ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 79,683 COMMITMENTS 0 3,745 75 72,434 68,598 72,509 72,418 7,174 7,265 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -2,500) 0 -125 -20 -2,330 -916 -2,350 -1,061 -150 -1,439 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.7 0.1 90.9 86.1 91.0 90.9 9.0 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 2 1 18 18 19 20 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,493 COMMITMENTS 0 4,280 30 60,703 56,423 60,733 60,733 5,760 5,760 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -2,090) 0 -295 0 -1,870 205 -1,870 -90 -220 -2,000 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.4 0.0 91.3 84.9 91.3 91.3 8.7 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 0 1 1 17 20 18 21 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,895 COMMITMENTS 1,845 1,260 0 19,285 19,740 21,130 21,000 2,765 2,895 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,105) -140 -40 0 -730 -825 -870 -865 -235 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 5.3 0.0 80.7 82.6 88.4 87.9 11.6 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 2 0 8 12 11 14 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,675 COMMITMENTS 1,905 1,260 0 17,905 18,420 19,810 19,680 1,865 1,995 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,000) -140 -40 0 -585 -680 -725 -720 -275 -280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 5.8 0.0 82.6 85.0 91.4 90.8 8.6 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 0 7 14 10 16 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,489 COMMITMENTS 11,500 4,165 4,455 38,477 46,097 54,432 54,717 3,057 2,772 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,724) -180 455 -230 -1,051 -1,691 -1,461 -1,466 -263 -258 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 7.2 7.7 66.9 80.2 94.7 95.2 5.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 2 18 16 21 19 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,293 COMMITMENTS 2,970 360 3,415 30,244 33,349 36,629 37,124 2,664 2,169 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -995) -325 -25 0 -582 -897 -907 -922 -88 -73 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 0.9 8.7 77.0 84.9 93.2 94.5 6.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 3 16 17 19 20 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,150 COMMITMENTS 935 15,820 90 25,500 11,010 26,525 26,920 1,625 1,230 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -145) 400 -15 -50 -430 -10 -80 -75 -65 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 56.2 0.3 90.6 39.1 94.2 95.6 5.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 15 14 17 16 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 93,466 COMMITMENTS 13,615 3,985 1,715 59,066 68,701 74,396 74,401 19,070 19,065 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -3,597) -530 345 -435 -2,077 -2,937 -3,042 -3,027 -555 -570 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 4.3 1.8 63.2 73.5 79.6 79.6 20.4 20.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 4 19 22 23 27 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 87,686 COMMITMENTS 13,845 6,735 795 54,446 61,546 69,086 69,076 18,600 18,610 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -3,034) -520 255 -185 -1,699 -2,454 -2,404 -2,384 -630 -650 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 7.7 0.9 62.1 70.2 78.8 78.8 21.2 21.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 4 18 20 22 24 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,591 COMMITMENTS 3,385 8,940 1,440 14,696 10,021 19,521 20,401 3,070 2,190 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,946) -645 -1,845 200 -1,191 -6 -1,636 -1,651 -310 -295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 39.6 6.4 65.1 44.4 86.4 90.3 13.6 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 6 3 17 12 21 19 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,361 COMMITMENTS 4,450 8,570 1,545 13,841 10,591 19,836 20,706 2,525 1,655 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,976) -285 -1,510 -215 -1,260 -45 -1,760 -1,770 -216 -206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 38.3 6.9 61.9 47.4 88.7 92.6 11.3 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 6 3 17 12 21 19 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,329 COMMITMENTS 12,900 5,860 1,045 15,729 23,634 29,674 30,539 2,655 1,790 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -859) 60 80 0 -645 -685 -585 -605 -274 -254 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.9 18.1 3.2 48.7 73.1 91.8 94.5 8.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 2 13 7 16 10 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,191 COMMITMENTS 21,000 0 30 24,674 45,580 45,704 45,610 2,487 2,581 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -3,722) -2,060 0 -15 -1,375 -3,065 -3,450 -3,080 -272 -642 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.6 0.0 0.1 51.2 94.6 94.8 94.6 5.2 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 0 1 13 14 18 15 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,096 COMMITMENTS 20,810 0 30 27,781 48,471 48,621 48,501 2,475 2,595 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -3,534) -1,940 0 -15 -1,269 -3,189 -3,224 -3,204 -310 -330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.7 0.0 0.1 54.4 94.9 95.2 94.9 4.8 5.1 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 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,945 COMMITMENTS 23,294 0 1,280 29,456 52,930 54,030 54,210 2,915 2,735 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: 3,195) 3,740 0 -755 275 4,015 3,260 3,260 -65 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.9 0.0 2.2 51.7 92.9 94.9 95.2 5.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 8 0 2 18 12 26 14 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,345 COMMITMENTS 17,644 0 1,450 27,701 45,525 46,795 46,975 2,550 2,370 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -480) 90 0 -815 270 360 -455 -455 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.8 0.0 2.9 56.1 92.3 94.8 95.2 5.2 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 8 0 2 19 12 27 14 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,735 COMMITMENTS 2,920 5,110 865 14,360 12,815 18,145 18,790 2,590 1,945 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,560) 60 -550 -375 -1,165 -585 -1,480 -1,510 -80 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 24.6 4.2 69.3 61.8 87.5 90.6 12.5 9.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 5 4 14 11 19 17 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,825 COMMITMENTS 3,930 5,160 610 13,235 12,415 17,775 18,185 2,050 1,640 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,575) -120 -625 -240 -1,130 -645 -1,490 -1,510 -85 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 26.0 3.1 66.8 62.6 89.7 91.7 10.3 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 5 4 14 9 19 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 72,660 COMMITMENTS 17,190 18,530 2,405 47,615 46,305 67,210 67,240 5,450 5,420 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -2,070) -875 110 -80 -950 -1,950 -1,905 -1,920 -165 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 25.5 3.3 65.5 63.7 92.5 92.5 7.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 2 5 16 14 23 20 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,165 COMMITMENTS 13,460 18,530 2,395 46,915 41,875 62,770 62,800 4,395 4,365 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -2,050) -1,000 110 -80 -640 -1,765 -1,720 -1,735 -330 -315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 27.6 3.6 69.9 62.3 93.5 93.5 6.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 6 2 4 16 15 23 20 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,345 COMMITMENTS 14,938 13,620 4,570 37,113 38,541 56,621 56,731 3,724 3,614 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,391) 10 -225 -115 -1,160 -200 -1,265 -540 -126 -851 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.8 22.6 7.6 61.5 63.9 93.8 94.0 6.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 4 19 12 25 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,764 COMMITMENTS 6,493 8,060 5,525 34,044 32,797 46,062 46,382 2,702 2,382 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,134) 60 -70 -145 -1,089 -984 -1,174 -1,199 40 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 16.5 11.3 69.8 67.3 94.5 95.1 5.5 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 5 18 12 24 17 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 167,211 COMMITMENTS 3,358 29,912 11,312 115,224 88,550 129,894 129,774 37,317 37,437 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -2,376) 368 4,290 -1,548 -2,344 -5,606 -3,524 -2,864 1,148 488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 17.9 6.8 68.9 53.0 77.7 77.6 22.3 22.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 7 6 26 30 32 39 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 135,065 COMMITMENTS 4,268 19,462 10,676 92,560 77,161 107,504 107,299 27,561 27,766 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -3,592) -462 -540 80 -3,501 -2,918 -3,883 -3,378 291 -214 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 14.4 7.9 68.5 57.1 79.6 79.4 20.4 20.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 2 7 7 23 27 30 36 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,860 COMMITMENTS 935 14,545 1,660 54,620 41,160 57,215 57,365 5,645 5,495 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -725) 165 -220 -245 -800 -405 -880 -870 155 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 23.1 2.6 86.9 65.5 91.0 91.3 9.0 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 3 2 17 19 19 23 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,789 COMMITMENTS 780 15,020 1,680 47,374 33,254 49,834 49,954 5,955 5,835 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -856) 10 -195 -65 -721 -516 -776 -776 -80 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 26.9 3.0 84.9 59.6 89.3 89.5 10.7 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 2 18 18 20 22 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,520 COMMITMENTS 19,830 0 2,530 17,250 37,545 39,610 40,075 2,910 2,445 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,355) -145 0 -165 -970 -1,130 -1,280 -1,295 -75 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.6 0.0 6.0 40.6 88.3 93.2 94.2 6.8 5.8 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 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,270 COMMITMENTS 36,560 0 2,580 11,430 48,065 50,570 50,645 1,700 1,625 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -825) -75 0 -235 -500 -590 -810 -825 -15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 69.9 0.0 4.9 21.9 92.0 96.7 96.9 3.3 3.1 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 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 157,497 COMMITMENTS 8,695 2,175 6,700 104,628 109,400 120,023 118,275 37,474 39,222 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -2,875) -240 150 -250 -687 -2,211 -1,177 -2,311 -1,698 -564 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 1.4 4.3 66.4 69.5 76.2 75.1 23.8 24.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 2 2 27 27 33 29 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 111,975 COMMITMENTS 9,180 1,740 6,385 78,655 86,140 94,220 94,265 17,755 17,710 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -2,181) -234 -25 -451 -506 -760 -1,191 -1,236 -990 -945 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.2 1.6 5.7 70.2 76.9 84.1 84.2 15.9 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 2 3 23 25 28 28 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,135 COMMITMENTS 5,400 300 550 20,500 25,600 26,450 26,450 1,685 1,685 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,415) -135 0 -25 -1,100 -1,235 -1,260 -1,260 -155 -155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 1.1 2.0 72.9 91.0 94.0 94.0 6.0 6.0 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 04/07/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,525 COMMITMENTS 4,525 300 500 20,940 25,205 25,965 26,005 1,560 1,520 CHANGES FROM 03/31/20 (CHANGE IN OPEN INTEREST: -1,425) -60 0 0 -1,270 -1,350 -1,330 -1,350 -95 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 1.1 1.8 76.1 91.6 94.3 94.5 5.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 1 15 12 18 14
Updated April 10, 2020