ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 77,921 COMMITMENTS 0 4,218 165 69,571 65,353 69,736 69,736 8,185 8,185 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 1,740) 0 -900 25 2,085 2,985 2,110 2,110 -370 -370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.4 0.2 89.3 83.9 89.5 89.5 10.5 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 18 20 19 22 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,551 COMMITMENTS 0 4,430 255 58,777 54,347 59,032 59,032 7,519 7,519 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 3,075) 0 -415 0 3,345 3,760 3,345 3,345 -270 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.7 0.4 88.3 81.7 88.7 88.7 11.3 11.3 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,015 COMMITMENTS 2,235 1,460 0 21,435 22,065 23,670 23,525 3,345 3,490 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -350) 0 -300 0 -300 0 -300 -300 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 5.4 0.0 79.3 81.7 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 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,250 COMMITMENTS 2,155 1,280 50 18,790 19,520 20,995 20,850 2,255 2,400 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -300) 0 -300 0 -235 65 -235 -235 -65 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 5.5 0.2 80.8 84.0 90.3 89.7 9.7 10.3 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 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,070 COMMITMENTS 10,675 2,810 6,135 32,108 40,153 48,918 49,098 3,152 2,972 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 1,330) -35 200 125 1,240 1,005 1,330 1,330 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 5.4 11.8 61.7 77.1 93.9 94.3 6.1 5.7 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,545 COMMITMENTS 2,465 385 4,705 21,772 24,282 28,942 29,372 2,603 2,173 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 460) -10 25 0 480 440 470 465 -10 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 1.2 14.9 69.0 77.0 91.7 93.1 8.3 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 3 17 18 20 21 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,920 COMMITMENTS 535 13,925 1,520 25,920 12,720 27,975 28,165 945 755 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 570) 0 120 0 1,170 620 1,170 740 -600 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 48.2 5.3 89.6 44.0 96.7 97.4 3.3 2.6 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 95,638 COMMITMENTS 16,880 2,595 2,160 57,943 71,913 76,983 76,668 18,655 18,970 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 1,545) 1,800 65 360 -690 1,150 1,470 1,575 75 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 2.7 2.3 60.6 75.2 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 93,713 COMMITMENTS 16,205 3,855 1,990 57,384 69,359 75,579 75,204 18,134 18,509 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 1,685) 3,000 1,215 -365 -995 895 1,640 1,745 45 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.3 4.1 2.1 61.2 74.0 80.6 80.2 19.4 19.8 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,414 COMMITMENTS 4,080 12,005 1,215 17,869 10,399 23,164 23,619 4,250 3,795 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 1,475) -45 2,075 -45 1,253 -867 1,163 1,163 312 312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 43.8 4.4 65.2 37.9 84.5 86.2 15.5 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 5 4 17 11 22 17 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,974 COMMITMENTS 4,320 11,145 2,425 16,558 10,883 23,303 24,453 4,671 3,521 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 1,020) -945 975 440 1,135 -785 630 630 390 390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.4 39.8 8.7 59.2 38.9 83.3 87.4 16.7 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 4 4 16 11 21 17 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,583 COMMITMENTS 11,790 3,865 740 16,947 25,432 29,477 30,037 3,106 2,546 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 3,825) 3,000 -3,850 320 404 7,254 3,724 3,724 101 101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.2 11.9 2.3 52.0 78.1 90.5 92.2 9.5 7.8 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,904 COMMITMENTS 11,790 4,135 645 14,701 22,736 27,136 27,516 2,768 2,388 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 3,910) 3,000 -3,100 280 630 6,730 3,910 3,910 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.4 13.8 2.2 49.2 76.0 90.7 92.0 9.3 8.0 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,228 COMMITMENTS 26,910 0 0 25,915 52,435 52,825 52,435 3,403 3,793 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 50) -250 0 0 300 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.9 0.0 0.0 46.1 93.3 93.9 93.3 6.1 6.7 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 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,995 COMMITMENTS 26,795 0 0 24,795 51,526 51,590 51,526 3,405 3,469 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 100) -300 0 0 425 445 125 445 -25 -345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.7 0.0 0.0 45.1 93.7 93.8 93.7 6.2 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 0 0 13 15 17 15 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,615 COMMITMENTS 25,909 0 1,445 27,981 54,070 55,335 55,515 3,280 3,100 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 1,890) 644 0 410 931 1,575 1,985 1,985 -95 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.2 0.0 2.5 47.7 92.2 94.4 94.7 5.6 5.3 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,525 COMMITMENTS 25,359 0 1,545 27,791 53,330 54,695 54,875 2,830 2,650 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 1,740) 644 0 410 831 1,475 1,885 1,885 -145 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.1 0.0 2.7 48.3 92.7 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,350 COMMITMENTS 185 7,480 1,275 18,790 11,665 20,250 20,420 2,100 1,930 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 510) 35 -915 760 -300 650 495 495 15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 33.5 5.7 84.1 52.2 90.6 91.4 9.4 8.6 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,155 COMMITMENTS 135 6,385 1,570 16,480 11,600 18,185 19,555 2,970 1,600 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 475) 35 -915 620 -170 710 485 415 -10 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 30.2 7.4 77.9 54.8 86.0 92.4 14.0 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 5 2 12 10 15 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 74,485 COMMITMENTS 23,535 21,470 1,150 44,020 46,160 68,705 68,780 5,780 5,705 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 3,005) 1,075 550 -100 1,740 2,265 2,715 2,715 290 290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.6 28.8 1.5 59.1 62.0 92.2 92.3 7.8 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 2 4 16 15 23 19 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 70,950 COMMITMENTS 20,855 21,470 1,070 43,505 42,965 65,430 65,505 5,520 5,445 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 3,010) 1,075 550 -100 1,685 2,210 2,660 2,660 350 350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 30.3 1.5 61.3 60.6 92.2 92.3 7.8 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 2 3 17 17 24 20 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,762 COMMITMENTS 12,505 12,055 4,730 40,468 41,278 57,703 58,063 3,059 2,699 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 6,515) -1,675 -3,050 2,820 4,837 6,212 5,982 5,982 533 533 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 19.8 7.8 66.6 67.9 95.0 95.6 5.0 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 4 2 22 14 26 19 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,244 COMMITMENTS 5,005 8,080 5,080 38,289 35,574 48,374 48,734 1,870 1,510 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 6,347) -3,250 -2,325 2,940 6,485 5,560 6,175 6,175 172 172 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 16.1 10.1 76.2 70.8 96.3 97.0 3.7 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 4 4 22 14 27 20 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 174,667 COMMITMENTS 2,314 31,509 10,775 124,241 95,046 137,330 137,330 37,337 37,337 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 11,901) 365 9,569 -1,590 9,661 457 8,436 8,436 3,465 3,465 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 18.0 6.2 71.1 54.4 78.6 78.6 21.4 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 5 6 28 32 34 40 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 154,391 COMMITMENTS 4,579 29,944 9,376 110,177 84,812 124,132 124,132 30,259 30,259 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 12,474) 310 6,764 -625 9,769 3,315 9,454 9,454 3,020 3,020 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 19.4 6.1 71.4 54.9 80.4 80.4 19.6 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 5 7 25 31 32 39 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,945 COMMITMENTS 0 15,545 2,330 53,755 38,210 56,085 56,085 4,860 4,860 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 50) 0 0 0 290 290 290 290 -240 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 25.5 3.8 88.2 62.7 92.0 92.0 8.0 8.0 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 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,649 COMMITMENTS 0 14,970 2,490 44,304 29,419 46,794 46,879 4,855 4,770 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: -346) 0 0 0 -71 -71 -71 -71 -275 -275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 29.0 4.8 85.8 57.0 90.6 90.8 9.4 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 0 3 2 17 18 19 21 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,110 COMMITMENTS 20,785 85 1,160 17,450 38,500 39,395 39,745 3,715 3,365 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 30) 30 0 0 15 20 45 20 -15 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.2 0.2 2.7 40.5 89.3 91.4 92.2 8.6 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 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,310 COMMITMENTS 32,740 0 1,585 13,475 46,355 47,800 47,940 1,510 1,370 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 30) 30 0 0 0 30 30 30 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 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 133,472 COMMITMENTS 12,515 5,270 4,665 93,980 101,767 111,160 111,702 22,312 21,770 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 3,487) 225 -370 -5 1,730 2,952 1,950 2,577 1,537 910 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.4 3.9 3.5 70.4 76.2 83.3 83.7 16.7 16.3 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 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 108,674 COMMITMENTS 8,035 2,020 8,060 74,329 80,464 90,424 90,544 18,250 18,130 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 3,975) 125 55 -75 3,275 3,365 3,325 3,345 650 630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 1.9 7.4 68.4 74.0 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 02/04/20 | --------------------------------------------------------------| 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 01/28/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 02/04/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,470 COMMITMENTS 4,400 325 770 23,710 28,240 28,880 29,335 1,590 1,135 CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST: 0) -10 0 0 0 0 -10 0 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 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 February 07, 2020