ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,898 COMMITMENTS 0 703 1,455 52,058 51,415 53,513 53,573 8,385 8,325 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 3,764) -62 253 -308 3,974 3,959 3,604 3,904 160 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.1 2.4 84.1 83.1 86.5 86.6 13.5 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 1 21 20 22 22 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,422 COMMITMENTS 0 2,395 135 45,904 43,509 46,039 46,039 7,383 7,383 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 3,467) 0 190 -210 3,397 3,207 3,187 3,187 280 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.5 0.3 85.9 81.4 86.2 86.2 13.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 16 21 17 22 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,305 COMMITMENTS 2,315 2,160 75 21,127 21,077 23,517 23,312 2,788 2,993 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 765) -20 0 0 660 640 640 640 125 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 8.2 0.3 80.3 80.1 89.4 88.6 10.6 11.4 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 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,895 COMMITMENTS 2,180 1,680 140 18,415 18,875 20,735 20,695 2,160 2,200 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 575) 0 0 0 535 535 535 535 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 7.3 0.6 80.4 82.4 90.6 90.4 9.4 9.6 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 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,520 COMMITMENTS 14,010 685 3,870 25,130 38,910 43,010 43,465 3,510 3,055 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 950) -305 -100 460 575 430 730 790 220 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.1 1.5 8.3 54.0 83.6 92.5 93.4 7.5 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 3 15 22 18 25 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,800 COMMITMENTS 6,220 380 4,225 15,082 21,132 25,527 25,737 2,273 2,063 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 40) -860 -30 130 710 -60 -20 40 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 1.4 15.2 54.3 76.0 91.8 92.6 8.2 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 3 13 16 16 19 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,050 COMMITMENTS 460 11,740 2,185 22,300 11,410 24,945 25,335 1,105 715 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 10) 0 0 0 10 10 10 10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 45.1 8.4 85.6 43.8 95.8 97.3 4.2 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 2 16 15 18 17 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 92,813 COMMITMENTS 12,580 2,760 2,925 59,351 68,608 74,856 74,293 17,957 18,520 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,400) 705 75 -490 170 800 385 385 1,015 1,015 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 3.0 3.2 63.9 73.9 80.7 80.0 19.3 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 4 3 18 23 21 29 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 87,526 COMMITMENTS 10,215 2,010 2,815 57,770 65,374 70,800 70,199 16,726 17,327 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,435) 605 25 -365 455 1,035 695 695 740 740 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 2.3 3.2 66.0 74.7 80.9 80.2 19.1 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 3 18 23 21 28 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,846 COMMITMENTS 3,370 10,355 645 18,838 12,678 22,853 23,678 3,993 3,168 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 5,399) 725 3,220 -100 5,320 2,345 5,945 5,465 -546 -66 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 38.6 2.4 70.2 47.2 85.1 88.2 14.9 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 5 3 18 12 22 18 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,071 COMMITMENTS 3,570 9,555 1,695 17,175 12,695 22,440 23,945 4,631 3,126 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 4,949) -190 2,155 555 4,425 2,080 4,790 4,790 159 159 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 35.3 6.3 63.4 46.9 82.9 88.5 17.1 11.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 5 3 16 12 20 18 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,894 COMMITMENTS 9,540 6,040 475 13,428 17,303 23,443 23,818 3,451 3,076 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 181) 0 290 0 166 -104 166 186 15 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.5 22.5 1.8 49.9 64.3 87.2 88.6 12.8 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 3 14 8 17 12 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,076 COMMITMENTS 9,590 5,475 475 12,983 17,398 23,048 23,348 3,028 2,728 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 140) 0 40 0 190 100 190 140 -50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.8 21.0 1.8 49.8 66.7 88.4 89.5 11.6 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 3 3 14 8 18 12 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,503 COMMITMENTS 25,825 0 0 21,513 47,191 47,338 47,191 4,165 4,312 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 2,555) 2,000 0 0 442 2,442 2,442 2,442 113 113 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.1 0.0 0.0 41.8 91.6 91.9 91.6 8.1 8.4 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 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,284 COMMITMENTS 25,150 0 0 22,716 47,612 47,866 47,612 4,418 4,672 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 2,630) 1,900 0 0 620 2,520 2,520 2,520 110 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.1 0.0 0.0 43.4 91.1 91.5 91.1 8.5 8.9 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 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,995 COMMITMENTS 32,150 0 1,665 26,230 58,560 60,045 60,225 3,950 3,770 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 445) -55 0 60 195 140 200 200 245 245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.2 0.0 2.6 41.0 91.5 93.8 94.1 6.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 9 0 4 20 14 29 18 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,190 COMMITMENTS 31,550 0 1,890 26,035 57,765 59,475 59,655 3,715 3,535 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 305) -155 0 60 360 205 265 265 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.9 0.0 3.0 41.2 91.4 94.1 94.4 5.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 0 3 20 12 28 15 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,365 COMMITMENTS 2,200 6,375 260 14,775 10,680 17,235 17,315 1,130 1,050 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 2,505) 480 425 -280 3,130 2,820 3,330 2,965 -825 -460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 34.7 1.4 80.5 58.2 93.8 94.3 6.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 5 1 14 9 16 15 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,875 COMMITMENTS 2,650 6,375 205 13,055 10,275 15,910 16,855 1,965 1,020 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 2,630) 480 425 -195 2,450 2,820 2,735 3,050 -105 -420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 35.7 1.1 73.0 57.5 89.0 94.3 11.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 5 1 13 9 15 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,450 COMMITMENTS 21,855 20,055 2,005 40,435 42,355 64,295 64,415 5,155 5,035 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 4,745) 1,115 -50 100 2,875 4,040 4,090 4,090 655 655 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 28.9 2.9 58.2 61.0 92.6 92.8 7.4 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 2 5 15 15 25 20 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,425 COMMITMENTS 19,065 20,055 2,185 40,235 39,365 61,485 61,605 4,940 4,820 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 4,425) 1,115 -50 100 2,585 3,750 3,800 3,800 625 625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 30.2 3.3 60.6 59.3 92.6 92.7 7.4 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 2 5 15 16 25 21 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,673 COMMITMENTS 12,635 14,125 1,930 37,780 36,635 52,345 52,690 2,328 1,983 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -100) -150 300 0 50 -400 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 25.8 3.5 69.1 67.0 95.7 96.4 4.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 3 2 22 14 26 18 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,109 COMMITMENTS 8,860 11,020 2,445 33,579 31,569 44,884 45,034 1,225 1,075 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -165) 0 350 -200 110 -240 -90 -90 -75 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 23.9 5.3 72.8 68.5 97.3 97.7 2.7 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 3 3 23 15 28 20 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 160,705 COMMITMENTS 1,150 30,476 8,964 129,196 99,870 139,310 139,310 21,395 21,395 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 2,338) 0 -2,735 3,060 -1,983 752 1,077 1,077 1,261 1,261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 19.0 5.6 80.4 62.1 86.7 86.7 13.3 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 9 5 28 30 34 40 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 144,214 COMMITMENTS 2,274 29,560 9,845 117,044 89,758 129,163 129,163 15,051 15,051 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 2,145) 1,274 -1,111 1,746 -2,565 -180 455 455 1,690 1,690 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 20.5 6.8 81.2 62.2 89.6 89.6 10.4 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 7 5 24 29 30 38 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,440 COMMITMENTS 120 10,605 2,570 48,185 37,525 50,875 50,700 4,565 4,740 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 85) -120 -150 185 -25 5 40 40 45 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 19.1 4.6 86.9 67.7 91.8 91.5 8.2 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 3 2 17 17 20 21 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,825 COMMITMENTS 260 9,350 3,320 40,485 31,125 44,065 43,795 3,760 4,030 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: -215) -75 -150 35 -185 -110 -225 -225 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 19.6 6.9 84.7 65.1 92.1 91.6 7.9 8.4 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 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,560 COMMITMENTS 17,060 75 995 20,010 37,340 38,065 38,410 1,495 1,150 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 375) -930 0 225 1,020 90 315 315 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.1 0.2 2.5 50.6 94.4 96.2 97.1 3.8 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 1 3 14 19 18 23 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,650 COMMITMENTS 28,045 0 1,645 16,620 44,770 46,310 46,415 1,340 1,235 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 700) -675 0 225 1,150 475 700 700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 58.9 0.0 3.5 34.9 94.0 97.2 97.4 2.8 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 3 12 14 15 17 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 117,464 COMMITMENTS 9,490 11,695 3,665 85,317 83,172 98,472 98,532 18,992 18,932 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,675) -25 -500 -160 1,810 2,285 1,625 1,625 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 10.0 3.1 72.6 70.8 83.8 83.9 16.2 16.1 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 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 95,169 COMMITMENTS 7,180 5,195 8,000 65,839 67,969 81,019 81,164 14,150 14,005 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 1,755) 100 -650 -150 1,185 1,935 1,135 1,135 620 620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 5.5 8.4 69.2 71.4 85.1 85.3 14.9 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 3 26 27 30 30 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,615 COMMITMENTS 6,060 300 645 24,220 30,045 30,925 30,990 2,690 2,625 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 0.9 1.9 72.1 89.4 92.0 92.2 8.0 7.8 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 10/22/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,400 COMMITMENTS 4,605 530 505 24,980 29,070 30,090 30,105 2,310 2,295 CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.2 1.6 1.6 77.1 89.7 92.9 92.9 7.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 2 13 11 15 14
Updated October 25, 2019