ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 89,002 COMMITMENTS 0 4,240 0 81,516 77,276 81,516 81,516 7,486 7,486 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 75) 0 0 0 75 75 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 4.8 0.0 91.6 86.8 91.6 91.6 8.4 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 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 74,392 COMMITMENTS 0 4,680 0 68,577 63,897 68,577 68,577 5,815 5,815 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 161) 0 0 0 161 161 161 161 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 6.3 0.0 92.2 85.9 92.2 92.2 7.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 0 1 0 20 20 20 21 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,885 COMMITMENTS 2,240 1,005 0 20,985 21,920 23,225 22,925 2,660 2,960 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 680) 0 0 0 380 380 380 380 300 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.7 3.9 0.0 81.1 84.7 89.7 88.6 10.3 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 4 1 0 12 11 16 12 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,316 COMMITMENTS 11,620 5,050 3,900 39,949 46,794 55,469 55,744 3,847 3,572 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 220) 0 300 -50 270 -30 220 220 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.6 8.5 6.6 67.3 78.9 93.5 94.0 6.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 2 18 17 21 20 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,607 COMMITMENTS 2,565 2,035 3,310 30,436 31,241 36,311 36,586 2,296 2,021 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 670) 0 300 0 620 320 620 620 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.6 5.3 8.6 78.8 80.9 94.1 94.8 5.9 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 3 17 17 20 20 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,900 COMMITMENTS 885 16,420 90 31,545 15,815 32,520 32,325 1,380 1,575 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 40) 0 0 0 40 40 40 40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 48.4 0.3 93.1 46.7 95.9 95.4 4.1 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 15 14 17 16 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 100,630 COMMITMENTS 12,825 4,755 1,515 67,390 75,390 81,730 81,660 18,900 18,970 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 450) 0 0 0 -115 -115 -115 -115 565 565 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 4.7 1.5 67.0 74.9 81.2 81.1 18.8 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 2 18 23 20 26 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 95,345 COMMITMENTS 13,150 7,300 1,070 63,880 69,700 78,100 78,070 17,245 17,275 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 285) 0 0 0 175 175 175 175 110 110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.8 7.7 1.1 67.0 73.1 81.9 81.9 18.1 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 2 18 21 20 24 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,834 COMMITMENTS 3,205 13,950 1,290 15,999 6,104 20,494 21,344 4,340 3,490 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 50) 0 210 -100 150 -60 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 56.2 5.2 64.4 24.6 82.5 85.9 17.5 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 4 4 17 11 22 16 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,904 COMMITMENTS 3,205 12,315 1,800 14,775 6,515 19,780 20,630 4,124 3,274 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -15) 0 60 0 -15 -75 -15 -15 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 51.5 7.5 61.8 27.3 82.7 86.3 17.3 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 4 4 17 11 22 16 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,865 COMMITMENTS 28,555 0 25 33,270 61,185 61,850 61,210 2,015 2,655 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 490) 0 0 0 390 390 390 390 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.7 0.0 0.0 52.1 95.8 96.8 95.8 3.2 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 4 0 1 12 10 16 11 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,925 COMMITMENTS 26,700 215 175 33,540 60,175 60,415 60,565 2,510 2,360 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 475) 625 -25 25 -360 290 290 290 185 185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.4 0.3 0.3 53.3 95.6 96.0 96.2 4.0 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 3 17 11 22 14 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,105 COMMITMENTS 18,110 215 525 32,080 50,125 50,715 50,865 2,390 2,240 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 405) 625 -25 -20 -375 275 230 230 175 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.1 0.4 1.0 60.4 94.4 95.5 95.8 4.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 3 18 11 23 14 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,810 COMMITMENTS 2,330 4,760 530 13,570 11,585 16,430 16,875 3,380 2,935 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 0) 0 30 0 0 0 0 30 0 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 24.0 2.7 68.5 58.5 82.9 85.2 17.1 14.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 4 1 11 8 13 13 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 73,135 COMMITMENTS 17,890 21,450 2,270 47,070 43,750 67,230 67,470 5,905 5,665 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -330) 0 -1,000 0 -300 700 -300 -300 -30 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 29.3 3.1 64.4 59.8 91.9 92.3 8.1 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 3 17 13 22 17 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,055 COMMITMENTS 14,060 21,450 2,270 46,160 38,810 62,490 62,530 4,565 4,525 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -200) 0 -1,000 0 -225 775 -225 -225 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.0 32.0 3.4 68.8 57.9 93.2 93.3 6.8 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 2 3 17 14 22 18 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,027 COMMITMENTS 16,565 14,260 4,970 36,566 38,951 58,101 58,181 3,926 3,846 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -150) -400 75 175 75 -400 -150 -150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.7 23.0 8.0 59.0 62.8 93.7 93.8 6.3 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 3 17 13 23 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,330 COMMITMENTS 7,915 9,860 5,510 33,907 32,232 47,332 47,602 2,998 2,728 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -205) -450 25 135 100 -375 -215 -215 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 19.6 10.9 67.4 64.0 94.0 94.6 6.0 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 5 17 13 23 18 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 184,639 COMMITMENTS 9,184 34,545 7,286 121,892 96,436 138,362 138,267 46,277 46,372 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 420) -400 815 -635 845 -370 -190 -190 610 610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 18.7 3.9 66.0 52.2 74.9 74.9 25.1 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 2 7 4 29 30 34 38 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 148,631 COMMITMENTS 7,869 18,070 8,011 95,594 85,298 111,474 111,379 37,157 37,252 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,580) -360 1,075 -640 1,683 248 683 683 897 897 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.3 12.2 5.4 64.3 57.4 75.0 74.9 25.0 25.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 6 4 26 29 31 37 MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE Code-064FJY OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,695 COMMITMENTS 600 350 0 21,160 21,110 21,760 21,460 935 1,235 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 1.5 0.0 93.2 93.0 95.9 94.6 4.1 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 1 0 12 12 13 13 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 73,156 COMMITMENTS 1,985 3,935 8,965 57,606 55,886 68,556 68,786 4,600 4,370 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 930) 660 -540 540 -165 1,035 1,035 1,035 -105 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 5.4 12.3 78.7 76.4 93.7 94.0 6.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 16 18 18 21 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,579 COMMITMENTS 1,150 3,385 9,490 45,129 43,014 55,769 55,889 5,810 5,690 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,085) 60 -1,140 1,140 10 1,210 1,210 1,210 -125 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 5.5 15.4 73.3 69.9 90.6 90.8 9.4 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 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 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 41,475 COMMITMENTS 16,450 650 3,230 18,095 34,415 37,775 38,295 3,700 3,180 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -165) 0 600 -175 30 -590 -145 -165 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.7 1.6 7.8 43.6 83.0 91.1 92.3 8.9 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 3 16 18 20 21 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,945 COMMITMENTS 33,045 880 2,030 13,860 46,235 48,935 49,145 2,010 1,800 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: -75) 0 600 -245 150 -450 -95 -95 20 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 64.9 1.7 4.0 27.2 90.8 96.1 96.5 3.9 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 3 14 18 17 21 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 176,848 COMMITMENTS 9,040 11,535 6,600 133,456 132,141 149,096 150,276 27,752 26,571 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 1,719) 0 1,200 0 2,168 865 2,168 2,065 -449 -346 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 6.5 3.7 75.5 74.7 84.3 85.0 15.7 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 3 2 2 28 29 33 31 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 06/16/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 117,860 COMMITMENTS 3,680 7,185 9,140 89,855 86,305 102,675 102,630 15,185 15,230 CHANGES FROM 06/09/20 (CHANGE IN OPEN INTEREST: 2,345) 0 1,200 0 2,785 1,755 2,785 2,955 -440 -610 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 6.1 7.8 76.2 73.2 87.1 87.1 12.9 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 2 3 25 26 29 29
Updated June 19, 2020