ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 84,116 COMMITMENTS 1,680 2,185 0 75,426 74,921 77,106 77,106 7,010 7,010 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 145) 180 0 0 125 305 305 305 -160 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 2.6 0.0 89.7 89.1 91.7 91.7 8.3 8.3 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 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 72,565 COMMITMENTS 1,320 2,525 0 64,978 63,965 66,298 66,490 6,267 6,075 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -5) 0 0 0 130 130 130 130 -135 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 3.5 0.0 89.5 88.1 91.4 91.6 8.6 8.4 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 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,655 COMMITMENTS 1,705 945 0 18,810 19,310 20,515 20,255 4,140 4,400 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 285) 0 0 0 150 150 150 150 135 135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 3.8 0.0 76.3 78.3 83.2 82.2 16.8 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 0 15 17 18 18 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,224 COMMITMENTS 11,080 9,705 2,990 41,727 43,387 55,797 56,082 3,427 3,142 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -45) 0 125 -25 -17 -142 -42 -42 -3 -3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 16.4 5.0 70.5 73.3 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 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,797 COMMITMENTS 1,915 6,695 3,275 33,689 29,114 38,879 39,084 1,918 1,713 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -50) 0 0 0 -50 -50 -50 -50 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 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,040 COMMITMENTS 0 3,425 0 18,856 15,908 18,856 19,333 2,184 1,707 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 300) 0 -125 0 288 425 288 300 12 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 16.3 0.0 89.6 75.6 89.6 91.9 10.4 8.1 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 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 93,134 COMMITMENTS 15,075 2,220 1,845 59,544 72,349 76,464 76,414 16,670 16,720 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,280) 400 110 -210 760 1,050 950 950 330 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 2.4 2.0 63.9 77.7 82.1 82.0 17.9 18.0 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 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,314 COMMITMENTS 16,040 4,460 1,305 57,974 69,524 75,319 75,289 14,995 15,025 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,175) 400 110 -140 485 775 745 745 430 430 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 4.9 1.4 64.2 77.0 83.4 83.4 16.6 16.6 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 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,455 COMMITMENTS 775 17,505 2,505 23,513 7,223 26,793 27,233 4,662 4,222 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 5,065) -25 4,465 0 4,699 209 4,674 4,674 391 391 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 55.7 8.0 74.8 23.0 85.2 86.6 14.8 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 6 5 18 13 24 19 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,115 COMMITMENTS 775 16,930 2,620 23,426 7,676 26,821 27,226 4,294 3,889 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 5,040) -25 4,465 15 4,640 140 4,630 4,620 410 420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 54.4 8.4 75.3 24.7 86.2 87.5 13.8 12.5 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 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 71,860 COMMITMENTS 31,070 100 0 38,833 69,543 69,903 69,643 1,957 2,217 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 400) 0 0 0 400 400 400 400 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.2 0.1 0.0 54.0 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 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 70,455 COMMITMENTS 30,445 500 0 38,440 68,120 68,885 68,620 1,570 1,835 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.2 0.7 0.0 54.6 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 10/27/20 | --------------------------------------------------------------| 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 10/20/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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: 29) 5 0 3 17 14 22 17 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| 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 10/20/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 10/27/20 | --------------------------------------------------------------| 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 10/20/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 10/27/20 | --------------------------------------------------------------| 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 10/20/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,980 COMMITMENTS 19,695 16,600 1,630 40,550 44,110 61,875 62,340 6,105 5,640 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 320) -90 20 0 235 125 145 145 175 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 24.4 2.4 59.6 64.9 91.0 91.7 9.0 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 3 3 18 15 25 20 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,035 COMMITMENTS 16,220 16,580 1,630 38,940 38,800 56,790 57,010 5,245 5,025 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 290) -90 0 0 305 215 215 215 75 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.1 26.7 2.6 62.8 62.5 91.5 91.9 8.5 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 3 3 18 15 25 20 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,952 COMMITMENTS 18,255 12,720 5,370 36,386 41,951 60,011 60,041 2,941 2,911 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -5) 0 0 0 -205 -205 -205 -205 200 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 20.2 8.5 57.8 66.6 95.3 95.4 4.7 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 4 21 13 26 17 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| 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 32,548 37,043 51,048 51,228 2,918 2,738 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -200 -200 -200 -200 200 200 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 15.7 10.6 60.3 68.6 94.6 94.9 5.4 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 5 21 13 26 18 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 189,906 COMMITMENTS 2,565 45,489 10,215 130,020 87,092 142,800 142,796 47,106 47,110 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,595) 350 -2,600 -330 1,056 4,006 1,076 1,076 519 519 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 24.0 5.4 68.5 45.9 75.2 75.2 24.8 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 6 4 29 32 34 40 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 158,769 COMMITMENTS 2,945 34,834 10,285 105,224 73,331 118,454 118,450 40,315 40,319 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 2,205) 330 -2,600 -330 1,625 4,555 1,625 1,625 580 580 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 21.9 6.5 66.3 46.2 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 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,731 COMMITMENTS 2,930 2,555 7,650 53,111 53,566 63,691 63,771 5,040 4,960 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 1,145) 0 0 0 795 795 795 795 350 350 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 3.7 11.1 77.3 77.9 92.7 92.8 7.3 7.2 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 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,805 COMMITMENTS 2,885 2,080 8,075 42,295 43,195 53,255 53,350 5,550 5,455 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 705) 0 0 0 760 760 760 760 -55 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 3.5 13.7 71.9 73.5 90.6 90.7 9.4 9.3 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 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,300 COMMITMENTS 6,360 3,000 5,925 27,365 31,040 39,650 39,965 3,650 3,335 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: -190) 0 0 0 -95 -65 -95 -65 -95 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 6.9 13.7 63.2 71.7 91.6 92.3 8.4 7.7 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 10/27/20 | --------------------------------------------------------------| 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 10/20/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 204,648 COMMITMENTS 18,303 0 8,670 148,794 167,537 175,767 176,207 28,881 28,441 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 4,670) 1,788 0 -1,685 3,563 5,258 3,666 3,573 1,004 1,097 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 0.0 4.2 72.7 81.9 85.9 86.1 14.1 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 6 0 3 30 31 36 34 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 141,380 COMMITMENTS 17,180 392 8,310 95,405 112,088 120,895 120,790 20,485 20,590 CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST: 5,380) 1,800 12 -1,350 4,250 6,038 4,700 4,700 680 680 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.2 0.3 5.9 67.5 79.3 85.5 85.4 14.5 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 2 3 27 29 31 33
Updated October 30, 2020