ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 77,983 COMMITMENTS 0 3,870 95 70,359 66,489 70,454 70,454 7,529 7,529 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -295) 0 0 0 -20 -20 -20 -20 -275 -275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.0 0.1 90.2 85.3 90.3 90.3 9.7 9.7 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 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,611 COMMITMENTS 0 4,575 30 58,606 54,031 58,636 58,636 5,975 5,975 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 58) 0 0 0 -2 -2 -2 -2 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.1 0.0 90.7 83.6 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 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,000 COMMITMENTS 1,985 1,300 0 20,015 20,565 22,000 21,865 3,000 3,135 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 125) 0 0 0 125 125 125 125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 5.2 0.0 80.1 82.3 88.0 87.5 12.0 12.5 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 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,675 COMMITMENTS 2,045 1,300 0 18,490 19,100 20,535 20,400 2,140 2,275 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 225) 0 0 0 225 225 225 225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 5.7 0.0 81.5 84.2 90.6 90.0 9.4 10.0 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 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,503 COMMITMENTS 11,680 3,410 4,685 36,823 45,383 53,188 53,478 3,315 3,025 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -470) 0 -480 -50 -15 465 -65 -65 -405 -405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.7 6.0 8.3 65.2 80.3 94.1 94.6 5.9 5.4 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 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,808 COMMITMENTS 3,595 385 3,415 28,006 31,786 35,016 35,586 2,792 2,222 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -760) 300 0 0 -1,060 -700 -760 -700 0 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 1.0 9.0 74.1 84.1 92.6 94.1 7.4 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 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,185 COMMITMENTS 535 15,835 140 26,420 11,510 27,095 27,485 1,090 700 CHANGES FROM 03/17/20 (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 56.2 0.5 93.7 40.8 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 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 13,970 COMMITMENTS 375 4,080 0 12,050 9,105 12,425 13,185 1,545 785 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 60) 0 0 0 60 60 60 60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 29.2 0.0 86.3 65.2 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 03/24/20 | --------------------------------------------------------------| 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 03/17/20 (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 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 03/24/20 | --------------------------------------------------------------| 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 03/17/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,972 COMMITMENTS 4,030 9,950 1,075 14,555 9,530 19,660 20,555 3,312 2,417 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -190) 75 -365 225 339 779 639 639 -829 -829 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 43.3 4.7 63.4 41.5 85.6 89.5 14.4 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 7 3 17 12 21 20 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,717 COMMITMENTS 4,410 8,920 1,860 13,706 10,076 19,976 20,856 2,741 1,861 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -430) 625 275 -210 199 549 614 614 -1,044 -1,044 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 39.3 8.2 60.3 44.4 87.9 91.8 12.1 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 7 3 17 12 21 20 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 | --------------------------------------------------------------| 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 03/17/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,898 COMMITMENTS 23,060 0 45 25,999 48,595 49,104 48,640 2,794 3,258 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 685) 25 0 0 660 685 685 685 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.4 0.0 0.1 50.1 93.6 94.6 93.7 5.4 6.3 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 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,630 COMMITMENTS 22,750 0 45 29,050 51,660 51,845 51,705 2,785 2,925 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 660) 0 0 0 660 660 660 660 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.6 0.0 0.1 53.2 94.6 94.9 94.6 5.1 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 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,960 COMMITMENTS 19,954 0 2,035 27,061 47,195 49,050 49,230 2,910 2,730 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 350) -700 0 0 1,100 400 400 400 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.4 0.0 3.9 52.1 90.8 94.4 94.7 5.6 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 0 3 17 13 25 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,905 COMMITMENTS 18,604 0 2,135 26,446 45,230 47,185 47,365 2,720 2,540 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 200) -900 0 0 1,190 290 290 290 -90 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.3 0.0 4.3 53.0 90.6 94.5 94.9 5.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 0 3 17 13 25 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,060 COMMITMENTS 2,845 5,570 1,120 15,425 13,375 19,390 20,065 2,670 1,995 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 490) 2,350 165 -705 -1,275 910 370 370 120 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 25.2 5.1 69.9 60.6 87.9 91.0 12.1 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 4 2 14 11 18 16 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,165 COMMITMENTS 3,925 5,645 780 14,265 13,035 18,970 19,460 2,195 1,705 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 755) 2,325 165 -400 -1,400 785 525 550 230 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 26.7 3.7 67.4 61.6 89.6 91.9 10.4 8.1 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 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 72,655 COMMITMENTS 16,865 18,220 2,635 48,095 46,785 67,595 67,640 5,060 5,015 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 175) -3,550 100 0 3,825 175 275 275 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.2 25.1 3.6 66.2 64.4 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.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,965 COMMITMENTS 13,760 18,220 2,635 47,885 43,470 64,280 64,325 4,685 4,640 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 260) -3,550 100 0 3,900 250 350 350 -90 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 26.4 3.8 69.4 63.0 93.2 93.3 6.8 6.7 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 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,400 COMMITMENTS 14,308 13,545 4,685 37,562 38,670 56,555 56,900 3,845 3,500 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -350) -800 50 0 400 -450 -400 -400 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 22.4 7.8 62.2 64.0 93.6 94.2 6.4 5.8 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 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,528 COMMITMENTS 6,313 8,380 5,470 35,083 33,361 46,866 47,211 2,662 2,317 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 350) 50 150 0 300 200 350 350 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 16.9 11.0 70.8 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 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 167,107 COMMITMENTS 2,490 24,007 13,540 116,223 94,586 132,253 132,133 34,854 34,974 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -1,838) 400 -2,200 -280 -621 1,979 -501 -501 -1,337 -1,337 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 14.4 8.1 69.6 56.6 79.1 79.1 20.9 20.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 6 5 26 32 31 40 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 137,507 COMMITMENTS 4,230 19,362 10,601 95,531 80,174 110,362 110,137 27,145 27,370 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -1,890) 400 -1,715 -230 -981 1,134 -811 -811 -1,079 -1,079 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 14.1 7.7 69.5 58.3 80.3 80.1 19.7 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 2 6 6 24 28 30 36 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,425 COMMITMENTS 870 12,665 2,055 54,060 42,405 56,985 57,125 5,440 5,300 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: -525) 0 0 0 -180 -180 -180 -180 -345 -345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 20.3 3.3 86.6 67.9 91.3 91.5 8.7 8.5 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 03/24/20 | --------------------------------------------------------------| 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 03/17/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,850 COMMITMENTS 17,975 0 2,695 18,195 36,650 38,865 39,345 2,985 2,505 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 240) 0 0 0 240 240 240 240 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.0 0.0 6.4 43.5 87.6 92.9 94.0 7.1 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 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,190 COMMITMENTS 34,635 0 2,765 12,075 46,800 49,475 49,565 1,715 1,625 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.7 0.0 5.4 23.6 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 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 160,145 COMMITMENTS 8,635 2,225 6,830 104,928 111,647 120,393 120,702 39,752 39,443 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 543) -480 0 -40 662 271 142 231 401 312 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 1.4 4.3 65.5 69.7 75.2 75.4 24.8 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34) 3 2 2 27 27 32 29 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 03/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 114,131 COMMITMENTS 9,414 2,165 6,761 79,161 86,500 95,336 95,426 18,795 18,705 CHANGES FROM 03/17/20 (CHANGE IN OPEN INTEREST: 1,630) 0 300 0 1,700 1,400 1,700 1,700 -70 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 1.9 5.9 69.4 75.8 83.5 83.6 16.5 16.4 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 03/24/20 | --------------------------------------------------------------| 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 03/17/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 03/24/20 | --------------------------------------------------------------| 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 03/17/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 27, 2020