ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 76,447 COMMITMENTS 0 4,018 165 68,249 64,231 68,414 68,414 8,033 8,033 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 376) 0 0 0 -92 -92 -92 -92 468 468 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.3 0.2 89.3 84.0 89.5 89.5 10.5 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 18 21 19 23 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,692 COMMITMENTS 0 4,270 235 57,468 53,198 57,703 57,703 6,989 6,989 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 71) 0 0 0 -179 -179 -179 -179 250 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.6 0.4 88.8 82.2 89.2 89.2 10.8 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 15 21 16 22 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,880 COMMITMENTS 2,140 1,380 0 20,790 21,410 22,930 22,790 2,950 3,090 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 220) 0 0 0 240 240 240 240 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 5.3 0.0 80.3 82.7 88.6 88.1 11.4 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 0 9 15 12 17 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,470 COMMITMENTS 2,160 1,290 25 19,185 19,915 21,370 21,230 2,100 2,240 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 120) 0 0 0 290 290 290 290 -170 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 5.5 0.1 81.7 84.9 91.1 90.5 8.9 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 1 9 15 13 17 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,621 COMMITMENTS 10,640 3,680 5,985 37,615 44,750 54,240 54,415 4,381 4,206 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 1,705) 300 530 -280 1,757 1,527 1,777 1,777 -72 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 6.3 10.2 64.2 76.3 92.5 92.8 7.5 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 3 21 22 24 25 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,449 COMMITMENTS 2,495 385 4,615 26,936 29,451 34,046 34,451 3,403 2,998 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 465) 300 0 -300 465 765 465 465 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 1.0 12.3 71.9 78.6 90.9 92.0 9.1 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 3 18 20 21 23 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,640 COMMITMENTS 535 14,610 730 26,020 12,295 27,285 27,635 1,355 1,005 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 1,040) 300 0 -50 790 910 1,040 860 0 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 51.0 2.5 90.9 42.9 95.3 96.5 4.7 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 2 2 14 12 16 15 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 101,471 COMMITMENTS 14,905 3,195 2,725 63,706 75,116 81,336 81,036 20,135 20,435 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 790) -465 630 -270 980 -115 245 245 545 545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 3.1 2.7 62.8 74.0 80.2 79.9 19.8 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 1 5 4 20 24 24 30 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 95,654 COMMITMENTS 15,565 6,160 1,320 59,389 68,439 76,274 75,919 19,380 19,735 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 555) -640 555 -75 995 -200 280 280 275 275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 6.4 1.4 62.1 71.5 79.7 79.4 20.3 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 4 3 20 23 23 28 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,053 COMMITMENTS 3,830 10,745 1,100 15,599 9,599 20,529 21,444 4,524 3,609 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 520) 0 -50 60 382 432 442 442 78 78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 42.9 4.4 62.3 38.3 81.9 85.6 18.1 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 5 4 18 13 23 19 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,203 COMMITMENTS 3,695 9,685 2,300 15,045 9,950 21,040 21,935 4,163 3,268 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 110) 0 -50 0 60 110 60 60 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 38.4 9.1 59.7 39.5 83.5 87.0 16.5 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 4 4 18 13 23 19 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,619 COMMITMENTS 12,175 4,860 820 17,150 25,010 30,145 30,690 2,474 1,929 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 705) 0 1,670 -265 1,319 -351 1,054 1,054 -349 -349 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.3 14.9 2.5 52.6 76.7 92.4 94.1 7.6 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 4 2 15 9 18 13 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,367 COMMITMENTS 12,175 5,405 190 14,837 21,977 27,202 27,572 2,165 1,795 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 740) 0 1,470 -455 1,220 -250 765 765 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.5 18.4 0.6 50.5 74.8 92.6 93.9 7.4 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 4 1 14 8 16 12 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,856 COMMITMENTS 25,980 0 45 25,830 51,695 51,855 51,740 3,001 3,116 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 1,395) 1,300 0 45 50 1,350 1,395 1,395 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.4 0.0 0.1 47.1 94.2 94.5 94.3 5.5 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 5 0 1 12 15 17 16 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,729 COMMITMENTS 25,775 0 45 28,789 54,410 54,609 54,455 3,120 3,274 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 1,295) 1,200 0 45 50 1,250 1,295 1,295 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.6 0.0 0.1 49.9 94.3 94.6 94.3 5.4 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 0 1 14 14 18 15 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,175 COMMITMENTS 22,369 0 1,995 27,671 50,220 52,035 52,215 3,140 2,960 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 385) 500 0 -130 -150 350 220 220 165 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.5 0.0 3.6 50.2 91.0 94.3 94.6 5.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 0 3 19 12 26 15 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,950 COMMITMENTS 21,794 0 2,095 27,231 49,205 51,120 51,300 2,830 2,650 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 255) 300 0 -100 -45 255 155 155 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.4 0.0 3.9 50.5 91.2 94.8 95.1 5.2 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 0 3 19 12 26 15 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,675 COMMITMENTS 865 5,455 1,695 17,980 13,550 20,540 20,700 2,135 1,975 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 1,945) 730 -1,670 615 600 3,000 1,945 1,945 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 24.1 7.5 79.3 59.8 90.6 91.3 9.4 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 4 2 14 11 17 16 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,840 COMMITMENTS 1,920 5,530 1,180 16,690 13,535 19,790 20,245 2,050 1,595 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 2,230) 1,835 -565 -205 600 3,000 2,230 2,230 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 25.3 5.4 76.4 62.0 90.6 92.7 9.4 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 4 2 13 10 16 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 73,185 COMMITMENTS 23,035 17,970 1,860 42,840 47,965 67,735 67,795 5,450 5,390 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -1,030) -150 -1,200 0 -855 195 -1,005 -1,005 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 24.6 2.5 58.5 65.5 92.6 92.6 7.4 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 2 5 17 16 24 21 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,530 COMMITMENTS 20,180 17,970 1,820 42,435 44,705 64,435 64,495 5,095 5,035 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -1,050) -450 -1,200 0 -545 205 -995 -995 -55 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 25.8 2.6 61.0 64.3 92.7 92.8 7.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 2 4 18 18 25 22 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,227 COMMITMENTS 14,593 14,470 4,015 40,007 40,470 58,615 58,955 3,612 3,272 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 990) 150 905 25 763 8 938 938 52 52 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 23.3 6.5 64.3 65.0 94.2 94.7 5.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 2 3 22 14 28 18 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,884 COMMITMENTS 6,898 10,215 4,360 37,443 34,466 48,701 49,041 2,183 1,843 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 1,605) -50 1,230 -75 1,669 389 1,544 1,544 61 61 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.6 20.1 8.6 73.6 67.7 95.7 96.4 4.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 2 5 21 14 28 19 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 175,172 COMMITMENTS 1,300 28,870 12,642 123,236 95,726 137,178 137,238 37,994 37,934 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 2,165) 0 200 230 1,685 1,485 1,915 1,915 250 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 16.5 7.2 70.4 54.6 78.3 78.3 21.7 21.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 1 7 4 28 33 32 41 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 148,953 COMMITMENTS 2,512 25,407 11,156 105,297 82,462 118,965 119,025 29,988 29,928 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 1,830) 250 -500 -530 1,865 2,615 1,585 1,585 245 245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 17.1 7.5 70.7 55.4 79.9 79.9 20.1 20.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 6 6 25 30 31 38 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,425 COMMITMENTS 0 13,365 2,600 57,095 43,730 59,695 59,695 5,730 5,730 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 120) 0 -1,270 735 -585 685 150 150 -30 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 20.4 4.0 87.3 66.8 91.2 91.2 8.8 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 4 2 18 19 20 23 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,035 COMMITMENTS 0 13,335 2,630 48,450 35,115 51,080 51,080 5,955 5,955 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 485) 0 -965 905 -265 655 640 595 -155 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 23.4 4.6 84.9 61.6 89.6 89.6 10.4 10.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 0 3 2 18 20 20 23 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,200 COMMITMENTS 18,845 0 1,975 19,355 38,540 40,175 40,515 3,025 2,685 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -805) -1,375 0 470 60 -1,270 -845 -800 40 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.6 0.0 4.6 44.8 89.2 93.0 93.8 7.0 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 0 3 17 19 21 22 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,710 COMMITMENTS 31,310 0 2,280 13,635 45,050 47,225 47,330 1,485 1,380 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: -730) -1,345 -15 440 125 -1,205 -780 -780 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.3 0.0 4.7 28.0 92.5 97.0 97.2 3.0 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 3 14 15 18 18 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 167,113 COMMITMENTS 10,865 2,215 7,310 108,567 117,034 126,742 126,559 40,372 40,555 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 1,188) 260 -960 1,240 -1,954 679 -454 959 1,643 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 1.3 4.4 65.0 70.0 75.8 75.7 24.2 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 1 3 30 28 36 31 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 117,410 COMMITMENTS 9,610 2,085 7,495 80,990 88,635 98,095 98,215 19,315 19,195 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 3,300) 1,155 25 395 1,075 2,265 2,625 2,685 675 615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 1.8 6.4 69.0 75.5 83.5 83.7 16.5 16.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 2 4 3 27 26 31 31 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,710 COMMITMENTS 5,505 300 670 23,000 28,245 29,175 29,215 1,535 1,495 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 350) 0 0 0 280 280 280 280 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 1.0 2.2 74.9 92.0 95.0 95.1 5.0 4.9 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,075 COMMITMENTS 4,390 300 635 23,370 27,950 28,395 28,885 1,680 1,190 CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST: 280) 0 0 0 280 280 280 280 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 1.0 2.1 77.7 92.9 94.4 96.0 5.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 2 14 11 16 14
Updated February 28, 2020