ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 86,583 COMMITMENTS 1,020 2,805 0 78,233 76,448 79,253 79,253 7,330 7,330 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 1,130) 0 0 0 1,070 1,070 1,070 1,070 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 3.2 0.0 90.4 88.3 91.5 91.5 8.5 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 0 21 20 22 22 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 74,733 COMMITMENTS 840 3,095 0 67,511 65,448 68,351 68,543 6,382 6,190 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 855) 0 0 0 780 780 780 780 75 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 4.1 0.0 90.3 87.6 91.5 91.7 8.5 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 20 19 21 20 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,990 COMMITMENTS 1,820 960 0 19,055 19,645 20,875 20,605 4,115 4,385 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 15) 700 0 0 -735 -35 -35 -35 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.3 3.8 0.0 76.3 78.6 83.5 82.5 16.5 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 0 14 15 17 16 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,224 COMMITMENTS 11,620 10,390 3,185 43,986 45,416 58,791 58,991 3,433 3,233 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 290) 0 50 0 281 171 281 221 9 69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 16.7 5.1 70.7 73.0 94.5 94.8 5.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 3 18 19 22 22 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,291 COMMITMENTS 2,065 6,680 3,290 35,958 31,543 41,313 41,513 1,978 1,778 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 23) 0 0 0 93 33 93 33 -70 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 15.4 7.6 83.1 72.9 95.4 95.9 4.6 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 3 19 16 22 19 NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,941 COMMITMENTS 0 2,920 1,800 17,290 14,773 19,090 19,493 1,851 1,448 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 270) 0 0 0 170 213 170 213 100 57 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 13.9 8.6 82.6 70.5 91.2 93.1 8.8 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 1 17 13 18 15 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,873 COMMITMENTS 13,705 2,418 2,660 57,683 68,965 74,048 74,043 16,825 16,830 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 540) 1,200 0 0 -660 540 540 540 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 2.7 2.9 63.5 75.9 81.5 81.5 18.5 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 3 18 22 21 27 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 87,734 COMMITMENTS 14,505 4,600 1,805 56,094 65,969 72,404 72,374 15,330 15,360 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 550) 1,200 0 0 -670 530 530 530 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 5.2 2.1 63.9 75.2 82.5 82.5 17.5 17.5 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 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,276 COMMITMENTS 825 11,425 2,765 15,089 4,909 18,679 19,099 4,597 4,177 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 625) -535 65 535 666 -15 666 585 -41 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.5 49.1 11.9 64.8 21.1 80.3 82.1 19.7 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 6 4 17 10 22 16 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,036 COMMITMENTS 825 10,825 2,890 15,129 5,549 18,844 19,264 4,192 3,772 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 600) -535 65 535 621 0 621 600 -21 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 47.0 12.5 65.7 24.1 81.8 83.6 18.2 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 6 4 17 9 22 15 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 70,045 COMMITMENTS 33,160 0 0 35,140 67,755 68,300 67,755 1,745 2,290 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 825) 400 0 0 500 900 900 900 -75 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 47.3 0.0 0.0 50.2 96.7 97.5 96.7 2.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 0 13 15 16 15 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,565 COMMITMENTS 32,285 0 0 35,670 67,670 67,955 67,670 1,610 1,895 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 975) 500 0 0 550 1,050 1,050 1,050 -75 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 46.4 0.0 0.0 51.3 97.3 97.7 97.3 2.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 0 14 14 17 14 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,965 COMMITMENTS 25,195 210 215 28,950 54,245 54,360 54,670 2,605 2,295 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 335) 325 -25 10 150 500 485 485 -150 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.2 0.4 0.4 50.8 95.2 95.4 96.0 4.6 4.0 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 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,195 COMMITMENTS 17,845 135 615 27,280 45,160 45,740 45,910 2,455 2,285 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 335) 325 -25 10 150 500 485 485 -150 -150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 37.0 0.3 1.3 56.6 93.7 94.9 95.3 5.1 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 1 4 16 13 22 17 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,500 COMMITMENTS 20,265 15,300 1,945 39,205 44,495 61,415 61,740 6,085 5,760 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 420) 0 0 100 420 420 520 520 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.0 22.7 2.9 58.1 65.9 91.0 91.5 9.0 8.5 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 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,365 COMMITMENTS 16,395 15,300 1,945 38,170 39,340 56,510 56,585 4,855 4,780 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 385) 0 0 100 420 420 520 520 -135 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 24.9 3.2 62.2 64.1 92.1 92.2 7.9 7.8 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 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,502 COMMITMENTS 18,715 13,115 5,760 37,296 42,936 61,771 61,811 2,731 2,691 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 460) -300 -75 325 410 185 435 435 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 20.3 8.9 57.8 66.6 95.8 95.8 4.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 4 20 13 25 17 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,311 COMMITMENTS 12,215 8,820 5,975 33,566 37,161 51,756 51,956 2,555 2,355 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 735) 0 75 325 410 335 735 735 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 16.2 11.0 61.8 68.4 95.3 95.7 4.7 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 4 20 13 25 17 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 187,324 COMMITMENTS 1,600 50,832 8,530 132,793 83,502 142,923 142,864 44,401 44,460 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 2,575) -25 1,600 -595 2,415 775 1,795 1,780 780 795 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 27.1 4.6 70.9 44.6 76.3 76.3 23.7 23.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 8 4 29 30 34 39 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 151,211 COMMITMENTS 1,500 37,562 9,120 104,486 68,375 115,106 115,057 36,105 36,154 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 2,525) -25 1,700 -475 1,962 227 1,462 1,452 1,063 1,073 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 24.8 6.0 69.1 45.2 76.1 76.1 23.9 23.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 8 4 28 29 33 38 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,894 COMMITMENTS 3,338 2,900 8,055 51,616 52,144 63,009 63,099 4,885 4,795 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 605) 2,270 -430 430 -2,110 590 590 590 15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 4.3 11.9 76.0 76.8 92.8 92.9 7.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 1 2 16 19 19 22 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,420 COMMITMENTS 3,100 2,400 8,455 40,655 41,460 52,210 52,315 6,210 6,105 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 775) 2,070 -630 630 -1,685 1,015 1,015 1,015 -240 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 4.1 14.5 69.6 71.0 89.4 89.5 10.6 10.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 2 19 20 21 23 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,480 COMMITMENTS 6,295 2,965 6,325 26,250 29,925 38,870 39,215 3,610 3,265 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 100) -500 0 0 550 50 50 50 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 7.0 14.9 61.8 70.4 91.5 92.3 8.5 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 3 17 19 21 22 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,320 COMMITMENTS 21,540 3,255 4,810 20,785 39,070 47,135 47,135 3,185 3,185 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 0) -500 0 0 500 120 0 120 0 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.8 6.5 9.6 41.3 77.6 93.7 93.7 6.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 2 3 15 18 18 22 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 192,783 COMMITMENTS 11,615 3,500 7,990 142,838 151,583 162,443 163,073 30,340 29,710 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 5,429) 50 2,200 0 5,437 3,560 5,487 5,760 -57 -331 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 1.8 4.1 74.1 78.6 84.3 84.6 15.7 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 3 3 29 31 35 34 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 132,150 COMMITMENTS 7,180 325 10,060 94,710 101,565 111,950 111,950 20,200 20,200 CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST: 4,415) -2,200 0 2,200 4,270 2,070 4,270 4,270 145 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 0.2 7.6 71.7 76.9 84.7 84.7 15.3 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 1 3 25 27 29 30
Updated September 25, 2020