59.6 58.1 93.0 93.2 7.0 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 2 5 15 14 25 19 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,585 COMMITMENTS 16,275 20,105 2,015 36,925 33,215 55,215 55,335 4,370 4,250 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -2,275) -340 -665 -50 -1,725 -1,405 -2,115 -2,120 -160 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 33.7 3.4 62.0 55.7 92.7 92.9 7.3 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 8 2 4 15 14 25 18 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,708 COMMITMENTS 14,435 14,570 1,655 37,360 37,570 53,450 53,795 2,258 1,913 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,485) -755 -920 -10 -677 -527 -1,442 -1,457 -43 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 26.2 3.0 67.1 67.4 95.9 96.6 4.1 3.4 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 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,964 COMMITMENTS 9,060 10,065 2,620 33,034 32,179 44,714 44,864 1,250 1,100 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -950) -655 -725 115 -385 -335 -925 -945 -25 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 21.9 5.7 71.9 70.0 97.3 97.6 2.7 2.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 4 22 13 28 18 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 155,819 COMMITMENTS 1,200 33,381 5,219 129,424 97,243 135,843 135,843 19,976 19,976 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -4,600) -125 630 -325 -5,091 -5,859 -5,541 -5,554 941 954 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 21.4 3.3 83.1 62.4 87.2 87.2 12.8 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 9 4 28 30 33 40 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 139,321 COMMITMENTS 1,050 30,916 7,414 117,259 87,393 125,723 125,723 13,598 13,598 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -5,150) -75 325 -480 -4,268 -4,668 -4,823 -4,823 -327 -327 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 22.2 5.3 84.2 62.7 90.2 90.2 9.8 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 8 4 24 29 29 38 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,585 COMMITMENTS 320 10,605 2,355 47,030 37,290 49,705 50,250 4,880 4,335 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 5,705) -490 -190 200 4,770 4,450 4,480 4,460 1,225 1,245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 19.4 4.3 86.2 68.3 91.1 92.1 8.9 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 3 17 17 21 21 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,759 COMMITMENTS 365 9,800 3,205 40,274 31,289 43,844 44,294 3,915 3,465 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 3,019) -520 240 -65 2,769 1,979 2,184 2,154 835 865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 20.5 6.7 84.3 65.5 91.8 92.7 8.2 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 3 17 20 20 23 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,100 COMMITMENTS 17,080 75 770 18,785 36,135 36,635 36,980 1,465 1,120 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -295) 90 0 -275 -145 -50 -330 -325 35 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.8 0.2 2.0 49.3 94.8 96.2 97.1 3.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 1 3 13 18 17 22 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 115,966 COMMITMENTS 9,290 11,415 4,220 83,649 81,584 97,159 97,219 18,807 18,747 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,514) 225 10 -565 -1,637 -1,422 -1,977 -1,977 463 463 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 9.8 3.6 72.1 70.4 83.8 83.8 16.2 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 3 29 27 35 30 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 91,230 COMMITMENTS 7,080 3,865 8,780 61,740 65,100 77,600 77,745 13,630 13,485 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -1,544) 275 340 -920 -954 -1,029 -1,599 -1,609 55 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 4.2 9.6 67.7 71.4 85.1 85.2 14.9 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 3 26 26 30 29 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,215 COMMITMENTS 6,160 300 545 23,820 29,745 30,525 30,590 2,690 2,625 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: -180) -240 0 -65 300 90 -5 25 -175 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 0.9 1.6 71.7 89.6 91.9 92.1 8.1 7.9 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 10/08/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,000 COMMITMENTS 4,705 530 405 24,580 28,770 29,690 29,705 2,310 2,295 CHANGES FROM 10/01/19 (CHANGE IN OPEN INTEREST: 10) -205 -35 -15 345 185 125 135 -115 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 1.7 1.3 76.8 89.9 92.8 92.8 7.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 2 13 11 15 14
Updated October 11, 2019