ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 71,101 COMMITMENTS 0 2,443 140 62,046 59,603 62,186 62,186 8,915 8,915 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 1,700) 0 25 -100 1,706 1,681 1,606 1,606 94 94 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.4 0.2 87.3 83.8 87.5 87.5 12.5 12.5 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 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,528 COMMITMENTS 0 1,760 275 51,424 49,649 51,699 51,684 7,829 7,844 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 1,803) 0 -375 0 1,939 2,314 1,939 1,939 -136 -136 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.0 0.5 86.4 83.4 86.8 86.8 13.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 2 1 15 19 16 21 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,615 COMMITMENTS 2,235 1,760 0 22,100 22,430 24,335 24,190 3,280 3,425 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 1,035) 0 0 0 410 410 410 410 625 625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 6.4 0.0 80.0 81.2 88.1 87.6 11.9 12.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 0 11 15 14 17 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,808 COMMITMENTS 10,230 2,670 6,170 30,697 38,302 47,097 47,142 2,711 2,666 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 1,905) 175 1,025 -300 1,990 1,140 1,865 1,865 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 5.4 12.4 61.6 76.9 94.6 94.6 5.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 3 17 20 20 23 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,042 COMMITMENTS 2,405 360 4,625 18,243 20,718 25,273 25,703 2,769 2,339 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 655) 50 0 -10 605 595 645 585 10 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 1.3 16.5 65.1 73.9 90.1 91.7 9.9 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 3 16 16 19 19 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,670 COMMITMENTS 535 13,605 1,720 24,870 12,420 27,125 27,745 1,545 925 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 595) 0 200 -200 675 595 475 595 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 47.5 6.0 86.7 43.3 94.6 96.8 5.4 3.2 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 94,228 COMMITMENTS 15,230 2,430 1,800 58,733 71,113 75,763 75,343 18,465 18,885 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 1,935) 375 -25 300 955 1,355 1,630 1,630 305 305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 2.6 1.9 62.3 75.5 80.4 80.0 19.6 20.0 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 91,403 COMMITMENTS 13,205 2,415 2,505 58,089 68,399 73,799 73,319 17,604 18,084 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 1,149) 350 40 275 264 574 889 889 260 260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 2.6 2.7 63.6 74.8 80.7 80.2 19.3 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 2 20 22 23 26 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,479 COMMITMENTS 4,305 10,145 885 16,351 10,966 21,541 21,996 3,938 3,483 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 435) 0 170 15 235 75 250 260 185 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 39.8 3.5 64.2 43.0 84.5 86.3 15.5 13.7 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,549 COMMITMENTS 5,155 10,095 1,955 15,158 11,368 22,268 23,418 4,281 3,131 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 360) -185 -15 125 492 152 432 262 -72 98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 38.0 7.4 57.1 42.8 83.9 88.2 16.1 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 3 4 16 11 21 16 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,648 COMMITMENTS 8,790 7,115 420 15,496 17,611 24,706 25,146 2,942 2,502 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 560) 0 570 0 902 332 902 902 -342 -342 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.8 25.7 1.5 56.0 63.7 89.4 91.0 10.6 9.0 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,994 COMMITMENTS 8,790 7,235 365 14,071 16,006 23,226 23,606 2,768 2,388 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 345) 0 420 0 345 -75 345 345 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.8 27.8 1.4 54.1 61.6 89.4 90.8 10.6 9.2 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,533 COMMITMENTS 27,135 0 0 24,995 51,740 52,130 51,740 3,403 3,793 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 350) 350 0 0 0 350 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.9 0.0 0.0 45.0 93.2 93.9 93.2 6.1 6.8 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,915 COMMITMENTS 27,095 0 0 24,390 51,101 51,485 51,101 3,430 3,814 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 355) 350 0 0 5 355 355 355 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.3 0.0 0.0 44.4 93.1 93.8 93.1 6.2 6.9 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,350 COMMITMENTS 29,305 0 965 23,740 53,225 54,010 54,190 3,340 3,160 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 255) 75 0 0 0 75 75 75 180 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.1 0.0 1.7 41.4 92.8 94.2 94.5 5.8 5.5 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,410 COMMITMENTS 28,755 0 1,115 23,545 52,480 53,415 53,595 2,995 2,815 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 230) 75 0 0 0 75 75 75 155 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.0 0.0 2.0 41.7 93.0 94.7 95.0 5.3 5.0 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,715 COMMITMENTS 100 8,420 515 18,840 10,585 19,455 19,520 2,260 2,195 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 525) 0 0 -75 600 600 525 525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 38.8 2.4 86.8 48.7 89.6 89.9 10.4 10.1 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,450 COMMITMENTS 22,805 22,320 1,130 41,205 41,765 65,140 65,215 4,310 4,235 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 105) 0 0 0 100 100 100 100 5 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.8 32.1 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,735 COMMITMENTS 20,125 22,320 1,020 40,375 38,255 61,520 61,595 4,215 4,140 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 34.0 1.6 61.4 58.2 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,844 COMMITMENTS 14,155 16,430 1,910 35,714 33,799 51,779 52,139 2,065 1,705 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 1,070) 525 1,540 280 440 -575 1,245 1,245 -175 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 30.5 3.5 66.3 62.8 96.2 96.8 3.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 4 2 22 13 26 18 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,539 COMMITMENTS 8,255 11,630 2,140 32,015 29,000 42,410 42,770 1,129 769 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 515) 50 140 175 25 175 250 490 265 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 26.7 4.9 73.5 66.6 97.4 98.2 2.6 1.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 4 4 22 14 27 20 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 160,602 COMMITMENTS 3,274 26,040 9,205 117,360 94,594 129,839 129,839 30,763 30,763 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 4,620) -4,500 -2,080 4,155 2,010 -410 1,665 1,665 2,955 2,955 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 16.2 5.7 73.1 58.9 80.8 80.8 19.2 19.2 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 139,522 COMMITMENTS 5,594 26,555 7,511 102,393 81,432 115,498 115,498 24,024 24,024 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 2,651) -4,500 -905 2,201 2,030 -1,565 -269 -269 2,920 2,920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 19.0 5.4 73.4 58.4 82.8 82.8 17.2 17.2 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,895 COMMITMENTS 0 15,550 2,325 52,940 37,390 55,265 55,265 5,630 5,630 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 170) 0 0 0 170 170 170 170 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 25.5 3.8 86.9 61.4 90.8 90.8 9.2 9.2 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| 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 01/07/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,625 COMMITMENTS 20,725 40 1,040 16,965 38,000 38,730 39,080 3,895 3,545 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 50) -200 0 0 200 0 0 0 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.6 0.1 2.4 39.8 89.1 90.9 91.7 9.1 8.3 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,100 COMMITMENTS 32,675 0 1,470 13,495 46,310 47,640 47,780 1,460 1,320 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 25) -200 0 0 225 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.5 0.0 3.0 27.5 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 123,260 COMMITMENTS 12,300 5,800 4,500 85,945 92,385 102,745 102,685 20,515 20,575 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 5,480) 900 -5,400 2,790 -2,735 3,565 955 955 4,525 4,525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 4.7 3.7 69.7 75.0 83.4 83.3 16.6 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 3 29 28 35 31 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 101,394 COMMITMENTS 7,435 1,885 8,460 68,309 73,959 84,204 84,304 17,190 17,090 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 4,465) 590 -4,230 2,645 -2,865 1,955 370 370 4,095 4,095 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 1.9 8.3 67.4 72.9 83.0 83.1 17.0 16.9 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,640 COMMITMENTS 5,555 300 765 21,625 26,930 27,945 27,995 1,695 1,645 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 0) -50 0 0 0 -50 -50 -50 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 1.0 2.6 73.0 90.9 94.3 94.5 5.7 5.5 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,520 COMMITMENTS 4,410 325 770 22,415 26,945 27,595 28,040 1,925 1,480 CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST: 440) -60 0 0 400 440 340 440 100 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 1.1 2.6 75.9 91.3 93.5 95.0 6.5 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 2 12 10 15 13
Updated January 17, 2020