ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 75,611 COMMITMENTS 0 3,528 235 67,667 64,139 67,902 67,902 7,709 7,709 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -2,900) 0 -415 95 -2,555 -2,140 -2,460 -2,460 -440 -440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.7 0.3 89.5 84.8 89.8 89.8 10.2 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 1 18 20 19 22 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,499 COMMITMENTS 0 4,215 215 55,894 51,679 56,109 56,109 6,390 6,390 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -2,790) 0 -55 -20 -2,230 -2,175 -2,250 -2,250 -540 -540 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.7 0.3 89.4 82.7 89.8 89.8 10.2 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 16 20 17 21 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,875 COMMITMENTS 1,985 1,300 0 19,890 20,440 21,875 21,740 3,000 3,135 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,370) -155 -80 0 -1,035 -1,105 -1,190 -1,185 -180 -185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.0 5.2 0.0 80.0 82.2 87.9 87.4 12.1 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 2 0 8 13 11 15 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,450 COMMITMENTS 2,045 1,300 0 18,265 18,875 20,310 20,175 2,140 2,275 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -880) -115 10 -25 -825 -945 -965 -960 85 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.1 5.8 0.0 81.4 84.1 90.5 89.9 9.5 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 0 8 14 11 16 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,088 COMMITMENTS 11,380 3,890 5,035 37,028 44,688 53,443 53,613 3,645 3,475 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -2,429) 790 -90 -900 -1,593 -718 -1,703 -1,708 -726 -721 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 6.8 8.8 64.9 78.3 93.6 93.9 6.4 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 2 20 19 23 22 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,208 COMMITMENTS 2,995 385 3,715 28,826 31,826 35,536 35,926 2,672 2,282 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,442) 510 0 -900 -484 11 -874 -889 -568 -553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 1.0 9.7 75.4 83.3 93.0 94.0 7.0 6.0 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 FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,740 COMMITMENTS 535 15,175 140 25,795 11,535 26,470 26,850 1,270 890 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -840) 0 565 -590 -165 -700 -755 -725 -85 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 54.7 0.5 93.0 41.6 95.4 96.8 4.6 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 15 13 16 15 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 96,193 COMMITMENTS 13,845 3,665 2,200 60,523 70,693 76,568 76,558 19,625 19,635 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -5,558) -1,060 545 -525 -3,593 -4,458 -5,178 -4,438 -380 -1,120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 3.8 2.3 62.9 73.5 79.6 79.6 20.4 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 3 19 22 22 27 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,405 COMMITMENTS 14,365 6,480 980 55,965 63,820 71,310 71,280 19,095 19,125 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -5,699) -1,200 320 -340 -3,449 -4,194 -4,989 -4,214 -710 -1,485 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 7.2 1.1 61.9 70.6 78.9 78.8 21.1 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 3 18 20 21 24 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,062 COMMITMENTS 3,955 10,365 850 14,116 8,601 18,921 19,816 4,141 3,246 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -2,256) -100 -545 -190 -1,582 -1,157 -1,872 -1,892 -384 -364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.1 44.9 3.7 61.2 37.3 82.0 85.9 18.0 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 7 3 18 13 22 21 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,972 COMMITMENTS 3,745 8,655 2,035 13,407 9,377 19,187 20,067 3,785 2,905 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -2,431) -250 -1,070 -265 -1,537 -732 -2,052 -2,067 -379 -364 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.3 37.7 8.9 58.4 40.8 83.5 87.4 16.5 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 8 3 18 13 22 21 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,853 COMMITMENTS 12,060 4,765 1,050 16,335 24,155 29,445 29,970 2,408 1,883 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -991) -115 -245 110 -770 -660 -775 -795 -216 -196 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.9 15.0 3.3 51.3 75.8 92.4 94.1 7.6 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 2 14 7 17 10 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,193 COMMITMENTS 22,915 0 45 24,439 47,010 47,399 47,055 2,794 3,138 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -4,998) -3,090 0 0 -1,596 -4,915 -4,686 -4,915 -312 -83 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.7 0.0 0.1 48.7 93.7 94.4 93.7 5.6 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 0 1 13 13 18 14 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,850 COMMITMENTS 22,630 0 45 27,390 49,880 50,065 49,925 2,785 2,925 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -4,939) -3,145 0 0 -1,424 -4,555 -4,569 -4,555 -370 -384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.8 0.0 0.1 51.8 94.4 94.7 94.5 5.3 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 1 13 13 17 14 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,360 COMMITMENTS 20,954 0 1,985 25,511 46,645 48,450 48,630 2,910 2,730 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -3,815) -1,515 0 -60 -2,010 -3,525 -3,585 -3,585 -230 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.8 0.0 3.9 49.7 90.8 94.3 94.7 5.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 8 0 3 17 12 25 15 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,455 COMMITMENTS 19,804 0 2,085 24,836 44,820 46,725 46,905 2,730 2,550 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -3,855) -1,340 0 -60 -2,285 -3,625 -3,685 -3,685 -170 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.0 0.0 4.2 50.2 90.6 94.5 94.8 5.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 8 0 3 17 12 25 15 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,570 COMMITMENTS 495 5,405 1,825 16,700 12,465 19,020 19,695 2,550 1,875 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,730) -195 -275 -70 -1,880 -1,285 -2,145 -1,630 415 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.3 25.1 8.5 77.4 57.8 88.2 91.3 11.8 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 4 3 14 11 18 17 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,410 COMMITMENTS 1,600 5,480 1,180 15,665 12,250 18,445 18,910 1,965 1,500 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,655) -295 -275 0 -1,275 -1,285 -1,570 -1,560 -85 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.8 26.8 5.8 76.8 60.0 90.4 92.7 9.6 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 4 2 15 9 18 14 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 72,285 COMMITMENTS 20,365 18,120 2,635 44,225 46,515 67,225 67,270 5,060 5,015 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -2,000) -1,495 -300 -175 95 -1,115 -1,575 -1,590 -425 -410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.2 25.1 3.6 61.2 64.3 93.0 93.1 7.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 2 3 16 15 22 19 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,510 COMMITMENTS 17,260 18,120 2,635 43,910 43,095 63,805 63,850 4,705 4,660 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,950) -1,370 -300 -135 50 -1,035 -1,455 -1,470 -495 -480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.2 26.4 3.8 64.1 62.9 93.1 93.2 6.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 2 3 16 15 22 19 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,200 COMMITMENTS 14,758 12,945 4,685 37,262 39,420 56,705 57,050 3,495 3,150 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -3,577) -335 -875 -280 -2,895 -2,350 -3,510 -3,505 -67 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.5 21.5 7.8 61.9 65.5 94.2 94.8 5.8 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 4 20 12 26 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,328 COMMITMENTS 6,763 8,280 5,370 34,833 33,661 46,966 47,311 2,362 2,017 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -2,641) -85 -635 -25 -2,665 -2,110 -2,775 -2,770 134 129 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 16.8 10.9 70.6 68.2 95.2 95.9 4.8 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 5 19 12 25 17 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 167,235 COMMITMENTS 2,135 26,792 13,070 117,889 93,112 133,094 132,974 34,141 34,261 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -9,132) 735 -1,928 -22 -5,987 -3,504 -5,274 -5,454 -3,858 -3,678 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 16.0 7.8 70.5 55.7 79.6 79.5 20.4 20.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 5 4 25 31 29 39 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 138,142 COMMITMENTS 3,830 21,867 10,436 97,517 79,255 111,783 111,558 26,359 26,584 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -11,046) 968 -2,890 -735 -7,925 -4,352 -7,692 -7,977 -3,354 -3,069 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.8 15.8 7.6 70.6 57.4 80.9 80.8 19.1 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 6 5 23 28 28 36 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,125 COMMITMENTS 870 12,965 2,055 54,465 42,510 57,390 57,530 5,735 5,595 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -2,370) 870 -400 -545 -2,675 -1,265 -2,350 -2,210 -20 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 20.5 3.3 86.3 67.3 90.9 91.1 9.1 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 16 18 18 21 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,195 COMMITMENTS 770 13,115 1,995 46,465 34,240 49,230 49,350 5,965 5,845 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,830) 770 -220 -635 -2,000 -890 -1,865 -1,745 35 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 23.8 3.6 84.2 62.0 89.2 89.4 10.8 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 18 19 20 22 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,305 COMMITMENTS 17,975 0 2,695 17,675 36,130 38,345 38,825 2,960 2,480 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,715) -690 0 720 -1,860 -2,400 -1,830 -1,680 115 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.5 0.0 6.5 42.8 87.5 92.8 94.0 7.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 0 3 14 17 18 20 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,715 COMMITMENTS 34,635 0 2,765 11,725 46,450 49,125 49,215 1,590 1,500 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: 2,185) 3,505 0 485 -1,910 1,580 2,080 2,065 105 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 68.3 0.0 5.5 23.1 91.6 96.9 97.0 3.1 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 3 12 16 15 19 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 135,501 COMMITMENTS 10,020 1,990 6,375 91,551 99,786 107,946 108,151 27,555 27,350 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -8,050) -1,145 -45 -905 -4,845 -5,735 -6,895 -6,685 -1,155 -1,365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.4 1.5 4.7 67.6 73.6 79.7 79.8 20.3 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 4 1 3 28 27 33 30 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 111,616 COMMITMENTS 9,414 1,865 6,571 77,601 85,240 93,586 93,676 18,030 17,940 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -6,300) -340 -40 -780 -3,705 -4,035 -4,825 -4,855 -1,475 -1,445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 1.7 5.9 69.5 76.4 83.8 83.9 16.2 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 3 24 24 28 28 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,345 COMMITMENTS 5,535 300 575 21,835 27,070 27,945 27,945 1,400 1,400 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,365) 30 0 -95 -1,165 -1,175 -1,230 -1,270 -135 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 1.0 2.0 74.4 92.2 95.2 95.2 4.8 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 1 15 12 18 14 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB FUTURES ONLY POSITIONS AS OF 03/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,640 COMMITMENTS 4,585 300 500 22,040 26,730 27,125 27,530 1,515 1,110 CHANGES FROM 03/03/20 (CHANGE IN OPEN INTEREST: -1,435) 195 0 -135 -1,330 -1,220 -1,270 -1,355 -165 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.0 1.0 1.7 77.0 93.3 94.7 96.1 5.3 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 1 14 11 17 13
Updated March 13, 2020