ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 86,174 COMMITMENTS 0 3,745 75 78,895 74,655 78,970 78,475 7,204 7,699 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 2,620) 0 0 0 2,671 2,176 2,671 2,176 -51 444 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.3 0.1 91.6 86.6 91.6 91.1 8.4 8.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 2 1 19 20 20 22 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 71,988 COMMITMENTS 0 4,280 30 66,273 61,738 66,303 66,048 5,685 5,940 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 1,775) 0 0 0 1,775 1,535 1,775 1,535 0 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 5.9 0.0 92.1 85.8 92.1 91.7 7.9 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 0 1 1 18 20 19 21 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,260 COMMITMENTS 2,070 1,035 175 19,070 19,915 21,315 21,125 2,945 3,135 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -140) 0 0 0 -200 -80 -200 -80 60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 4.3 0.7 78.6 82.1 87.9 87.1 12.1 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 1 1 9 12 13 14 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,124 COMMITMENTS 11,500 4,840 4,340 40,159 47,194 55,999 56,374 3,125 2,750 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 210) 0 300 -40 135 -75 95 185 115 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 8.2 7.3 67.9 79.8 94.7 95.3 5.3 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 2 17 16 20 19 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,280 COMMITMENTS 2,965 655 3,420 30,346 33,046 36,731 37,121 2,549 2,159 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 2) 0 0 0 -93 12 -93 12 95 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.5 1.7 8.7 77.3 84.1 93.5 94.5 6.5 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 3 17 16 20 19 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,120 COMMITMENTS 1,035 15,820 90 29,310 14,980 30,435 30,890 1,685 1,230 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 1,670) 0 0 0 1,610 1,670 1,610 1,670 60 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 49.3 0.3 91.3 46.6 94.8 96.2 5.2 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 15 15 17 17 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 102,166 COMMITMENTS 19,810 4,135 1,660 60,721 76,521 82,191 82,316 19,975 19,850 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 435) 720 -60 45 -520 380 245 365 190 70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 4.0 1.6 59.4 74.9 80.4 80.6 19.6 19.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 4 4 19 22 23 27 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 97,826 COMMITMENTS 20,640 6,900 780 57,336 71,406 78,756 79,086 19,070 18,740 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 980) 1,320 -60 60 -350 1,370 1,030 1,370 -50 -390 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.1 7.1 0.8 58.6 73.0 80.5 80.8 19.5 19.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 3 4 18 20 22 24 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,961 COMMITMENTS 3,915 14,795 1,530 17,764 7,814 23,209 24,139 4,752 3,822 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 2,320) 300 2,100 20 1,882 132 2,202 2,252 118 68 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.0 52.9 5.5 63.5 27.9 83.0 86.3 17.0 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 7 3 18 12 23 19 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,811 COMMITMENTS 3,915 13,235 2,850 16,440 8,040 23,205 24,125 4,606 3,686 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 2,350) -685 1,090 1,005 1,830 105 2,150 2,200 200 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 47.6 10.2 59.1 28.9 83.4 86.7 16.6 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 7 3 18 12 23 19 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,919 COMMITMENTS 12,720 6,605 940 16,579 23,584 30,239 31,129 2,680 1,790 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 275) 0 385 -35 285 -75 250 275 25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.6 20.1 2.9 50.4 71.6 91.9 94.6 8.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 1 13 7 15 10 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,851 COMMITMENTS 25,250 0 30 29,899 55,205 55,179 55,235 2,672 2,616 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 1,200) 1,000 0 0 50 1,200 1,050 1,200 150 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.6 0.0 0.1 51.7 95.4 95.4 95.5 4.6 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 5 0 1 13 14 18 15 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,051 COMMITMENTS 24,960 0 30 32,451 57,416 57,441 57,446 2,610 2,605 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 1,150) 1,000 0 0 0 1,125 1,000 1,125 150 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.6 0.0 0.0 54.0 95.6 95.7 95.7 4.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 1 13 13 17 14 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,395 COMMITMENTS 24,104 25 1,510 34,866 59,330 60,480 60,865 2,915 2,530 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 2,740) 30 25 80 2,680 2,890 2,790 2,995 -50 -255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.0 0.0 2.4 55.0 93.6 95.4 96.0 4.6 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 1 4 20 13 28 17 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,620 COMMITMENTS 15,979 15 1,650 33,251 49,600 50,880 51,265 2,740 2,355 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 2,605) -45 15 -10 2,620 2,765 2,565 2,770 40 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.8 0.0 3.1 62.0 92.5 94.9 95.6 5.1 4.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 7 1 4 21 13 29 17 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,240 COMMITMENTS 2,985 5,275 815 15,245 13,450 19,045 19,540 3,195 2,700 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 1,000) 65 265 -65 440 90 440 290 560 710 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 23.7 3.7 68.5 60.5 85.6 87.9 14.4 12.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 4 2 14 11 18 16 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,330 COMMITMENTS 3,930 5,425 560 14,420 13,225 18,910 19,210 2,420 2,120 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 1,000) 0 265 -65 695 320 630 520 370 480 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.4 25.4 2.6 67.6 62.0 88.7 90.1 11.3 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 4 2 14 9 17 14 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 76,050 COMMITMENTS 17,365 22,430 2,380 50,480 45,410 70,225 70,220 5,825 5,830 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 280) -50 1,260 -25 440 -1,135 365 100 -85 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.8 29.5 3.1 66.4 59.7 92.3 92.3 7.7 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 2 4 18 12 25 17 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,800 COMMITMENTS 13,035 22,430 2,370 49,795 40,255 65,200 65,055 4,600 4,745 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 145) -50 1,260 -25 190 -1,335 115 -100 30 245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 32.1 3.4 71.3 57.7 93.4 93.2 6.6 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 6 2 3 18 14 25 18 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,426 COMMITMENTS 17,508 13,675 4,470 38,192 42,085 60,170 60,230 4,256 4,196 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 785) 920 500 -345 51 421 626 576 159 209 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 21.2 6.9 59.3 65.3 93.4 93.5 6.6 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 3 18 13 24 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,705 COMMITMENTS 8,153 8,890 5,555 35,849 35,382 49,557 49,827 3,148 2,878 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 1,940) 610 700 -270 1,451 1,311 1,791 1,741 149 199 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 16.9 10.5 68.0 67.1 94.0 94.5 6.0 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 5 19 12 25 17 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 185,476 COMMITMENTS 6,148 30,987 10,837 121,725 96,716 138,710 138,540 46,766 46,936 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 6,155) 1,910 -1,160 215 1,393 4,233 3,518 3,288 2,637 2,867 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 16.7 5.8 65.6 52.1 74.8 74.7 25.2 25.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 8 6 28 32 34 42 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 150,419 COMMITMENTS 6,458 15,647 10,361 97,238 87,639 114,057 113,647 36,362 36,772 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 3,405) 1,310 -1,835 330 -825 2,115 815 610 2,590 2,795 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 10.4 6.9 64.6 58.3 75.8 75.6 24.2 24.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 8 7 24 29 31 39 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,660 COMMITMENTS 1,245 13,850 2,215 55,740 43,620 59,200 59,685 5,460 4,975 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 225) 100 0 -40 -155 280 -95 240 320 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 21.4 3.4 86.2 67.5 91.6 92.3 8.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 3 2 16 19 18 23 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,309 COMMITMENTS 990 14,325 2,275 46,779 33,624 50,044 50,224 6,265 6,085 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: -265) 0 0 0 -140 -80 -140 -80 -125 -185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 25.4 4.0 83.1 59.7 88.9 89.2 11.1 10.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 3 2 18 20 20 24 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,115 COMMITMENTS 24,495 0 2,530 15,155 40,215 42,180 42,745 3,935 3,370 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 1,180) 1,200 0 0 -115 1,125 1,085 1,125 95 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 53.1 0.0 5.5 32.9 87.2 91.5 92.7 8.5 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 0 3 14 20 18 23 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,295 COMMITMENTS 41,525 280 2,300 10,795 52,085 54,620 54,665 1,675 1,630 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 1,180) 1,200 0 0 -120 1,050 1,080 1,050 100 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 73.8 0.5 4.1 19.2 92.5 97.0 97.1 3.0 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 3 12 18 15 21 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 173,980 COMMITMENTS 8,995 7,845 6,690 126,621 129,250 142,306 143,785 31,674 30,196 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 5,520) 300 1,300 0 2,792 2,221 3,092 3,521 2,427 1,999 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 4.5 3.8 72.8 74.3 81.8 82.6 18.2 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 2 2 28 29 34 31 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 121,885 COMMITMENTS 3,695 2,720 10,155 90,510 90,965 104,360 103,840 17,525 18,045 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 1,110) 0 1,200 -400 1,620 155 1,220 955 -110 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 2.2 8.3 74.3 74.6 85.6 85.2 14.4 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 2 3 3 24 25 29 28 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,925 COMMITMENTS 5,400 300 550 22,425 27,340 28,375 28,190 1,550 1,735 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 145) 0 0 0 125 -60 125 -60 20 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.0 1.0 1.8 74.9 91.4 94.8 94.2 5.2 5.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 1 15 12 18 14 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,925 COMMITMENTS 4,525 300 500 23,165 27,225 28,190 28,025 1,735 1,900 CHANGES FROM 04/28/20 (CHANGE IN OPEN INTEREST: 300) 0 0 0 125 -80 125 -80 175 380 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 1.0 1.7 77.4 91.0 94.2 93.7 5.8 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 1 15 12 18 14
Updated May 08, 2020