ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 81,089 COMMITMENTS 0 3,745 75 73,675 69,930 73,750 73,750 7,339 7,339 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 1,126) 0 0 0 936 1,027 936 1,027 190 99 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.6 0.1 90.9 86.2 90.9 90.9 9.1 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 2 1 19 19 20 21 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,693 COMMITMENTS 0 4,280 30 61,743 57,463 61,773 61,773 5,920 5,920 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 465) 0 0 0 415 415 415 415 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.3 0.0 91.2 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 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,520 COMMITMENTS 2,070 1,035 175 19,390 20,115 21,635 21,325 2,885 3,195 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 425) 225 -325 175 -95 275 305 125 120 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 4.2 0.7 79.1 82.0 88.2 87.0 11.8 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 1 1 8 12 12 14 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,130 COMMITMENTS 2,130 1,035 175 17,795 18,580 20,100 19,790 2,030 2,340 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 455) 225 -325 175 -110 260 290 110 165 345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.6 4.7 0.8 80.4 84.0 90.8 89.4 9.2 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 1 1 7 14 11 16 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,529 COMMITMENTS 11,500 4,240 4,380 38,639 46,184 54,519 54,804 3,010 2,725 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 103) 0 100 -100 195 95 95 95 8 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 7.4 7.6 67.2 80.3 94.8 95.3 5.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 2 17 16 20 19 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,113 COMMITMENTS 2,970 360 3,415 30,274 33,169 36,659 36,944 2,454 2,169 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -260) 0 0 0 150 -260 150 -260 -410 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.6 0.9 8.7 77.4 84.8 93.7 94.5 6.3 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 3 17 16 20 19 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,910 COMMITMENTS 1,035 15,820 90 26,160 11,770 27,285 27,680 1,625 1,230 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 420) 0 0 0 420 420 420 420 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 54.7 0.3 90.5 40.7 94.4 95.7 5.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 15 15 17 17 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 97,221 COMMITMENTS 16,195 4,185 1,640 58,556 70,571 76,391 76,396 20,830 20,825 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 2,335) 1,680 200 -75 5 1,485 1,610 1,610 725 725 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 4.3 1.7 60.2 72.6 78.6 78.6 21.4 21.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 4 19 23 23 28 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 92,071 COMMITMENTS 16,425 6,960 720 54,696 64,151 71,841 71,831 20,230 20,240 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 2,480) 1,680 225 -75 170 1,625 1,775 1,775 705 705 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 7.6 0.8 59.4 69.7 78.0 78.0 22.0 22.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 4 18 21 22 25 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,791 COMMITMENTS 3,315 10,025 1,510 15,005 9,175 19,830 20,710 3,961 3,081 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 725) -70 485 70 344 -211 344 344 381 381 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 42.1 6.3 63.1 38.6 83.4 87.0 16.6 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 7 3 18 12 22 19 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,561 COMMITMENTS 4,450 9,725 1,545 14,156 9,751 20,151 21,021 3,410 2,540 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 725) 0 555 0 460 -95 460 460 265 265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 41.3 6.6 60.1 41.4 85.5 89.2 14.5 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 6 3 18 12 22 19 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,644 COMMITMENTS 13,020 6,220 975 15,994 23,659 29,989 30,854 2,655 1,790 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.9 19.1 3.0 49.0 72.5 91.9 94.5 8.1 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 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,491 COMMITMENTS 22,450 0 30 29,524 51,880 52,004 51,910 2,487 2,581 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 2,880) 250 0 0 2,630 2,880 2,880 2,880 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.2 0.0 0.1 54.2 95.2 95.4 95.3 4.6 4.7 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 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,801 COMMITMENTS 22,160 0 30 32,151 54,191 54,341 54,221 2,460 2,580 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 2,300) 150 0 0 2,150 2,300 2,300 2,300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.0 0.0 0.1 56.6 95.4 95.7 95.5 4.3 4.5 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 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,430 COMMITMENTS 23,444 0 1,430 31,591 55,215 56,465 56,645 2,965 2,785 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 95) -25 0 45 75 50 95 95 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.4 0.0 2.4 53.2 92.9 95.0 95.3 5.0 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 0 4 19 12 27 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,390 COMMITMENTS 15,994 0 1,660 30,036 46,210 47,690 47,870 2,700 2,520 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 95) -25 0 45 75 50 95 95 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.7 0.0 3.3 59.6 91.7 94.6 95.0 5.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 8 0 4 20 12 28 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,725 COMMITMENTS 2,920 4,980 855 14,330 12,915 18,105 18,750 2,620 1,975 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -10) 0 -130 -10 -30 100 -40 -40 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 24.0 4.1 69.1 62.3 87.4 90.5 12.6 9.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 5 3 14 11 18 17 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,805 COMMITMENTS 3,930 5,030 600 13,205 12,515 17,735 18,145 2,070 1,660 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -20) 0 -130 -10 -30 100 -40 -40 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 25.4 3.0 66.7 63.2 89.5 91.6 10.5 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 5 3 14 9 18 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 75,120 COMMITMENTS 17,165 21,170 2,405 49,620 45,875 69,190 69,450 5,930 5,670 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 800) 75 1,320 0 460 -595 535 725 265 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 28.2 3.2 66.1 61.1 92.1 92.5 7.9 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 2 5 17 12 24 18 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,975 COMMITMENTS 12,835 21,170 2,395 49,135 40,870 64,365 64,435 4,610 4,540 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 765) 75 1,320 0 680 -565 755 755 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 30.7 3.5 71.2 59.3 93.3 93.4 6.7 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 2 4 17 14 24 19 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,835 COMMITMENTS 16,513 13,495 4,815 37,686 40,814 59,014 59,124 3,821 3,711 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 625) 675 -475 -55 -87 1,063 533 533 92 92 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 21.5 7.7 60.0 65.0 93.9 94.1 6.1 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 3 18 12 24 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,534 COMMITMENTS 7,543 8,560 5,825 34,454 33,757 47,822 48,142 2,712 2,392 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 150) 150 100 0 0 50 150 150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 16.9 11.5 68.2 66.8 94.6 95.3 5.4 4.7 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 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 173,598 COMMITMENTS 5,093 30,462 10,902 117,656 92,347 133,651 133,711 39,947 39,887 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 1,815) 835 825 -1,000 285 475 120 300 1,695 1,515 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 17.5 6.3 67.8 53.2 77.0 77.0 23.0 23.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 7 5 27 32 32 41 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 138,305 COMMITMENTS 6,003 16,412 10,376 92,022 81,408 108,401 108,196 29,904 30,109 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 895) 835 -325 -985 -25 1,135 -175 -175 1,070 1,070 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 11.9 7.5 66.5 58.9 78.4 78.2 21.6 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 2 7 7 23 29 30 38 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,860 COMMITMENTS 1,145 15,650 2,005 56,065 41,710 59,215 59,365 5,645 5,495 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 365) 105 -470 345 -130 445 320 320 45 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 24.1 3.1 86.4 64.3 91.3 91.5 8.7 8.5 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 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,199 COMMITMENTS 990 16,125 2,025 47,689 32,674 50,704 50,824 6,495 6,375 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -115) 105 -470 345 -1,055 -480 -605 -605 490 490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 28.2 3.5 83.4 57.1 88.6 88.9 11.4 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 2 18 20 20 24 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,345 COMMITMENTS 21,795 0 2,530 15,370 37,690 39,695 40,220 3,650 3,125 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: -660) 495 0 0 -1,775 -1,280 -1,280 -1,280 620 620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 50.3 0.0 5.8 35.5 87.0 91.6 92.8 8.4 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 0 3 14 19 18 22 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,985 COMMITMENTS 38,545 0 2,580 11,310 49,930 52,435 52,510 1,550 1,475 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 360) 515 0 0 -5 510 510 510 -150 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 71.4 0.0 4.8 21.0 92.5 97.1 97.3 2.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 3 12 17 15 20 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 163,816 COMMITMENTS 8,695 3,245 6,725 118,688 125,211 134,108 135,181 29,708 28,634 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 4,543) 0 1,070 25 4,745 3,286 4,770 4,381 -227 162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 2.0 4.1 72.5 76.4 81.9 82.5 18.1 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 2 2 28 28 34 30 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 114,360 COMMITMENTS 7,510 1,160 7,640 81,215 87,300 96,365 96,100 17,995 18,260 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 750) -1,670 -580 1,255 1,080 -320 665 355 85 395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 1.0 6.7 71.0 76.3 84.3 84.0 15.7 16.0 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 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,780 COMMITMENTS 5,400 300 550 22,300 27,400 28,250 28,250 1,530 1,530 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 1.0 1.8 74.9 92.0 94.9 94.9 5.1 5.1 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 04/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,625 COMMITMENTS 4,525 300 500 23,040 27,305 28,065 28,105 1,560 1,520 CHANGES FROM 04/14/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 1.0 1.7 77.8 92.2 94.7 94.9 5.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 1 15 12 18 14
Updated April 24, 2020