ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 75,761 COMMITMENTS 0 3,908 165 68,031 64,123 68,196 68,196 7,565 7,565 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -2,160) 0 -310 0 -1,540 -1,230 -1,540 -1,540 -620 -620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 5.2 0.2 89.8 84.6 90.0 90.0 10.0 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 18 21 19 23 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,173 COMMITMENTS 0 4,120 235 57,199 53,079 57,434 57,434 6,739 6,739 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -2,378) 0 -310 -20 -1,578 -1,268 -1,598 -1,598 -780 -780 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.4 0.4 89.1 82.7 89.5 89.5 10.5 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 14 21 15 22 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,610 COMMITMENTS 2,140 1,380 0 20,580 21,200 22,720 22,580 2,890 3,030 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -1,405) -95 -80 0 -855 -865 -950 -945 -455 -460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 5.4 0.0 80.4 82.8 88.7 88.2 11.3 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 0 10 14 13 16 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,350 COMMITMENTS 2,160 1,290 25 18,895 19,625 21,080 20,940 2,270 2,410 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 100) 5 10 -25 105 105 85 90 15 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.3 5.5 0.1 80.9 84.0 90.3 89.7 9.7 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 1 9 14 13 16 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,861 COMMITMENTS 10,640 3,325 5,790 34,978 42,468 51,408 51,583 4,453 4,278 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 3,791) -35 515 -345 2,870 2,315 2,490 2,485 1,301 1,306 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.0 6.0 10.4 62.6 76.0 92.0 92.3 8.0 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 3 19 21 22 24 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,509 COMMITMENTS 2,495 385 4,615 25,996 28,511 33,106 33,511 3,403 2,998 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 4,964) 30 0 -90 4,224 4,229 4,164 4,139 800 825 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.8 1.1 12.6 71.2 78.1 90.7 91.8 9.3 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 3 19 19 22 22 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,375 COMMITMENTS 235 14,715 780 25,485 11,205 26,500 26,700 875 675 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -1,545) -300 790 -740 -435 -1,515 -1,475 -1,465 -70 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 53.8 2.8 93.1 40.9 96.8 97.5 3.2 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 2 14 13 16 16 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 100,531 COMMITMENTS 15,455 2,550 2,910 62,576 75,181 80,941 80,641 19,590 19,890 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 4,893) -1,425 -45 750 4,633 3,268 3,958 3,973 935 920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 2.5 2.9 62.2 74.8 80.5 80.2 19.5 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 4 3 20 24 24 29 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 94,999 COMMITMENTS 16,205 5,485 1,395 58,294 68,659 75,894 75,539 19,105 19,460 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 1,286) 0 1,630 -595 910 -700 315 335 971 951 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 5.8 1.5 61.4 72.3 79.9 79.5 20.1 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 4 2 20 23 23 27 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,758 COMMITMENTS 3,830 10,795 1,040 15,442 9,392 20,312 21,227 4,446 3,531 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -2,656) -250 -1,210 -175 -2,427 -1,007 -2,852 -2,392 196 -264 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.5 43.6 4.2 62.4 37.9 82.0 85.7 18.0 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 5 4 17 12 22 18 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,243 COMMITMENTS 3,695 9,735 2,300 14,895 9,990 20,890 22,025 4,353 3,218 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -2,731) -625 -1,410 -125 -1,663 -893 -2,413 -2,428 -318 -303 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 38.6 9.1 59.0 39.6 82.8 87.3 17.2 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 4 4 16 12 21 18 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,069 COMMITMENTS 12,175 3,130 1,095 15,878 25,468 29,148 29,693 2,921 2,376 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -514) 385 -735 355 -1,069 36 -329 -344 -185 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.0 9.8 3.4 49.5 79.4 90.9 92.6 9.1 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 4 2 15 9 18 13 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,812 COMMITMENTS 12,175 3,875 645 13,546 22,216 26,366 26,736 2,446 2,076 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -1,092) 385 -260 0 -1,155 -520 -770 -780 -322 -312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.3 13.4 2.2 47.0 77.1 91.5 92.8 8.5 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 4 2 14 8 17 12 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,486 COMMITMENTS 24,305 0 0 25,480 49,670 49,785 49,670 2,701 2,816 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -3,742) -2,605 0 0 -435 -2,765 -3,040 -2,765 -702 -977 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.3 0.0 0.0 48.5 94.6 94.9 94.6 5.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 0 0 12 16 17 16 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,599 COMMITMENTS 24,200 0 0 26,579 50,625 50,779 50,625 2,820 2,974 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -1,396) -2,595 0 0 1,784 -901 -811 -901 -585 -495 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.2 0.0 0.0 49.6 94.5 94.7 94.5 5.3 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 0 0 14 15 18 15 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,405 COMMITMENTS 21,819 0 1,825 27,761 49,760 51,405 51,585 3,000 2,820 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -4,210) -4,090 0 380 -220 -4,310 -3,930 -3,930 -280 -280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.1 0.0 3.4 51.0 91.5 94.5 94.8 5.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 0 3 19 11 26 14 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,270 COMMITMENTS 21,444 0 1,895 27,316 48,940 50,655 50,835 2,615 2,435 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -4,255) -3,915 0 350 -475 -4,390 -4,040 -4,040 -215 -215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.3 0.0 3.6 51.3 91.9 95.1 95.4 4.9 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 0 3 19 11 26 14 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,805 COMMITMENTS 135 7,200 1,080 17,455 10,550 18,670 18,830 2,135 1,975 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -1,545) -50 -280 -195 -1,335 -1,115 -1,580 -1,590 35 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.6 34.6 5.2 83.9 50.7 89.7 90.5 10.3 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 5 2 14 11 17 16 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,610 COMMITMENTS 85 6,170 1,310 16,165 10,535 17,560 18,015 2,050 1,595 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -1,545) -50 -215 -260 -315 -1,065 -625 -1,540 -920 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 31.5 6.7 82.4 53.7 89.5 91.9 10.5 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 5 2 13 10 16 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 71,455 COMMITMENTS 21,535 19,970 1,160 43,285 44,910 65,980 66,040 5,475 5,415 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -3,030) -2,000 -1,500 10 -735 -1,250 -2,725 -2,740 -305 -290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.1 27.9 1.6 60.6 62.9 92.3 92.4 7.7 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 2 5 16 15 23 20 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,820 COMMITMENTS 18,980 19,970 1,120 42,570 41,640 62,670 62,730 5,150 5,090 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -3,130) -1,875 -1,500 50 -935 -1,325 -2,760 -2,775 -370 -355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.0 29.4 1.7 62.8 61.4 92.4 92.5 7.6 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 2 4 17 17 24 21 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,251 COMMITMENTS 13,535 12,040 4,195 39,119 40,954 56,849 57,189 3,402 3,062 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -511) 1,030 -15 -535 -1,349 -324 -854 -874 343 363 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.5 20.0 7.0 64.9 68.0 94.4 94.9 5.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 2 3 22 14 28 18 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,236 COMMITMENTS 5,915 7,460 4,540 35,762 34,557 46,217 46,557 2,019 1,679 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -2,008) 910 -620 -540 -2,527 -1,017 -2,157 -2,177 149 169 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 15.5 9.4 74.1 71.6 95.8 96.5 4.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 2 5 21 14 28 19 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 169,889 COMMITMENTS 1,300 26,797 11,932 119,639 94,202 132,871 132,931 37,018 36,958 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -4,778) -1,014 -4,712 1,157 -4,602 -844 -4,459 -4,399 -319 -379 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 15.8 7.0 70.4 55.4 78.2 78.2 21.8 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 7 4 28 32 32 40 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 145,058 COMMITMENTS 3,412 25,059 10,371 102,132 80,545 115,915 115,975 29,143 29,083 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -9,333) -1,167 -4,885 995 -8,045 -4,267 -8,217 -8,157 -1,116 -1,176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 17.3 7.1 70.4 55.5 79.9 80.0 20.1 20.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 6 6 25 30 31 38 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,190 COMMITMENTS 0 14,685 1,815 57,595 42,910 59,410 59,410 5,780 5,780 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 4,245) 0 -860 -515 3,840 4,700 3,325 3,325 920 920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 22.5 2.8 88.3 65.8 91.1 91.1 8.9 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 4 3 18 19 21 23 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,550 COMMITMENTS 0 14,300 1,725 48,715 34,460 50,440 50,485 6,110 6,065 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 4,901) 0 -670 -765 4,411 5,041 3,646 3,606 1,255 1,295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 25.3 3.1 86.1 60.9 89.2 89.3 10.8 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 2 18 20 20 23 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,075 COMMITMENTS 20,345 0 1,490 19,255 39,895 41,090 41,385 2,985 2,690 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 965) -440 -85 330 1,805 1,395 1,695 1,640 -730 -675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.2 0.0 3.4 43.7 90.5 93.2 93.9 6.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 0 3 17 18 21 21 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,440 COMMITMENTS 32,730 15 1,765 13,510 46,330 48,005 48,110 1,435 1,330 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 130) -10 15 180 35 -25 205 170 -75 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 66.2 0.0 3.6 27.3 93.7 97.1 97.3 2.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 4 13 15 17 19 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 142,245 COMMITMENTS 10,830 3,250 5,995 98,265 105,840 115,090 115,085 27,155 27,160 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 9,375) -1,685 -2,020 1,330 4,285 4,675 3,930 3,985 5,445 5,390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.6 2.3 4.2 69.1 74.4 80.9 80.9 19.1 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 2 30 28 36 30 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 115,340 COMMITMENTS 8,115 2,135 7,305 81,215 87,255 96,635 96,695 18,705 18,645 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: 6,666) 80 115 -755 6,886 6,791 6,211 6,151 455 515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 1.9 6.3 70.4 75.7 83.8 83.8 16.2 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 2 3 3 27 26 31 30 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,360 COMMITMENTS 5,505 300 670 22,720 27,965 28,895 28,935 1,465 1,425 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -730) -50 0 -95 -580 -640 -725 -735 -5 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 1.0 2.2 74.8 92.1 95.2 95.3 4.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 2 14 12 16 15 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB FUTURES ONLY POSITIONS AS OF 02/11/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,795 COMMITMENTS 4,390 300 635 23,090 27,670 28,115 28,605 1,680 1,190 CHANGES FROM 02/04/20 (CHANGE IN OPEN INTEREST: -675) -10 -25 -135 -620 -570 -765 -730 90 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 1.0 2.1 77.5 92.9 94.4 96.0 5.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 2 13 11 15 14
Updated February 14, 2020