ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,886 COMMITMENTS 0 1,183 995 54,416 53,233 55,411 55,411 8,475 8,475 CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 1,988) 0 480 -460 2,358 1,818 1,898 1,838 90 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.9 1.6 85.2 83.3 86.7 86.7 13.3 13.3 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 10/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,767 COMMITMENTS 0 2,195 190 48,034 45,839 48,224 48,224 7,543 7,543 CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 2,345) 0 -200 55 2,130 2,330 2,185 2,185 160 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.9 0.3 86.1 82.2 86.5 86.5 13.5 13.5 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 10/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,505 COMMITMENTS 2,315 2,160 75 22,327 22,277 24,717 24,512 2,788 2,993 CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 1,200) 0 0 0 1,200 1,200 1,200 1,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 7.9 0.3 81.2 81.0 89.9 89.1 10.1 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 1 12 14 15 17 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,095 COMMITMENTS 2,180 1,680 140 19,615 20,075 21,935 21,895 2,160 2,200 CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 1,200) 0 0 0 1,200 1,200 1,200 1,200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 7.0 0.6 81.4 83.3 91.0 90.9 9.0 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 2 11 17 16 19 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,515 COMMITMENTS 12,885 685 4,510 26,490 39,205 43,885 44,400 3,630 3,115 CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 995) -1,125 0 640 1,360 295 875 935 120 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 1.4 9.5 55.8 82.5 92.4 93.4 7.6 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 10/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,755 COMMITMENTS 5,420 780 4,075 14,887 19,797 24,382 24,652 2,373 2,103 CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: -1,045) -800 400 -150 -195 -1,335 -1,145 -1,085 100 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.3 2.9 15.2 55.6 74.0 91.1 92.1 8.9 7.9 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 10/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,105 COMMITMENTS 460 11,730 2,195 22,325 11,445 24,980 25,370 1,125 735 CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 55) 0 -10 10 25 35 35 35 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 44.9 8.4 85.5 43.8 95.7 97.2 4.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 2 17 15 19 17 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 94,158 COMMITMENTS 10,755 2,810 3,525 61,081 68,463 75,361 74,798 18,797 19,360 CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 1,345) -1,825 50 600 1,730 -145 505 505 840 840 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.4 3.0 3.7 64.9 72.7 80.0 79.4 20.0 20.6 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 10/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 88,511 COMMITMENTS 8,490 2,060 3,255 59,240 65,069 70,985 70,384 17,526 18,127 CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 985) -1,725 50 440 1,470 -305 185 185 800 800 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 2.3 3.7 66.9 73.5 80.2 79.5 19.8 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 3 18 22 21 27 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,781 COMMITMENTS 3,385 10,335 845 18,438 12,313 22,668 23,493 4,113 3,288 CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: -65) 15 -20 200 -400 -365 -185 -185 120 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 38.6 3.2 68.8 46.0 84.6 87.7 15.4 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 5 4 18 12 23 18 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,006 COMMITMENTS 3,585 9,535 1,895 16,775 12,330 22,255 23,760 4,751 3,246 CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: -65) 15 -20 200 -400 -365 -185 -185 120 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 35.3 7.0 62.1 45.7 82.4 88.0 17.6 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 5 4 16 12 21 18 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,119 COMMITMENTS 9,540 5,945 475 13,810 17,780 23,825 24,200 3,294 2,919 CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 225) 0 -95 0 382 477 382 382 -157 -157 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.2 21.9 1.8 50.9 65.6 87.9 89.2 12.1 10.8 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 10/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,381 COMMITMENTS 9,590 5,830 475 13,288 17,348 23,353 23,653 3,028 2,728 CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 305) 0 355 0 305 -50 305 305 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.4 22.1 1.8 50.4 65.8 88.5 89.7 11.5 10.3 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 10/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,243 COMMITMENTS 28,700 0 0 22,318 50,871 51,018 50,871 4,225 4,372 CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 3,740) 2,875 0 0 805 3,680 3,680 3,680 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 52.0 0.0 0.0 40.4 92.1 92.4 92.1 7.6 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 0 0 14 16 18 16 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,989 COMMITMENTS 28,025 0 0 23,631 51,542 51,656 51,542 4,333 4,447 CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 3,705) 2,875 0 0 915 3,930 3,790 3,930 -85 -225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.1 0.0 0.0 42.2 92.1 92.3 92.1 7.7 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 0 13 16 16 16 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,565 COMMITMENTS 32,650 0 1,690 26,100 58,930 60,440 60,620 4,125 3,945 CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 570) 500 0 25 -130 370 395 395 175 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.6 0.0 2.6 40.4 91.3 93.6 93.9 6.4 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 9 0 4 20 15 29 19 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,780 COMMITMENTS 32,050 0 1,915 25,915 58,145 59,880 60,060 3,900 3,720 CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 590) 500 0 25 -120 380 405 405 185 185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.3 0.0 3.0 40.6 91.2 93.9 94.2 6.1 5.8 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 10/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,950 COMMITMENTS 2,340 6,360 285 15,185 11,245 17,810 17,890 1,140 1,060 CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 585) 140 -15 25 410 565 575 575 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 33.6 1.5 80.1 59.3 94.0 94.4 6.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 5 2 15 9 17 16 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,470 COMMITMENTS 2,890 6,360 230 13,365 10,840 16,485 17,430 1,985 1,040 CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 595) 240 -15 25 310 565 575 575 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 34.4 1.2 72.4 58.7 89.3 94.4 10.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 5 2 14 9 16 16 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,525 COMMITMENTS 21,905 20,055 2,030 40,435 42,405 64,370 64,490 5,155 5,035 CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 75) 50 0 25 0 50 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 28.8 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 10/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,500 COMMITMENTS 19,115 20,055 2,210 40,235 39,415 61,560 61,680 4,940 4,820 CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 75) 50 0 25 0 50 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.7 30.2 3.3 60.5 59.3 92.6 92.8 7.4 7.2 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 10/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,068 COMMITMENTS 12,285 14,075 2,380 38,970 37,525 53,635 53,980 2,433 2,088 CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 1,395) -350 -50 450 1,190 890 1,290 1,290 105 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 25.1 4.2 69.5 66.9 95.7 96.3 4.3 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 3 2 23 15 27 19 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,224 COMMITMENTS 8,460 10,870 2,945 34,494 32,234 45,899 46,049 1,325 1,175 CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 1,115) -400 -150 500 915 665 1,015 1,015 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 23.0 6.2 73.0 68.3 97.2 97.5 2.8 2.5 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 10/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 163,490 COMMITMENTS 1,150 33,176 6,779 132,362 100,336 140,291 140,291 23,199 23,199 CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 2,785) 0 2,700 -2,185 3,166 466 981 981 1,804 1,804 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 20.3 4.1 81.0 61.4 85.8 85.8 14.2 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 9 5 29 30 35 40 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 146,704 COMMITMENTS 1,000 30,786 8,904 120,214 90,428 130,118 130,118 16,586 16,586 CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 2,490) -1,274 1,226 -941 3,170 670 955 955 1,535 1,535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 21.0 6.1 81.9 61.6 88.7 88.7 11.3 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 8 5 25 29 31 38 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,100 COMMITMENTS 120 10,705 2,570 49,025 38,445 51,715 51,720 4,385 4,380 CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 660) 0 100 0 840 920 840 1,020 -180 -360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 19.1 4.6 87.4 68.5 92.2 92.2 7.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 2 17 18 20 22 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,425 COMMITMENTS 235 9,450 3,320 41,050 31,865 44,605 44,635 3,820 3,790 CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 600) -25 100 0 565 740 540 840 60 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 19.5 6.9 84.8 65.8 92.1 92.2 7.9 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 3 18 21 21 24 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,485 COMMITMENTS 14,860 75 995 20,110 35,240 35,965 36,310 1,520 1,175 CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: -2,075) -2,200 0 0 100 -2,100 -2,100 -2,100 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.6 0.2 2.7 53.6 94.0 95.9 96.9 4.1 3.1 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 10/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,335 COMMITMENTS 25,870 0 1,630 16,470 42,445 43,970 44,075 1,365 1,260 CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: -2,315) -2,175 0 -15 -150 -2,325 -2,340 -2,340 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.1 0.0 3.6 36.3 93.6 97.0 97.2 3.0 2.8 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 10/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 122,574 COMMITMENTS 9,490 9,470 3,955 89,552 89,632 102,997 103,057 19,577 19,517 CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 5,110) 0 -2,225 290 4,235 6,460 4,525 4,525 585 585 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 7.7 3.2 73.1 73.1 84.0 84.1 16.0 15.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 3 29 29 35 32 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 96,724 COMMITMENTS 7,180 3,145 8,550 66,054 70,234 81,784 81,929 14,940 14,795 CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST: 1,555) 0 -2,050 550 215 2,265 765 765 790 790 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 3.3 8.8 68.3 72.6 84.6 84.7 15.4 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 2 3 26 28 30 31 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19 | --------------------------------------------------------------| 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 10/22/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 10/29/19 | --------------------------------------------------------------| 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 10/22/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 November 01, 2019