ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 85,371 COMMITMENTS 0 4,105 75 78,142 74,037 78,217 78,217 7,154 7,154 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -803) 0 360 0 -753 -618 -753 -258 -50 -545 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.8 0.1 91.5 86.7 91.6 91.6 8.4 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 19 20 20 22 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 71,328 COMMITMENTS 0 4,960 0 65,683 60,708 65,683 65,668 5,645 5,660 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -660) 0 680 -30 -590 -1,030 -620 -380 -40 -280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 7.0 0.0 92.1 85.1 92.1 92.1 7.9 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 19 19 19 20 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,175 COMMITMENTS 1,955 1,020 150 19,495 20,125 21,600 21,295 2,575 2,880 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -85) -115 -15 -25 425 210 285 170 -370 -255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 4.2 0.6 80.6 83.2 89.3 88.1 10.7 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 1 1 10 12 14 14 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,976 COMMITMENTS 11,620 4,850 3,970 38,453 45,503 54,043 54,323 2,933 2,653 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -2,148) 120 10 -370 -1,706 -1,691 -1,956 -2,051 -192 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 8.5 7.0 67.5 79.9 94.9 95.3 5.1 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 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,579 COMMITMENTS 2,765 780 3,355 29,125 31,390 35,245 35,525 2,334 2,054 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,701) -200 125 -65 -1,221 -1,656 -1,486 -1,596 -215 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 2.1 8.9 77.5 83.5 93.8 94.5 6.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 3 18 16 21 19 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,585 COMMITMENTS 1,010 15,820 90 28,885 14,475 29,985 30,385 1,600 1,200 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -535) -25 0 0 -425 -505 -450 -505 -85 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 50.1 0.3 91.5 45.8 94.9 96.2 5.1 3.8 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 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 100,525 COMMITMENTS 12,555 4,390 2,215 67,025 75,210 81,795 81,815 18,730 18,710 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,641) -7,255 255 555 6,304 -1,311 -396 -501 -1,245 -1,140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.5 4.4 2.2 66.7 74.8 81.4 81.4 18.6 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 4 4 18 21 22 26 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 95,812 COMMITMENTS 12,900 7,050 1,665 63,477 69,337 78,042 78,052 17,770 17,760 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -2,014) -7,740 150 885 6,141 -2,069 -714 -1,034 -1,300 -980 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 7.4 1.7 66.3 72.4 81.5 81.5 18.5 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 4 18 20 22 24 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,710 COMMITMENTS 3,710 13,670 1,290 16,529 7,434 21,529 22,394 4,181 3,316 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -2,251) -205 -1,125 -240 -1,235 -380 -1,680 -1,745 -571 -506 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 53.2 5.0 64.3 28.9 83.7 87.1 16.3 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 6 3 18 12 23 18 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,200 COMMITMENTS 3,710 12,135 2,255 15,265 7,700 21,230 22,090 3,970 3,110 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -2,611) -205 -1,100 -595 -1,175 -340 -1,975 -2,035 -636 -576 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 48.2 8.9 60.6 30.6 84.2 87.7 15.8 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 6 3 18 12 23 18 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,225 COMMITMENTS 30,660 0 15 32,410 62,945 63,085 62,960 2,140 2,265 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 7,374) 5,410 0 -15 2,511 7,740 7,906 7,725 -532 -351 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.0 0.0 0.0 49.7 96.5 96.7 96.5 3.3 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 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 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,337 COMMITMENTS 30,420 0 15 34,827 65,147 65,262 65,162 2,075 2,175 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 7,286) 5,460 0 -15 2,376 7,731 7,821 7,716 -535 -430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.2 0.0 0.0 51.7 96.7 96.9 96.8 3.1 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 1 13 12 17 13 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,435 COMMITMENTS 23,515 250 1,165 33,110 56,555 57,790 57,970 2,645 2,465 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -2,960) -589 225 -345 -1,756 -2,775 -2,690 -2,895 -270 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.9 0.4 1.9 54.8 93.6 95.6 95.9 4.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 1 4 19 12 25 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,420 COMMITMENTS 15,115 240 1,255 31,610 46,665 47,980 48,160 2,440 2,260 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -3,200) -864 225 -395 -1,641 -2,935 -2,900 -3,105 -300 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.0 0.5 2.5 62.7 92.6 95.2 95.5 4.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 1 4 20 12 26 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,100 COMMITMENTS 2,220 5,050 810 14,690 12,475 17,720 18,335 3,380 2,765 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,140) -765 -225 -5 -555 -975 -1,325 -1,205 185 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 23.9 3.8 69.6 59.1 84.0 86.9 16.0 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 4 2 13 11 16 16 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,170 COMMITMENTS 3,055 5,175 540 14,120 12,410 17,715 18,125 2,455 2,045 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,160) -875 -250 -20 -300 -815 -1,195 -1,085 35 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 25.7 2.7 70.0 61.5 87.8 89.9 12.2 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 1 4 2 13 9 15 14 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 73,785 COMMITMENTS 16,855 22,840 2,170 49,220 43,445 68,245 68,455 5,540 5,330 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -2,265) -510 410 -210 -1,260 -1,965 -1,980 -1,765 -285 -500 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 31.0 2.9 66.7 58.9 92.5 92.8 7.5 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 3 18 12 23 16 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,775 COMMITMENTS 12,800 22,840 2,170 48,515 38,490 63,485 63,500 4,290 4,275 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -2,025) -235 410 -200 -1,280 -1,765 -1,715 -1,555 -310 -470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 33.7 3.2 71.6 56.8 93.7 93.7 6.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 3 18 14 23 18 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,662 COMMITMENTS 17,015 13,340 4,470 37,026 40,796 58,511 58,606 4,151 4,056 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,764) -493 -335 0 -1,166 -1,289 -1,659 -1,624 -105 -140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 21.3 7.1 59.1 65.1 93.4 93.5 6.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 3 18 13 23 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,122 COMMITMENTS 7,910 8,810 5,530 34,644 34,039 48,084 48,379 3,038 2,743 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,583) -243 -80 -25 -1,205 -1,343 -1,473 -1,448 -110 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 17.2 10.8 67.8 66.6 94.1 94.6 5.9 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 5 19 12 24 17 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 185,414 COMMITMENTS 8,596 29,775 10,009 121,521 100,402 140,126 140,186 45,288 45,228 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -62) 2,448 -1,212 -828 -204 3,686 1,416 1,646 -1,478 -1,708 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 16.1 5.4 65.5 54.2 75.6 75.6 24.4 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 7 5 28 32 33 41 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 145,713 COMMITMENTS 8,196 13,470 10,076 92,358 86,899 110,630 110,445 35,083 35,268 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -4,706) 1,738 -2,177 -285 -4,880 -740 -3,427 -3,202 -1,279 -1,504 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 9.2 6.9 63.4 59.6 75.9 75.8 24.1 24.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 6 6 24 29 31 37 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 71,576 COMMITMENTS 1,385 6,100 7,575 57,601 53,106 66,561 66,781 5,015 4,795 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 6,916) 140 -7,750 5,360 1,861 9,486 7,361 7,096 -445 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 8.5 10.6 80.5 74.2 93.0 93.3 7.0 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 2 16 19 18 22 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,179 COMMITMENTS 1,015 6,550 7,000 45,169 39,754 53,184 53,304 5,995 5,875 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 2,870) 25 -7,775 4,725 -1,610 6,130 3,140 3,080 -270 -210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 11.1 11.8 76.3 67.2 89.9 90.1 10.1 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 18 20 20 23 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,905 COMMITMENTS 17,025 0 3,730 16,545 34,070 37,300 37,800 3,605 3,105 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -5,210) -7,470 0 1,200 1,390 -6,145 -4,880 -4,945 -330 -265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.6 0.0 9.1 40.4 83.3 91.2 92.4 8.8 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 0 3 15 18 19 21 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,010 COMMITMENTS 33,825 230 2,375 12,385 46,040 48,585 48,645 1,425 1,365 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -6,285) -7,700 -50 75 1,590 -6,045 -6,035 -6,020 -250 -265 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 67.6 0.5 4.7 24.8 92.1 97.2 97.3 2.8 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 3 13 18 16 21 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 174,871 COMMITMENTS 8,575 7,805 6,485 129,624 131,562 144,684 145,852 30,187 29,018 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: 890) -420 -40 -205 3,002 2,313 2,377 2,068 -1,487 -1,177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 4.5 3.7 74.1 75.2 82.7 83.4 17.3 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 2 2 27 29 32 31 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 116,445 COMMITMENTS 3,225 2,685 9,905 87,015 87,315 100,145 99,905 16,300 16,540 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -5,440) -470 -35 -250 -3,495 -3,650 -4,215 -3,935 -1,225 -1,505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 2.3 8.5 74.7 75.0 86.0 85.8 14.0 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 1 3 3 25 24 29 27 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,290 COMMITMENTS 4,705 300 945 21,375 25,790 27,025 27,035 1,265 1,255 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,635) -695 0 395 -1,050 -1,550 -1,350 -1,155 -285 -480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 1.1 3.3 75.6 91.2 95.5 95.6 4.5 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 2 15 12 17 15 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,575 COMMITMENTS 4,420 300 500 21,945 26,105 26,865 26,905 1,710 1,670 CHANGES FROM 05/05/20 (CHANGE IN OPEN INTEREST: -1,350) -105 0 0 -1,220 -1,120 -1,325 -1,120 -25 -230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 1.0 1.7 76.8 91.4 94.0 94.2 6.0 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 1 15 12 17 14
Updated May 15, 2020