ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,296 COMMITMENTS 0 883 995 55,096 54,213 56,091 56,091 9,205 9,205 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 1,410) 0 -300 0 680 980 680 680 730 730 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 1.4 1.5 84.4 83.0 85.9 85.9 14.1 14.1 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 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,382 COMMITMENTS 0 1,795 375 48,614 46,804 48,989 48,974 8,393 8,408 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 1,615) 0 -400 185 580 965 765 750 850 865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.1 0.7 84.7 81.6 85.4 85.3 14.6 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 1 1 16 20 17 21 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| 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 10/29/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 11/05/19 | --------------------------------------------------------------| 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 10/29/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 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 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,890 COMMITMENTS 12,530 685 4,735 27,008 39,373 44,273 44,793 3,617 3,097 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 375) -355 0 225 518 168 388 393 -13 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 1.4 9.9 56.4 82.2 92.4 93.5 7.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 3 16 22 19 25 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,495 COMMITMENTS 5,120 880 4,075 14,894 19,404 24,089 24,359 2,406 2,136 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -260) -300 100 0 7 -393 -293 -293 33 33 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 3.3 15.4 56.2 73.2 90.9 91.9 9.1 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 3 13 15 16 18 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,185 COMMITMENTS 460 11,850 2,075 22,445 11,445 24,980 25,370 1,205 815 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 80) 0 120 -120 120 0 0 0 80 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 45.3 7.9 85.7 43.7 95.4 96.9 4.6 3.1 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 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 97,133 COMMITMENTS 11,505 2,860 3,375 62,498 70,613 77,378 76,848 19,755 20,285 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 2,975) 750 50 -150 1,417 2,150 2,017 2,050 958 925 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 2.9 3.5 64.3 72.7 79.7 79.1 20.3 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 4 3 20 25 23 31 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 92,516 COMMITMENTS 9,750 2,620 3,470 60,859 67,389 74,079 73,479 18,437 19,037 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 4,005) 1,260 560 215 1,619 2,320 3,094 3,095 911 910 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 2.8 3.8 65.8 72.8 80.1 79.4 19.9 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 4 3 20 24 23 29 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,886 COMMITMENTS 3,235 10,455 895 18,381 12,226 22,511 23,576 4,375 3,310 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 105) -150 120 50 -57 -87 -157 83 262 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 38.9 3.3 68.4 45.5 83.7 87.7 16.3 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 5 4 18 11 23 17 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,936 COMMITMENTS 4,295 10,515 1,910 16,718 12,243 22,923 24,668 5,013 3,268 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 930) 710 980 15 -57 -87 668 908 262 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 37.6 6.8 59.8 43.8 82.1 88.3 17.9 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 4 4 16 11 21 17 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,269 COMMITMENTS 9,540 6,000 470 13,960 17,880 23,970 24,350 3,299 2,919 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 150) 0 55 -5 150 100 145 150 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.0 22.0 1.7 51.2 65.6 87.9 89.3 12.1 10.7 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 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,531 COMMITMENTS 9,590 5,885 470 13,438 17,448 23,498 23,803 3,033 2,728 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 150) 0 55 -5 150 100 145 150 5 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.1 22.2 1.8 50.7 65.8 88.6 89.7 11.4 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 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,148 COMMITMENTS 29,140 0 0 22,398 51,391 51,538 51,391 4,610 4,757 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 905) 440 0 0 80 520 520 520 385 385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.9 0.0 0.0 39.9 91.5 91.8 91.5 8.2 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 0 0 14 16 19 16 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,870 COMMITMENTS 28,445 0 0 23,742 52,073 52,187 52,073 4,683 4,797 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 881) 420 0 0 111 531 531 531 350 350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.0 0.0 0.0 41.7 91.6 91.8 91.6 8.2 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 0 0 14 16 18 16 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,680 COMMITMENTS 33,475 0 1,490 26,390 60,045 61,355 61,535 4,325 4,145 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 1,115) 825 0 -200 290 1,115 915 915 200 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.0 0.0 2.3 40.2 91.4 93.4 93.7 6.6 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 9 0 3 20 15 29 18 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,030 COMMITMENTS 32,875 0 1,715 26,395 59,450 60,985 61,165 4,045 3,865 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 1,250) 825 0 -200 480 1,305 1,105 1,105 145 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.6 0.0 2.6 40.6 91.4 93.8 94.1 6.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 0 2 20 13 28 15 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,995 COMMITMENTS 2,090 6,360 355 15,435 11,245 17,880 17,960 1,115 1,035 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 45) -250 0 70 250 0 70 70 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 33.5 1.9 81.3 59.2 94.1 94.6 5.9 5.4 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 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,460 COMMITMENTS 2,865 6,360 230 13,390 10,840 16,485 17,430 1,975 1,030 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -10) -25 0 0 25 0 0 0 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 34.5 1.2 72.5 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 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 70,580 COMMITMENTS 22,085 20,155 2,235 40,990 43,040 65,310 65,430 5,270 5,150 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 1,055) 180 100 205 555 635 940 940 115 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.3 28.6 3.2 58.1 61.0 92.5 92.7 7.5 7.3 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 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,605 COMMITMENTS 19,295 20,155 2,405 40,795 40,055 62,495 62,615 5,110 4,990 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 1,105) 180 100 195 560 640 935 935 170 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 29.8 3.6 60.3 59.2 92.4 92.6 7.6 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 2 5 16 17 26 22 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,518 COMMITMENTS 12,520 13,925 2,380 39,115 38,055 54,015 54,360 2,503 2,158 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 450) 235 -150 0 145 530 380 380 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 24.6 4.2 69.2 67.3 95.6 96.2 4.4 3.8 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 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,624 COMMITMENTS 8,645 10,720 2,945 34,639 32,714 46,229 46,379 1,395 1,245 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 400) 185 -150 0 145 480 330 330 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 22.5 6.2 72.7 68.7 97.1 97.4 2.9 2.6 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 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 165,275 COMMITMENTS 1,150 34,156 7,129 133,206 100,200 141,485 141,485 23,790 23,790 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 1,785) 0 980 350 844 -136 1,194 1,194 591 591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 20.7 4.3 80.6 60.6 85.6 85.6 14.4 14.4 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 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 149,429 COMMITMENTS 1,000 31,921 9,834 121,210 90,289 132,044 132,044 17,385 17,385 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 2,725) 0 1,135 930 996 -139 1,926 1,926 799 799 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 21.4 6.6 81.1 60.4 88.4 88.4 11.6 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 8 6 25 29 32 38 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,810 COMMITMENTS 60 10,755 2,275 50,075 39,385 52,410 52,415 4,400 4,395 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 710) -60 50 -295 1,050 940 695 695 15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 18.9 4.0 88.1 69.3 92.3 92.3 7.7 7.7 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 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,019 COMMITMENTS 175 9,700 2,640 42,514 33,004 45,329 45,344 3,690 3,675 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 594) -60 250 -680 1,464 1,139 724 709 -130 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 19.8 5.4 86.7 67.3 92.5 92.5 7.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 18 21 20 24 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,585 COMMITMENTS 15,090 75 1,295 19,650 35,010 36,035 36,380 1,550 1,205 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 100) 230 0 300 -460 -230 70 70 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.1 0.2 3.4 52.3 93.1 95.9 96.8 4.1 3.2 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 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,075 COMMITMENTS 25,650 0 1,920 16,140 41,895 43,710 43,815 1,365 1,260 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: -260) -220 0 290 -330 -550 -260 -260 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.9 0.0 4.3 35.8 92.9 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 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 123,724 COMMITMENTS 9,240 11,140 3,900 90,019 88,179 103,159 103,219 20,565 20,505 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 1,150) -250 1,670 -55 467 -1,453 162 162 988 988 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 9.0 3.2 72.8 71.3 83.4 83.4 16.6 16.6 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 11/05/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 98,719 COMMITMENTS 6,970 5,865 8,050 68,304 69,584 83,324 83,499 15,395 15,220 CHANGES FROM 10/29/19 (CHANGE IN OPEN INTEREST: 1,995) -210 2,720 -500 2,250 -650 1,540 1,570 455 425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 5.9 8.2 69.2 70.5 84.4 84.6 15.6 15.4 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 11/05/19 | --------------------------------------------------------------| 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 10/29/19 (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 11/05/19 | --------------------------------------------------------------| 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 10/29/19 (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 08, 2019