ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 88,592 COMMITMENTS 1,020 3,430 0 80,207 77,797 81,227 81,227 7,365 7,365 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 2,050) 360 0 0 1,595 1,955 1,955 1,955 95 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 3.9 0.0 90.5 87.8 91.7 91.7 8.3 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 0 19 21 20 23 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 75,383 COMMITMENTS 840 3,850 0 68,408 65,398 69,248 69,248 6,135 6,135 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 2,060) 360 0 0 1,555 1,915 1,915 1,915 145 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 5.1 0.0 90.7 86.8 91.9 91.9 8.1 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 1 0 22 20 23 21 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,985 COMMITMENTS 1,310 975 0 20,290 20,345 21,600 21,320 4,385 4,665 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 1,305) 0 0 0 195 195 195 195 1,110 1,110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 3.8 0.0 78.1 78.3 83.1 82.0 16.9 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 0 14 13 17 14 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,639 COMMITMENTS 11,620 10,535 3,310 44,146 45,496 59,076 59,341 3,563 3,298 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 1,312) 0 1,740 -120 1,285 -455 1,165 1,165 147 147 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 16.8 5.3 70.5 72.6 94.3 94.7 5.7 5.3 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 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,381 COMMITMENTS 2,215 6,975 3,315 34,648 30,163 40,178 40,453 2,203 1,928 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 845) 0 1,740 0 843 -897 843 843 2 2 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 16.5 7.8 81.8 71.2 94.8 95.5 5.2 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 3 17 17 20 20 NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,746 COMMITMENTS 0 3,155 1,800 18,285 15,310 20,085 20,265 1,661 1,481 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -120) 0 0 0 -120 -120 -120 -120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 14.5 8.3 84.1 70.4 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 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 94,738 COMMITMENTS 13,395 2,578 2,770 60,943 71,745 77,108 77,093 17,630 17,645 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -165) 0 200 -15 -190 -390 -205 -205 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 2.7 2.9 64.3 75.7 81.4 81.4 18.6 18.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 3 19 22 22 27 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,484 COMMITMENTS 14,420 4,910 1,810 58,264 67,734 74,494 74,454 15,990 16,030 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -400) -70 130 55 -325 -525 -340 -340 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 5.4 2.0 64.4 74.9 82.3 82.3 17.7 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 3 18 22 21 26 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,792 COMMITMENTS 2,955 12,590 945 14,613 5,408 18,513 18,943 4,279 3,849 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 130) 0 175 -15 60 -115 45 45 85 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 55.2 4.1 64.1 23.7 81.2 83.1 18.8 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 5 4 18 10 23 16 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,352 COMMITMENTS 2,955 11,620 1,205 14,284 6,049 18,444 18,874 3,908 3,478 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 70) 0 175 -15 35 -140 20 20 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 52.0 5.4 63.9 27.1 82.5 84.4 17.5 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 5 4 18 10 23 16 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| 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 08/25/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 73,487 COMMITMENTS 35,950 0 0 35,515 71,105 71,465 71,105 2,022 2,382 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 625) 600 0 0 25 625 625 625 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 48.9 0.0 0.0 48.3 96.8 97.2 96.8 2.8 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 4 0 0 13 15 17 15 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 72,510 COMMITMENTS 34,675 0 0 36,145 70,500 70,820 70,500 1,690 2,010 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 625) 600 0 0 25 625 625 625 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.8 0.0 0.0 49.8 97.2 97.7 97.2 2.3 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 4 0 0 14 12 18 12 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,155 COMMITMENTS 25,625 295 175 30,515 56,150 56,315 56,620 2,840 2,535 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 970) 675 0 0 -5 670 670 670 300 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.3 0.5 0.3 51.6 94.9 95.2 95.7 4.8 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 1 3 16 13 22 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,115 COMMITMENTS 17,900 220 575 29,150 46,990 47,625 47,785 2,490 2,330 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 855) 650 -25 50 -155 520 545 545 310 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.7 0.4 1.1 58.2 93.8 95.0 95.4 5.0 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 1 4 17 13 23 17 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,230 COMMITMENTS 2,170 3,640 530 11,160 10,060 13,860 14,230 3,370 3,000 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 100) 0 0 0 100 0 100 0 0 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 21.1 3.1 64.8 58.4 80.4 82.6 19.6 17.4 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 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,395 COMMITMENTS 19,255 15,675 2,045 41,690 45,610 62,990 63,330 6,405 6,065 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 1,245) 1,020 -1,800 175 -45 2,775 1,150 1,150 95 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 22.6 2.9 60.1 65.7 90.8 91.3 9.2 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 2 4 16 15 24 20 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,050 COMMITMENTS 15,315 15,675 2,045 40,765 40,490 58,125 58,210 4,925 4,840 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 1,335) 1,020 -1,800 175 160 2,980 1,355 1,355 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.3 24.9 3.2 64.7 64.2 92.2 92.3 7.8 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 2 4 16 15 24 20 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,572 COMMITMENTS 19,730 13,420 5,500 38,194 44,559 63,424 63,479 3,148 3,093 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 1,495) 1,100 70 50 395 1,425 1,545 1,545 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 20.2 8.3 57.4 66.9 95.3 95.4 4.7 4.6 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 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,721 COMMITMENTS 11,655 9,255 5,690 35,608 38,233 52,953 53,178 2,768 2,543 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 1,550) 900 20 0 650 1,530 1,550 1,550 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.9 16.6 10.2 63.9 68.6 95.0 95.4 5.0 4.6 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 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 193,722 COMMITMENTS 1,695 51,000 9,320 136,372 87,023 147,387 147,343 46,335 46,379 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 1,795) 20 4,370 -2,685 3,899 -415 1,234 1,270 561 525 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 26.3 4.8 70.4 44.9 76.1 76.1 23.9 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 8 4 28 30 33 39 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 155,203 COMMITMENTS 1,500 36,130 9,590 107,191 72,522 118,281 118,242 36,922 36,961 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 2,048) -515 3,735 -1,825 3,762 -452 1,422 1,458 626 590 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 23.3 6.2 69.1 46.7 76.2 76.2 23.8 23.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 8 4 27 30 32 39 MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,325 COMMITMENTS 2,100 250 0 20,200 21,810 22,300 22,060 1,025 1,265 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 300 0 300 0 -300 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 1.1 0.0 86.6 93.5 95.6 94.6 4.4 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 13 14 14 15 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,644 COMMITMENTS 1,198 3,530 8,150 55,276 53,039 64,624 64,719 5,020 4,925 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 950) 0 0 0 675 675 675 675 275 275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 5.1 11.7 79.4 76.2 92.8 92.9 7.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 2 16 19 19 22 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,007 COMMITMENTS 1,150 3,155 8,325 43,612 41,862 53,087 53,342 6,920 6,665 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 950) 0 0 0 790 790 790 790 160 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 5.3 13.9 72.7 69.8 88.5 88.9 11.5 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 2 18 19 21 22 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| 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 2,520 6,850 27,087 31,642 40,542 41,012 3,905 3,435 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -155) 0 300 -105 60 60 -45 255 -110 -410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 5.7 15.4 60.9 71.2 91.2 92.3 8.8 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 1 3 16 19 21 22 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,380 COMMITMENTS 22,325 2,780 5,000 19,830 39,390 47,155 47,170 3,225 3,210 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: -20) 0 300 -125 50 50 -75 225 55 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.3 5.5 9.9 39.4 78.2 93.6 93.6 6.4 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 3 15 17 18 20 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 191,046 COMMITMENTS 11,645 1,220 8,615 138,785 149,644 159,045 159,479 32,001 31,567 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 4,215) 1,160 -300 250 2,261 3,656 3,671 3,606 544 609 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 0.6 4.5 72.6 78.3 83.2 83.5 16.8 16.5 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 09/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 130,065 COMMITMENTS 9,515 470 8,185 91,885 100,915 109,585 109,570 20,480 20,495 CHANGES FROM 08/25/20 (CHANGE IN OPEN INTEREST: 2,440) 560 -300 250 870 1,780 1,680 1,730 760 710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 0.4 6.3 70.6 77.6 84.3 84.2 15.7 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 2 3 26 28 30 32
Updated September 04, 2020