ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 71,879 COMMITMENTS 0 2,178 335 62,078 59,910 62,413 62,423 9,466 9,456 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.0 0.5 86.4 83.3 86.8 86.8 13.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 3 1 17 21 18 24 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,365 COMMITMENTS 0 1,820 350 50,835 49,010 51,185 51,180 8,180 8,185 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.1 0.6 85.6 82.6 86.2 86.2 13.8 13.8 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 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,235 COMMITMENTS 2,260 1,880 25 22,274 22,504 24,559 24,409 2,676 2,826 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 6.9 0.1 81.8 82.6 90.2 89.6 9.8 10.4 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 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,465 COMMITMENTS 2,155 1,600 80 19,230 19,640 21,465 21,320 2,000 2,145 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 6.8 0.3 82.0 83.7 91.5 90.9 8.5 9.1 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 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,923 COMMITMENTS 10,595 1,145 5,400 29,982 39,612 45,977 46,157 2,946 2,766 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 2.3 11.0 61.3 81.0 94.0 94.3 6.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 3 19 20 22 23 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,361 COMMITMENTS 3,200 530 3,870 16,524 19,614 23,594 24,014 2,767 2,347 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 2.0 14.7 62.7 74.4 89.5 91.1 10.5 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 2 3 16 19 19 22 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,610 COMMITMENTS 310 12,470 1,895 22,815 10,980 25,020 25,345 1,590 1,265 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 46.9 7.1 85.7 41.3 94.0 95.2 6.0 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 2 19 16 21 18 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 95,638 COMMITMENTS 14,470 2,560 1,530 60,583 72,038 76,583 76,128 19,055 19,510 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 2.7 1.6 63.3 75.3 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 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 92,742 COMMITMENTS 13,380 3,170 1,640 59,599 69,289 74,619 74,099 18,123 18,643 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 3.4 1.8 64.3 74.7 80.5 79.9 19.5 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 5 2 20 24 23 29 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,720 COMMITMENTS 3,360 10,930 895 17,356 11,086 21,611 22,911 4,109 2,809 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 42.5 3.5 67.5 43.1 84.0 89.1 16.0 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 6 4 17 12 23 19 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,880 COMMITMENTS 4,540 11,185 1,775 15,808 11,153 22,123 24,113 4,757 2,767 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 41.6 6.6 58.8 41.5 82.3 89.7 17.7 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 5 4 15 12 21 19 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,268 COMMITMENTS 9,015 6,625 375 14,614 17,309 24,004 24,309 3,264 2,959 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.1 24.3 1.4 53.6 63.5 88.0 89.1 12.0 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 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,532 COMMITMENTS 9,015 7,070 365 14,371 16,556 23,751 23,991 2,781 2,541 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.0 26.6 1.4 54.2 62.4 89.5 90.4 10.5 9.6 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 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,414 COMMITMENTS 29,670 0 0 26,031 55,576 55,701 55,576 3,713 3,838 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.9 0.0 0.0 43.8 93.5 93.8 93.5 6.2 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 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 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,829 COMMITMENTS 29,505 0 0 25,494 54,617 54,999 54,617 3,830 4,212 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.2 0.0 0.0 43.3 92.8 93.5 92.8 6.5 7.2 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 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,035 COMMITMENTS 30,885 75 1,215 25,440 56,430 57,540 57,720 3,495 3,315 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.6 0.1 2.0 41.7 92.5 94.3 94.6 5.7 5.4 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 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,150 COMMITMENTS 30,080 25 1,415 25,500 55,735 56,995 57,175 3,155 2,975 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.0 0.0 2.4 42.4 92.7 94.8 95.1 5.2 4.9 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 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,565 COMMITMENTS 125 6,890 685 17,775 11,190 18,585 18,765 1,980 1,800 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 33.5 3.3 86.4 54.4 90.4 91.2 9.6 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 5 1 14 10 16 15 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,300 COMMITMENTS 270 5,970 880 15,080 10,855 16,230 17,705 3,070 1,595 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 30.9 4.6 78.1 56.2 84.1 91.7 15.9 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 4 1 12 10 14 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 71,850 COMMITMENTS 23,640 21,985 1,530 41,865 43,610 67,035 67,125 4,815 4,725 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.9 30.6 2.1 58.3 60.7 93.3 93.4 6.7 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 2 4 16 17 24 21 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,200 COMMITMENTS 20,990 21,985 1,400 41,055 40,150 63,445 63,535 4,755 4,665 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.8 32.2 2.1 60.2 58.9 93.0 93.2 7.0 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 2 3 17 19 25 22 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,764 COMMITMENTS 12,210 14,935 2,570 38,757 36,387 53,537 53,892 2,227 1,872 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 26.8 4.6 69.5 65.3 96.0 96.6 4.0 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 4 1 23 14 27 19 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,514 COMMITMENTS 7,835 11,820 2,905 34,940 31,085 45,680 45,810 834 704 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 25.4 6.2 75.1 66.8 98.2 98.5 1.8 1.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 4 3 23 16 28 22 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 164,505 COMMITMENTS 7,219 30,955 5,775 122,492 98,756 135,486 135,486 29,019 29,019 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 18.8 3.5 74.5 60.0 82.4 82.4 17.6 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 8 5 28 32 34 42 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 145,309 COMMITMENTS 9,594 30,730 5,735 107,832 86,696 123,161 123,161 22,148 22,148 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 21.1 3.9 74.2 59.7 84.8 84.8 15.2 15.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 7 6 25 31 32 40 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,385 COMMITMENTS 0 10,055 3,025 49,730 39,825 52,755 52,905 5,630 5,480 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 17.2 5.2 85.2 68.2 90.4 90.6 9.6 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 4 2 18 19 20 23 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,060 COMMITMENTS 0 8,860 3,535 40,115 31,305 43,650 43,700 5,410 5,360 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 18.1 7.2 81.8 63.8 89.0 89.1 11.0 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 2 16 18 18 21 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,070 COMMITMENTS 16,045 40 1,085 18,135 34,215 35,265 35,340 3,805 3,730 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.1 0.1 2.8 46.4 87.6 90.3 90.5 9.7 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 1 4 16 18 21 22 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,695 COMMITMENTS 27,630 0 1,720 15,735 43,200 45,085 44,920 1,610 1,775 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 59.2 0.0 3.7 33.7 92.5 96.6 96.2 3.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 3 12 15 16 18 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 122,565 COMMITMENTS 10,930 11,940 1,735 91,973 90,903 104,638 104,578 17,927 17,987 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 9.7 1.4 75.0 74.2 85.4 85.3 14.6 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 4 29 28 35 32 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 100,324 COMMITMENTS 7,185 7,395 5,960 73,129 73,004 86,274 86,359 14,050 13,965 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 7.4 5.9 72.9 72.8 86.0 86.1 14.0 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 4 3 27 28 31 32 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,960 COMMITMENTS 5,605 300 605 22,380 27,740 28,590 28,645 2,370 2,315 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 1.0 2.0 72.3 89.6 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 12/31/19 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,085 COMMITMENTS 4,345 460 595 23,125 27,015 28,065 28,070 2,020 2,015 CHANGES FROM 12/24/19 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 1.5 2.0 76.9 89.8 93.3 93.3 6.7 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 2 13 11 16 14
Updated January 06, 2020