ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 70,645 COMMITMENTS 0 2,178 335 60,929 58,761 61,264 61,274 9,381 9,371 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -1,533) 0 100 -120 -1,268 -1,378 -1,388 -1,398 -145 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.1 0.5 86.2 83.2 86.7 86.7 13.3 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 1 17 20 18 23 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,650 COMMITMENTS 0 1,855 350 49,950 48,090 50,300 50,295 8,350 8,355 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -1,784) 0 -100 45 -1,679 -1,589 -1,634 -1,644 -150 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.2 0.6 85.2 82.0 85.8 85.8 14.2 14.2 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 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,560 COMMITMENTS 2,260 1,880 25 21,969 22,199 24,254 24,104 2,306 2,456 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -535) -30 -170 -25 -224 -79 -279 -274 -256 -261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 7.1 0.1 82.7 83.6 91.3 90.8 8.7 9.2 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 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,020 COMMITMENTS 2,155 1,600 80 19,025 19,435 21,260 21,115 1,760 1,905 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -585) -25 -70 -30 -195 -140 -250 -240 -335 -345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 7.0 0.3 82.6 84.4 92.4 91.7 7.6 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 2 10 16 15 18 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,192 COMMITMENTS 10,590 685 5,310 28,446 38,531 44,346 44,526 2,846 2,666 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -1,218) -380 0 -110 -527 -907 -1,017 -1,017 -201 -201 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.4 1.5 11.3 60.3 81.6 94.0 94.4 6.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 3 17 20 20 23 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,166 COMMITMENTS 3,575 510 4,180 15,964 19,399 23,719 24,089 2,447 2,077 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -399) -125 -120 -155 -20 -15 -300 -290 -99 -109 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 1.9 16.0 61.0 74.1 90.6 92.1 9.4 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 3 14 17 17 20 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,990 COMMITMENTS 310 12,150 2,095 22,090 10,400 24,495 24,645 1,495 1,345 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -670) 150 150 -50 -610 -610 -510 -510 -160 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 46.7 8.1 85.0 40.0 94.2 94.8 5.8 5.2 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 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 95,003 COMMITMENTS 14,470 2,540 1,830 59,888 71,363 76,188 75,733 18,815 19,270 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -2,407) -490 -250 -35 -1,297 -1,502 -1,822 -1,787 -585 -620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 2.7 1.9 63.0 75.1 80.2 79.7 19.8 20.3 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 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 91,691 COMMITMENTS 13,280 3,045 1,980 58,513 68,228 73,773 73,253 17,918 18,438 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -1,797) -650 -235 -55 -653 -1,028 -1,358 -1,318 -439 -479 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 3.3 2.2 63.8 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 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,265 COMMITMENTS 3,360 10,955 845 17,209 10,659 21,414 22,459 3,851 2,806 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -1,260) -50 -325 0 -941 -671 -991 -996 -269 -264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 43.4 3.3 68.1 42.2 84.8 88.9 15.2 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 6 4 17 11 23 18 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,450 COMMITMENTS 4,415 11,135 1,825 15,711 10,726 21,951 23,686 4,499 2,764 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -1,175) -15 -265 0 -896 -646 -911 -911 -264 -264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 42.1 6.9 59.4 40.6 83.0 89.6 17.0 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 5 4 15 11 21 18 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,393 COMMITMENTS 9,015 6,760 375 14,699 17,259 24,089 24,394 3,304 2,999 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -990) -250 -410 -75 -426 -271 -751 -756 -239 -234 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.9 24.7 1.4 53.7 63.0 87.9 89.1 12.1 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 4 2 15 9 17 14 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,657 COMMITMENTS 9,015 6,995 365 14,496 16,756 23,876 24,116 2,781 2,541 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -1,026) -250 -135 -75 -451 -566 -776 -776 -250 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.8 26.2 1.4 54.4 62.9 89.6 90.5 10.4 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 4 2 14 8 16 13 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,839 COMMITMENTS 25,600 0 0 25,526 51,001 51,126 51,001 3,713 3,838 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -2,602) -2,785 0 0 703 -2,082 -2,082 -2,082 -520 -520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.7 0.0 0.0 46.5 93.0 93.2 93.0 6.8 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 0 0 13 15 18 15 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,529 COMMITMENTS 25,455 0 0 25,244 50,317 50,699 50,317 3,830 4,212 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -2,093) -2,385 0 0 967 -1,453 -1,418 -1,453 -675 -640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.7 0.0 0.0 46.3 92.3 93.0 92.3 7.0 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 0 0 13 14 17 14 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,535 COMMITMENTS 30,655 75 1,215 25,170 55,930 57,040 57,220 3,495 3,315 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -3,175) -1,450 -25 -125 -1,340 -2,765 -2,915 -2,915 -260 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.6 0.1 2.0 41.6 92.4 94.2 94.5 5.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 7 2 2 18 13 25 17 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,650 COMMITMENTS 29,850 25 1,415 25,230 55,235 56,495 56,675 3,155 2,975 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -3,230) -1,450 0 -175 -1,290 -2,740 -2,915 -2,915 -315 -315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.0 0.0 2.4 42.3 92.6 94.7 95.0 5.3 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 1 2 18 13 24 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,685 COMMITMENTS 850 4,895 605 16,130 12,265 17,585 17,765 1,100 920 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -765) -1,010 -890 275 -185 -195 -920 -810 155 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 26.2 3.2 86.3 65.6 94.1 95.1 5.9 4.9 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 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,930 COMMITMENTS 1,630 4,970 245 14,155 11,810 16,030 17,025 1,900 905 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -965) -1,015 -815 40 -130 -245 -1,105 -1,020 140 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 27.7 1.4 78.9 65.9 89.4 95.0 10.6 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 4 1 13 11 15 16 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,635 COMMITMENTS 19,845 21,235 2,135 40,935 39,635 62,915 63,005 4,720 4,630 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -2,460) -900 85 -235 -1,020 -2,020 -2,155 -2,170 -305 -290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.3 31.4 3.2 60.5 58.6 93.0 93.2 7.0 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 2 5 14 17 22 22 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,500 COMMITMENTS 17,245 21,235 2,370 40,295 36,395 59,910 60,000 4,590 4,500 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -2,525) -830 85 -235 -1,140 -2,070 -2,205 -2,220 -320 -305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 32.9 3.7 62.5 56.4 92.9 93.0 7.1 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 2 4 15 18 23 22 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,354 COMMITMENTS 11,810 14,605 2,415 37,692 35,252 51,917 52,272 2,437 2,082 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -1,444) -755 15 0 -660 -1,425 -1,415 -1,410 -29 -34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 26.9 4.4 69.3 64.9 95.5 96.2 4.5 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 3 1 23 14 27 18 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,744 COMMITMENTS 7,735 11,065 2,880 33,920 30,720 44,535 44,665 1,209 1,079 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -1,165) -630 215 -65 -449 -1,304 -1,144 -1,154 -21 -11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 24.2 6.3 74.2 67.2 97.4 97.6 2.6 2.4 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 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 162,590 COMMITMENTS 9,219 27,995 6,320 119,933 101,157 135,472 135,472 27,118 27,118 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -6,200) 2,780 -2,385 -2,260 -6,254 -1,089 -5,734 -5,734 -466 -466 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 17.2 3.9 73.8 62.2 83.3 83.3 16.7 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 8 6 27 31 33 42 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 143,104 COMMITMENTS 11,594 28,440 6,750 104,702 87,856 123,046 123,046 20,058 20,058 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -6,355) 2,270 -2,820 -1,820 -6,545 -1,455 -6,095 -6,095 -260 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 19.9 4.7 73.2 61.4 86.0 86.0 14.0 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 7 6 24 30 31 39 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,090 COMMITMENTS 0 10,175 3,055 49,605 39,585 52,660 52,815 5,430 5,275 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -1,170) -25 60 40 -1,105 -1,040 -1,090 -940 -80 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 17.5 5.3 85.4 68.1 90.7 90.9 9.3 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 4 2 17 18 19 22 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,490 COMMITMENTS 0 8,965 3,480 40,585 31,630 44,065 44,075 5,425 5,415 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -1,195) 0 -225 -85 -1,875 -1,660 -1,960 -1,970 765 775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 18.1 7.0 82.0 63.9 89.0 89.1 11.0 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 2 17 19 19 22 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,505 COMMITMENTS 16,515 0 1,080 17,355 33,900 34,950 34,980 3,555 3,525 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -330) 550 0 -35 -1,530 -1,300 -1,015 -1,335 685 1,005 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.9 0.0 2.8 45.1 88.0 90.8 90.8 9.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 5 0 3 15 19 20 22 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,185 COMMITMENTS 28,200 0 1,445 14,725 42,865 44,370 44,310 1,815 1,875 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -1,350) 770 0 -165 -1,800 -1,050 -1,195 -1,215 -155 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 61.1 0.0 3.1 31.9 92.8 96.1 95.9 3.9 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 0 3 12 15 16 18 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 119,875 COMMITMENTS 9,915 12,565 2,655 89,088 86,438 101,658 101,658 18,217 18,217 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -3,047) -155 -105 -40 -797 -847 -992 -992 -2,055 -2,055 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 10.5 2.2 74.3 72.1 84.8 84.8 15.2 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 3 4 29 28 35 32 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 97,584 COMMITMENTS 7,230 7,885 7,260 69,259 68,779 83,749 83,924 13,835 13,660 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -2,735) -125 720 -390 -1,485 -2,285 -2,000 -1,955 -735 -780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 8.1 7.4 71.0 70.5 85.8 86.0 14.2 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 4 3 26 28 30 32 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,040 COMMITMENTS 5,480 300 655 22,515 27,750 28,650 28,705 2,390 2,335 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -1,285) -340 0 75 -865 -1,210 -1,130 -1,135 -155 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 1.0 2.1 72.5 89.4 92.3 92.5 7.7 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 2 13 12 15 15 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,155 COMMITMENTS 4,195 460 645 23,285 27,025 28,125 28,130 2,030 2,025 CHANGES FROM 12/03/19 (CHANGE IN OPEN INTEREST: -1,110) -255 -35 135 -855 -1,080 -975 -980 -135 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 1.5 2.1 77.2 89.6 93.3 93.3 6.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 2 13 11 15 14
Updated December 13, 2019