ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 08/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 86,542 COMMITMENTS 660 3,430 0 78,612 75,842 79,272 79,272 7,270 7,270 CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 230) 660 0 0 -250 230 410 230 -180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.8 4.0 0.0 90.8 87.6 91.6 91.6 8.4 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 0 19 21 20 23 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB FUTURES ONLY POSITIONS AS OF 08/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 73,323 COMMITMENTS 480 3,850 0 66,853 63,483 67,333 67,333 5,990 5,990 CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 120) 480 0 0 -360 120 120 120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.7 5.3 0.0 91.2 86.6 91.8 91.8 8.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 21 20 22 21 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI FUTURES ONLY POSITIONS AS OF 08/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,680 COMMITMENTS 1,310 975 0 20,095 20,150 21,405 21,125 3,275 3,555 CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 4.0 0.0 81.4 81.6 86.7 85.6 13.3 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 0 12 13 15 14 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO FUTURES ONLY POSITIONS AS OF 08/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,327 COMMITMENTS 11,620 8,795 3,430 42,861 45,951 57,911 58,176 3,416 3,151 CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 495) 0 300 -50 545 245 495 495 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 18.9 14.3 5.6 69.9 74.9 94.4 94.9 5.6 5.1 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 08/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,536 COMMITMENTS 2,215 5,235 3,315 33,805 31,060 39,335 39,610 2,201 1,926 CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 800) 0 0 0 800 800 800 800 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 5.3 12.6 8.0 81.4 74.8 94.7 95.4 5.3 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 3 16 17 19 20 NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS FUTURES ONLY POSITIONS AS OF 08/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,866 COMMITMENTS 0 3,155 1,800 18,405 15,430 20,205 20,385 1,661 1,481 CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.0 14.4 8.2 84.2 70.6 92.4 93.2 7.6 6.8 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 08/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 94,903 COMMITMENTS 13,395 2,378 2,785 61,133 72,135 77,313 77,298 17,590 17,605 CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,484) 1,320 -67 145 -686 701 779 779 705 705 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.1 2.5 2.9 64.4 76.0 81.5 81.4 18.5 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 3 19 22 22 27 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 08/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,884 COMMITMENTS 14,490 4,780 1,755 58,589 68,259 74,834 74,794 16,050 16,090 CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,130) 1,290 -180 25 -920 550 395 395 735 735 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.9 5.3 1.9 64.5 75.1 82.3 82.3 17.7 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 3 18 22 21 26 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 08/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,662 COMMITMENTS 2,955 12,415 960 14,553 5,523 18,468 18,898 4,194 3,764 CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 825) 0 600 0 455 -145 455 455 370 370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 54.8 4.2 64.2 24.4 81.5 83.4 18.5 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 5 4 18 10 23 16 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 08/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,282 COMMITMENTS 2,955 11,445 1,220 14,249 6,189 18,424 18,854 3,858 3,428 CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 825) 0 600 0 470 -130 470 470 355 355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.3 51.4 5.5 63.9 27.8 82.7 84.6 17.3 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 5 4 18 10 23 16 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI FUTURES ONLY POSITIONS AS OF 08/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,198 COMMITMENTS 10,940 5,325 995 15,451 21,801 27,386 28,121 1,812 1,077 CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.5 18.2 3.4 52.9 74.7 93.8 96.3 6.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 1 13 8 15 11 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM FUTURES ONLY POSITIONS AS OF 08/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 72,862 COMMITMENTS 35,350 0 0 35,490 70,480 70,840 70,480 2,022 2,382 CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 350) 175 0 0 125 350 300 350 50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 48.5 0.0 0.0 48.7 96.7 97.2 96.7 2.8 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 0 0 13 14 17 14 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN FUTURES ONLY POSITIONS AS OF 08/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 71,885 COMMITMENTS 34,075 0 0 36,120 69,875 70,195 69,875 1,690 2,010 CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -30) 0 0 0 -40 -40 -40 -40 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 47.4 0.0 0.0 50.2 97.2 97.6 97.2 2.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 0 0 14 12 18 12 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 08/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,185 COMMITMENTS 24,950 295 175 30,520 55,480 55,645 55,950 2,540 2,235 CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 42.9 0.5 0.3 52.5 95.4 95.6 96.2 4.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 3 16 13 21 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 08/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,260 COMMITMENTS 17,250 245 525 29,305 46,470 47,080 47,240 2,180 2,020 CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.0 0.5 1.1 59.5 94.3 95.6 95.9 4.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 3 17 13 22 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG FUTURES ONLY POSITIONS AS OF 08/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,130 COMMITMENTS 2,170 3,640 530 11,060 10,060 13,760 14,230 3,370 2,900 CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.7 21.2 3.1 64.6 58.7 80.3 83.1 19.7 16.9 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 08/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,150 COMMITMENTS 18,235 17,475 1,870 41,735 42,835 61,840 62,180 6,310 5,970 CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,290) 900 0 -300 5 905 605 605 685 685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 26.8 25.6 2.7 61.2 62.9 90.7 91.2 9.3 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 2 3 16 15 24 19 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 08/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,715 COMMITMENTS 14,295 17,475 1,870 40,605 37,510 56,770 56,855 4,945 4,860 CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 440) 900 0 -300 -600 300 0 0 440 440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.2 28.3 3.0 65.8 60.8 92.0 92.1 8.0 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 2 3 16 15 24 19 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 08/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,077 COMMITMENTS 18,630 13,350 5,450 37,799 43,134 61,879 61,934 3,198 3,143 CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -35) 0 -540 40 -35 505 5 5 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.6 20.5 8.4 58.1 66.3 95.1 95.2 4.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 3 4 20 13 26 17 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 08/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,171 COMMITMENTS 10,755 9,235 5,690 34,958 36,703 51,403 51,628 2,768 2,543 CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -35) 0 -540 0 -35 505 -35 -35 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 19.9 17.0 10.5 64.5 67.8 94.9 95.3 5.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 3 4 20 13 26 17 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 08/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 191,927 COMMITMENTS 1,675 46,630 12,005 132,473 87,438 146,153 146,073 45,774 45,854 CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 2,875) 5 3,210 -315 1,845 -1,310 1,535 1,585 1,340 1,290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.9 24.3 6.3 69.0 45.6 76.2 76.1 23.8 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 6 4 28 30 33 38 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 08/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 153,155 COMMITMENTS 2,015 32,395 11,415 103,429 72,974 116,859 116,784 36,296 36,371 CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 1,985) 5 3,210 -375 2,875 -280 2,505 2,555 -520 -570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.3 21.2 7.5 67.5 47.6 76.3 76.3 23.7 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 6 4 27 30 32 38 MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY FUTURES ONLY POSITIONS AS OF 08/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,325 COMMITMENTS 2,100 250 0 19,900 21,810 22,000 22,060 1,325 1,265 CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 475) 0 0 0 175 475 175 475 300 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 9.0 1.1 0.0 85.3 93.5 94.3 94.6 5.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 13 14 14 15 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 08/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,694 COMMITMENTS 1,198 3,530 8,150 54,601 52,364 63,949 64,044 4,745 4,650 CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 478) 83 0 0 380 458 463 458 15 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.7 5.1 11.9 79.5 76.2 93.1 93.2 6.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 2 16 19 19 22 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 08/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,057 COMMITMENTS 1,150 3,155 8,325 42,822 41,072 52,297 52,552 6,760 6,505 CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 270) 0 0 0 415 415 415 415 -145 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 5.3 14.1 72.5 69.5 88.6 89.0 11.4 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 2 18 19 21 22 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC FUTURES ONLY POSITIONS AS OF 08/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,602 COMMITMENTS 6,605 2,220 6,955 27,027 31,582 40,587 40,757 4,015 3,845 CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 155) 0 0 0 255 -45 255 -45 -100 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 14.8 5.0 15.6 60.6 70.8 91.0 91.4 9.0 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 1 3 16 19 21 22 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD FUTURES ONLY POSITIONS AS OF 08/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,400 COMMITMENTS 22,325 2,480 5,125 19,780 39,340 47,230 46,945 3,170 3,455 CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: -25) 0 0 0 -40 -340 -40 -340 15 315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 44.3 4.9 10.2 39.2 78.1 93.7 93.1 6.3 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 3 15 17 18 20 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 08/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 159,489 COMMITMENTS 10,485 1,520 8,365 111,689 120,659 130,539 130,544 28,950 28,945 CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 2,910) 0 0 0 3,305 3,305 3,305 3,305 -395 -395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 6.6 1.0 5.2 70.0 75.7 81.8 81.9 18.2 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 4 3 29 30 35 34 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 08/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 127,625 COMMITMENTS 8,955 770 7,935 91,015 99,135 107,905 107,840 19,720 19,785 CHANGES FROM 08/18/20 (CHANGE IN OPEN INTEREST: 2,475) 0 0 0 2,410 2,360 2,410 2,360 65 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 7.0 0.6 6.2 71.3 77.7 84.5 84.5 15.5 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 3 26 28 30 32
Updated August 28, 2020