ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 88,218 COMMITMENTS 0 4,055 0 80,833 76,778 80,833 80,833 7,385 7,385 CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 645) 0 0 0 850 850 850 850 -205 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.6 0.0 91.6 87.0 91.6 91.6 8.4 8.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 0 17 21 17 23 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 73,475 COMMITMENTS 0 4,555 0 67,440 62,885 67,440 67,440 6,035 6,035 CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 218) 0 0 0 243 243 243 243 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.2 0.0 91.8 85.6 91.8 91.8 8.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 0 20 19 20 20 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,745 COMMITMENTS 1,850 990 0 20,170 20,740 22,020 21,730 2,725 3,015 CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 0) -200 0 0 100 -100 -100 -100 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 4.0 0.0 81.5 83.8 89.0 87.8 11.0 12.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 0 13 12 16 13 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,140 COMMITMENTS 11,620 6,475 3,745 40,496 45,911 55,861 56,131 3,279 3,009 CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 660) 0 140 -80 500 360 420 420 240 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 10.9 6.3 68.5 77.6 94.5 94.9 5.5 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 2 19 17 22 20 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,354 COMMITMENTS 2,365 3,490 3,315 31,478 30,623 37,158 37,428 2,196 1,926 CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 7) 0 90 -30 47 -43 17 17 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 8.9 8.4 80.0 77.8 94.4 95.1 5.6 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 3 17 18 20 21 NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,345 COMMITMENTS 0 3,340 1,800 18,685 15,525 20,485 20,665 1,860 1,680 CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 200) 0 -75 0 200 275 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 14.9 8.1 83.6 69.5 91.7 92.5 8.3 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 16 14 17 16 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 97,760 COMMITMENTS 11,545 4,665 1,735 66,675 73,510 79,955 79,910 17,805 17,850 CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -170) -550 0 230 -320 -870 -640 -640 470 470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 4.8 1.8 68.2 75.2 81.8 81.7 18.2 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 2 19 22 21 25 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 93,160 COMMITMENTS 12,500 7,135 1,125 63,335 68,645 76,960 76,905 16,200 16,255 CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 160) -150 0 75 -100 -250 -175 -175 335 335 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 7.7 1.2 68.0 73.7 82.6 82.6 17.4 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 2 18 21 21 24 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,503 COMMITMENTS 3,230 12,965 995 14,787 5,917 19,012 19,877 4,491 3,626 CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -15) 0 0 0 10 10 10 10 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 55.2 4.2 62.9 25.2 80.9 84.6 19.1 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 4 4 17 10 22 15 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,833 COMMITMENTS 3,230 11,475 1,540 13,859 6,534 18,629 19,549 4,204 3,284 CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -15) 0 0 0 -15 -15 -15 -15 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 50.3 6.7 60.7 28.6 81.6 85.6 18.4 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 4 4 17 10 22 15 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,720 COMMITMENTS 31,865 0 0 31,980 63,640 63,845 63,640 1,875 2,080 CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 5,550) 5,850 0 0 -250 5,820 5,600 5,820 -50 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.5 0.0 0.0 48.7 96.8 97.1 96.8 2.9 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 0 11 11 15 11 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,925 COMMITMENTS 26,295 55 190 31,675 58,215 58,160 58,460 2,765 2,465 CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -125) 0 0 0 -125 -125 -125 -125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.2 0.1 0.3 52.0 95.6 95.5 96.0 4.5 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 3 16 12 21 15 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,535 COMMITMENTS 18,105 55 540 30,500 48,700 49,145 49,295 2,390 2,240 CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -125) 0 0 0 -125 -125 -125 -125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.1 0.1 1.0 59.2 94.5 95.4 95.7 4.6 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 3 17 12 22 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,825 COMMITMENTS 16,935 21,150 2,110 44,790 40,930 63,835 64,190 5,990 5,635 CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 30.3 3.0 64.1 58.6 91.4 91.9 8.6 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 4 16 13 21 18 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,065 COMMITMENTS 13,125 21,150 2,110 44,065 36,135 59,300 59,395 4,765 4,670 CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 33.0 3.3 68.8 56.4 92.6 92.7 7.4 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 4 16 13 21 18 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,842 COMMITMENTS 17,100 13,610 5,620 37,543 41,103 60,263 60,333 3,579 3,509 CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 395) -25 -100 10 460 535 445 445 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.8 21.3 8.8 58.8 64.4 94.4 94.5 5.6 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 4 19 14 25 18 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,320 COMMITMENTS 8,900 9,550 5,915 35,668 35,268 50,483 50,733 2,837 2,587 CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 710) -125 0 10 825 700 710 710 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 17.9 11.1 66.9 66.1 94.7 95.1 5.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 4 19 14 25 18 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 185,993 COMMITMENTS 5,357 35,435 8,738 123,357 93,134 137,452 137,307 48,541 48,686 CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 2,254) -4,675 420 1,545 3,445 -1,650 315 315 1,939 1,939 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 19.1 4.7 66.3 50.1 73.9 73.8 26.1 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 3 6 5 29 31 35 39 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 146,036 COMMITMENTS 4,392 19,805 9,013 94,604 79,046 108,009 107,864 38,027 38,172 CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -500) -4,545 245 1,630 814 -3,976 -2,101 -2,101 1,601 1,601 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 13.6 6.2 64.8 54.1 74.0 73.9 26.0 26.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 3 6 5 27 30 33 38 MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,975 COMMITMENTS 1,500 300 0 20,665 21,625 22,165 21,925 810 1,050 CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.5 1.3 0.0 89.9 94.1 96.5 95.4 3.5 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 13 13 14 14 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,051 COMMITMENTS 1,755 3,590 8,815 54,216 52,611 64,786 65,016 4,265 4,035 CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -705) 0 0 0 -755 -755 -755 -755 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 5.2 12.8 78.5 76.2 93.8 94.2 6.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 15 18 17 21 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,435 COMMITMENTS 1,580 3,040 9,065 42,025 40,805 52,670 52,910 6,765 6,525 CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 70) 0 0 0 -115 -115 -115 -115 185 185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 5.1 15.3 70.7 68.7 88.6 89.0 11.4 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 2 17 19 20 22 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,150 COMMITMENTS 12,165 1,585 2,830 25,415 36,490 40,410 40,905 3,740 3,245 CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -1,730) -4,800 0 0 3,040 -1,760 -1,760 -1,760 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 3.6 6.4 57.6 82.7 91.5 92.7 8.5 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 3 17 18 22 21 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,585 COMMITMENTS 28,060 1,855 2,040 19,205 45,590 49,305 49,485 3,280 3,100 CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: -1,870) -4,800 0 150 1,980 -2,820 -2,670 -2,670 800 800 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.4 3.5 3.9 36.5 86.7 93.8 94.1 6.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 3 15 18 18 21 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 175,579 COMMITMENTS 9,875 7,070 6,000 127,565 131,390 143,440 144,460 32,138 31,119 CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 2,443) 140 -4,800 0 -1,331 3,475 -1,191 -1,325 3,633 3,767 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 4.0 3.4 72.7 74.8 81.7 82.3 18.3 17.7 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 07/14/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 120,555 COMMITMENTS 4,575 2,915 8,855 90,125 91,755 103,555 103,525 17,000 17,030 CHANGES FROM 07/07/20 (CHANGE IN OPEN INTEREST: 695) 90 -4,800 585 -2,255 2,635 -1,580 -1,580 2,275 2,275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 2.4 7.3 74.8 76.1 85.9 85.9 14.1 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 3 25 27 29 31
Updated July 17, 2020