ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 89,132 COMMITMENTS 0 4,405 0 81,996 77,591 81,996 81,996 7,136 7,136 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 1,386) 0 300 -75 1,439 1,139 1,364 1,364 22 22 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.9 0.0 92.0 87.1 92.0 92.0 8.0 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 0 19 21 19 23 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 74,278 COMMITMENTS 0 4,960 0 68,668 63,708 68,668 68,668 5,610 5,610 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 1,060) 0 0 0 1,060 1,060 1,060 1,060 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.7 0.0 92.4 85.8 92.4 92.4 7.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 19 20 19 21 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,130 COMMITMENTS 2,030 1,020 150 19,375 20,080 21,555 21,250 2,575 2,880 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -70) 0 0 0 -70 -70 -70 -70 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.4 4.2 0.6 80.3 83.2 89.3 88.1 10.7 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 1 1 10 12 14 14 NYISO.CENTRL_month_on_dap - NODAL EXCHANGE Code-064CTQ FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,290 COMMITMENTS 1,625 0 150 11,905 13,650 13,680 13,800 610 490 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 780) 0 0 0 780 780 780 780 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.4 0.0 1.0 83.3 95.5 95.7 96.6 4.3 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 11 13 13 14 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,271 COMMITMENTS 11,620 4,670 4,170 39,498 46,728 55,288 55,568 3,983 3,703 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 480) 0 -600 100 -220 380 -120 -120 600 600 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.6 7.9 7.0 66.6 78.8 93.3 93.8 6.7 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 2 17 17 20 20 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,234 COMMITMENTS 2,765 1,720 3,325 30,810 32,135 36,900 37,180 2,334 2,054 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -250) 0 0 0 -250 -250 -250 -250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 4.4 8.5 78.5 81.9 94.1 94.8 5.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 3 16 16 19 19 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,325 COMMITMENTS 1,010 15,820 90 30,625 16,215 31,725 32,125 1,600 1,200 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.0 47.5 0.3 91.9 48.7 95.2 96.4 4.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 16 15 18 17 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 101,560 COMMITMENTS 12,955 4,365 2,220 67,675 76,285 82,850 82,870 18,710 18,690 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 615) 400 -25 5 110 535 515 515 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 4.3 2.2 66.6 75.1 81.6 81.6 18.4 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 4 18 22 22 26 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 97,152 COMMITMENTS 13,275 7,050 1,625 64,607 70,842 79,507 79,517 17,645 17,635 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 720) 375 0 -40 330 705 665 665 55 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 7.3 1.7 66.5 72.9 81.8 81.8 18.2 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 4 18 20 22 24 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,005 COMMITMENTS 3,410 14,760 1,620 17,289 6,804 22,319 23,184 4,686 3,821 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 390) 0 490 0 390 -100 390 390 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.6 54.7 6.0 64.0 25.2 82.6 85.9 17.4 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 5 5 19 13 25 19 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,595 COMMITMENTS 3,410 13,225 2,585 16,125 7,170 22,120 22,980 4,475 3,615 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 490) 0 490 0 490 0 490 490 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.8 49.7 9.7 60.6 27.0 83.2 86.4 16.8 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 5 5 19 13 25 19 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,158 COMMITMENTS 11,890 5,465 1,055 15,754 23,024 28,699 29,544 2,459 1,614 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 25) 0 25 0 25 0 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.2 17.5 3.4 50.6 73.9 92.1 94.8 7.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 2 13 7 16 10 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,245 COMMITMENTS 30,445 0 15 33,545 63,865 64,005 63,880 2,240 2,365 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 320) -215 0 0 535 320 320 320 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 46.0 0.0 0.0 50.6 96.4 96.6 96.4 3.4 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 0 1 14 13 18 14 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,737 COMMITMENTS 30,420 0 15 35,127 65,447 65,562 65,462 2,175 2,275 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 250) 0 0 0 250 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.9 0.0 0.0 51.9 96.6 96.8 96.6 3.2 3.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 1 13 12 17 13 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,415 COMMITMENTS 25,010 175 1,175 33,515 58,530 59,700 59,880 2,715 2,535 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 1,910) 1,550 -75 10 400 2,025 1,960 1,960 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 40.1 0.3 1.9 53.7 93.8 95.7 95.9 4.3 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 1 4 19 12 25 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,320 COMMITMENTS 16,560 165 1,235 32,015 48,590 49,810 49,990 2,510 2,330 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 1,880) 1,550 -75 -20 400 2,025 1,930 1,930 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 31.7 0.3 2.4 61.2 92.9 95.2 95.5 4.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 1 4 20 12 26 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,100 COMMITMENTS 2,220 5,050 810 14,690 12,475 17,720 18,335 3,380 2,765 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.5 23.9 3.8 69.6 59.1 84.0 86.9 16.0 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 4 2 13 11 16 16 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,170 COMMITMENTS 3,055 5,175 540 14,120 12,410 17,715 18,125 2,455 2,045 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 25.7 2.7 70.0 61.5 87.8 89.9 12.2 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 4 2 13 9 15 14 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 75,995 COMMITMENTS 18,575 22,340 2,470 49,310 45,755 70,355 70,565 5,640 5,430 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 1,490) 1,000 -500 300 90 1,590 1,390 1,390 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.4 29.4 3.3 64.9 60.2 92.6 92.9 7.4 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 3 19 13 24 17 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,685 COMMITMENTS 14,470 22,340 2,470 48,205 40,350 65,145 65,160 4,540 4,525 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 1,240) 1,000 -500 300 -310 1,190 990 990 250 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 32.1 3.5 69.2 57.9 93.5 93.5 6.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 3 19 15 24 19 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,092 COMMITMENTS 18,140 14,140 4,470 37,381 41,476 59,991 60,086 4,101 4,006 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 905) 525 250 0 430 705 955 955 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.3 22.1 7.0 58.3 64.7 93.6 93.7 6.4 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 3 18 13 23 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,197 COMMITMENTS 9,035 9,660 5,180 34,894 34,564 49,109 49,404 3,088 2,793 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 900) 525 250 0 325 600 850 850 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.3 18.5 9.9 66.9 66.2 94.1 94.6 5.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 5 18 13 23 18 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 190,304 COMMITMENTS 8,526 32,605 9,419 125,711 101,692 143,656 143,716 46,648 46,588 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 2,365) -170 2,785 -1,375 3,360 405 1,815 1,815 550 550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.5 17.1 4.9 66.1 53.4 75.5 75.5 24.5 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 6 5 30 33 35 41 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 150,658 COMMITMENTS 7,946 16,200 9,171 96,468 88,029 113,585 113,400 37,073 37,258 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 2,370) -410 2,800 -1,255 3,100 -110 1,435 1,435 935 935 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 10.8 6.1 64.0 58.4 75.4 75.3 24.6 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 6 5 26 29 31 37 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 72,966 COMMITMENTS 1,385 5,675 7,575 59,231 55,061 68,191 68,311 4,775 4,655 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: -125) 0 -225 0 225 350 225 125 -350 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 7.8 10.4 81.2 75.5 93.5 93.6 6.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 2 17 20 19 23 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,809 COMMITMENTS 1,065 5,725 7,600 45,054 40,514 53,719 53,839 6,090 5,970 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 185) 50 -825 600 -395 480 255 255 -70 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.8 9.6 12.7 75.3 67.7 89.8 90.0 10.2 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 19 20 21 23 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,725 COMMITMENTS 16,295 0 3,730 17,905 34,760 37,930 38,490 3,795 3,235 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 5) -780 0 0 595 -125 -185 -125 190 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.1 0.0 8.9 42.9 83.3 90.9 92.2 9.1 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 0 3 16 18 20 21 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,400 COMMITMENTS 33,045 230 2,600 13,855 46,730 49,500 49,560 1,900 1,840 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 860) -780 50 175 990 160 385 385 475 475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 64.3 0.4 5.1 27.0 90.9 96.3 96.4 3.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 3 15 18 18 21 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 154,299 COMMITMENTS 9,070 9,300 6,185 112,174 111,944 127,429 127,429 26,870 26,870 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 2,085) 75 1,245 -100 2,410 1,240 2,385 2,385 -300 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 6.0 4.0 72.7 72.6 82.6 82.6 17.4 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 2 2 27 29 32 31 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 117,710 COMMITMENTS 3,600 4,890 9,065 88,540 87,190 101,205 101,145 16,505 16,565 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 135) 75 2,195 -780 1,130 -1,560 425 -145 -290 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 4.2 7.7 75.2 74.1 86.0 85.9 14.0 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 3 25 25 29 28 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,350 COMMITMENTS 4,705 300 945 21,435 25,850 27,085 27,095 1,265 1,255 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 1.1 3.3 75.6 91.2 95.5 95.6 4.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 2 15 12 17 15 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB FUTURES ONLY POSITIONS AS OF 05/26/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,635 COMMITMENTS 4,420 300 500 22,005 26,165 26,925 26,965 1,710 1,670 CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.4 1.0 1.7 76.8 91.4 94.0 94.2 6.0 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 1 15 12 17 14
Updated May 29, 2020