ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 88,558 COMMITMENTS 0 4,055 0 81,113 77,058 81,113 81,113 7,445 7,445 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 340) 0 0 0 280 280 280 280 60 60 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 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 73,764 COMMITMENTS 0 4,580 0 67,694 63,114 67,694 67,694 6,070 6,070 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 289) 0 25 0 254 229 254 254 35 35 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 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,995 COMMITMENTS 1,850 990 0 20,420 20,990 22,270 21,980 2,725 3,015 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 250) 0 0 0 250 250 250 250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 4.0 0.0 81.7 84.0 89.1 87.9 10.9 12.1 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 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,282 COMMITMENTS 11,620 6,500 3,745 40,576 45,966 55,941 56,211 3,341 3,071 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 142) 0 25 0 80 55 80 80 62 62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 11.0 6.3 68.4 77.5 94.4 94.8 5.6 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 2 18 18 21 21 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,834 COMMITMENTS 2,365 3,790 3,315 31,958 30,803 37,638 37,908 2,196 1,926 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 480) 0 300 0 480 180 480 480 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 9.5 8.3 80.2 77.3 94.5 95.2 5.5 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 3 16 18 19 21 NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,380 COMMITMENTS 0 3,340 1,800 18,625 15,465 20,425 20,605 1,955 1,775 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 35) 0 0 0 -60 -60 -60 -60 95 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 14.9 8.0 83.2 69.1 91.3 92.1 8.7 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 17 14 18 16 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 97,910 COMMITMENTS 11,480 4,665 1,800 67,000 73,770 80,280 80,235 17,630 17,675 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 150) -65 0 65 325 260 325 325 -175 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.7 4.8 1.8 68.4 75.3 82.0 81.9 18.0 18.1 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 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 93,935 COMMITMENTS 12,435 7,135 1,125 64,475 69,705 78,035 77,965 15,900 15,970 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 775) -65 0 0 1,140 1,060 1,075 1,060 -300 -285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 7.6 1.2 68.6 74.2 83.1 83.0 16.9 17.0 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 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,553 COMMITMENTS 3,230 13,015 995 14,837 5,917 19,062 19,927 4,491 3,626 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 50) 0 50 0 50 0 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 55.3 4.2 63.0 25.1 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 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,908 COMMITMENTS 3,230 11,600 1,465 14,009 6,559 18,704 19,624 4,204 3,284 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 75) 0 125 -75 150 25 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 50.6 6.4 61.2 28.6 81.6 85.7 18.4 14.3 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 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 70,785 COMMITMENTS 36,665 0 0 32,245 68,705 68,910 68,705 1,875 2,080 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 5,065) 4,800 0 0 265 5,065 5,065 5,065 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 51.8 0.0 0.0 45.6 97.1 97.4 97.1 2.6 2.9 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 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,375 COMMITMENTS 26,295 55 190 32,125 58,665 58,610 58,910 2,765 2,465 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 450) 0 0 0 450 450 450 450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.8 0.1 0.3 52.3 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 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,035 COMMITMENTS 18,105 55 540 31,000 49,200 49,645 49,795 2,390 2,240 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 500) 0 0 0 500 500 500 500 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.8 0.1 1.0 59.6 94.6 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.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,600 COMMITMENTS 2,280 4,085 530 12,315 10,970 15,125 15,585 3,475 3,015 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.3 22.0 2.8 66.2 59.0 81.3 83.8 18.7 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 1 11 9 13 13 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,360 COMMITMENTS 16,935 21,150 2,110 44,355 40,495 63,400 63,755 5,960 5,605 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -465) 0 0 0 -435 -435 -435 -435 -30 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.4 30.5 3.0 63.9 58.4 91.4 91.9 8.6 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 2 4 16 14 22 19 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,030 COMMITMENTS 13,125 21,150 2,110 44,080 36,150 59,315 59,410 4,715 4,620 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -35) 0 0 0 15 15 15 15 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 33.0 3.3 68.8 56.5 92.6 92.8 7.4 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 5 2 4 16 14 22 19 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,162 COMMITMENTS 17,110 13,820 5,595 37,893 41,253 60,598 60,668 3,564 3,494 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 320) 10 210 -25 350 150 335 335 -15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 21.5 8.7 59.1 64.3 94.4 94.6 5.6 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 3 4 20 14 26 18 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,570 COMMITMENTS 8,860 9,760 5,890 35,968 35,318 50,718 50,968 2,852 2,602 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 250) -40 210 -25 300 50 235 235 15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 18.2 11.0 67.1 65.9 94.7 95.1 5.3 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 3 4 20 14 26 18 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 192,452 COMMITMENTS 1,420 36,303 12,390 129,779 94,751 143,589 143,444 48,863 49,008 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 6,459) -3,937 868 3,652 6,422 1,617 6,137 6,137 322 322 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 18.9 6.4 67.4 49.2 74.6 74.5 25.4 25.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 7 5 29 31 35 39 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 152,486 COMMITMENTS 1,625 21,718 11,585 100,329 80,091 113,539 113,394 38,947 39,092 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 6,450) -2,767 1,913 2,572 5,725 1,045 5,530 5,530 920 920 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 14.2 7.6 65.8 52.5 74.5 74.4 25.5 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 2 7 5 27 30 33 38 MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| 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 07/14/20 (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 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,556 COMMITMENTS 1,880 3,590 8,815 54,341 52,741 65,036 65,146 4,520 4,410 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 505) 125 0 0 125 130 250 130 255 375 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 5.2 12.7 78.1 75.8 93.5 93.7 6.5 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 2 16 19 18 22 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,575 COMMITMENTS 1,655 3,040 9,065 42,155 41,025 52,875 53,130 6,700 6,445 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 140) 75 0 0 130 220 205 220 -65 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 5.1 15.2 70.8 68.9 88.8 89.2 11.2 10.8 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 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,390 COMMITMENTS 7,365 1,585 6,405 27,655 33,930 41,425 41,920 3,965 3,470 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 1,240) -4,800 0 3,575 2,240 -2,560 1,015 1,015 225 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 3.5 14.1 60.9 74.8 91.3 92.4 8.7 7.6 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 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,805 COMMITMENTS 23,260 1,855 4,315 20,745 42,330 48,320 48,500 3,485 3,305 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: -780) -4,800 0 2,275 1,540 -3,260 -985 -985 205 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.9 3.6 8.3 40.0 81.7 93.3 93.6 6.7 6.4 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 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 178,474 COMMITMENTS 9,900 2,270 7,900 128,221 136,888 146,021 147,058 32,453 31,416 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 2,895) 25 -4,800 1,900 656 5,499 2,581 2,599 315 297 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 1.3 4.4 71.8 76.7 81.8 82.4 18.2 17.6 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 07/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 123,090 COMMITMENTS 7,625 865 8,220 89,895 96,625 105,740 105,710 17,350 17,380 CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST: 2,535) 3,050 -2,050 -635 -230 4,870 2,185 2,185 350 350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 0.7 6.7 73.0 78.5 85.9 85.9 14.1 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 2 3 25 27 29 31
Updated July 24, 2020