ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 83,971 COMMITMENTS 1,500 2,185 0 75,301 74,616 76,801 76,801 7,170 7,170 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 270) 480 0 0 -210 270 270 270 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 2.6 0.0 89.7 88.9 91.5 91.5 8.5 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 0 21 21 22 23 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 72,570 COMMITMENTS 1,320 2,525 0 64,848 63,835 66,168 66,360 6,402 6,210 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 235) 480 0 0 -255 225 225 225 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 3.5 0.0 89.4 88.0 91.2 91.4 8.8 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 19 20 20 21 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,370 COMMITMENTS 1,705 945 0 18,660 19,160 20,365 20,105 4,005 4,265 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 220) 0 0 0 -15 -15 -15 -15 235 235 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 3.9 0.0 76.6 78.6 83.6 82.5 16.4 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 0 14 17 17 18 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,269 COMMITMENTS 11,080 9,580 3,015 41,744 43,529 55,839 56,124 3,430 3,145 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -1,080) -480 -815 -25 -703 -248 -1,208 -1,088 128 8 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 16.2 5.1 70.4 73.4 94.2 94.7 5.8 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 3 19 19 23 22 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,847 COMMITMENTS 1,915 6,695 3,275 33,739 29,164 38,929 39,134 1,918 1,713 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 675) 0 0 0 675 675 675 675 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 16.4 8.0 82.6 71.4 95.3 95.8 4.7 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 3 17 16 20 19 NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,740 COMMITMENTS 0 3,550 0 18,568 15,483 18,568 19,033 2,172 1,707 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: -1,651) 0 815 -1,800 55 -700 -1,745 -1,685 94 34 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 17.1 0.0 89.5 74.7 89.5 91.8 10.5 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 2 0 18 13 18 15 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 91,854 COMMITMENTS 14,675 2,110 2,055 58,784 71,299 75,514 75,464 16,340 16,390 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 1,645) 0 0 0 1,430 1,430 1,430 1,430 215 215 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 2.3 2.2 64.0 77.6 82.2 82.2 17.8 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 2 2 19 23 22 26 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 89,139 COMMITMENTS 15,640 4,350 1,445 57,489 68,749 74,574 74,544 14,565 14,595 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 1,535) 200 0 0 1,400 1,600 1,600 1,600 -65 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 4.9 1.6 64.5 77.1 83.7 83.6 16.3 16.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 2 3 18 22 22 26 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,390 COMMITMENTS 800 13,040 2,505 18,814 7,014 22,119 22,559 4,271 3,831 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 2,910) 0 320 110 2,667 2,347 2,777 2,777 133 133 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 49.4 9.5 71.3 26.6 83.8 85.5 16.2 14.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 6 5 17 13 23 19 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,075 COMMITMENTS 800 12,465 2,605 18,786 7,536 22,191 22,606 3,884 3,469 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 2,910) 0 320 110 2,624 2,304 2,734 2,734 176 176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.1 47.8 10.0 72.0 28.9 85.1 86.7 14.9 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 6 5 17 11 23 17 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 71,460 COMMITMENTS 31,070 100 0 38,433 69,143 69,503 69,243 1,957 2,217 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 2,600) 0 0 0 2,578 2,563 2,578 2,563 22 37 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.5 0.1 0.0 53.8 96.8 97.3 96.9 2.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 0 13 16 16 17 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 70,155 COMMITMENTS 30,445 500 0 38,140 67,820 68,585 68,320 1,570 1,835 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 2,095) 0 200 0 2,095 1,880 2,095 2,080 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.4 0.7 0.0 54.4 96.7 97.8 97.4 2.2 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 0 14 13 17 14 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,410 COMMITMENTS 24,220 0 435 28,820 53,355 53,475 53,790 2,935 2,620 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 730) -150 0 100 510 360 460 460 270 270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.9 0.0 0.8 51.1 94.6 94.8 95.4 5.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 0 3 17 13 22 16 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,365 COMMITMENTS 17,320 0 785 27,335 44,835 45,440 45,620 2,925 2,745 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 730) -100 0 100 560 460 560 560 170 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.8 0.0 1.6 56.5 92.7 94.0 94.3 6.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 0 3 16 13 21 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,795 COMMITMENTS 2,310 5,335 280 12,260 9,425 14,850 15,040 2,945 2,755 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 30.0 1.6 68.9 53.0 83.5 84.5 16.5 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 1 13 7 15 11 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,440 COMMITMENTS 2,870 5,335 120 12,075 9,565 15,065 15,020 2,375 2,420 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 30.6 0.7 69.2 54.8 86.4 86.1 13.6 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 3 1 13 6 15 10 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,660 COMMITMENTS 19,785 16,580 1,630 40,315 43,985 61,730 62,195 5,930 5,465 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 1,435) 0 0 0 1,285 1,285 1,285 1,285 150 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 24.5 2.4 59.6 65.0 91.2 91.9 8.8 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 3 3 16 14 23 19 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,745 COMMITMENTS 16,310 16,580 1,630 38,635 38,585 56,575 56,795 5,170 4,950 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 1,435) 50 0 0 1,235 1,285 1,285 1,285 150 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 26.9 2.6 62.6 62.5 91.6 92.0 8.4 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 3 3 16 14 23 19 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,957 COMMITMENTS 18,255 12,720 5,370 36,591 42,156 60,216 60,246 2,741 2,711 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 265) 350 -25 0 -375 0 -25 -25 290 290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 20.2 8.5 58.1 67.0 95.6 95.7 4.4 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 4 21 12 26 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,966 COMMITMENTS 12,805 8,490 5,695 32,748 37,243 51,248 51,428 2,718 2,538 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 290) 350 -25 0 -375 0 -25 -25 315 315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 15.7 10.6 60.7 69.0 95.0 95.3 5.0 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 5 21 12 26 17 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 188,311 COMMITMENTS 2,215 48,089 10,545 128,964 83,086 141,724 141,720 46,587 46,591 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 3,070) 470 -535 1,575 -1,823 -803 222 237 2,848 2,833 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 25.5 5.6 68.5 44.1 75.3 75.3 24.7 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 6 4 28 32 33 40 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 156,564 COMMITMENTS 2,615 37,434 10,615 103,599 68,776 116,829 116,825 39,735 39,739 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 5,434) 695 -210 1,305 -481 414 1,519 1,509 3,915 3,925 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.7 23.9 6.8 66.2 43.9 74.6 74.6 25.4 25.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 6 4 27 32 32 40 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,586 COMMITMENTS 2,930 2,555 7,650 52,316 52,771 62,896 62,976 4,690 4,610 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 385) 0 0 0 155 155 155 155 230 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 3.8 11.3 77.4 78.1 93.1 93.2 6.9 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 1 2 16 19 18 22 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,100 COMMITMENTS 2,885 2,080 8,075 41,535 42,435 52,495 52,590 5,605 5,510 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 300) 0 0 0 5 5 5 5 295 295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 3.6 13.9 71.5 73.0 90.4 90.5 9.6 9.5 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 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,490 COMMITMENTS 6,360 3,000 5,925 27,460 31,105 39,745 40,030 3,745 3,460 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 845) 0 0 0 670 670 670 670 175 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.6 6.9 13.6 63.1 71.5 91.4 92.0 8.6 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 3 18 19 22 22 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,110 COMMITMENTS 21,355 3,130 4,670 22,965 41,400 48,990 49,200 3,120 2,910 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 1,605) 0 0 0 1,855 1,855 1,855 1,855 -250 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.0 6.0 9.0 44.1 79.4 94.0 94.4 6.0 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 3 14 18 17 22 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 199,978 COMMITMENTS 16,515 0 10,355 145,232 162,279 172,102 172,634 27,876 27,344 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 9,449) 5,120 -950 800 1,503 7,629 7,423 7,479 2,026 1,969 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.3 0.0 5.2 72.6 81.1 86.1 86.3 13.9 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 6 0 3 30 30 36 33 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/20/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 136,000 COMMITMENTS 15,380 380 9,660 91,155 106,050 116,195 116,090 19,805 19,910 CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST: 6,320) 6,000 100 -100 -670 5,230 5,230 5,230 1,090 1,090 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.3 0.3 7.1 67.0 78.0 85.4 85.4 14.6 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 2 3 27 29 31 33
Updated October 23, 2020