ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 89,523 COMMITMENTS 0 4,055 0 81,993 77,938 81,993 81,993 7,530 7,530 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 965) 0 0 0 880 880 880 880 85 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 4.5 0.0 91.6 87.1 91.6 91.6 8.4 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 0 17 21 17 23 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB FUTURES ONLY POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 74,499 COMMITMENTS 0 4,580 0 68,334 63,754 68,334 68,334 6,165 6,165 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 735) 0 0 0 640 640 640 640 95 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 6.1 0.0 91.7 85.6 91.7 91.7 8.3 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 20 19 20 20 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI FUTURES ONLY POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,930 COMMITMENTS 1,500 990 0 20,845 21,065 22,345 22,055 3,585 3,875 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 935) -350 0 0 425 75 75 75 860 860 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.8 3.8 0.0 80.4 81.2 86.2 85.1 13.8 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 0 13 13 16 14 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO FUTURES ONLY POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,825 COMMITMENTS 11,620 6,500 3,745 40,936 46,326 56,301 56,571 3,524 3,254 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 543) 0 0 0 360 360 360 360 183 183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.4 10.9 6.3 68.4 77.4 94.1 94.6 5.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 2 18 18 21 21 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP FUTURES ONLY POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,834 COMMITMENTS 2,365 3,790 3,315 31,778 30,623 37,458 37,728 2,376 2,106 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -180 -180 -180 -180 180 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.9 9.5 8.3 79.8 76.9 94.0 94.7 6.0 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 3 16 18 19 21 NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS FUTURES ONLY POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,526 COMMITMENTS 0 3,340 1,800 18,985 15,825 20,785 20,965 1,741 1,561 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 146) 0 0 0 360 360 360 360 -214 -214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 14.8 8.0 84.3 70.3 92.3 93.1 7.7 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 17 14 18 16 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 97,330 COMMITMENTS 11,480 3,885 1,800 65,920 73,470 79,200 79,155 18,130 18,175 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -580) 0 -780 0 -1,080 -300 -1,080 -1,080 500 500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 11.8 4.0 1.8 67.7 75.5 81.4 81.3 18.6 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 2 19 22 21 25 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 93,705 COMMITMENTS 12,435 6,355 1,475 63,245 69,255 77,155 77,085 16,550 16,620 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -230) 0 -780 350 -1,230 -450 -880 -880 650 650 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 6.8 1.6 67.5 73.9 82.3 82.3 17.7 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 2 18 21 21 24 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,553 COMMITMENTS 3,230 13,015 995 14,837 5,917 19,062 19,927 4,491 3,626 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.7 55.3 4.2 63.0 25.1 80.9 84.6 19.1 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 4 4 17 10 22 15 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,908 COMMITMENTS 3,230 11,600 1,465 14,009 6,559 18,704 19,624 4,204 3,284 CHANGES FROM 07/21/20 (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 50.6 6.4 61.2 28.6 81.6 85.7 18.4 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 4 4 17 10 22 15 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM FUTURES ONLY POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 71,902 COMMITMENTS 36,965 0 0 32,975 69,900 69,940 69,900 1,962 2,002 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 1,117) 300 0 0 730 1,195 1,030 1,195 87 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 51.4 0.0 0.0 45.9 97.2 97.3 97.2 2.7 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 0 0 11 13 15 13 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN FUTURES ONLY POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 72,130 COMMITMENTS 35,865 0 0 34,625 70,085 70,490 70,085 1,640 2,045 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 49.7 0.0 0.0 48.0 97.2 97.7 97.2 2.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 0 0 12 11 16 11 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,400 COMMITMENTS 26,295 80 190 32,150 58,665 58,635 58,935 2,765 2,465 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 25) 0 25 0 25 0 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.8 0.1 0.3 52.4 95.5 95.5 96.0 4.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 3 16 12 21 15 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,110 COMMITMENTS 18,105 80 540 31,075 49,250 49,720 49,870 2,390 2,240 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 75) 0 25 0 75 50 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 34.7 0.2 1.0 59.6 94.5 95.4 95.7 4.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 3 17 12 22 15 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,600 COMMITMENTS 2,280 4,085 530 12,315 10,970 15,125 15,585 3,475 3,015 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.3 22.0 2.8 66.2 59.0 81.3 83.8 18.7 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 1 11 9 13 13 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,720 COMMITMENTS 17,610 21,150 2,110 44,040 40,855 63,760 64,115 5,960 5,605 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 360) 675 0 0 -315 360 360 360 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 25.3 30.3 3.0 63.2 58.6 91.5 92.0 8.5 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 2 4 16 15 23 20 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,180 COMMITMENTS 13,750 21,150 2,110 43,530 36,225 59,390 59,485 4,790 4,695 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 150) 625 0 0 -550 75 75 75 75 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 21.4 33.0 3.3 67.8 56.4 92.5 92.7 7.5 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 2 4 16 14 23 19 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,667 COMMITMENTS 17,710 13,895 5,620 37,968 41,853 61,298 61,368 3,369 3,299 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 505) 600 75 25 75 600 700 700 -195 -195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 27.4 21.5 8.7 58.7 64.7 94.8 94.9 5.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 3 4 20 14 26 18 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,245 COMMITMENTS 9,460 9,860 5,890 36,318 36,168 51,668 51,918 2,577 2,327 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 675) 600 100 0 350 850 950 950 -275 -275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.4 18.2 10.9 67.0 66.7 95.2 95.7 4.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 3 4 20 14 26 18 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 194,013 COMMITMENTS 1,395 37,933 12,115 131,790 95,107 145,300 145,155 48,713 48,858 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 1,561) -25 1,630 -275 2,011 356 1,711 1,711 -150 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 19.6 6.2 67.9 49.0 74.9 74.8 25.1 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 7 5 29 31 35 39 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 154,076 COMMITMENTS 1,545 23,218 11,390 102,444 80,626 115,379 115,234 38,697 38,842 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 1,590) -80 1,500 -195 2,115 535 1,840 1,840 -250 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.0 15.1 7.4 66.5 52.3 74.9 74.8 25.1 25.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 7 5 27 30 33 38 MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY FUTURES ONLY POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,575 COMMITMENTS 2,100 300 0 20,665 22,225 22,765 22,525 810 1,050 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 600) 600 0 0 0 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 1.3 0.0 87.7 94.3 96.6 95.5 3.4 4.5 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 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 70,251 COMMITMENTS 1,880 3,590 8,815 54,991 53,391 65,686 65,796 4,565 4,455 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 695) 0 0 0 650 650 650 650 45 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 5.1 12.5 78.3 76.0 93.5 93.7 6.5 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 2 16 19 18 22 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,337 COMMITMENTS 1,655 3,040 9,065 42,897 41,767 53,617 53,872 6,720 6,465 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 762) 0 0 0 742 742 742 742 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.7 5.0 15.0 71.1 69.2 88.9 89.3 11.1 10.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 2 17 19 20 22 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC FUTURES ONLY POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,737 COMMITMENTS 7,365 2,185 6,405 27,957 33,632 41,727 42,222 4,010 3,515 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 347) 0 600 0 302 -298 302 302 45 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.1 4.8 14.0 61.1 73.5 91.2 92.3 8.8 7.7 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 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,490 COMMITMENTS 23,260 2,455 4,315 20,300 41,285 47,875 48,055 3,615 3,435 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -315) 0 600 0 -445 -1,045 -445 -445 130 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 45.2 4.8 8.4 39.4 80.2 93.0 93.3 7.0 6.7 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 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 154,647 COMMITMENTS 9,925 2,270 7,900 107,287 114,942 125,112 125,112 29,535 29,535 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: 875) 25 0 0 850 875 875 875 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.4 1.5 5.1 69.4 74.3 80.9 80.9 19.1 19.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 3 2 28 30 33 33 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 07/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 122,820 COMMITMENTS 7,650 865 8,195 89,455 96,210 105,300 105,270 17,520 17,550 CHANGES FROM 07/21/20 (CHANGE IN OPEN INTEREST: -270) 25 0 -25 -440 -415 -440 -440 170 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.2 0.7 6.7 72.8 78.3 85.7 85.7 14.3 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 2 3 25 27 29 31
Updated July 31, 2020