ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 87,746 COMMITMENTS 0 4,105 75 80,557 76,452 80,632 80,632 7,114 7,114 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 2,375) 0 0 0 2,415 2,415 2,415 2,415 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.7 0.1 91.8 87.1 91.9 91.9 8.1 8.1 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 73,218 COMMITMENTS 0 4,960 0 67,608 62,648 67,608 67,608 5,610 5,610 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,890) 0 0 0 1,925 1,940 1,925 1,940 -35 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.8 0.0 92.3 85.6 92.3 92.3 7.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 19 20 19 21 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,200 COMMITMENTS 2,030 1,020 150 19,445 20,150 21,625 21,320 2,575 2,880 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 25) 75 0 0 -50 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 4.2 0.6 80.4 83.3 89.4 88.1 10.6 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 1 1 10 12 14 14 NYISO.CENTRL_month_on_dap - NODAL EXCHANGE Code-064CTQ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 13,510 COMMITMENTS 1,625 0 150 11,125 12,870 12,900 13,020 610 490 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.0 0.0 1.1 82.3 95.3 95.5 96.4 4.5 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 11 13 13 14 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,791 COMMITMENTS 11,620 5,270 4,070 39,718 46,348 55,408 55,688 3,383 3,103 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,815) 0 420 100 1,265 845 1,365 1,365 450 450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 9.0 6.9 67.6 78.8 94.2 94.7 5.8 5.3 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,484 COMMITMENTS 2,765 1,720 3,325 31,060 32,385 37,150 37,430 2,334 2,054 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,905) 0 940 -30 1,935 995 1,905 1,905 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 4.4 8.4 78.7 82.0 94.1 94.8 5.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 3 16 16 19 19 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,025 COMMITMENTS 1,010 15,820 90 30,325 15,915 31,425 31,825 1,600 1,200 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,440) 0 0 0 1,440 1,440 1,440 1,440 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 47.9 0.3 91.8 48.2 95.2 96.4 4.8 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 16 15 18 17 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 100,945 COMMITMENTS 12,555 4,390 2,215 67,565 75,750 82,335 82,355 18,610 18,590 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 420) 0 0 0 540 540 540 540 -120 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.4 4.3 2.2 66.9 75.0 81.6 81.6 18.4 18.4 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 96,432 COMMITMENTS 12,900 7,050 1,665 64,277 70,137 78,842 78,852 17,590 17,580 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 620) 0 0 0 800 800 800 800 -180 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 7.3 1.7 66.7 72.7 81.8 81.8 18.2 18.2 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,615 COMMITMENTS 3,410 14,270 1,620 16,899 6,904 21,929 22,794 4,686 3,821 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 905) -300 600 330 370 -530 400 400 505 505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 53.6 6.1 63.5 25.9 82.4 85.6 17.6 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 6 5 18 12 24 19 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,105 COMMITMENTS 3,410 12,735 2,585 15,635 7,170 21,630 22,490 4,475 3,615 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 905) -300 600 330 370 -530 400 400 505 505 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 48.8 9.9 59.9 27.5 82.9 86.2 17.1 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 6 5 18 12 24 19 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,133 COMMITMENTS 11,890 5,440 1,055 15,729 23,024 28,674 29,519 2,459 1,614 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.2 17.5 3.4 50.5 74.0 92.1 94.8 7.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 2 13 7 16 10 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,925 COMMITMENTS 30,660 0 15 33,010 63,545 63,685 63,560 2,240 2,365 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 700) 0 0 0 600 600 600 600 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.5 0.0 0.0 50.1 96.4 96.6 96.4 3.4 3.6 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,487 COMMITMENTS 30,420 0 15 34,877 65,197 65,312 65,212 2,175 2,275 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 150) 0 0 0 50 50 50 50 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.1 0.0 0.0 51.7 96.6 96.8 96.6 3.2 3.4 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,505 COMMITMENTS 23,460 250 1,165 33,115 56,505 57,740 57,920 2,765 2,585 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 70) -55 0 0 5 -50 -50 -50 120 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.8 0.4 1.9 54.7 93.4 95.4 95.7 4.6 4.3 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,440 COMMITMENTS 15,010 240 1,255 31,615 46,565 47,880 48,060 2,560 2,380 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 20) -105 0 0 5 -100 -100 -100 120 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.8 0.5 2.5 62.7 92.3 94.9 95.3 5.1 4.7 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 05/19/20 | --------------------------------------------------------------| 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 05/12/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 05/19/20 | --------------------------------------------------------------| 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 05/12/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 74,505 COMMITMENTS 17,575 22,840 2,170 49,220 44,165 68,965 69,175 5,540 5,330 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 720) 720 0 0 0 720 720 720 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.6 30.7 2.9 66.1 59.3 92.6 92.8 7.4 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 3 18 13 23 17 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,445 COMMITMENTS 13,470 22,840 2,170 48,515 39,160 64,155 64,170 4,290 4,275 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 670) 670 0 0 0 670 670 670 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 33.4 3.2 70.9 57.2 93.7 93.8 6.3 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 3 18 15 23 19 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,187 COMMITMENTS 17,615 13,890 4,470 36,951 40,771 59,036 59,131 4,151 4,056 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 525) 600 550 0 -75 -25 525 525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 22.0 7.1 58.5 64.5 93.4 93.6 6.6 6.4 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,297 COMMITMENTS 8,510 9,410 5,180 34,569 33,964 48,259 48,554 3,038 2,743 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 175) 600 600 -350 -75 -75 175 175 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 18.3 10.1 67.4 66.2 94.1 94.7 5.9 5.3 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 187,939 COMMITMENTS 8,696 29,820 10,794 122,351 101,287 141,841 141,901 46,098 46,038 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 2,525) 100 45 785 830 885 1,715 1,715 810 810 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 15.9 5.7 65.1 53.9 75.5 75.5 24.5 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 7 6 29 32 35 41 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 148,288 COMMITMENTS 8,356 13,400 10,426 93,368 88,139 112,150 111,965 36,138 36,323 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 2,575) 160 -70 350 1,010 1,240 1,520 1,520 1,055 1,055 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 9.0 7.0 63.0 59.4 75.6 75.5 24.4 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 6 5 25 29 31 37 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 73,091 COMMITMENTS 1,385 5,900 7,575 59,006 54,711 67,966 68,186 5,125 4,905 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,515) 0 -200 0 1,405 1,605 1,405 1,405 110 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 8.1 10.4 80.7 74.9 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,624 COMMITMENTS 1,015 6,550 7,000 45,449 40,034 53,464 53,584 6,160 6,040 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 445) 0 0 0 280 280 280 280 165 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 11.0 11.7 76.2 67.1 89.7 89.9 10.3 10.1 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,720 COMMITMENTS 17,075 0 3,730 17,310 34,885 38,115 38,615 3,605 3,105 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 815) 50 0 0 765 815 815 815 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.9 0.0 8.9 41.5 83.6 91.4 92.6 8.6 7.4 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,540 COMMITMENTS 33,825 180 2,425 12,865 46,570 49,115 49,175 1,425 1,365 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 530) 0 -50 50 480 530 530 530 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 66.9 0.4 4.8 25.5 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 176,717 COMMITMENTS 8,995 8,055 6,285 131,110 133,348 146,390 147,688 30,328 29,029 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,847) 420 250 -200 1,486 1,786 1,706 1,836 141 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 4.6 3.6 74.2 75.5 82.8 83.6 17.2 16.4 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 05/19/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 117,575 COMMITMENTS 3,525 2,695 9,845 87,410 88,750 100,780 101,290 16,795 16,285 CHANGES FROM 05/12/20 (CHANGE IN OPEN INTEREST: 1,130) 300 10 -60 395 1,435 635 1,385 495 -255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 2.3 8.4 74.3 75.5 85.7 86.1 14.3 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 3 25 23 29 26 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/20 | --------------------------------------------------------------| 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 05/12/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 05/19/20 | --------------------------------------------------------------| 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 05/12/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 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 22, 2020