ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 70,783 COMMITMENTS 0 2,078 455 60,657 58,599 61,112 61,132 9,671 9,651 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 2,677) 0 575 -20 2,021 1,446 2,001 2,001 676 676 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.9 0.6 85.7 82.8 86.3 86.4 13.7 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 1 18 20 19 23 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,124 COMMITMENTS 0 1,955 305 50,329 48,379 50,634 50,639 8,490 8,485 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,383) 0 125 0 803 678 803 803 580 580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.3 0.5 85.1 81.8 85.6 85.6 14.4 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 1 16 18 17 20 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,070 COMMITMENTS 2,290 2,050 50 22,173 22,258 24,513 24,358 2,557 2,712 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 7.6 0.2 81.9 82.2 90.6 90.0 9.4 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 1 12 15 15 18 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,580 COMMITMENTS 2,180 1,670 110 19,195 19,550 21,485 21,330 2,095 2,250 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 7.1 0.5 81.4 82.9 91.1 90.5 8.9 9.5 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 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,447 COMMITMENTS 10,920 685 5,470 29,020 39,435 45,410 45,590 3,037 2,857 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,655) -1,000 0 870 1,720 780 1,590 1,650 65 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 1.4 11.3 59.9 81.4 93.7 94.1 6.3 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 3 17 22 20 25 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,565 COMMITMENTS 3,700 630 4,335 15,984 19,414 24,019 24,379 2,546 2,186 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 115) -970 0 200 680 -200 -90 0 205 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 2.4 16.3 60.2 73.1 90.4 91.8 9.6 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 2 3 13 17 16 20 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,660 COMMITMENTS 160 12,000 2,145 22,700 11,010 25,005 25,155 1,655 1,505 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 835) -100 120 90 305 -95 295 115 540 720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 45.0 8.0 85.1 41.3 93.8 94.4 6.2 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 1 2 18 15 20 17 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 95,155 COMMITMENTS 12,560 2,790 2,110 61,785 71,065 76,455 75,965 18,700 19,190 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 420) 120 55 -25 305 370 400 400 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 2.9 2.2 64.9 74.7 80.3 79.8 19.7 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 2 5 3 20 25 23 32 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,633 COMMITMENTS 10,930 2,680 2,280 59,766 67,456 72,976 72,416 17,657 18,217 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -55) 0 -90 95 -115 -25 -20 -20 -35 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 3.0 2.5 65.9 74.4 80.5 79.9 19.5 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 5 3 20 24 23 30 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,525 COMMITMENTS 3,410 11,280 845 18,150 11,330 22,405 23,455 4,120 3,070 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 200) 50 125 0 150 75 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 42.5 3.2 68.4 42.7 84.5 88.4 15.5 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 6 4 18 11 24 18 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,625 COMMITMENTS 4,430 11,400 1,825 16,607 11,372 22,862 24,597 4,763 3,028 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 225) 75 150 0 150 75 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 41.3 6.6 60.1 41.2 82.8 89.0 17.2 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 5 4 16 11 22 18 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,363 COMMITMENTS 9,265 7,320 450 15,105 17,360 24,820 25,130 3,543 3,233 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -10) -25 -25 0 152 62 127 37 -137 -47 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.7 25.8 1.6 53.3 61.2 87.5 88.6 12.5 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 4 3 15 8 18 13 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,563 COMMITMENTS 9,265 7,180 440 14,799 17,124 24,504 24,744 3,059 2,819 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -20) -25 -25 0 118 58 93 33 -113 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.6 26.0 1.6 53.7 62.1 88.9 89.8 11.1 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 4 3 14 7 17 12 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,441 COMMITMENTS 28,385 0 0 24,823 53,083 53,208 53,083 4,233 4,358 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 990) 190 0 0 775 965 965 965 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.4 0.0 0.0 43.2 92.4 92.6 92.4 7.4 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 0 0 13 16 18 16 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,622 COMMITMENTS 27,840 0 0 24,277 51,770 52,117 51,770 4,505 4,852 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 935) 140 0 0 555 445 695 445 240 490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.2 0.0 0.0 42.9 91.4 92.0 91.4 8.0 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 0 0 13 15 17 15 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,685 COMMITMENTS 32,080 75 1,340 26,510 58,695 59,930 60,110 3,755 3,575 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 175) 125 0 0 50 175 175 175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.4 0.1 2.1 41.6 92.2 94.1 94.4 5.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 1 2 18 14 25 17 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,855 COMMITMENTS 31,275 0 1,590 26,520 57,975 59,385 59,565 3,470 3,290 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: -30) -80 0 0 30 -50 -50 -50 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.8 0.0 2.5 42.2 92.2 94.5 94.8 5.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 0 2 18 14 25 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,450 COMMITMENTS 1,860 5,785 330 16,315 12,460 18,505 18,575 945 875 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,105) 50 -50 0 1,055 1,155 1,105 1,105 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 29.7 1.7 83.9 64.1 95.1 95.5 4.9 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 4 1 15 11 17 16 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,895 COMMITMENTS 2,645 5,785 205 14,285 12,055 17,135 18,045 1,760 850 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,105) 50 -50 0 1,055 1,155 1,105 1,105 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 30.6 1.1 75.6 63.8 90.7 95.5 9.3 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 4 1 14 11 16 16 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,630 COMMITMENTS 20,145 21,150 2,370 42,050 41,150 64,565 64,670 5,065 4,960 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 25) -265 0 0 290 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 30.4 3.4 60.4 59.1 92.7 92.9 7.3 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 2 5 14 16 23 21 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,590 COMMITMENTS 17,475 21,150 2,605 41,560 37,990 61,640 61,745 4,950 4,845 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 25) -265 0 0 290 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.2 31.8 3.9 62.4 57.1 92.6 92.7 7.4 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 2 4 15 18 24 22 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,798 COMMITMENTS 12,615 14,640 2,365 38,352 36,677 53,332 53,682 2,466 2,116 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 275) 100 220 0 175 55 275 275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.6 26.2 4.2 68.7 65.7 95.6 96.2 4.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 3 1 23 16 27 20 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,899 COMMITMENTS 8,415 10,900 2,895 34,359 32,014 45,669 45,809 1,230 1,090 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 135) -50 -90 -10 295 335 235 235 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 23.2 6.2 73.3 68.3 97.4 97.7 2.6 2.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 3 3 23 16 28 21 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 168,150 COMMITMENTS 6,039 29,205 8,655 126,137 102,971 140,831 140,831 27,319 27,319 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 8,100) 2,455 1,810 -30 4,629 5,274 7,054 7,054 1,046 1,046 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 17.4 5.1 75.0 61.2 83.8 83.8 16.2 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 9 6 28 30 34 41 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 148,744 COMMITMENTS 8,899 30,160 8,720 110,932 89,671 128,551 128,551 20,193 20,193 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 3,300) 2,555 1,865 -5 -209 481 2,341 2,341 959 959 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 20.3 5.9 74.6 60.3 86.4 86.4 13.6 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 7 7 25 29 32 39 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,660 COMMITMENTS 25 10,115 3,015 50,510 40,425 53,550 53,555 5,110 5,105 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 1,135) 0 -150 150 920 1,070 1,070 1,070 65 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 17.2 5.1 86.1 68.9 91.3 91.3 8.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 4 2 17 18 20 22 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,985 COMMITMENTS 0 9,240 3,565 42,210 32,990 45,775 45,795 4,210 4,190 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 300) 0 -150 150 200 350 350 350 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 18.5 7.1 84.4 66.0 91.6 91.6 8.4 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 2 18 21 20 24 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,405 COMMITMENTS 14,555 0 1,115 19,615 34,520 35,285 35,635 2,120 1,770 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 230) -55 -25 55 230 200 230 230 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.9 0.0 3.0 52.4 92.3 94.3 95.3 5.7 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 5 0 4 14 18 19 22 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,115 COMMITMENTS 26,100 0 1,610 16,660 42,720 44,370 44,330 1,745 1,785 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 315) -60 0 30 315 285 285 315 30 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 56.6 0.0 3.5 36.1 92.6 96.2 96.1 3.8 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 3 11 13 14 16 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 120,222 COMMITMENTS 10,070 11,535 3,155 86,910 85,445 100,135 100,135 20,087 20,087 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 655) 575 70 25 125 630 725 725 -70 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 9.6 2.6 72.3 71.1 83.3 83.3 16.7 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 4 29 27 35 31 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 98,049 COMMITMENTS 7,355 5,785 7,995 68,274 69,974 83,624 83,754 14,425 14,295 CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST: 735) 30 -30 30 575 605 635 605 100 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 5.9 8.2 69.6 71.4 85.3 85.4 14.7 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 1 3 3 26 28 30 31 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,325 COMMITMENTS 5,820 300 580 23,380 28,960 29,780 29,840 2,545 2,485 CHANGES FROM 11/19/19 (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 1.8 72.3 89.6 92.1 92.3 7.9 7.7 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 11/26/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,265 COMMITMENTS 4,450 495 510 24,140 28,105 29,100 29,110 2,165 2,155 CHANGES FROM 11/19/19 (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 77.2 89.9 93.1 93.1 6.9 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 2 13 11 15 14
Updated December 02, 2019