ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,401 COMMITMENTS 0 2,418 240 60,340 57,922 60,580 60,580 8,821 8,821 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,478) 0 240 -95 -1,738 -1,988 -1,833 -1,843 -645 -635 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.5 0.3 86.9 83.5 87.3 87.3 12.7 12.7 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 FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,725 COMMITMENTS 0 2,135 275 49,485 47,335 49,760 49,745 7,965 7,980 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,640) 0 315 -75 -1,350 -1,675 -1,425 -1,435 -215 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 3.7 0.5 85.7 82.0 86.2 86.2 13.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 2 1 15 18 16 20 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,580 COMMITMENTS 2,235 1,760 0 21,690 22,020 23,925 23,780 2,655 2,800 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -655) -25 -120 -25 -584 -484 -634 -629 -21 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 6.6 0.0 81.6 82.8 90.0 89.5 10.0 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 2 0 10 13 13 15 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,903 COMMITMENTS 10,055 1,645 6,470 28,707 37,162 45,232 45,277 2,671 2,626 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,020) -540 500 1,070 -1,275 -2,450 -745 -880 -275 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.0 3.4 13.5 59.9 77.6 94.4 94.5 5.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 3 17 19 20 22 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,387 COMMITMENTS 2,355 360 4,635 17,638 20,123 24,628 25,118 2,759 2,269 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 1,026) -845 -170 765 1,114 509 1,034 1,104 -8 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 1.3 16.9 64.4 73.5 89.9 91.7 10.1 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 3 15 17 18 20 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,075 COMMITMENTS 535 13,405 1,920 24,195 11,825 26,650 27,150 1,425 925 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 1,465) 225 935 25 1,380 845 1,630 1,805 -165 -340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 47.7 6.8 86.2 42.1 94.9 96.7 5.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 2 14 12 16 15 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 92,293 COMMITMENTS 14,855 2,455 1,500 57,778 69,758 74,133 73,713 18,160 18,580 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -3,345) 385 -105 -30 -2,805 -2,280 -2,450 -2,415 -895 -930 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 2.7 1.6 62.6 75.6 80.3 79.9 19.7 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 4 2 20 23 23 28 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,254 COMMITMENTS 12,855 2,375 2,230 57,825 67,825 72,910 72,430 17,344 17,824 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,488) -525 -795 590 -1,774 -1,464 -1,709 -1,669 -779 -819 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 2.6 2.5 64.1 75.1 80.8 80.3 19.2 19.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 2 20 22 23 26 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,044 COMMITMENTS 4,305 9,975 870 16,116 10,891 21,291 21,736 3,753 3,308 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -676) 945 -955 -25 -1,240 -195 -320 -1,175 -356 499 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 39.8 3.5 64.4 43.5 85.0 86.8 15.0 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 4 4 17 12 22 17 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,189 COMMITMENTS 5,340 10,110 1,830 14,666 11,216 21,836 23,156 4,353 3,033 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -691) 800 -1,075 55 -1,142 63 -287 -957 -404 266 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.4 38.6 7.0 56.0 42.8 83.4 88.4 16.6 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 3 4 15 11 20 16 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,088 COMMITMENTS 8,790 6,545 420 14,594 17,279 23,804 24,244 3,284 2,844 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -180) -225 -80 45 -20 -30 -200 -65 20 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.4 24.2 1.6 53.9 63.8 87.9 89.5 12.1 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 4 2 14 9 16 14 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,649 COMMITMENTS 8,790 6,815 365 13,726 16,081 22,881 23,261 2,768 2,388 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -883) -225 -255 0 -645 -475 -870 -730 -13 -153 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.3 26.6 1.4 53.5 62.7 89.2 90.7 10.8 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 4 2 13 8 15 13 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,183 COMMITMENTS 26,785 0 0 24,995 51,390 51,780 51,390 3,403 3,793 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -4,231) -2,885 0 0 -1,036 -4,186 -3,921 -4,186 -310 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.5 0.0 0.0 45.3 93.1 93.8 93.1 6.2 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 0 0 11 15 16 15 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,560 COMMITMENTS 26,745 0 0 24,385 50,746 51,130 50,746 3,430 3,814 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -4,269) -2,760 0 0 -1,109 -3,871 -3,869 -3,871 -400 -398 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.0 0.0 0.0 44.7 93.0 93.7 93.0 6.3 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 0 12 14 16 14 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,095 COMMITMENTS 29,230 0 965 23,740 53,150 53,935 54,115 3,160 2,980 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -3,940) -1,655 -75 -250 -1,700 -3,280 -3,605 -3,605 -335 -335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.2 0.0 1.7 41.6 93.1 94.5 94.8 5.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 0 2 18 11 24 13 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,180 COMMITMENTS 28,680 0 1,115 23,545 52,405 53,340 53,520 2,840 2,660 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -3,970) -1,400 -25 -300 -1,955 -3,330 -3,655 -3,655 -315 -315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.1 0.0 2.0 41.9 93.3 94.9 95.3 5.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 0 2 18 11 24 13 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,190 COMMITMENTS 100 8,420 590 18,240 9,985 18,930 18,995 2,260 2,195 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 625) -25 1,530 -95 465 -1,205 345 230 280 395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 39.7 2.8 86.1 47.1 89.3 89.6 10.7 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 5 1 13 9 15 14 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,345 COMMITMENTS 22,805 22,320 1,130 41,105 41,665 65,040 65,115 4,305 4,230 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,505) -835 335 -400 -760 -1,945 -1,995 -2,010 -510 -495 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 32.2 1.6 59.3 60.1 93.8 93.9 6.2 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 2 4 15 15 21 19 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,635 COMMITMENTS 20,125 22,320 1,020 40,275 38,155 61,420 61,495 4,215 4,140 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,565) -865 335 -380 -780 -1,995 -2,025 -2,040 -540 -525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.7 34.0 1.6 61.4 58.1 93.6 93.7 6.4 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 2 3 16 17 22 20 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,774 COMMITMENTS 13,630 14,890 1,630 35,274 34,374 50,534 50,894 2,240 1,880 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -2,990) 1,420 -45 -940 -3,483 -2,013 -3,003 -2,998 13 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.8 28.2 3.1 66.8 65.1 95.8 96.4 4.2 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 4 1 22 13 25 18 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,024 COMMITMENTS 8,205 11,490 1,965 31,990 28,825 42,160 42,280 864 744 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -3,490) 370 -330 -940 -2,950 -2,260 -3,520 -3,530 30 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.1 26.7 4.6 74.4 67.0 98.0 98.3 2.0 1.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 4 3 22 14 26 20 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 155,982 COMMITMENTS 7,774 28,120 5,050 115,350 95,004 128,174 128,174 27,808 27,808 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -8,523) 555 -2,835 -725 -7,142 -3,752 -7,312 -7,312 -1,211 -1,211 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.0 18.0 3.2 74.0 60.9 82.2 82.2 17.8 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 5 5 26 32 32 39 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 136,871 COMMITMENTS 10,094 27,460 5,310 100,363 82,997 115,767 115,767 21,104 21,104 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -8,438) 500 -3,270 -425 -7,469 -3,699 -7,394 -7,394 -1,044 -1,044 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 20.1 3.9 73.3 60.6 84.6 84.6 15.4 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 5 6 24 31 31 38 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,725 COMMITMENTS 0 15,550 2,325 52,770 37,220 55,095 55,095 5,630 5,630 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 2,340) 0 5,495 -700 3,040 -2,605 2,340 2,190 0 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 25.6 3.8 86.9 61.3 90.7 90.7 9.3 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 3 2 18 19 20 22 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,590 COMMITMENTS 0 14,970 2,535 44,415 29,485 46,950 46,990 5,640 5,600 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 3,530) 0 6,110 -1,000 4,300 -1,820 3,300 3,290 230 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 28.5 4.8 84.5 56.1 89.3 89.4 10.7 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 2 17 17 19 20 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,575 COMMITMENTS 20,925 40 1,040 16,765 38,000 38,730 39,080 3,845 3,495 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 3,505) 4,880 0 -45 -1,370 3,785 3,465 3,740 40 -235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.1 0.1 2.4 39.4 89.3 91.0 91.8 9.0 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 1 3 15 18 20 21 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,075 COMMITMENTS 32,875 0 1,470 13,270 46,285 47,615 47,755 1,460 1,320 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: 2,380) 5,245 0 -250 -2,465 3,085 2,530 2,835 -150 -455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 67.0 0.0 3.0 27.0 94.3 97.0 97.3 3.0 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 0 3 10 14 14 17 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 117,780 COMMITMENTS 11,400 11,200 1,710 88,680 88,820 101,790 101,730 15,990 16,050 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -4,785) 470 -740 -25 -3,293 -2,083 -2,848 -2,848 -1,937 -1,937 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.7 9.5 1.5 75.3 75.4 86.4 86.4 13.6 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 3 29 27 35 30 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 96,929 COMMITMENTS 6,845 6,115 5,815 71,174 72,004 83,834 83,934 13,095 12,995 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -3,395) -340 -1,280 -145 -1,955 -1,000 -2,440 -2,425 -955 -970 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.1 6.3 6.0 73.4 74.3 86.5 86.6 13.5 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 1 4 3 27 26 31 30 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,640 COMMITMENTS 5,605 300 765 21,625 26,980 27,995 28,045 1,645 1,595 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,320) 0 0 160 -755 -760 -595 -600 -725 -720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 1.0 2.6 73.0 91.0 94.5 94.6 5.5 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 2 13 11 15 14 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB FUTURES ONLY POSITIONS AS OF 01/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,080 COMMITMENTS 4,470 325 770 22,015 26,505 27,255 27,600 1,825 1,480 CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST: -1,005) 125 -135 175 -1,110 -510 -810 -470 -195 -535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 1.1 2.6 75.7 91.1 93.7 94.9 6.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 2 12 10 15 13
Updated January 10, 2020