ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 76,181 COMMITMENTS 0 5,118 140 67,486 62,368 67,626 67,626 8,555 8,555 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 4,030) 0 2,675 0 4,210 1,535 4,210 4,210 -180 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.7 0.2 88.6 81.9 88.8 88.8 11.2 11.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 3 1 17 19 18 22 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,476 COMMITMENTS 0 4,845 255 55,432 50,587 55,687 55,687 7,789 7,789 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 4,012) 0 3,085 -20 3,927 842 3,907 3,907 105 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.6 0.4 87.3 79.7 87.7 87.7 12.3 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 1 15 19 16 21 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,365 COMMITMENTS 2,235 1,760 0 21,735 22,065 23,970 23,825 3,395 3,540 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -250) 0 0 0 -365 -365 -365 -365 115 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 6.4 0.0 79.4 80.6 87.6 87.1 12.4 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 0 10 15 13 17 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,550 COMMITMENTS 2,155 1,580 50 19,025 19,455 21,230 21,085 2,320 2,465 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 150) 0 0 0 -50 -50 -50 -50 200 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 6.7 0.2 80.8 82.6 90.1 89.5 9.9 10.5 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 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,740 COMMITMENTS 10,710 2,610 6,010 30,868 39,148 47,588 47,768 3,152 2,972 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,374) 470 -300 0 501 1,271 971 971 403 403 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 5.1 11.8 60.8 77.2 93.8 94.1 6.2 5.9 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 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,085 COMMITMENTS 2,475 360 4,705 21,292 23,842 28,472 28,907 2,613 2,178 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,611) 170 0 130 1,381 1,541 1,681 1,671 -70 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 1.2 15.1 68.5 76.7 91.6 93.0 8.4 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 3 16 17 19 20 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,350 COMMITMENTS 535 13,805 1,520 24,750 12,100 26,805 27,425 1,545 925 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -285) 0 200 -200 -85 -285 -285 -285 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 48.7 5.4 87.3 42.7 94.6 96.7 5.4 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 94,093 COMMITMENTS 15,080 2,530 1,800 58,633 70,763 75,513 75,093 18,580 19,000 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 0) -200 75 0 200 -75 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 2.7 1.9 62.3 75.2 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 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 92,028 COMMITMENTS 13,205 2,640 2,355 58,379 68,464 73,939 73,459 18,089 18,569 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 170) -25 250 -175 200 -75 0 0 170 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 2.9 2.6 63.4 74.4 80.3 79.8 19.7 20.2 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 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,939 COMMITMENTS 4,125 9,930 1,260 16,616 11,266 22,001 22,456 3,938 3,483 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 420) -180 -255 375 225 300 420 420 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 38.3 4.9 64.1 43.4 84.8 86.6 15.2 13.4 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,954 COMMITMENTS 5,265 10,170 1,985 15,423 11,668 22,673 23,823 4,281 3,131 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 365) 150 75 -10 225 300 365 365 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 37.7 7.4 57.2 43.3 84.1 88.4 15.9 11.6 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,758 COMMITMENTS 8,790 7,715 420 16,543 18,178 25,753 26,313 3,005 2,445 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 900) 0 600 0 900 300 900 900 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 26.8 1.5 57.5 63.2 89.6 91.5 10.4 8.5 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| 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 01/21/20 (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 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,178 COMMITMENTS 27,160 0 0 25,615 52,385 52,775 52,385 3,403 3,793 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 620) 0 0 0 620 620 620 620 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.3 0.0 0.0 45.6 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 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,895 COMMITMENTS 27,095 0 0 24,370 51,081 51,465 51,081 3,430 3,814 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -20) 0 0 0 -20 -20 -20 -20 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 49.4 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 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,725 COMMITMENTS 25,265 0 1,035 27,050 52,495 53,350 53,530 3,375 3,195 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 230) -1,665 0 70 1,905 240 310 310 -80 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.5 0.0 1.8 47.7 92.5 94.1 94.4 5.9 5.6 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 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,785 COMMITMENTS 24,715 0 1,135 26,960 51,855 52,810 52,990 2,975 2,795 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 195) -1,665 0 20 1,950 285 305 305 -110 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.3 0.0 2.0 48.3 93.0 94.7 95.0 5.3 5.0 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 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,840 COMMITMENTS 150 8,395 515 19,090 11,015 19,755 19,925 2,085 1,915 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 0) 0 -150 0 0 150 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 38.4 2.4 87.4 50.4 90.5 91.2 9.5 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 5 1 14 11 16 16 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,680 COMMITMENTS 100 7,300 950 16,650 10,890 17,700 19,140 2,980 1,540 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 150) 0 -150 150 0 150 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 35.3 4.6 80.5 52.7 85.6 92.6 14.4 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 5 1 12 10 14 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 71,480 COMMITMENTS 22,460 20,920 1,250 42,280 43,895 65,990 66,065 5,490 5,415 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 780) -370 -1,400 150 410 1,440 190 190 590 590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 29.3 1.7 59.1 61.4 92.3 92.4 7.7 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 2 4 16 15 22 19 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,940 COMMITMENTS 19,780 20,920 1,170 41,820 40,755 62,770 62,845 5,170 5,095 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,105) -370 -1,400 150 705 1,735 485 485 620 620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.1 30.8 1.7 61.6 60.0 92.4 92.5 7.6 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 2 3 17 17 23 20 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,247 COMMITMENTS 14,180 15,105 1,910 35,631 35,066 51,721 52,081 2,526 2,166 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 532) -50 350 0 78 -272 28 78 504 454 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 27.8 3.5 65.7 64.6 95.3 96.0 4.7 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 4 2 23 14 27 19 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,897 COMMITMENTS 8,255 10,405 2,140 31,804 30,014 42,199 42,559 1,698 1,338 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 499) 0 300 0 -100 -350 -100 -50 599 549 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 23.7 4.9 72.5 68.4 96.1 97.0 3.9 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 4 4 23 14 28 20 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 162,766 COMMITMENTS 1,949 21,940 12,365 114,580 94,589 128,894 128,894 33,872 33,872 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 713) -1,275 -2,785 2,965 -2,114 -654 -424 -474 1,137 1,187 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 13.5 7.6 70.4 58.1 79.2 79.2 20.8 20.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 5 6 27 32 33 40 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 141,917 COMMITMENTS 4,269 23,180 10,001 100,408 81,497 114,678 114,678 27,239 27,239 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,260) -1,275 -2,085 2,325 -814 -54 236 186 1,024 1,074 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 16.3 7.0 70.8 57.4 80.8 80.8 19.2 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 5 6 25 31 32 38 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,895 COMMITMENTS 0 15,545 2,330 53,465 37,920 55,795 55,795 5,100 5,100 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 75) 0 70 5 370 300 375 375 -300 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 25.5 3.8 87.8 62.3 91.6 91.6 8.4 8.4 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,995 COMMITMENTS 0 14,970 2,490 44,375 29,490 46,865 46,950 5,130 5,045 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: -260) 0 75 -15 10 -20 -5 40 -255 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 28.8 4.8 85.3 56.7 90.1 90.3 9.9 9.7 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 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,080 COMMITMENTS 20,755 85 1,160 17,435 38,480 39,350 39,725 3,730 3,355 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 260) 155 45 0 270 405 425 450 -165 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.2 0.2 2.7 40.5 89.3 91.3 92.2 8.7 7.8 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 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,280 COMMITMENTS 32,710 0 1,585 13,475 46,325 47,770 47,910 1,510 1,370 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 110) 110 0 20 -20 90 110 110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.4 0.0 3.2 27.3 94.0 96.9 97.2 3.1 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 0 4 10 14 14 18 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 129,985 COMMITMENTS 12,290 5,640 4,670 92,250 98,815 109,210 109,125 20,775 20,860 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 4,245) -300 -160 180 4,090 3,925 3,970 3,945 275 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 4.3 3.6 71.0 76.0 84.0 84.0 16.0 16.0 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 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 104,699 COMMITMENTS 7,910 1,965 8,135 71,054 77,099 87,099 87,199 17,600 17,500 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 1,315) 475 80 -325 725 1,120 875 875 440 440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 1.9 7.8 67.9 73.6 83.2 83.3 16.8 16.7 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 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,090 COMMITMENTS 5,555 300 765 23,300 28,605 29,620 29,670 1,470 1,420 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 475) 0 0 0 300 300 300 300 175 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 1.0 2.5 74.9 92.0 95.3 95.4 4.7 4.6 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 01/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,470 COMMITMENTS 4,410 325 770 23,710 28,240 28,890 29,335 1,580 1,135 CHANGES FROM 01/21/20 (CHANGE IN OPEN INTEREST: 50) 0 0 0 195 195 195 195 -145 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 1.1 2.5 77.8 92.7 94.8 96.3 5.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 2 13 10 16 13
Updated January 31, 2020