ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 88,820 COMMITMENTS 0 4,240 0 81,229 76,989 81,229 81,229 7,591 7,591 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -182) 0 0 0 -287 -287 -287 -287 105 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.8 0.0 91.5 86.7 91.5 91.5 8.5 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 0 18 21 18 23 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 74,372 COMMITMENTS 0 4,680 0 68,457 63,777 68,457 68,457 5,915 5,915 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -20) 0 0 0 -120 -120 -120 -120 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.3 0.0 92.0 85.8 92.0 92.0 8.0 8.0 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 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,895 COMMITMENTS 2,240 1,005 0 20,995 21,930 23,235 22,935 2,660 2,960 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 10) 0 0 0 10 10 10 10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 3.9 0.0 81.1 84.7 89.7 88.6 10.3 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 1 0 12 12 16 13 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,258 COMMITMENTS 11,620 5,430 3,970 40,301 46,766 55,891 56,166 3,367 3,092 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -58) 0 380 70 352 -28 422 422 -480 -480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 9.2 6.7 68.0 78.9 94.3 94.8 5.7 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 2 19 17 22 20 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,534 COMMITMENTS 2,565 2,535 3,310 31,363 31,668 37,238 37,513 2,296 2,021 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 927) 0 500 0 927 427 927 927 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 6.4 8.4 79.3 80.1 94.2 94.9 5.8 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 3 17 18 20 21 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,840 COMMITMENTS 885 16,420 90 31,485 15,755 32,460 32,265 1,380 1,575 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -60) 0 0 0 -60 -60 -60 -60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 48.5 0.3 93.0 46.6 95.9 95.3 4.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 15 14 17 16 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 100,470 COMMITMENTS 12,825 4,755 1,515 67,355 75,355 81,695 81,625 18,775 18,845 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: -160) 0 0 0 -35 -35 -35 -35 -125 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 4.7 1.5 67.0 75.0 81.3 81.2 18.7 18.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 2 18 23 20 26 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 95,415 COMMITMENTS 13,150 7,300 1,070 63,920 69,740 78,140 78,110 17,275 17,305 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 70) 0 0 0 40 40 40 40 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 7.7 1.1 67.0 73.1 81.9 81.9 18.1 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 2 18 21 20 24 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,194 COMMITMENTS 3,505 13,950 1,290 15,747 6,212 20,542 21,452 4,652 3,742 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 360) 300 0 0 -252 108 48 108 312 252 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.9 55.4 5.1 62.5 24.7 81.5 85.1 18.5 14.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 4 4 17 11 22 16 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,264 COMMITMENTS 3,505 12,315 1,800 14,595 6,695 19,900 20,810 4,364 3,454 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 360) 300 0 0 -180 180 120 180 240 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 50.8 7.4 60.2 27.6 82.0 85.8 18.0 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 4 4 17 11 22 16 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,040 COMMITMENTS 28,555 0 25 33,570 61,485 62,150 61,510 1,890 2,530 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 175) 0 0 0 300 300 300 300 -125 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.6 0.0 0.0 52.4 96.0 97.0 96.0 3.0 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 1 12 10 16 11 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,730 COMMITMENTS 27,150 65 240 33,505 60,890 60,895 61,195 2,835 2,535 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 805) 450 -150 65 -35 715 480 630 325 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.6 0.1 0.4 52.6 95.5 95.6 96.0 4.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 3 17 12 22 15 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,780 COMMITMENTS 18,560 65 590 32,180 50,825 51,330 51,480 2,450 2,300 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 675) 450 -150 65 100 700 615 615 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.5 0.1 1.1 59.8 94.5 95.4 95.7 4.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 1 3 18 12 23 15 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,810 COMMITMENTS 2,330 4,760 530 13,570 11,585 16,430 16,875 3,380 2,935 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 24.0 2.7 68.5 58.5 82.9 85.2 17.1 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 4 1 11 8 13 13 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 73,505 COMMITMENTS 17,990 21,300 2,270 47,295 44,325 67,555 67,895 5,950 5,610 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 370) 100 -150 0 225 575 325 425 45 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 29.0 3.1 64.3 60.3 91.9 92.4 8.1 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 3 17 13 22 17 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,425 COMMITMENTS 14,160 21,300 2,270 46,360 39,260 62,790 62,830 4,635 4,595 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 370) 100 -150 0 200 450 300 300 70 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 31.6 3.4 68.8 58.2 93.1 93.2 6.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 3 17 14 22 18 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,577 COMMITMENTS 17,365 14,560 5,020 37,266 40,151 59,651 59,731 3,926 3,846 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 1,550) 800 300 50 700 1,200 1,550 1,550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 22.9 7.9 58.6 63.2 93.8 94.0 6.2 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 4 18 13 24 17 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,265 COMMITMENTS 8,715 10,160 5,315 35,187 34,012 49,217 49,487 3,048 2,778 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 1,935) 800 300 -195 1,280 1,780 1,885 1,885 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 19.4 10.2 67.3 65.1 94.2 94.7 5.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 5 18 14 24 19 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 187,314 COMMITMENTS 9,034 36,215 7,411 124,071 96,725 140,516 140,351 46,798 46,963 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 2,675) -150 1,670 125 2,179 289 2,154 2,084 521 591 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 19.3 4.0 66.2 51.6 75.0 74.9 25.0 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 7 4 30 30 35 38 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 151,106 COMMITMENTS 7,719 19,740 7,961 97,854 85,673 113,534 113,374 37,572 37,732 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 2,475) -150 1,670 -50 2,260 375 2,060 1,995 415 480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 13.1 5.3 64.8 56.7 75.1 75.0 24.9 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 6 4 26 28 31 36 MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,695 COMMITMENTS 900 350 0 20,860 21,110 21,760 21,460 935 1,235 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 0) 300 0 0 -300 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 1.5 0.0 91.9 93.0 95.9 94.6 4.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 12 12 13 13 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 73,171 COMMITMENTS 2,255 3,935 8,845 57,516 56,066 68,616 68,846 4,555 4,325 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 15) 270 0 -120 -90 180 60 60 -45 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 5.4 12.1 78.6 76.6 93.8 94.1 6.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 16 18 18 21 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,754 COMMITMENTS 1,570 3,385 9,370 44,974 43,279 55,914 56,034 5,840 5,720 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 175) 420 0 -120 -155 265 145 145 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 5.5 15.2 72.8 70.1 90.5 90.7 9.5 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 19 20 21 23 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,085 COMMITMENTS 16,600 950 3,230 18,520 34,690 38,350 38,870 3,735 3,215 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 610) 150 300 0 425 275 575 575 35 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.4 2.3 7.7 44.0 82.4 91.1 92.4 8.9 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 3 16 18 21 21 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,385 COMMITMENTS 33,045 1,330 2,030 13,860 45,785 48,935 49,145 2,450 2,240 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 440) 0 450 0 0 -450 0 0 440 440 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.3 2.6 4.0 27.0 89.1 95.2 95.6 4.8 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 3 14 18 17 21 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 178,415 COMMITMENTS 9,840 11,955 6,500 134,692 133,750 151,032 152,205 27,384 26,210 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 1,568) 800 420 -100 1,236 1,609 1,936 1,929 -368 -361 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 6.7 3.6 75.5 75.0 84.7 85.3 15.3 14.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 3 2 28 29 33 32 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 120,175 COMMITMENTS 4,480 7,455 9,020 91,255 88,235 104,755 104,710 15,420 15,465 CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST: 2,315) 800 270 -120 1,400 1,930 2,080 2,080 235 235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 6.2 7.5 75.9 73.4 87.2 87.1 12.8 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 3 25 25 29 28
Updated June 26, 2020