ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 79,963 COMMITMENTS 0 3,745 75 72,739 68,903 72,814 72,723 7,149 7,240 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 280) 0 0 0 305 305 305 305 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.7 0.1 91.0 86.2 91.1 90.9 8.9 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 1 18 18 19 20 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,228 COMMITMENTS 0 4,280 30 61,328 57,048 61,358 61,358 5,870 5,870 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 735) 0 0 0 625 625 625 625 110 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.4 0.0 91.2 84.9 91.3 91.3 8.7 8.7 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 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,095 COMMITMENTS 1,845 1,360 0 19,485 19,840 21,330 21,200 2,765 2,895 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 200) 0 100 0 200 100 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.7 5.6 0.0 80.9 82.3 88.5 88.0 11.5 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 2 0 8 12 11 14 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,675 COMMITMENTS 1,905 1,360 0 17,905 18,320 19,810 19,680 1,865 1,995 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 0) 0 100 0 0 -100 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.8 6.3 0.0 82.6 84.5 91.4 90.8 8.6 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 0 7 14 10 16 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,426 COMMITMENTS 11,500 4,140 4,480 38,444 46,089 54,424 54,709 3,002 2,717 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: -63) 0 -25 25 -33 -8 -8 -8 -55 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.0 7.2 7.8 66.9 80.3 94.8 95.3 5.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 2 18 16 21 19 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,373 COMMITMENTS 2,970 360 3,415 30,124 33,429 36,509 37,204 2,864 2,169 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 80) 0 0 0 -120 80 -120 80 200 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.5 0.9 8.7 76.5 84.9 92.7 94.5 7.3 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 3 16 17 19 20 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,490 COMMITMENTS 1,035 15,820 90 25,740 11,350 26,865 27,260 1,625 1,230 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 340) 100 0 0 240 340 340 340 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.6 55.5 0.3 90.3 39.8 94.3 95.7 5.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 15 14 17 16 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 94,886 COMMITMENTS 14,515 3,985 1,715 58,551 69,086 74,781 74,786 20,105 20,100 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,420) 900 0 0 -515 385 385 385 1,035 1,035 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 4.2 1.8 61.7 72.8 78.8 78.8 21.2 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 4 19 22 23 27 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 89,591 COMMITMENTS 14,745 6,735 795 54,526 62,526 70,066 70,056 19,525 19,535 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,905) 900 0 0 80 980 980 980 925 925 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.5 7.5 0.9 60.9 69.8 78.2 78.2 21.8 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 4 18 20 22 24 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,066 COMMITMENTS 3,385 9,540 1,440 14,661 9,386 19,486 20,366 3,580 2,700 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 475) 0 600 0 -35 -635 -35 -35 510 510 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 41.4 6.2 63.6 40.7 84.5 88.3 15.5 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 6 3 17 12 21 19 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,836 COMMITMENTS 4,450 9,170 1,545 13,696 9,846 19,691 20,561 3,145 2,275 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 475) 0 600 0 -145 -745 -145 -145 620 620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 40.2 6.8 60.0 43.1 86.2 90.0 13.8 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 6 3 17 12 21 19 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,644 COMMITMENTS 13,020 6,220 975 15,994 23,659 29,989 30,854 2,655 1,790 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 315) 120 360 -70 265 25 315 315 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.9 19.1 3.0 49.0 72.5 91.9 94.5 8.1 5.5 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 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,611 COMMITMENTS 22,200 0 30 26,894 49,000 49,124 49,030 2,487 2,581 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 3,420) 1,200 0 0 2,220 3,420 3,420 3,420 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 43.0 0.0 0.1 52.1 94.9 95.2 95.0 4.8 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 0 1 13 14 18 15 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,501 COMMITMENTS 22,010 0 30 30,001 51,891 52,041 51,921 2,460 2,580 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 3,405) 1,200 0 0 2,220 3,420 3,420 3,420 -15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.4 0.0 0.1 55.0 95.2 95.5 95.3 4.5 4.7 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 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,335 COMMITMENTS 23,469 0 1,385 31,516 55,165 56,370 56,550 2,965 2,785 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 2,390) 175 0 105 2,060 2,235 2,340 2,340 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.6 0.0 2.3 53.1 93.0 95.0 95.3 5.0 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 0 3 19 12 27 15 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,295 COMMITMENTS 16,019 0 1,615 29,961 46,160 47,595 47,775 2,700 2,520 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 950) -1,625 0 165 2,260 635 800 800 150 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.9 0.0 3.2 59.6 91.8 94.6 95.0 5.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 0 3 20 12 28 15 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,735 COMMITMENTS 2,920 5,110 865 14,360 12,815 18,145 18,790 2,590 1,945 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 24.6 4.2 69.3 61.8 87.5 90.6 12.5 9.4 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 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,825 COMMITMENTS 3,930 5,160 610 13,235 12,415 17,775 18,185 2,050 1,640 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.8 26.0 3.1 66.8 62.6 89.7 91.7 10.3 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 5 4 14 9 19 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 74,320 COMMITMENTS 17,090 19,850 2,405 49,160 46,470 68,655 68,725 5,665 5,595 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,660) -100 1,320 0 1,545 165 1,445 1,485 215 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.0 26.7 3.2 66.1 62.5 92.4 92.5 7.6 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 2 5 17 14 24 20 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,210 COMMITMENTS 12,760 19,850 2,395 48,455 41,435 63,610 63,680 4,600 4,530 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,045) -700 1,320 0 1,540 -440 840 880 205 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.7 29.1 3.5 71.0 60.7 93.3 93.4 6.7 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 2 4 17 15 24 20 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,210 COMMITMENTS 15,838 13,970 4,870 37,773 39,751 58,481 58,591 3,729 3,619 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,865) 900 350 300 660 1,210 1,860 1,860 5 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.5 22.5 7.8 60.7 63.9 94.0 94.2 6.0 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 4 19 12 25 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,384 COMMITMENTS 7,393 8,460 5,825 34,454 33,707 47,672 47,992 2,712 2,392 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,620) 900 400 300 410 910 1,610 1,610 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.7 16.8 11.6 68.4 66.9 94.6 95.3 5.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 5 18 12 24 17 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 171,783 COMMITMENTS 4,258 29,637 11,902 117,371 91,872 133,531 133,411 38,252 38,372 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 4,572) 900 -275 590 2,147 3,322 3,637 3,637 935 935 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 17.3 6.9 68.3 53.5 77.7 77.7 22.3 22.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 7 6 25 31 31 40 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 137,410 COMMITMENTS 5,168 16,737 11,361 92,047 80,273 108,576 108,371 28,834 29,039 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 2,345) 900 -2,725 685 -513 3,112 1,072 1,072 1,273 1,273 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 12.2 8.3 67.0 58.4 79.0 78.9 21.0 21.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 7 7 22 28 29 37 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,495 COMMITMENTS 1,040 16,120 1,660 56,195 41,265 58,895 59,045 5,600 5,450 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,635) 105 1,575 0 1,575 105 1,680 1,680 -45 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 25.0 2.6 87.1 64.0 91.3 91.5 8.7 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 3 2 17 19 19 23 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,314 COMMITMENTS 885 16,595 1,680 48,744 33,154 51,309 51,429 6,005 5,885 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,525) 105 1,575 0 1,370 -100 1,475 1,475 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.5 29.0 2.9 85.0 57.8 89.5 89.7 10.5 10.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 2 18 19 20 23 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,005 COMMITMENTS 21,300 0 2,530 17,145 38,970 40,975 41,500 3,030 2,505 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,485) 1,470 0 0 -105 1,425 1,365 1,425 120 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.4 0.0 5.7 39.0 88.6 93.1 94.3 6.9 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 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,625 COMMITMENTS 38,030 0 2,580 11,315 49,420 51,925 52,000 1,700 1,625 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,355) 1,470 0 0 -115 1,355 1,355 1,355 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 70.9 0.0 4.8 21.1 92.2 96.8 97.0 3.2 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 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 134,602 COMMITMENTS 8,695 2,175 6,700 92,397 99,122 107,792 107,997 26,810 26,605 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,630) 0 0 0 1,710 1,710 1,710 1,710 -80 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 1.6 5.0 68.6 73.6 80.1 80.2 19.9 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 2 2 27 27 33 29 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 113,610 COMMITMENTS 9,180 1,740 6,385 80,135 87,620 95,700 95,745 17,910 17,865 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,635) 0 0 0 1,480 1,480 1,480 1,480 155 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.1 1.5 5.6 70.5 77.1 84.2 84.3 15.8 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 2 3 23 25 28 28 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA FUTURES ONLY POSITIONS AS OF 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,780 COMMITMENTS 5,400 300 550 22,300 27,400 28,250 28,250 1,530 1,530 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 1,645) 0 0 0 1,800 1,800 1,800 1,800 -155 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.1 1.0 1.8 74.9 92.0 94.9 94.9 5.1 5.1 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 04/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,625 COMMITMENTS 4,525 300 500 23,040 27,305 28,065 28,105 1,560 1,520 CHANGES FROM 04/07/20 (CHANGE IN OPEN INTEREST: 2,100) 0 0 0 2,100 2,100 2,100 2,100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.3 1.0 1.7 77.8 92.2 94.7 94.9 5.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 1 15 12 18 14
Updated April 17, 2020