ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,661 COMMITMENTS 0 4,405 0 83,175 78,770 83,175 83,175 7,486 7,486 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,529) 0 0 0 1,179 1,179 1,179 1,179 350 350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.9 0.0 91.7 86.9 91.7 91.7 8.3 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 0 2 0 19 21 19 23 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 75,927 COMMITMENTS 0 4,960 0 70,127 65,167 70,127 70,127 5,800 5,800 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,649) 0 0 0 1,459 1,459 1,459 1,459 190 190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.5 0.0 92.4 85.8 92.4 92.4 7.6 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 20 20 20 21 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,935 COMMITMENTS 2,205 1,020 150 20,055 20,935 22,410 22,105 2,525 2,830 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 805) 175 0 0 680 855 855 855 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.8 4.1 0.6 80.4 84.0 89.9 88.7 10.1 11.3 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 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,890 COMMITMENTS 1,625 0 150 12,505 14,250 14,280 14,400 610 490 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 600) 0 0 0 600 600 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.9 0.0 1.0 84.0 95.7 95.9 96.7 4.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 0 1 11 14 13 15 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,671 COMMITMENTS 11,620 4,670 4,170 40,898 48,128 56,688 56,968 3,983 3,703 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,400) 0 0 0 1,400 1,400 1,400 1,400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.2 7.7 6.9 67.4 79.3 93.4 93.9 6.6 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 2 17 17 20 20 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,209 COMMITMENTS 2,765 1,720 3,325 30,785 32,110 36,875 37,155 2,334 2,054 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -25) 0 0 0 -25 -25 -25 -25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 4.4 8.5 78.5 81.9 94.0 94.8 6.0 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 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,455 COMMITMENTS 1,010 16,420 90 31,755 16,745 32,855 33,255 1,600 1,200 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,130) 0 600 0 1,130 530 1,130 1,130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 47.7 0.3 92.2 48.6 95.4 96.5 4.6 3.5 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 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 102,215 COMMITMENTS 13,005 4,390 2,070 68,530 77,085 83,605 83,545 18,610 18,670 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 655) 50 25 -150 855 800 755 675 -100 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 4.3 2.0 67.0 75.4 81.8 81.7 18.2 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 3 4 19 23 23 27 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 96,982 COMMITMENTS 13,320 7,070 1,450 64,867 71,017 79,637 79,537 17,345 17,445 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -170) 45 20 -175 260 175 130 20 -300 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 7.3 1.5 66.9 73.2 82.1 82.0 17.9 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 4 19 21 23 25 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,980 COMMITMENTS 3,410 14,875 1,605 17,279 6,679 22,294 23,159 4,686 3,821 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -25) 0 115 -15 -10 -125 -25 -25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 55.1 5.9 64.0 24.8 82.6 85.8 17.4 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 5 5 19 13 25 19 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,570 COMMITMENTS 3,410 13,240 2,570 16,115 7,145 22,095 22,955 4,475 3,615 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -25) 0 15 -15 -10 -25 -25 -25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 49.8 9.7 60.7 26.9 83.2 86.4 16.8 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 5 5 19 13 25 19 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,668 COMMITMENTS 11,890 5,415 1,055 16,188 23,508 29,133 29,978 2,535 1,690 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 510) 0 -50 0 434 484 434 434 76 76 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.5 17.1 3.3 51.1 74.2 92.0 94.7 8.0 5.3 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 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,740 COMMITMENTS 30,520 0 40 33,940 64,335 64,500 64,375 2,240 2,365 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 495) 75 0 25 395 470 495 495 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 45.7 0.0 0.1 50.9 96.4 96.6 96.5 3.4 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 0 1 14 13 18 14 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,257 COMMITMENTS 30,520 0 15 35,547 65,967 66,082 65,982 2,175 2,275 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 520) 100 0 0 420 520 520 520 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.7 0.0 0.0 52.1 96.6 96.8 96.7 3.2 3.3 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 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,485 COMMITMENTS 26,185 175 545 34,190 60,390 60,920 61,110 2,565 2,375 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,070) 1,175 0 -630 675 1,860 1,220 1,230 -150 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.2 0.3 0.9 53.9 95.1 96.0 96.3 4.0 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 1 4 19 12 26 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,450 COMMITMENTS 17,135 165 1,105 32,690 49,850 50,930 51,120 2,520 2,330 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,130) 575 0 -130 675 1,260 1,120 1,130 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.1 0.3 2.1 61.2 93.3 95.3 95.6 4.7 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 1 4 20 12 27 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,135 COMMITMENTS 2,220 5,100 810 14,740 12,475 17,770 18,385 3,365 2,750 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 35) 0 50 0 50 0 50 50 -15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.5 24.1 3.8 69.7 59.0 84.1 87.0 15.9 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 5 2 13 11 16 17 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,215 COMMITMENTS 3,055 5,225 540 14,170 12,410 17,765 18,175 2,450 2,040 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 45) 0 50 0 50 0 50 50 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 25.8 2.7 70.1 61.4 87.9 89.9 12.1 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 5 2 13 9 15 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 76,020 COMMITMENTS 18,650 22,340 2,470 49,260 45,780 70,380 70,590 5,640 5,430 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 25) 75 0 0 -50 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 29.4 3.2 64.8 60.2 92.6 92.9 7.4 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 3 19 13 24 17 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,710 COMMITMENTS 14,545 22,340 2,470 48,155 40,375 65,170 65,185 4,540 4,525 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 25) 75 0 0 -50 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 32.0 3.5 69.1 57.9 93.5 93.5 6.5 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 4 2 3 19 15 24 19 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,042 COMMITMENTS 18,155 14,070 4,470 37,331 41,511 59,956 60,051 4,086 3,991 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -50) 15 -70 0 -50 35 -35 -35 -15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.3 22.0 7.0 58.3 64.8 93.6 93.8 6.4 6.2 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 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,132 COMMITMENTS 9,050 9,590 5,165 34,844 34,599 49,059 49,354 3,073 2,778 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: -65) 15 -70 -15 -50 35 -50 -50 -15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.4 18.4 9.9 66.8 66.4 94.1 94.7 5.9 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 5 18 13 23 18 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 191,514 COMMITMENTS 8,276 33,875 8,879 127,451 101,912 144,606 144,666 46,908 46,848 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,210) -250 1,270 -540 1,740 220 950 950 260 260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 17.7 4.6 66.5 53.2 75.5 75.5 24.5 24.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 7 5 30 33 35 42 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 151,653 COMMITMENTS 7,646 16,870 9,221 97,508 88,099 114,375 114,190 37,278 37,463 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 995) -300 670 50 1,040 70 790 790 205 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 11.1 6.1 64.3 58.1 75.4 75.3 24.6 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 7 5 26 30 31 39 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 74,071 COMMITMENTS 1,385 4,625 8,775 59,001 55,981 69,161 69,381 4,910 4,690 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,105) 0 -1,050 1,200 -230 920 970 1,070 135 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 6.2 11.8 79.7 75.6 93.4 93.7 6.6 6.3 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 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,189 COMMITMENTS 1,065 4,700 8,800 45,234 41,719 55,099 55,219 6,090 5,970 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,380) 0 -1,025 1,200 180 1,205 1,380 1,380 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 7.7 14.4 73.9 68.2 90.0 90.2 10.0 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 2 19 20 21 23 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,135 COMMITMENTS 16,195 0 3,730 18,415 35,160 38,340 38,890 3,795 3,245 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 410) -100 0 0 510 400 410 400 0 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.4 0.0 8.9 43.7 83.4 91.0 92.3 9.0 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 0 3 16 18 20 21 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,700 COMMITMENTS 32,945 230 2,600 14,255 47,030 49,800 49,860 1,900 1,840 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 300) -100 0 0 400 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 63.7 0.4 5.0 27.6 91.0 96.3 96.4 3.7 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 3 15 18 18 21 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 181,022 COMMITMENTS 9,070 10,250 6,735 134,991 135,186 150,796 152,171 30,226 28,851 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 2,261) 0 950 550 1,528 629 2,078 2,129 183 132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 5.7 3.7 74.6 74.7 83.3 84.1 16.7 15.9 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 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 119,010 COMMITMENTS 3,600 5,840 9,375 89,445 87,145 102,420 102,360 16,590 16,650 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 1,300) 0 950 310 905 -45 1,215 1,215 85 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 4.9 7.9 75.2 73.2 86.1 86.0 13.9 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 3 25 25 29 28 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,805 COMMITMENTS 4,705 300 945 21,910 26,325 27,560 27,570 1,245 1,235 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 455) 0 0 0 475 475 475 475 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.3 1.0 3.3 76.1 91.4 95.7 95.7 4.3 4.3 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 06/02/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,035 COMMITMENTS 4,420 300 500 22,580 26,740 27,500 27,540 1,535 1,495 CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST: 400) 0 0 0 575 575 575 575 -175 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 1.0 1.7 77.8 92.1 94.7 94.9 5.3 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 1 15 12 17 14
Updated June 05, 2020