ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 06/30/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 89,691 COMMITMENTS 0 4,240 0 81,809 77,569 81,809 81,809 7,882 7,882 CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 871) 0 0 0 580 580 580 580 291 291 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.7 0.0 91.2 86.5 91.2 91.2 8.8 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 0 18 21 18 23 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB FUTURES ONLY POSITIONS AS OF 06/30/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 74,612 COMMITMENTS 0 4,700 0 68,457 63,757 68,457 68,457 6,155 6,155 CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 240) 0 20 0 0 -20 0 0 240 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.3 0.0 91.8 85.5 91.8 91.8 8.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 20 20 20 21 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI FUTURES ONLY POSITIONS AS OF 06/30/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,835 COMMITMENTS 2,240 1,005 0 20,875 21,810 23,115 22,815 2,720 3,020 CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -60) 0 0 0 -120 -120 -120 -120 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.7 3.9 0.0 80.8 84.4 89.5 88.3 10.5 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 1 0 13 12 17 13 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO FUTURES ONLY POSITIONS AS OF 06/30/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,661 COMMITMENTS 11,620 5,680 4,020 40,834 47,049 56,474 56,749 3,187 2,912 CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 403) 0 250 50 533 283 583 583 -180 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.5 9.5 6.7 68.4 78.9 94.7 95.1 5.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 2 19 17 22 20 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP FUTURES ONLY POSITIONS AS OF 06/30/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,872 COMMITMENTS 2,565 2,785 3,360 31,651 31,706 37,576 37,851 2,296 2,021 CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 338) 0 250 50 288 38 338 338 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 7.0 8.4 79.4 79.5 94.2 94.9 5.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 3 17 18 20 21 NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS FUTURES ONLY POSITIONS AS OF 06/30/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,233 COMMITMENTS 0 3,600 1,800 19,508 16,088 21,308 21,488 1,925 1,745 CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 15.5 7.7 84.0 69.2 91.7 92.5 8.3 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 16 13 17 15 NYISO.N.Y.C._month_off_dap - NODAL EXCHANGE Code-064CZT FUTURES ONLY POSITIONS AS OF 06/30/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,447 COMMITMENTS 0 325 1,800 16,435 16,550 18,235 18,675 1,212 772 CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 1.7 9.3 84.5 85.1 93.8 96.0 6.2 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 1 15 10 16 12 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU FUTURES ONLY POSITIONS AS OF 06/30/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,840 COMMITMENTS 885 16,420 90 31,545 15,755 32,520 32,265 1,320 1,575 CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 60 0 60 0 -60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 48.5 0.3 93.2 46.6 96.1 95.3 3.9 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 15 14 17 16 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 06/30/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 100,915 COMMITMENTS 13,125 4,755 1,515 67,505 75,805 82,145 82,075 18,770 18,840 CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 445) 300 0 0 150 450 450 450 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 4.7 1.5 66.9 75.1 81.4 81.3 18.6 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 2 18 23 20 26 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 06/30/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 95,990 COMMITMENTS 13,585 7,300 1,090 64,130 70,350 78,805 78,740 17,185 17,250 CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 575) 435 0 20 210 610 665 630 -90 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.2 7.6 1.1 66.8 73.3 82.1 82.0 17.9 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 3 18 21 21 25 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 06/30/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,174 COMMITMENTS 3,505 13,990 1,190 15,792 6,222 20,487 21,402 4,687 3,772 CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: -20) 0 40 -100 45 10 -55 -50 35 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.9 55.6 4.7 62.7 24.7 81.4 85.0 18.6 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 4 4 17 11 22 16 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 06/30/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,354 COMMITMENTS 3,505 12,355 1,730 14,745 6,865 19,980 20,950 4,374 3,404 CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 90) 0 40 -70 150 170 80 140 10 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.4 50.7 7.1 60.5 28.2 82.0 86.0 18.0 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 4 4 17 11 22 16 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM FUTURES ONLY POSITIONS AS OF 06/30/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,040 COMMITMENTS 28,555 0 25 33,570 61,485 62,150 61,510 1,890 2,530 CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.6 0.0 0.0 52.4 96.0 97.0 96.0 3.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 1 12 10 16 11 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 06/30/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,330 COMMITMENTS 27,350 115 190 33,945 61,480 61,485 61,785 2,845 2,545 CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 600) 200 50 -50 440 590 590 590 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.5 0.2 0.3 52.8 95.6 95.6 96.0 4.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 1 3 17 12 23 15 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 06/30/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,380 COMMITMENTS 18,760 115 540 32,620 51,415 51,920 52,070 2,460 2,310 CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 600) 200 50 -50 440 590 590 590 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.5 0.2 1.0 60.0 94.5 95.5 95.8 4.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 1 3 18 12 24 15 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 06/30/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,810 COMMITMENTS 2,330 4,760 530 13,570 11,585 16,430 16,875 3,380 2,935 CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 24.0 2.7 68.5 58.5 82.9 85.2 17.1 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 4 1 11 8 13 13 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 06/30/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 73,605 COMMITMENTS 17,890 21,300 2,310 47,115 44,045 67,315 67,655 6,290 5,950 CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 100) -100 0 40 -180 -280 -240 -240 340 340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 24.3 28.9 3.1 64.0 59.8 91.5 91.9 8.5 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 4 17 13 22 18 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 06/30/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,625 COMMITMENTS 14,060 21,300 2,310 46,340 39,140 62,710 62,750 4,915 4,875 CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 200) -100 0 40 -20 -120 -80 -80 280 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 20.8 31.5 3.4 68.5 57.9 92.7 92.8 7.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 4 17 14 22 19 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 06/30/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,997 COMMITMENTS 17,765 14,610 5,520 38,536 41,771 61,821 61,901 4,176 4,096 CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 2,420) 400 50 500 1,270 1,620 2,170 2,170 250 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.9 22.1 8.4 58.4 63.3 93.7 93.8 6.3 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 4 19 14 25 18 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 06/30/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,750 COMMITMENTS 9,115 10,210 5,815 36,522 35,697 51,452 51,722 3,298 3,028 CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 2,485) 400 50 500 1,335 1,685 2,235 2,235 250 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 18.6 10.6 66.7 65.2 94.0 94.5 6.0 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 5 19 14 25 19 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 06/30/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 192,314 COMMITMENTS 9,759 37,030 7,591 125,832 98,396 143,182 143,017 49,132 49,297 CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 5,000) 725 815 180 1,761 1,671 2,666 2,666 2,334 2,334 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.1 19.3 3.9 65.4 51.2 74.5 74.4 25.5 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 7 5 30 31 36 39 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 06/30/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 153,426 COMMITMENTS 8,334 20,695 7,851 98,918 86,392 115,103 114,938 38,323 38,488 CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 2,320) 615 955 -110 1,064 719 1,569 1,564 751 756 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.4 13.5 5.1 64.5 56.3 75.0 74.9 25.0 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 6 5 27 30 33 38 MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY FUTURES ONLY POSITIONS AS OF 06/30/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,585 COMMITMENTS 1,500 350 0 21,150 22,060 22,650 22,410 935 1,175 CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 890) 600 0 0 290 950 890 950 0 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 1.5 0.0 89.7 93.5 96.0 95.0 4.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 13 13 14 14 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 06/30/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 73,401 COMMITMENTS 2,305 3,935 8,945 57,746 56,346 68,996 69,226 4,405 4,175 CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 230) 50 0 100 230 280 380 380 -150 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.1 5.4 12.2 78.7 76.8 94.0 94.3 6.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 16 18 18 21 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 06/30/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,150 COMMITMENTS 1,820 3,385 9,370 44,345 42,900 55,535 55,655 6,615 6,495 CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 396) 250 0 0 -629 -379 -379 -379 775 775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.9 5.4 15.1 71.4 69.0 89.4 89.5 10.6 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 2 19 21 22 24 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC FUTURES ONLY POSITIONS AS OF 06/30/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,150 COMMITMENTS 16,900 1,550 3,230 22,090 37,960 42,220 42,740 3,930 3,410 CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 4,065) 300 600 0 3,570 3,270 3,870 3,870 195 195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 36.6 3.4 7.0 47.9 82.3 91.5 92.6 8.5 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 3 17 18 22 21 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD FUTURES ONLY POSITIONS AS OF 06/30/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,315 COMMITMENTS 33,045 1,930 2,030 17,720 49,045 52,795 53,005 2,520 2,310 CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 3,930) 0 600 0 3,860 3,260 3,860 3,860 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 59.7 3.5 3.7 32.0 88.7 95.4 95.8 4.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 3 15 18 18 21 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 06/30/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 154,883 COMMITMENTS 10,090 12,155 6,500 112,033 109,968 128,623 128,623 26,260 26,260 CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 845) 250 200 0 -1,330 -1,280 -1,080 -1,080 1,925 1,925 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.5 7.8 4.2 72.3 71.0 83.0 83.0 17.0 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 3 2 28 29 33 32 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 06/30/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 124,915 COMMITMENTS 4,730 7,455 9,070 95,320 92,550 109,120 109,075 15,795 15,840 CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST: 4,740) 250 0 50 4,065 4,315 4,365 4,365 375 375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 3.8 6.0 7.3 76.3 74.1 87.4 87.3 12.6 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 3 25 26 29 30
Updated July 06, 2020