ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 78,511 COMMITMENTS 0 3,943 140 70,222 66,279 70,362 70,362 8,149 8,149 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 2,064) 0 -75 -25 1,973 2,048 1,948 1,948 116 116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.0 0.2 89.4 84.4 89.6 89.6 10.4 10.4 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 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,289 COMMITMENTS 0 4,270 235 58,124 53,854 58,359 58,359 6,930 6,930 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 597) 0 0 0 656 656 656 656 -59 -59 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.5 0.4 89.0 82.5 89.4 89.4 10.6 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 16 21 17 22 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,245 COMMITMENTS 2,140 1,380 0 20,925 21,545 23,065 22,925 3,180 3,320 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 365) 0 0 0 135 135 135 135 230 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 5.3 0.0 79.7 82.1 87.9 87.3 12.1 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 2 0 10 15 13 17 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,330 COMMITMENTS 2,160 1,290 25 19,090 19,820 21,275 21,135 2,055 2,195 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -140) 0 0 0 -95 -95 -95 -95 -45 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 5.5 0.1 81.8 85.0 91.2 90.6 8.8 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 1 10 15 14 17 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,517 COMMITMENTS 10,590 3,980 5,935 38,621 45,406 55,146 55,321 4,371 4,196 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 896) -50 300 -50 1,006 656 906 906 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 6.7 10.0 64.9 76.3 92.7 92.9 7.3 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 3 21 21 24 24 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,650 COMMITMENTS 2,485 385 4,615 29,310 31,815 36,410 36,815 3,240 2,835 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 2,201) -10 0 0 2,374 2,364 2,364 2,364 -163 -163 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 1.0 11.6 73.9 80.2 91.8 92.8 8.2 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 3 19 20 22 23 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,580 COMMITMENTS 535 14,610 730 25,960 12,235 27,225 27,575 1,355 1,005 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -60) 0 0 0 -60 -60 -60 -60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 51.1 2.6 90.8 42.8 95.3 96.5 4.7 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 2 2 15 12 17 15 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 101,751 COMMITMENTS 14,905 3,120 2,725 64,116 75,151 81,746 80,996 20,005 20,755 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 280) 0 -75 0 410 35 410 -40 -130 320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 3.1 2.7 63.0 73.9 80.3 79.6 19.7 20.4 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 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 96,104 COMMITMENTS 15,565 6,160 1,320 59,414 68,014 76,299 75,494 19,805 20,610 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 450) 0 0 0 25 -425 25 -425 425 875 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 6.4 1.4 61.8 70.8 79.4 78.6 20.6 21.4 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 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,318 COMMITMENTS 4,055 10,910 1,040 15,698 9,758 20,793 21,708 4,525 3,610 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 265) 225 165 -60 99 159 264 264 1 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 43.1 4.1 62.0 38.5 82.1 85.7 17.9 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 7 4 18 13 23 21 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,403 COMMITMENTS 3,995 9,725 2,300 14,944 10,109 21,239 22,134 4,164 3,269 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 200) 300 40 0 -101 159 199 199 1 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 38.3 9.1 58.8 39.8 83.6 87.1 16.4 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 6 4 18 13 23 21 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,844 COMMITMENTS 12,175 5,010 940 17,105 24,815 30,220 30,765 2,624 2,079 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 225) 0 150 120 -45 -195 75 75 150 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.1 15.3 2.9 52.1 75.6 92.0 93.7 8.0 6.3 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 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,692 COMMITMENTS 12,175 5,555 410 14,951 21,941 27,536 27,906 2,156 1,786 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 325) 0 150 220 114 -36 334 334 -9 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.0 18.7 1.4 50.4 73.9 92.7 94.0 7.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 4 2 14 8 17 12 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,191 COMMITMENTS 26,005 0 45 26,035 51,925 52,085 51,970 3,106 3,221 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 335) 25 0 0 205 230 230 230 105 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.1 0.0 0.1 47.2 94.1 94.4 94.2 5.6 5.8 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 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,789 COMMITMENTS 25,775 0 45 28,814 54,435 54,634 54,480 3,155 3,309 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 60) 0 0 0 25 25 25 25 35 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.6 0.0 0.1 49.9 94.2 94.5 94.3 5.5 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 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,175 COMMITMENTS 22,469 0 2,045 27,521 50,170 52,035 52,215 3,140 2,960 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 0) 100 0 50 -150 -50 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.7 0.0 3.7 49.9 90.9 94.3 94.6 5.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 0 4 19 13 27 17 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,310 COMMITMENTS 21,144 0 2,145 27,121 48,445 50,410 50,590 2,900 2,720 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -640) -650 0 50 -110 -760 -710 -710 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.7 0.0 4.0 50.9 90.9 94.6 94.9 5.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 8 0 4 19 13 27 17 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,300 COMMITMENTS 690 5,680 1,895 18,580 13,750 21,165 21,325 2,135 1,975 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 625) -175 225 200 600 200 625 625 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 24.4 8.1 79.7 59.0 90.8 91.5 9.2 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 4 2 15 12 19 17 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,065 COMMITMENTS 1,895 5,755 1,180 16,940 13,535 20,015 20,470 2,050 1,595 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 225) -25 225 0 250 0 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.6 26.1 5.3 76.8 61.3 90.7 92.8 9.3 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 4 2 14 10 18 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 74,285 COMMITMENTS 21,860 18,420 2,810 44,130 47,630 68,800 68,860 5,485 5,425 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,100) -1,175 450 950 1,290 -335 1,065 1,065 35 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.4 24.8 3.8 59.4 64.1 92.6 92.7 7.4 7.3 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 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 70,460 COMMITMENTS 18,630 18,420 2,770 43,860 44,130 65,260 65,320 5,200 5,140 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 930) -1,550 450 950 1,425 -575 825 825 105 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 26.1 3.9 62.2 62.6 92.6 92.7 7.4 7.3 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 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,777 COMMITMENTS 15,093 13,820 4,965 40,157 41,770 60,215 60,555 3,562 3,222 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,550) 500 -650 950 150 1,300 1,600 1,600 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 21.7 7.8 63.0 65.5 94.4 94.9 5.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 2 4 21 14 28 18 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,969 COMMITMENTS 6,848 8,915 5,395 37,498 35,771 49,741 50,081 2,228 1,888 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,085) -50 -1,300 1,035 55 1,305 1,040 1,040 45 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 17.2 10.4 72.2 68.8 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 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 176,367 COMMITMENTS 1,400 28,720 13,092 123,876 96,616 138,368 138,428 37,999 37,939 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 1,195) 100 -150 450 640 890 1,190 1,190 5 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 16.3 7.4 70.2 54.8 78.5 78.5 21.5 21.5 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 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 149,188 COMMITMENTS 2,862 24,757 11,171 105,442 83,607 119,475 119,535 29,713 29,653 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 235) 350 -650 15 145 1,145 510 510 -275 -275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 16.6 7.5 70.7 56.0 80.1 80.1 19.9 19.9 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 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,495 COMMITMENTS 0 13,365 2,600 57,140 43,775 59,740 59,740 5,755 5,755 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 70) 0 0 0 45 45 45 45 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 20.4 4.0 87.2 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 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,025 COMMITMENTS 0 13,335 2,630 48,465 35,130 51,095 51,095 5,930 5,930 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -10) 0 0 0 15 15 15 15 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 23.4 4.6 85.0 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 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,020 COMMITMENTS 18,665 0 1,975 19,535 38,530 40,175 40,505 2,845 2,515 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -180) -180 0 0 180 -10 0 -10 -180 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.4 0.0 4.6 45.4 89.6 93.4 94.2 6.6 5.8 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 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,530 COMMITMENTS 31,130 0 2,280 13,635 44,870 47,045 47,150 1,485 1,380 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: -180) -180 0 0 0 -180 -180 -180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.1 0.0 4.7 28.1 92.5 96.9 97.2 3.1 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 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 167,802 COMMITMENTS 11,165 2,035 7,280 108,514 117,840 126,959 127,155 40,843 40,647 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 689) 300 -180 -30 -53 806 217 596 471 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 1.2 4.3 64.7 70.2 75.7 75.8 24.3 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 5 1 2 30 28 36 30 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 117,916 COMMITMENTS 9,754 1,905 7,351 81,306 89,275 98,411 98,531 19,505 19,385 CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST: 506) 144 -180 -144 316 640 316 316 190 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 1.6 6.2 69.0 75.7 83.5 83.6 16.5 16.4 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 03/03/20 | --------------------------------------------------------------| 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 02/25/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 03/03/20 | --------------------------------------------------------------| 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 02/25/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 March 06, 2020