ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 83,554 COMMITMENTS 0 3,745 75 76,224 72,479 76,299 76,299 7,255 7,255 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,465) 0 0 0 2,549 2,549 2,549 2,549 -84 -84 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.5 0.1 91.2 86.7 91.3 91.3 8.7 8.7 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 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 70,213 COMMITMENTS 0 4,280 30 64,498 60,203 64,528 64,513 5,685 5,700 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,520) 0 0 0 2,755 2,740 2,755 2,740 -235 -220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.1 0.0 91.9 85.7 91.9 91.9 8.1 8.1 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 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,400 COMMITMENTS 2,070 1,035 175 19,270 19,995 21,515 21,205 2,885 3,195 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -120) 0 0 0 -120 -120 -120 -120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 4.2 0.7 79.0 81.9 88.2 86.9 11.8 13.1 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 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,010 COMMITMENTS 2,130 1,035 175 17,745 18,530 20,050 19,740 1,960 2,270 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -120) 0 0 0 -50 -50 -50 -50 -70 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 4.7 0.8 80.6 84.2 91.1 89.7 8.9 10.3 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 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,914 COMMITMENTS 11,500 4,540 4,380 40,024 47,269 55,904 56,189 3,010 2,725 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,385) 0 300 0 1,385 1,085 1,385 1,385 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 7.7 7.4 67.9 80.2 94.9 95.4 5.1 4.6 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 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,278 COMMITMENTS 2,965 655 3,420 30,439 33,034 36,824 37,109 2,454 2,169 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 165) -5 295 5 165 -135 165 165 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 1.7 8.7 77.5 84.1 93.8 94.5 6.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 3 17 16 20 19 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,450 COMMITMENTS 1,035 15,820 90 27,700 13,310 28,825 29,220 1,625 1,230 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,540) 0 0 0 1,540 1,540 1,540 1,540 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.4 52.0 0.3 91.0 43.7 94.7 96.0 5.3 4.0 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 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 101,731 COMMITMENTS 19,090 4,195 1,615 61,241 76,141 81,946 81,951 19,785 19,780 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 4,510) 2,895 10 -25 2,685 5,570 5,555 5,555 -1,045 -1,045 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 4.1 1.6 60.2 74.8 80.6 80.6 19.4 19.4 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 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 96,846 COMMITMENTS 19,320 6,960 720 57,686 70,036 77,726 77,716 19,120 19,130 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 4,775) 2,895 0 0 2,990 5,885 5,885 5,885 -1,110 -1,110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.9 7.2 0.7 59.6 72.3 80.3 80.2 19.7 19.8 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 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,641 COMMITMENTS 3,615 12,695 1,510 15,882 7,682 21,007 21,887 4,634 3,754 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,850) 300 2,670 0 877 -1,493 1,177 1,177 673 673 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 49.5 5.9 61.9 30.0 81.9 85.4 18.1 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 7 3 18 12 23 19 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,461 COMMITMENTS 4,600 12,145 1,845 14,610 7,935 21,055 21,925 4,406 3,536 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,900) 150 2,420 300 454 -1,816 904 904 996 996 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.1 47.7 7.2 57.4 31.2 82.7 86.1 17.3 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 6 3 18 12 23 19 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,644 COMMITMENTS 12,720 6,220 975 16,294 23,659 29,989 30,854 2,655 1,790 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 0) -300 0 0 300 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.0 19.1 3.0 49.9 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 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,651 COMMITMENTS 24,250 0 30 29,849 54,005 54,129 54,035 2,522 2,616 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,160) 1,800 0 0 325 2,125 2,125 2,125 35 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.8 0.0 0.1 52.7 95.3 95.5 95.4 4.5 4.6 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 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,901 COMMITMENTS 23,960 0 30 32,451 56,291 56,441 56,321 2,460 2,580 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 2,100) 1,800 0 0 300 2,100 2,100 2,100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.7 0.0 0.1 55.1 95.6 95.8 95.6 4.2 4.4 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 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,655 COMMITMENTS 24,074 0 1,430 32,186 56,440 57,690 57,870 2,965 2,785 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,225) 630 0 0 595 1,225 1,225 1,225 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.7 0.0 2.4 53.1 93.1 95.1 95.4 4.9 4.6 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 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,015 COMMITMENTS 16,024 0 1,660 30,631 46,835 48,315 48,495 2,700 2,520 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 625) 30 0 0 595 625 625 625 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.4 0.0 3.3 60.0 91.8 94.7 95.1 5.3 4.9 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 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,240 COMMITMENTS 2,920 5,010 880 14,805 13,360 18,605 19,250 2,635 1,990 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 515) 0 30 25 475 445 500 500 15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 23.6 4.1 69.7 62.9 87.6 90.6 12.4 9.4 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 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,330 COMMITMENTS 3,930 5,160 625 13,725 12,905 18,280 18,690 2,050 1,640 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 525) 0 130 25 520 390 545 545 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.3 25.4 3.1 67.5 63.5 89.9 91.9 10.1 8.1 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 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 75,770 COMMITMENTS 17,415 21,170 2,405 50,040 46,545 69,860 70,120 5,910 5,650 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 650) 250 0 0 420 670 670 670 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.0 27.9 3.2 66.0 61.4 92.2 92.5 7.8 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 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,655 COMMITMENTS 13,085 21,170 2,395 49,605 41,590 65,085 65,155 4,570 4,500 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 680) 250 0 0 470 720 720 720 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 30.4 3.4 71.2 59.7 93.4 93.5 6.6 6.5 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 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,641 COMMITMENTS 16,588 13,175 4,815 38,141 41,664 59,544 59,654 4,097 3,987 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 806) 75 -320 0 455 850 530 530 276 276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 20.7 7.6 59.9 65.5 93.6 93.7 6.4 6.3 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 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,765 COMMITMENTS 7,543 8,190 5,825 34,398 34,071 47,766 48,086 2,999 2,679 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 231) 0 -370 0 -56 314 -56 -56 287 287 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 16.1 11.5 67.8 67.1 94.1 94.7 5.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 5 19 12 25 17 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 179,321 COMMITMENTS 4,238 32,147 10,622 120,332 92,483 135,192 135,252 44,129 44,069 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 5,723) -855 1,685 -280 2,676 136 1,541 1,541 4,182 4,182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 17.9 5.9 67.1 51.6 75.4 75.4 24.6 24.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 8 6 28 32 34 42 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 147,014 COMMITMENTS 5,148 17,482 10,031 98,063 85,524 113,242 113,037 33,772 33,977 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 8,709) -855 1,070 -345 6,041 4,116 4,841 4,841 3,868 3,868 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 11.9 6.8 66.7 58.2 77.0 76.9 23.0 23.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 8 7 24 29 31 39 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,435 COMMITMENTS 1,145 13,850 2,255 55,895 43,340 59,295 59,445 5,140 4,990 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -425) 0 -1,800 250 -170 1,630 80 80 -505 -505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 21.5 3.5 86.7 67.3 92.0 92.3 8.0 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 3 2 16 19 18 23 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,574 COMMITMENTS 990 14,325 2,275 46,919 33,704 50,184 50,304 6,390 6,270 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: -625) 0 -1,800 250 -770 1,030 -520 -520 -105 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 25.3 4.0 82.9 59.6 88.7 88.9 11.3 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 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,935 COMMITMENTS 23,295 0 2,530 15,270 39,090 41,095 41,620 3,840 3,315 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,590) 1,500 0 0 -100 1,400 1,400 1,400 190 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.8 0.0 5.6 34.0 87.0 91.5 92.6 8.5 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 0 3 14 20 18 23 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,115 COMMITMENTS 40,325 280 2,300 10,915 51,035 53,540 53,615 1,575 1,500 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 1,130) 1,780 280 -280 -395 1,105 1,105 1,105 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.2 0.5 4.2 19.8 92.6 97.1 97.3 2.9 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 3 12 18 15 21 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 168,461 COMMITMENTS 8,695 6,545 6,690 123,829 127,029 139,214 140,264 29,247 28,197 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 4,645) 0 3,300 -35 5,141 1,818 5,106 5,083 -461 -438 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 3.9 4.0 73.5 75.4 82.6 83.3 17.4 16.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 2 2 28 29 34 31 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 120,775 COMMITMENTS 3,695 1,520 10,555 88,890 90,810 103,140 102,885 17,635 17,890 CHANGES FROM 04/21/20 (CHANGE IN OPEN INTEREST: 6,415) -3,815 360 2,915 7,675 3,510 6,775 6,785 -360 -370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 1.3 8.7 73.6 75.2 85.4 85.2 14.6 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 3 24 25 29 28 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/20 | --------------------------------------------------------------| 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 04/21/20 (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 04/28/20 | --------------------------------------------------------------| 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 04/21/20 (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 May 01, 2020