ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 72,151 COMMITMENTS 0 2,443 140 63,276 60,833 63,416 63,416 8,735 8,735 CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,050) 0 0 0 1,230 1,230 1,230 1,230 -180 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.4 0.2 87.7 84.3 87.9 87.9 12.1 12.1 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 01/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,464 COMMITMENTS 0 1,760 275 51,505 49,745 51,780 51,780 7,684 7,684 CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -64) 0 0 0 81 96 81 96 -145 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 3.0 0.5 86.6 83.7 87.1 87.1 12.9 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 1 15 20 16 22 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 | --------------------------------------------------------------| 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 01/14/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,400 COMMITMENTS 2,155 1,580 50 19,075 19,505 21,280 21,135 2,120 2,265 CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 6.8 0.2 81.5 83.4 90.9 90.3 9.1 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 1 9 15 13 17 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,366 COMMITMENTS 10,240 2,910 6,010 30,367 37,877 46,617 46,797 2,749 2,569 CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -442) 10 240 -160 -330 -425 -480 -345 38 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 5.9 12.2 61.5 76.7 94.4 94.8 5.6 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 3 18 21 21 24 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,474 COMMITMENTS 2,305 360 4,575 19,911 22,301 26,791 27,236 2,683 2,238 CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,432) -100 0 -50 1,668 1,583 1,518 1,533 -86 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 1.2 15.5 67.6 75.7 90.9 92.4 9.1 7.6 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 01/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,635 COMMITMENTS 535 13,605 1,720 24,835 12,385 27,090 27,710 1,545 925 CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -35) 0 0 0 -35 -35 -35 -35 0 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 01/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 94,093 COMMITMENTS 15,280 2,455 1,800 58,433 70,838 75,513 75,093 18,580 19,000 CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -135) 50 25 0 -300 -275 -250 -250 115 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 2.6 1.9 62.1 75.3 80.3 79.8 19.7 20.2 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 01/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 91,858 COMMITMENTS 13,230 2,390 2,530 58,179 68,539 73,939 73,459 17,919 18,399 CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 455) 25 -25 25 90 140 140 140 315 315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 2.6 2.8 63.3 74.6 80.5 80.0 19.5 20.0 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,519 COMMITMENTS 4,305 10,185 885 16,391 10,966 21,581 22,036 3,938 3,483 CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 40) 0 40 0 40 0 40 40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 39.9 3.5 64.2 43.0 84.6 86.4 15.4 13.6 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 01/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,589 COMMITMENTS 5,115 10,095 1,995 15,198 11,368 22,308 23,458 4,281 3,131 CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 40) -40 0 40 40 0 40 40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 38.0 7.5 57.2 42.8 83.9 88.2 16.1 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 3 4 16 12 21 17 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,858 COMMITMENTS 8,790 7,115 420 15,643 17,878 24,853 25,413 3,005 2,445 CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 210) 0 0 0 147 267 147 267 63 -57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.6 25.5 1.5 56.2 64.2 89.2 91.2 10.8 8.8 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 01/21/20 | --------------------------------------------------------------| 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 01/14/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 01/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,558 COMMITMENTS 27,160 0 0 24,995 51,765 52,155 51,765 3,403 3,793 CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 25) 25 0 0 0 25 25 25 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 01/21/20 | --------------------------------------------------------------| 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 01/14/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 01/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,495 COMMITMENTS 26,930 0 965 25,145 52,255 53,040 53,220 3,455 3,275 CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -855) -2,375 0 0 1,405 -970 -970 -970 115 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.7 0.0 1.7 44.5 92.5 93.9 94.2 6.1 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 0 2 19 11 25 13 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,590 COMMITMENTS 26,380 0 1,115 25,010 51,570 52,505 52,685 3,085 2,905 CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -820) -2,375 0 0 1,465 -910 -910 -910 90 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.5 0.0 2.0 45.0 92.8 94.5 94.8 5.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 0 2 19 11 25 13 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,840 COMMITMENTS 150 8,545 515 19,090 10,865 19,755 19,925 2,085 1,915 CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 125) 50 125 0 250 280 300 405 -175 -280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 39.1 2.4 87.4 49.7 90.5 91.2 9.5 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 01/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,530 COMMITMENTS 100 7,450 800 16,650 10,740 17,550 18,990 2,980 1,540 CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 36.3 3.9 81.1 52.3 85.5 92.5 14.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 5 1 12 9 14 14 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 70,700 COMMITMENTS 22,830 22,320 1,100 41,870 42,455 65,800 65,875 4,900 4,825 CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,250) 25 0 -30 665 690 660 660 590 590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.3 31.6 1.6 59.2 60.0 93.1 93.2 6.9 6.8 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 01/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,835 COMMITMENTS 20,150 22,320 1,020 41,115 39,020 62,285 62,360 4,550 4,475 CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,100) 25 0 0 740 765 765 765 335 335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.1 33.4 1.5 61.5 58.4 93.2 93.3 6.8 6.7 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 01/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,715 COMMITMENTS 14,230 14,755 1,910 35,553 35,338 51,693 52,003 2,022 1,712 CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -129) 75 -1,675 0 -161 1,539 -86 -136 -43 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.5 27.5 3.6 66.2 65.8 96.2 96.8 3.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 4 2 22 14 26 19 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,398 COMMITMENTS 8,255 10,105 2,140 31,904 30,364 42,299 42,609 1,099 789 CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -141) 0 -1,525 0 -111 1,364 -111 -161 -30 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 23.3 4.9 73.5 70.0 97.5 98.2 2.5 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 01/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 162,053 COMMITMENTS 3,224 24,725 9,400 116,694 95,243 129,318 129,368 32,735 32,685 CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,451) -50 -1,315 195 -666 649 -521 -471 1,972 1,922 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 15.3 5.8 72.0 58.8 79.8 79.8 20.2 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 5 6 26 32 32 40 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 140,657 COMMITMENTS 5,544 25,265 7,676 101,222 81,551 114,442 114,492 26,215 26,165 CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,135) -50 -1,290 165 -1,171 119 -1,056 -1,006 2,191 2,141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 18.0 5.5 72.0 58.0 81.4 81.4 18.6 18.6 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 01/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,820 COMMITMENTS 0 15,475 2,325 53,095 37,620 55,420 55,420 5,400 5,400 CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -75) 0 -75 0 155 230 155 155 -230 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 25.4 3.8 87.3 61.9 91.1 91.1 8.9 8.9 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 01/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,255 COMMITMENTS 0 14,895 2,505 44,365 29,510 46,870 46,910 5,385 5,345 CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: -335) 0 -75 -30 -50 25 -80 -80 -255 -255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 28.5 4.8 84.9 56.5 89.7 89.8 10.3 10.2 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 01/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,820 COMMITMENTS 20,600 40 1,160 17,165 38,075 38,925 39,275 3,895 3,545 CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 195) -125 0 120 200 75 195 195 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.1 0.1 2.7 40.1 88.9 90.9 91.7 9.1 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 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 01/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,170 COMMITMENTS 32,600 0 1,565 13,495 46,235 47,660 47,800 1,510 1,370 CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 70) -75 0 95 0 -75 20 20 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.3 0.0 3.2 27.4 94.0 96.9 97.2 3.1 2.8 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 01/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 125,740 COMMITMENTS 12,590 5,800 4,490 88,160 94,890 105,240 105,180 20,500 20,560 CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 2,480) 290 0 -10 2,215 2,505 2,495 2,495 -15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 4.6 3.6 70.1 75.5 83.7 83.6 16.3 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 2 29 29 35 31 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 103,384 COMMITMENTS 7,435 1,885 8,460 70,329 75,979 86,224 86,324 17,160 17,060 CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 1,990) 0 0 0 2,020 2,020 2,020 2,020 -30 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 1.8 8.2 68.0 73.5 83.4 83.5 16.6 16.5 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 01/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,615 COMMITMENTS 5,555 300 765 23,000 28,305 29,320 29,370 1,295 1,245 CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 975) 0 0 0 1,375 1,375 1,375 1,375 -400 -400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 1.0 2.5 75.1 92.5 95.8 95.9 4.2 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 2 14 11 16 14 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,420 COMMITMENTS 4,410 325 770 23,515 28,045 28,695 29,140 1,725 1,280 CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST: 900) 0 0 0 1,100 1,100 1,100 1,100 -200 -200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 1.1 2.5 77.3 92.2 94.3 95.8 5.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 2 13 10 16 13
Updated January 24, 2020