ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 76,071 COMMITMENTS 0 4,018 165 68,341 64,323 68,506 68,506 7,565 7,565 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 310) 0 110 0 310 200 310 310 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.3 0.2 89.8 84.6 90.1 90.1 9.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 18 21 19 23 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,621 COMMITMENTS 0 4,270 235 57,647 53,377 57,882 57,882 6,739 6,739 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 448) 0 150 0 448 298 448 448 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.6 0.4 89.2 82.6 89.6 89.6 10.4 10.4 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 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,660 COMMITMENTS 2,140 1,380 0 20,550 21,170 22,690 22,550 2,970 3,110 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 50) 0 0 0 -30 -30 -30 -30 80 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 5.4 0.0 80.1 82.5 88.4 87.9 11.6 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 0 9 14 12 16 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,350 COMMITMENTS 2,160 1,290 25 18,895 19,625 21,080 20,940 2,270 2,410 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 5.5 0.1 80.9 84.0 90.3 89.7 9.7 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 1 9 14 13 16 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,916 COMMITMENTS 10,340 3,150 6,265 35,858 43,223 52,463 52,638 4,453 4,278 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 1,055) -300 -175 475 880 755 1,055 1,055 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 5.5 11.0 63.0 75.9 92.2 92.5 7.8 7.5 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 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,984 COMMITMENTS 2,195 385 4,915 26,471 28,686 33,581 33,986 3,403 2,998 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 475) -300 0 300 475 175 475 475 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 1.0 13.3 71.6 77.6 90.8 91.9 9.2 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 3 19 19 22 22 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,600 COMMITMENTS 235 14,610 780 25,230 11,385 26,245 26,775 1,355 825 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 225) 0 -105 0 -255 180 -255 75 480 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 52.9 2.8 91.4 41.3 95.1 97.0 4.9 3.0 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 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 100,681 COMMITMENTS 15,370 2,565 2,995 62,726 75,231 81,091 80,791 19,590 19,890 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 150) -85 15 85 150 50 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 2.5 3.0 62.3 74.7 80.5 80.2 19.5 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 5 3 20 24 24 29 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 95,099 COMMITMENTS 16,205 5,605 1,395 58,394 68,639 75,994 75,639 19,105 19,460 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 100) 0 120 0 100 -20 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 5.9 1.5 61.4 72.2 79.9 79.5 20.1 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 4 2 20 23 23 27 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,533 COMMITMENTS 3,830 10,795 1,040 15,217 9,167 20,087 21,002 4,446 3,531 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -225) 0 0 0 -225 -225 -225 -225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.6 44.0 4.2 62.0 37.4 81.9 85.6 18.1 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 5 4 18 13 23 19 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,093 COMMITMENTS 3,695 9,735 2,300 14,985 9,840 20,980 21,875 4,113 3,218 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -150) 0 0 0 90 -150 90 -150 -240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 38.8 9.2 59.7 39.2 83.6 87.2 16.4 12.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 4 4 18 13 23 19 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,914 COMMITMENTS 12,175 3,190 1,085 15,831 25,361 29,091 29,636 2,823 2,278 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -155) 0 60 -10 -47 -107 -57 -57 -98 -98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.1 10.0 3.4 49.6 79.5 91.2 92.9 8.8 7.1 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 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,627 COMMITMENTS 12,175 3,935 645 13,617 22,227 26,437 26,807 2,190 1,820 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -185) 0 60 0 71 11 71 71 -256 -256 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.5 13.7 2.3 47.6 77.6 92.3 93.6 7.7 6.4 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 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,461 COMMITMENTS 24,680 0 0 25,780 50,345 50,460 50,345 3,001 3,116 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 975) 375 0 0 300 675 675 675 300 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.2 0.0 0.0 48.2 94.2 94.4 94.2 5.6 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 0 0 12 15 17 15 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,434 COMMITMENTS 24,575 0 0 28,739 53,160 53,314 53,160 3,120 3,274 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 2,835) 375 0 0 2,160 2,535 2,535 2,535 300 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.5 0.0 0.0 50.9 94.2 94.5 94.2 5.5 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 0 0 14 14 18 14 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,790 COMMITMENTS 21,869 0 2,125 27,821 49,870 51,815 51,995 2,975 2,795 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 385) 50 0 300 60 110 410 410 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.9 0.0 3.9 50.8 91.0 94.6 94.9 5.4 5.1 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 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,695 COMMITMENTS 21,494 0 2,195 27,276 48,950 50,965 51,145 2,730 2,550 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 425) 50 0 300 -40 10 310 310 115 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.0 0.0 4.1 50.8 91.2 94.9 95.3 5.1 4.7 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 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,730 COMMITMENTS 135 7,125 1,080 17,380 10,550 18,595 18,755 2,135 1,975 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -75) 0 -75 0 -75 0 -75 -75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 34.4 5.2 83.8 50.9 89.7 90.5 10.3 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 5 2 14 11 17 16 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,610 COMMITMENTS 85 6,095 1,385 16,090 10,535 17,560 18,015 2,050 1,595 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 0) 0 -75 75 -75 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 31.1 7.1 82.0 53.7 89.5 91.9 10.5 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 5 2 13 10 16 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 74,215 COMMITMENTS 23,185 19,170 1,860 43,695 47,770 68,740 68,800 5,475 5,415 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 2,760) 1,650 -800 700 410 2,860 2,760 2,760 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.2 25.8 2.5 58.9 64.4 92.6 92.7 7.4 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 2 5 16 15 23 20 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 70,580 COMMITMENTS 20,630 19,170 1,820 42,980 44,500 65,430 65,490 5,150 5,090 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 2,760) 1,650 -800 700 410 2,860 2,760 2,760 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 27.2 2.6 60.9 63.0 92.7 92.8 7.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 2 4 17 17 24 21 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,237 COMMITMENTS 14,443 13,565 3,990 39,244 40,462 57,677 58,017 3,560 3,220 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 986) 908 1,525 -205 125 -492 828 828 158 158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 22.2 6.5 64.1 66.1 94.2 94.7 5.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 2 3 22 14 28 18 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,279 COMMITMENTS 6,948 8,985 4,435 35,774 34,077 47,157 47,497 2,122 1,782 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 1,043) 1,033 1,525 -105 12 -480 940 940 103 103 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 18.2 9.0 72.6 69.2 95.7 96.4 4.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 2 5 21 14 28 19 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 173,007 COMMITMENTS 1,300 28,670 12,412 121,551 94,241 135,263 135,323 37,744 37,684 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 3,118) 0 1,873 480 1,912 39 2,392 2,392 726 726 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 16.6 7.2 70.3 54.5 78.2 78.2 21.8 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 1 7 4 28 32 32 40 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 147,123 COMMITMENTS 2,262 25,907 11,686 103,432 79,847 117,380 117,440 29,743 29,683 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 2,065) -1,150 848 1,315 1,300 -698 1,465 1,465 600 600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 17.6 7.9 70.3 54.3 79.8 79.8 20.2 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 6 6 25 30 31 38 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,305 COMMITMENTS 0 14,635 1,865 57,680 43,045 59,545 59,545 5,760 5,760 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 115) 0 -50 50 85 135 135 135 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 22.4 2.9 88.3 65.9 91.2 91.2 8.8 8.8 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 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,550 COMMITMENTS 0 14,300 1,725 48,715 34,460 50,440 50,485 6,110 6,065 CHANGES FROM 02/11/20 (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 25.3 3.1 86.1 60.9 89.2 89.3 10.8 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 2 18 20 20 23 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,005 COMMITMENTS 20,220 0 1,505 19,295 39,810 41,020 41,315 2,985 2,690 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -70) -125 0 15 40 -85 -70 -70 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.9 0.0 3.4 43.8 90.5 93.2 93.9 6.8 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 0 3 17 18 21 21 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,440 COMMITMENTS 32,655 15 1,840 13,510 46,255 48,005 48,110 1,435 1,330 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 0) -75 0 75 0 -75 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.0 0.0 3.7 27.3 93.6 97.1 97.3 2.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 4 13 15 17 19 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 165,925 COMMITMENTS 10,605 3,175 6,070 110,521 116,355 127,196 125,600 38,729 40,325 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -395) -225 -75 75 -237 -1,425 -387 -1,425 -8 1,030 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 1.9 3.7 66.6 70.1 76.7 75.7 23.3 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 4 2 2 30 28 36 30 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 114,110 COMMITMENTS 8,455 2,060 7,100 79,915 86,370 95,470 95,530 18,640 18,580 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: -1,230) 340 -75 -205 -1,300 -885 -1,165 -1,165 -65 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 1.8 6.2 70.0 75.7 83.7 83.7 16.3 16.3 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 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,360 COMMITMENTS 5,505 300 670 22,720 27,965 28,895 28,935 1,465 1,425 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 1.0 2.2 74.8 92.1 95.2 95.3 4.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 2 14 12 16 15 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,795 COMMITMENTS 4,390 300 635 23,090 27,670 28,115 28,605 1,680 1,190 CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 1.0 2.1 77.5 92.9 94.4 96.0 5.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 2 13 11 15 14
Updated February 21, 2020