ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 78,278 COMMITMENTS 0 3,870 95 70,379 66,509 70,474 70,474 7,804 7,804 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 2,667) 0 342 -140 2,712 2,370 2,572 2,572 95 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.9 0.1 89.9 85.0 90.0 90.0 10.0 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 1 18 20 19 22 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,553 COMMITMENTS 0 4,575 30 58,608 54,033 58,638 58,638 5,915 5,915 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 2,054) 0 360 -185 2,714 2,354 2,529 2,529 -475 -475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.1 0.0 90.8 83.7 90.8 90.8 9.2 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 16 20 17 21 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,875 COMMITMENTS 1,985 1,300 0 19,890 20,440 21,875 21,740 3,000 3,135 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 5.2 0.0 80.0 82.2 87.9 87.4 12.1 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 2 0 8 13 11 15 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,450 COMMITMENTS 2,045 1,300 0 18,265 18,875 20,310 20,175 2,140 2,275 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.1 5.8 0.0 81.4 84.1 90.5 89.9 9.5 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 0 8 14 11 16 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,973 COMMITMENTS 11,680 3,890 4,735 36,838 44,918 53,253 53,543 3,720 3,430 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -115) 300 0 -300 -190 230 -190 -70 75 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 6.8 8.3 64.7 78.8 93.5 94.0 6.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 2 20 19 23 22 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,568 COMMITMENTS 3,295 385 3,415 29,066 32,486 35,776 36,286 2,792 2,282 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 360) 300 0 -300 240 660 240 360 120 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 1.0 8.9 75.4 84.2 92.8 94.1 7.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 3 17 18 20 21 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,125 COMMITMENTS 535 15,835 140 26,360 11,450 27,035 27,425 1,090 700 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 385) 0 660 0 565 -85 565 575 -180 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 56.3 0.5 93.7 40.7 96.1 97.5 3.9 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 1 15 14 16 16 NYISO.WEST_month_off_dap - NODAL EXCHANGE Code-064DEV OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 13,910 COMMITMENTS 375 4,080 0 11,990 9,045 12,365 13,125 1,545 785 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 29.3 0.0 86.2 65.0 88.9 94.4 11.1 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 0 11 14 13 15 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 96,773 COMMITMENTS 14,145 3,640 2,150 60,853 71,348 77,148 77,138 19,625 19,635 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 580) 300 -25 -50 330 655 580 580 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 3.8 2.2 62.9 73.7 79.7 79.7 20.3 20.3 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,480 COMMITMENTS 14,365 6,480 980 55,975 63,830 71,320 71,290 19,160 19,190 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 75) 0 0 0 10 10 10 10 65 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 7.2 1.1 61.9 70.5 78.8 78.8 21.2 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 3 18 20 21 24 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,162 COMMITMENTS 3,955 10,315 850 14,216 8,751 19,021 19,916 4,141 3,246 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 100) 0 -50 0 100 150 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.1 44.5 3.7 61.4 37.8 82.1 86.0 17.9 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 7 3 18 13 22 21 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,147 COMMITMENTS 3,785 8,645 2,070 13,507 9,527 19,362 20,242 3,785 2,905 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 175) 40 -10 35 100 150 175 175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 37.3 8.9 58.4 41.2 83.6 87.4 16.4 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 7 3 18 13 22 21 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,383 COMMITMENTS 12,060 5,205 1,040 16,453 24,073 29,553 30,318 2,830 2,065 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 530) 0 440 -10 118 -82 108 348 422 182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.2 16.1 3.2 50.8 74.3 91.3 93.6 8.7 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 3 2 14 7 17 10 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,213 COMMITMENTS 23,035 0 45 25,339 47,910 48,419 47,955 2,794 3,258 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 1,020) 120 0 0 900 900 1,020 900 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.0 0.0 0.1 49.5 93.6 94.5 93.6 5.5 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 5 0 1 13 13 18 14 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,970 COMMITMENTS 22,750 0 45 28,390 51,000 51,185 51,045 2,785 2,925 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 1,120) 120 0 0 1,000 1,120 1,120 1,120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.2 0.0 0.1 52.6 94.5 94.8 94.6 5.2 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 1 13 13 17 14 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,610 COMMITMENTS 20,654 0 2,035 25,961 46,795 48,650 48,830 2,960 2,780 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 250) -300 0 50 450 150 200 200 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.0 0.0 3.9 50.3 90.7 94.3 94.6 5.7 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 8 0 3 17 12 25 15 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,705 COMMITMENTS 19,504 0 2,135 25,256 44,940 46,895 47,075 2,810 2,630 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 250) -300 0 50 420 120 170 170 80 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.2 0.0 4.3 50.8 90.4 94.3 94.7 5.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 8 0 3 17 12 25 15 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,570 COMMITMENTS 495 5,405 1,825 16,700 12,465 19,020 19,695 2,550 1,875 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 25.1 8.5 77.4 57.8 88.2 91.3 11.8 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 4 3 14 11 18 17 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,410 COMMITMENTS 1,600 5,480 1,180 15,665 12,250 18,445 18,910 1,965 1,500 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.8 26.8 5.8 76.8 60.0 90.4 92.7 9.6 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 4 2 15 9 18 14 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 72,480 COMMITMENTS 20,415 18,120 2,635 44,270 46,610 67,320 67,365 5,160 5,115 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 195) 50 0 0 45 95 95 95 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.2 25.0 3.6 61.1 64.3 92.9 92.9 7.1 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 2 3 16 15 22 19 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,705 COMMITMENTS 17,310 18,120 2,635 43,985 43,220 63,930 63,975 4,775 4,730 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 195) 50 0 0 75 125 125 125 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.2 26.4 3.8 64.0 62.9 93.0 93.1 7.0 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 2 3 16 15 22 19 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,750 COMMITMENTS 15,108 13,495 4,685 37,162 39,120 56,955 57,300 3,795 3,450 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 550) 350 550 0 -100 -300 250 250 300 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.9 22.2 7.7 61.2 64.4 93.8 94.3 6.2 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 4 20 13 26 17 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,178 COMMITMENTS 6,263 8,230 5,470 34,783 33,161 46,516 46,861 2,662 2,317 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -150) -500 -50 100 -50 -500 -450 -450 300 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 16.7 11.1 70.7 67.4 94.6 95.3 5.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 5 19 13 25 18 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 168,945 COMMITMENTS 2,090 26,207 13,820 116,844 92,607 132,754 132,634 36,191 36,311 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 1,710) -45 -585 750 -1,045 -505 -340 -340 2,050 2,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 15.5 8.2 69.2 54.8 78.6 78.5 21.4 21.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 6 4 26 32 30 40 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 139,397 COMMITMENTS 3,830 21,077 10,831 96,512 79,040 111,173 110,948 28,224 28,449 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 1,255) 0 -790 395 -1,005 -215 -610 -610 1,865 1,865 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 15.1 7.8 69.2 56.7 79.8 79.6 20.2 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 6 5 24 28 29 36 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,950 COMMITMENTS 870 12,665 2,055 54,240 42,585 57,165 57,305 5,785 5,645 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: -175) 0 -300 0 -225 75 -225 -225 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 20.1 3.3 86.2 67.6 90.8 91.0 9.2 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 16 18 18 21 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,505 COMMITMENTS 770 13,115 1,995 46,725 34,500 49,490 49,610 6,015 5,895 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 310) 0 0 0 260 260 260 260 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 23.6 3.6 84.2 62.2 89.2 89.4 10.8 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 18 19 20 22 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,610 COMMITMENTS 17,975 0 2,695 17,955 36,410 38,625 39,105 2,985 2,505 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 305) 0 0 0 280 280 280 280 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.2 0.0 6.5 43.2 87.5 92.8 94.0 7.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 0 3 14 17 18 20 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,890 COMMITMENTS 34,635 0 2,765 11,775 46,500 49,175 49,265 1,715 1,625 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 175) 0 0 0 50 50 50 50 125 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 68.1 0.0 5.4 23.1 91.4 96.6 96.8 3.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 3 12 16 15 19 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 159,602 COMMITMENTS 9,115 2,225 6,870 104,266 111,377 120,251 120,472 39,351 39,130 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 338) -905 235 495 936 -639 526 91 -188 247 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 1.4 4.3 65.3 69.8 75.3 75.5 24.7 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 2 3 28 27 33 30 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 112,501 COMMITMENTS 9,414 1,865 6,761 77,461 85,100 93,636 93,726 18,865 18,775 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 885) 0 0 190 -140 -140 50 50 835 835 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 1.7 6.0 68.9 75.6 83.2 83.3 16.8 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 3 24 25 28 29 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,740 COMMITMENTS 5,535 300 575 21,790 27,025 27,900 27,900 1,840 1,840 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 395) 0 0 0 -45 -45 -45 -45 440 440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 1.0 1.9 73.3 90.9 93.8 93.8 6.2 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 1 15 12 18 14 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,070 COMMITMENTS 4,585 300 500 22,400 26,745 27,485 27,545 1,585 1,525 CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST: 430) 0 0 0 360 15 360 15 70 415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 1.0 1.7 77.1 92.0 94.5 94.8 5.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 1 15 12 18 14
Updated March 20, 2020