ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 86,312 COMMITMENTS 0 3,430 0 78,862 75,612 78,862 79,042 7,450 7,270 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 510) 0 0 0 320 500 320 500 190 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.0 0.0 91.4 87.6 91.4 91.6 8.6 8.4 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 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 73,203 COMMITMENTS 0 3,850 0 67,213 63,363 67,213 67,213 5,990 5,990 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 450) 0 0 0 450 450 450 450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.3 0.0 91.8 86.6 91.8 91.8 8.2 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 21 20 21 21 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,680 COMMITMENTS 1,310 975 0 20,095 20,150 21,405 21,125 3,275 3,555 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 4.0 0.0 81.4 81.6 86.7 85.6 13.3 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 0 12 13 15 14 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,832 COMMITMENTS 11,620 8,495 3,480 42,316 45,706 57,416 57,681 3,416 3,151 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 1,650) 0 1,590 -270 1,920 330 1,650 1,650 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 14.0 5.7 69.6 75.1 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 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,736 COMMITMENTS 2,215 5,235 3,315 33,005 30,260 38,535 38,810 2,201 1,926 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 1,255) 0 1,240 0 1,245 15 1,245 1,255 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 12.9 8.1 81.0 74.3 94.6 95.3 5.4 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 3 16 17 19 20 NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,806 COMMITMENTS 0 3,155 1,800 18,345 15,370 20,145 20,325 1,661 1,481 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 14.5 8.3 84.1 70.5 92.4 93.2 7.6 6.8 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 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 93,419 COMMITMENTS 12,075 2,445 2,640 61,819 71,434 76,534 76,519 16,885 16,900 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 85) 1,200 -120 70 -510 810 760 760 -675 -675 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 2.6 2.8 66.2 76.5 81.9 81.9 18.1 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 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 89,754 COMMITMENTS 13,200 4,960 1,730 59,509 67,709 74,439 74,399 15,315 15,355 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 120) 1,200 0 0 -445 760 755 760 -635 -640 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 5.5 1.9 66.3 75.4 82.9 82.9 17.1 17.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 2 18 22 21 25 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,837 COMMITMENTS 2,955 11,815 960 14,098 5,668 18,013 18,443 3,824 3,394 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 54.1 4.4 64.6 26.0 82.5 84.5 17.5 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 4 4 18 10 23 15 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,457 COMMITMENTS 2,955 10,845 1,220 13,779 6,319 17,954 18,384 3,503 3,073 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 50.5 5.7 64.2 29.4 83.7 85.7 16.3 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 4 4 18 10 23 15 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,198 COMMITMENTS 10,940 5,325 995 15,451 21,801 27,386 28,121 1,812 1,077 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.5 18.2 3.4 52.9 74.7 93.8 96.3 6.2 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 1 13 8 15 11 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 72,512 COMMITMENTS 35,175 0 0 35,365 70,130 70,540 70,130 1,972 2,382 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 995) 0 0 0 640 310 640 310 355 685 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.5 0.0 0.0 48.8 96.7 97.3 96.7 2.7 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 4 0 0 14 14 18 14 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 71,915 COMMITMENTS 34,075 0 0 36,160 69,915 70,235 69,915 1,680 2,000 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 1,030) 0 0 0 810 860 810 860 220 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.4 0.0 0.0 50.3 97.2 97.7 97.2 2.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 0 0 14 11 18 11 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,185 COMMITMENTS 24,950 295 175 30,520 55,480 55,645 55,950 2,540 2,235 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 50) 0 150 0 195 45 195 195 -145 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.9 0.5 0.3 52.5 95.4 95.6 96.2 4.4 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 3 16 13 21 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,260 COMMITMENTS 17,250 245 525 29,305 46,470 47,080 47,240 2,180 2,020 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 50) 0 150 0 195 45 195 195 -145 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.0 0.5 1.1 59.5 94.3 95.6 95.9 4.4 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 3 17 13 22 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,130 COMMITMENTS 2,170 3,640 530 11,060 10,060 13,760 14,230 3,370 2,900 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 21.2 3.1 64.6 58.7 80.3 83.1 19.7 16.9 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 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,860 COMMITMENTS 17,335 17,475 2,170 41,730 41,930 61,235 61,575 5,625 5,285 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 815) 265 -3,600 300 195 4,060 760 760 55 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.9 26.1 3.2 62.4 62.7 91.6 92.1 8.4 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 2 4 16 15 23 20 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,275 COMMITMENTS 13,395 17,475 2,170 41,205 37,210 56,770 56,855 4,505 4,420 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 590) 165 -3,600 300 115 3,880 580 580 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 28.5 3.5 67.2 60.7 92.6 92.8 7.4 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 2 4 16 15 23 20 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,112 COMMITMENTS 18,630 13,890 5,410 37,834 42,629 61,874 61,929 3,238 3,183 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 1,500) 1,550 550 -350 275 1,275 1,475 1,475 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.6 21.3 8.3 58.1 65.5 95.0 95.1 5.0 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 3 4 20 13 26 17 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,206 COMMITMENTS 10,755 9,775 5,690 34,993 36,198 51,438 51,663 2,768 2,543 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 1,150) 1,500 550 -350 -250 700 900 900 250 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.8 18.0 10.5 64.6 66.8 94.9 95.3 5.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 3 4 20 13 26 17 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 189,052 COMMITMENTS 1,670 43,420 12,320 130,628 88,748 144,618 144,488 44,434 44,564 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 3,045) 245 6,445 395 2,722 -3,533 3,362 3,307 -317 -262 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 23.0 6.5 69.1 46.9 76.5 76.4 23.5 23.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 5 5 28 30 34 37 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 151,170 COMMITMENTS 2,010 29,185 11,790 100,554 73,254 114,354 114,229 36,816 36,941 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 2,810) 705 6,755 -5 2,365 -3,735 3,065 3,015 -255 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 19.3 7.8 66.5 48.5 75.6 75.6 24.4 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 5 5 27 29 33 36 MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,850 COMMITMENTS 2,100 250 0 19,725 21,335 21,825 21,585 1,025 1,265 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 10) 0 0 0 10 10 10 10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.2 1.1 0.0 86.3 93.4 95.5 94.5 4.5 5.5 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 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,216 COMMITMENTS 1,115 3,530 8,150 54,221 51,906 63,486 63,586 4,730 4,630 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -770) -515 235 -235 -65 -815 -815 -815 45 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 5.2 11.9 79.5 76.1 93.1 93.2 6.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 2 2 15 19 17 22 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,787 COMMITMENTS 1,150 3,155 8,325 42,407 40,657 51,882 52,137 6,905 6,650 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 50) -265 435 -435 660 -40 -40 -40 90 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 5.4 14.2 72.1 69.2 88.3 88.7 11.7 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 2 17 19 20 22 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,447 COMMITMENTS 6,605 2,220 6,955 26,772 31,627 40,332 40,802 4,115 3,645 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -720) 0 0 0 -955 -955 -955 -955 235 235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 5.0 15.6 60.2 71.2 90.7 91.8 9.3 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 3 17 19 22 22 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,425 COMMITMENTS 22,325 2,480 5,125 19,820 39,680 47,270 47,285 3,155 3,140 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: -300) 0 50 0 -285 -470 -285 -420 -15 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.3 4.9 10.2 39.3 78.7 93.7 93.8 6.3 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 1 3 16 18 19 21 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 183,940 COMMITMENTS 10,485 1,520 8,365 133,199 142,708 152,049 152,593 31,891 31,347 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 5,526) 640 -240 0 3,329 4,114 3,969 3,874 1,557 1,652 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 0.8 4.5 72.4 77.6 82.7 83.0 17.3 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 4 3 29 30 35 34 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 08/18/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 125,150 COMMITMENTS 8,955 770 7,935 88,605 96,775 105,495 105,480 19,655 19,670 CHANGES FROM 08/11/20 (CHANGE IN OPEN INTEREST: 3,205) 1,040 0 0 280 1,320 1,320 1,320 1,885 1,885 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 0.6 6.3 70.8 77.3 84.3 84.3 15.7 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 3 26 28 30 32
Updated August 21, 2020