ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 85,921 COMMITMENTS 1,980 2,305 0 76,881 76,556 78,861 78,861 7,060 7,060 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 1,805) 300 120 0 1,455 1,635 1,755 1,755 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 2.7 0.0 89.5 89.1 91.8 91.8 8.2 8.2 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 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 73,585 COMMITMENTS 1,620 2,645 0 65,638 64,805 67,258 67,450 6,327 6,135 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 1,020) 300 120 0 660 840 960 960 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 3.6 0.0 89.2 88.1 91.4 91.7 8.6 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 19 21 20 22 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,690 COMMITMENTS 1,705 945 0 19,205 19,705 20,910 20,650 3,780 4,040 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 35) 0 0 0 395 395 395 395 -360 -360 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 3.8 0.0 77.8 79.8 84.7 83.6 15.3 16.4 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 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,595 COMMITMENTS 11,200 9,825 2,990 40,094 41,754 54,284 54,569 3,311 3,026 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -1,629) 120 120 0 -1,633 -1,633 -1,513 -1,513 -116 -116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 17.1 5.2 69.6 72.5 94.3 94.7 5.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 3 19 20 23 23 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,092 COMMITMENTS 2,035 6,815 3,275 32,924 28,349 38,234 38,439 1,858 1,653 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -705) 120 120 0 -765 -765 -645 -645 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 17.0 8.2 82.1 70.7 95.4 95.9 4.6 4.1 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 11/03/20 | --------------------------------------------------------------| 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 18,876 15,928 18,876 19,353 2,164 1,687 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 20 20 20 20 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 16.3 0.0 89.7 75.7 89.7 92.0 10.3 8.0 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 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 93,514 COMMITMENTS 15,075 2,220 1,845 60,224 73,029 77,144 77,094 16,370 16,420 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 380) 0 0 0 680 680 680 680 -300 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 2.4 2.0 64.4 78.1 82.5 82.4 17.5 17.6 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 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,944 COMMITMENTS 16,040 4,460 1,305 58,854 70,404 76,199 76,169 14,745 14,775 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 630) 0 0 0 880 880 880 880 -250 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 4.9 1.4 64.7 77.4 83.8 83.8 16.2 16.2 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 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,965 COMMITMENTS 775 17,875 2,505 23,868 7,083 27,148 27,463 4,817 4,502 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 510) 0 370 0 355 -140 355 230 155 280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 55.9 7.8 74.7 22.2 84.9 85.9 15.1 14.1 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 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,625 COMMITMENTS 775 17,300 2,620 23,776 7,516 27,171 27,436 4,454 4,189 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 510) 0 370 0 350 -160 350 210 160 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 54.7 8.3 75.2 23.8 85.9 86.8 14.1 13.2 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 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 72,570 COMMITMENTS 31,070 100 0 39,543 70,253 70,613 70,353 1,957 2,217 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 710) 0 0 0 710 710 710 710 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.8 0.1 0.0 54.5 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 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 70,615 COMMITMENTS 30,445 500 0 38,600 68,280 69,045 68,780 1,570 1,835 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 160) 0 0 0 160 160 160 160 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.1 0.7 0.0 54.7 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 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,965 COMMITMENTS 24,310 0 345 29,435 54,060 54,090 54,405 2,875 2,560 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 555) 90 0 -90 615 705 615 615 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.7 0.0 0.6 51.7 94.9 95.0 95.5 5.0 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 5 0 3 18 15 23 18 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,760 COMMITMENTS 17,410 0 695 27,950 45,525 46,055 46,220 2,705 2,540 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 395) 90 0 -90 615 690 615 600 -220 -205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.7 0.0 1.4 57.3 93.4 94.5 94.8 5.5 5.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 0 3 17 13 22 16 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,805 COMMITMENTS 2,310 5,345 280 12,260 9,425 14,850 15,050 2,955 2,755 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 10) 0 10 0 0 0 0 10 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.0 30.0 1.6 68.9 52.9 83.4 84.5 16.6 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 11/03/20 | --------------------------------------------------------------| 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 10/27/20 (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 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 70,985 COMMITMENTS 21,210 16,580 1,420 41,925 47,140 64,555 65,140 6,430 5,845 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 3,005) 1,515 -20 -210 1,375 3,030 2,680 2,800 325 205 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.9 23.4 2.0 59.1 66.4 90.9 91.8 9.1 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 3 2 18 16 25 20 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,145 COMMITMENTS 17,735 16,560 1,420 40,605 42,120 59,760 60,100 5,385 5,045 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 3,110) 1,515 -20 -210 1,665 3,320 2,970 3,090 140 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 25.4 2.2 62.3 64.7 91.7 92.3 8.3 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 3 2 18 16 25 20 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,249 COMMITMENTS 18,805 12,620 5,410 35,956 42,171 60,171 60,201 3,078 3,048 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 297) 550 -100 40 -430 220 160 160 137 137 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 20.0 8.6 56.8 66.7 95.1 95.2 4.9 4.8 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 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,144 COMMITMENTS 13,355 8,390 5,695 31,983 37,128 51,033 51,213 3,111 2,931 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 178) 550 -100 0 -565 85 -15 -15 193 193 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 15.5 10.5 59.1 68.6 94.3 94.6 5.7 5.4 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 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 194,485 COMMITMENTS 1,600 45,319 10,420 132,100 88,397 144,120 144,136 50,365 50,349 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 4,579) -965 -170 205 2,080 1,305 1,320 1,340 3,259 3,239 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 23.3 5.4 67.9 45.5 74.1 74.1 25.9 25.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 7 4 29 32 34 40 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 163,624 COMMITMENTS 1,860 34,554 10,950 107,202 74,524 120,012 120,028 43,612 43,596 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 4,855) -1,085 -280 665 1,978 1,193 1,558 1,578 3,297 3,277 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 21.1 6.7 65.5 45.5 73.3 73.4 26.7 26.6 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 11/03/20 | --------------------------------------------------------------| 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 10/27/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,685 COMMITMENTS 2,885 2,080 8,075 42,175 43,075 53,135 53,230 5,550 5,455 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: -120) 0 0 0 -120 -120 -120 -120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 3.5 13.8 71.9 73.4 90.5 90.7 9.5 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 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,610 COMMITMENTS 6,360 3,000 5,925 28,675 32,350 40,960 41,275 3,650 3,335 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 1,310) 0 0 0 1,310 1,310 1,310 1,310 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.3 6.7 13.3 64.3 72.5 91.8 92.5 8.2 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 3 18 20 22 23 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,370 COMMITMENTS 21,355 3,130 4,670 24,225 42,660 50,250 50,460 3,120 2,910 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 1,260) 0 0 0 1,260 1,260 1,260 1,260 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.0 5.9 8.8 45.4 79.9 94.2 94.5 5.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 3 14 19 17 23 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 210,825 COMMITMENTS 17,823 0 8,120 154,896 173,061 180,839 181,181 29,986 29,644 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 6,177) -480 0 -550 6,101 5,524 5,071 4,974 1,105 1,203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.5 0.0 3.9 73.5 82.1 85.8 85.9 14.2 14.1 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 11/03/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 141,915 COMMITMENTS 16,700 392 8,500 96,680 112,883 121,880 121,775 20,035 20,140 CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST: 535) -480 0 190 1,275 795 985 985 -450 -450 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 0.3 6.0 68.1 79.5 85.9 85.8 14.1 14.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 3 2 4 27 29 31 34
Updated November 06, 2020