ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 72,178 COMMITMENTS 0 2,078 455 62,197 60,139 62,652 62,672 9,526 9,506 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 1,395) 0 0 0 1,540 1,540 1,540 1,540 -145 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 2.9 0.6 86.2 83.3 86.8 86.8 13.2 13.2 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 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,434 COMMITMENTS 0 1,955 305 51,629 49,679 51,934 51,939 8,500 8,495 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 1,310) 0 0 0 1,300 1,300 1,300 1,300 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.2 0.5 85.4 82.2 85.9 85.9 14.1 14.1 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 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,095 COMMITMENTS 2,290 2,050 50 22,193 22,278 24,533 24,378 2,562 2,717 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 25) 0 0 0 20 20 20 20 5 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 7.6 0.2 81.9 82.2 90.5 90.0 9.5 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 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,605 COMMITMENTS 2,180 1,670 110 19,220 19,575 21,510 21,355 2,095 2,250 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 25) 0 0 0 25 25 25 25 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 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,410 COMMITMENTS 10,970 685 5,420 28,973 39,438 45,363 45,543 3,047 2,867 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: -37) 50 0 -50 -47 3 -47 -47 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 1.4 11.2 59.8 81.5 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 12/03/19 | --------------------------------------------------------------| 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 11/26/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 12/03/19 | --------------------------------------------------------------| 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 11/26/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 97,410 COMMITMENTS 14,960 2,790 1,865 61,185 72,865 78,010 77,520 19,400 19,890 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 2,255) 2,400 0 -245 -600 1,800 1,555 1,555 700 700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 2.9 1.9 62.8 74.8 80.1 79.6 19.9 20.4 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 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 93,488 COMMITMENTS 13,930 3,280 2,035 59,166 69,256 75,131 74,571 18,357 18,917 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 2,855) 3,000 600 -245 -600 1,800 2,155 2,155 700 700 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 3.5 2.2 63.3 74.1 80.4 79.8 19.6 20.2 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 12/03/19 | --------------------------------------------------------------| 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 11/26/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 12/03/19 | --------------------------------------------------------------| 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 11/26/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,383 COMMITMENTS 9,265 7,170 450 15,125 17,530 24,840 25,150 3,543 3,233 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 20) 0 -150 0 20 170 20 20 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.6 25.3 1.6 53.3 61.8 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 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,683 COMMITMENTS 9,265 7,130 440 14,947 17,322 24,652 24,892 3,031 2,791 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 120) 0 -50 0 148 198 148 148 -28 -28 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 25.8 1.6 54.0 62.6 89.1 89.9 10.9 10.1 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 12/03/19 | --------------------------------------------------------------| 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 11/26/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 12/03/19 | --------------------------------------------------------------| 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 11/26/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,710 COMMITMENTS 32,105 100 1,340 26,510 58,695 59,955 60,135 3,755 3,575 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 25) 25 25 0 0 0 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.4 0.2 2.1 41.6 92.1 94.1 94.4 5.9 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 7 2 2 18 14 25 18 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,880 COMMITMENTS 31,300 25 1,590 26,520 57,975 59,410 59,590 3,470 3,290 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 25) 25 25 0 0 0 25 25 0 0 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: 33) 7 1 2 18 14 25 17 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 | --------------------------------------------------------------| 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 11/26/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 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 12/03/19 | --------------------------------------------------------------| 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 11/26/19 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 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 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 70,095 COMMITMENTS 20,745 21,150 2,370 41,955 41,655 65,070 65,175 5,025 4,920 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 465) 600 0 0 -95 505 505 505 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 30.2 3.4 59.9 59.4 92.8 93.0 7.2 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 2 5 14 17 23 22 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,025 COMMITMENTS 18,075 21,150 2,605 41,435 38,465 62,115 62,220 4,910 4,805 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 435) 600 0 0 -125 475 475 475 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.0 31.6 3.9 61.8 57.4 92.7 92.8 7.3 7.2 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 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,798 COMMITMENTS 12,565 14,590 2,415 38,352 36,677 53,332 53,682 2,466 2,116 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 0) -50 -50 50 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 26.1 4.3 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 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,909 COMMITMENTS 8,365 10,850 2,945 34,369 32,024 45,679 45,819 1,230 1,090 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 10) -50 -50 50 10 10 10 10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 23.1 6.3 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 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 168,790 COMMITMENTS 6,439 30,380 8,580 126,187 102,246 141,206 141,206 27,584 27,584 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 640) 400 1,175 -75 50 -725 375 375 265 265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 18.0 5.1 74.8 60.6 83.7 83.7 16.3 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 9 6 28 31 34 42 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 149,459 COMMITMENTS 9,324 31,260 8,570 111,247 89,311 129,141 129,141 20,318 20,318 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 715) 425 1,100 -150 315 -360 590 590 125 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 20.9 5.7 74.4 59.8 86.4 86.4 13.6 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 7 7 26 30 33 40 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,260 COMMITMENTS 25 10,115 3,015 50,710 40,625 53,750 53,755 5,510 5,505 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 600) 0 0 0 200 200 200 200 400 400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 17.1 5.1 85.6 68.6 90.7 90.7 9.3 9.3 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 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,685 COMMITMENTS 0 9,190 3,565 42,460 33,290 46,025 46,045 4,660 4,640 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 700) 0 -50 0 250 300 250 250 450 450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 18.1 7.0 83.8 65.7 90.8 90.8 9.2 9.2 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 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,835 COMMITMENTS 15,965 0 1,115 18,885 35,200 35,965 36,315 2,870 2,520 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 1,430) 1,410 0 0 -730 680 680 680 750 750 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.1 0.0 2.9 48.6 90.6 92.6 93.5 7.4 6.5 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 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,535 COMMITMENTS 27,430 0 1,610 16,525 43,915 45,565 45,525 1,970 2,010 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 1,420) 1,330 0 0 -135 1,195 1,195 1,195 225 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 57.7 0.0 3.4 34.8 92.4 95.9 95.8 4.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 3 11 14 14 17 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 122,922 COMMITMENTS 10,070 12,670 2,695 89,885 87,285 102,650 102,650 20,272 20,272 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 2,700) 0 1,135 -460 2,975 1,840 2,515 2,515 185 185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 10.3 2.2 73.1 71.0 83.5 83.5 16.5 16.5 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 12/03/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 100,319 COMMITMENTS 7,355 7,165 7,650 70,744 71,064 85,749 85,879 14,570 14,440 CHANGES FROM 11/26/19 (CHANGE IN OPEN INTEREST: 2,270) 0 1,380 -345 2,470 1,090 2,125 2,125 145 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 7.1 7.6 70.5 70.8 85.5 85.6 14.5 14.4 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 12/03/19 | --------------------------------------------------------------| 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 11/26/19 (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 12/03/19 | --------------------------------------------------------------| 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 11/26/19 (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 06, 2019