ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 82,183 COMMITMENTS 0 3,870 95 74,764 69,514 74,859 73,479 7,324 8,704 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 4,200) 0 0 0 4,405 3,025 4,405 3,025 -205 1,175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.7 0.1 91.0 84.6 91.1 89.4 8.9 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 1 19 20 20 22 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB FUTURES ONLY POSITIONS AS OF 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,583 COMMITMENTS 0 4,575 30 62,573 56,218 62,603 60,823 5,980 7,760 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 3,972) 0 0 0 3,967 2,187 3,967 2,187 5 1,785 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.7 0.0 91.2 82.0 91.3 88.7 8.7 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 17 20 18 21 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI FUTURES ONLY POSITIONS AS OF 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,000 COMMITMENTS 1,985 1,300 0 20,015 20,565 22,000 21,865 3,000 3,135 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.9 5.2 0.0 80.1 82.3 88.0 87.5 12.0 12.5 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 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,675 COMMITMENTS 2,045 1,300 0 18,490 19,100 20,535 20,400 2,140 2,275 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 5.7 0.0 81.5 84.2 90.6 90.0 9.4 10.0 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 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,213 COMMITMENTS 11,680 3,710 4,685 39,528 47,788 55,893 56,183 3,320 3,030 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 2,710) 0 300 0 2,705 2,405 2,705 2,705 5 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.7 6.3 7.9 66.8 80.7 94.4 94.9 5.6 5.1 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 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,288 COMMITMENTS 3,295 385 3,415 30,826 34,246 37,536 38,046 2,752 2,242 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 2,480) -300 0 0 2,820 2,460 2,520 2,460 -40 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 1.0 8.5 76.5 85.0 93.2 94.4 6.8 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 3 18 18 21 21 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU FUTURES ONLY POSITIONS AS OF 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,295 COMMITMENTS 535 15,835 140 25,930 11,020 26,605 26,995 1,690 1,300 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 110) 0 0 0 -490 -490 -490 -490 600 600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 56.0 0.5 91.6 38.9 94.0 95.4 6.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 15 14 16 16 NYISO.WEST_month_off_dap - NODAL EXCHANGE Code-064DEV FUTURES ONLY POSITIONS AS OF 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 13,970 COMMITMENTS 375 4,080 0 11,765 8,820 12,140 12,900 1,830 1,070 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -285 -285 -285 -285 285 285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 29.2 0.0 84.2 63.1 86.9 92.3 13.1 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 11 13 13 14 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 97,063 COMMITMENTS 14,145 3,640 2,150 61,143 71,638 77,438 77,428 19,625 19,635 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 290) 0 0 0 290 290 290 290 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.6 3.8 2.2 63.0 73.8 79.8 79.8 20.2 20.2 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 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,720 COMMITMENTS 14,365 6,480 980 56,145 64,000 71,490 71,460 19,230 19,260 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 240) 0 0 0 170 170 170 170 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 7.1 1.1 61.9 70.5 78.8 78.8 21.2 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 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,537 COMMITMENTS 4,030 10,785 1,240 15,887 10,027 21,157 22,052 3,380 2,485 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 1,565) 0 835 165 1,332 497 1,497 1,497 68 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.4 44.0 5.1 64.7 40.9 86.2 89.9 13.8 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 7 3 17 12 21 20 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,337 COMMITMENTS 4,735 10,080 1,760 15,101 10,636 21,596 22,476 2,741 1,861 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 1,620) 325 1,160 -100 1,395 560 1,620 1,620 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 41.4 7.2 62.0 43.7 88.7 92.4 11.3 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 7 3 17 12 21 20 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI FUTURES ONLY POSITIONS AS OF 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,188 COMMITMENTS 12,840 5,780 1,045 16,374 24,319 30,259 31,144 2,929 2,044 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 805) 780 575 5 -79 246 706 826 99 -21 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.7 17.4 3.1 49.3 73.3 91.2 93.8 8.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 2 13 7 16 10 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM FUTURES ONLY POSITIONS AS OF 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,913 COMMITMENTS 23,060 0 45 26,049 48,645 49,154 48,690 2,759 3,223 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 15) 0 0 0 50 50 50 50 -35 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.4 0.0 0.1 50.2 93.7 94.7 93.8 5.3 6.2 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 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,630 COMMITMENTS 22,750 0 45 29,050 51,660 51,845 51,705 2,785 2,925 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.6 0.0 0.1 53.2 94.6 94.9 94.6 5.1 5.4 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 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,750 COMMITMENTS 19,554 0 2,035 29,181 48,915 50,770 50,950 2,980 2,800 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 1,790) -400 0 0 2,120 1,720 1,720 1,720 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.4 0.0 3.8 54.3 91.0 94.5 94.8 5.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 0 3 17 13 26 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,825 COMMITMENTS 17,554 0 2,265 27,431 45,165 47,250 47,430 2,575 2,395 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -80) -1,050 0 130 985 -65 65 65 -145 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.2 0.0 4.5 55.1 90.6 94.8 95.2 5.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 9 0 3 18 13 27 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,295 COMMITMENTS 2,860 5,660 1,240 15,525 13,400 19,625 20,300 2,670 1,995 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 235) 15 90 120 100 25 235 235 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 25.4 5.6 69.6 60.1 88.0 91.1 12.0 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 5 4 14 11 19 17 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,400 COMMITMENTS 4,050 5,785 850 14,365 13,060 19,265 19,695 2,135 1,705 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 235) 125 140 70 100 25 295 235 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 27.0 4.0 67.1 61.0 90.0 92.0 10.0 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 5 4 15 9 20 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 74,730 COMMITMENTS 18,065 18,420 2,485 48,565 48,255 69,115 69,160 5,615 5,570 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 2,075) 1,200 200 -150 470 1,470 1,520 1,520 555 555 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 24.6 3.3 65.0 64.6 92.5 92.5 7.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 2 4 16 15 23 20 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,215 COMMITMENTS 14,460 18,420 2,475 47,555 43,640 64,490 64,535 4,725 4,680 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 250) 700 200 -160 -330 170 210 210 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.9 26.6 3.6 68.7 63.0 93.2 93.2 6.8 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 2 3 16 15 23 19 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,736 COMMITMENTS 14,928 13,845 4,685 38,273 38,741 57,886 57,271 3,850 4,465 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 1,336) 620 300 0 711 71 1,331 371 5 965 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.2 22.4 7.6 62.0 62.8 93.8 92.8 6.2 7.2 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 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,898 COMMITMENTS 6,433 8,130 5,670 35,133 33,781 47,236 47,581 2,662 2,317 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 370) 120 -250 200 50 420 370 370 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.9 16.3 11.4 70.4 67.7 94.7 95.4 5.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 5 19 13 25 18 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 169,587 COMMITMENTS 2,990 25,622 12,860 117,568 94,156 133,418 132,638 36,169 36,949 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 2,480) 500 1,615 -680 1,345 -430 1,165 505 1,315 1,975 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 15.1 7.6 69.3 55.5 78.7 78.2 21.3 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 7 5 26 32 31 41 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 138,657 COMMITMENTS 4,730 20,002 10,596 96,061 80,079 111,387 110,677 27,270 27,980 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 1,150) 500 640 -5 530 -95 1,025 540 125 610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.4 14.4 7.6 69.3 57.8 80.3 79.8 19.7 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 7 6 24 28 30 37 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,585 COMMITMENTS 770 14,765 1,905 55,420 41,565 58,095 58,235 5,490 5,350 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 1,160) -100 2,100 -150 1,360 -840 1,110 1,110 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.2 23.2 3.0 87.2 65.4 91.4 91.6 8.6 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 2 17 19 19 22 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,645 COMMITMENTS 770 15,215 1,745 48,095 33,770 50,610 50,730 6,035 5,915 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 1,140) 0 2,100 -250 1,370 -730 1,120 1,120 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.4 26.9 3.1 84.9 59.6 89.3 89.6 10.7 10.4 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 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,875 COMMITMENTS 19,975 0 2,695 18,220 38,675 40,890 41,370 2,985 2,505 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 2,025) 2,000 0 0 25 2,025 2,025 2,025 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.5 0.0 6.1 41.5 88.1 93.2 94.3 6.8 5.7 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 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,095 COMMITMENTS 36,635 0 2,815 11,930 48,655 51,380 51,470 1,715 1,625 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 1,905) 2,000 0 50 -145 1,855 1,905 1,905 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 69.0 0.0 5.3 22.5 91.6 96.8 96.9 3.2 3.1 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 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 135,905 COMMITMENTS 8,935 2,025 6,950 92,140 99,255 108,025 108,230 27,880 27,675 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 265) 300 -200 120 -110 390 310 310 -45 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 1.5 5.1 67.8 73.0 79.5 79.6 20.5 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 2 2 27 27 32 29 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 114,156 COMMITMENTS 9,414 1,765 6,836 79,161 86,900 95,411 95,501 18,745 18,655 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: 25) 0 -400 75 0 400 75 75 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.2 1.5 6.0 69.3 76.1 83.6 83.7 16.4 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 3 24 25 28 29 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA FUTURES ONLY POSITIONS AS OF 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,550 COMMITMENTS 5,535 300 575 21,600 26,835 27,710 27,710 1,840 1,840 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -190) 0 0 0 -190 -190 -190 -190 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 1.0 1.9 73.1 90.8 93.8 93.8 6.2 6.2 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 03/31/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,950 COMMITMENTS 4,585 300 500 22,210 26,555 27,295 27,355 1,655 1,595 CHANGES FROM 03/24/20 (CHANGE IN OPEN INTEREST: -120) 0 0 0 -190 -190 -190 -190 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 1.0 1.7 76.7 91.7 94.3 94.5 5.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 1 15 12 18 14
Updated April 03, 2020