ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 82,985 COMMITMENTS 2,380 1,685 0 73,715 74,410 76,095 76,095 6,890 6,890 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -2,936) 400 -620 0 -3,166 -2,146 -2,766 -2,766 -170 -170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.9 2.0 0.0 88.8 89.7 91.7 91.7 8.3 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 21 21 22 22 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 70,674 COMMITMENTS 1,940 1,920 0 62,507 62,719 64,447 64,639 6,227 6,035 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -2,911) 320 -725 0 -3,131 -2,086 -2,811 -2,811 -100 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 2.7 0.0 88.4 88.7 91.2 91.5 8.8 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 20 20 21 21 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,200 COMMITMENTS 1,540 930 0 18,970 19,210 20,510 20,140 3,690 4,060 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -490) -165 -15 0 -235 -495 -400 -510 -90 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 3.8 0.0 78.4 79.4 84.8 83.2 15.2 16.8 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 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,492 COMMITMENTS 11,205 9,895 2,775 37,354 38,884 51,334 51,554 3,158 2,938 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -3,103) 5 70 -215 -2,740 -2,870 -2,950 -3,015 -153 -88 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.6 18.2 5.1 68.5 71.4 94.2 94.6 5.8 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 2 18 19 21 22 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,613 COMMITMENTS 1,885 6,795 3,295 29,770 25,000 34,950 35,090 1,663 1,523 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -3,479) -150 -20 20 -3,154 -3,349 -3,284 -3,349 -195 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.1 18.6 9.0 81.3 68.3 95.5 95.8 4.5 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 3 16 17 19 20 NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,109 COMMITMENTS 0 3,240 0 19,850 17,222 19,850 20,462 2,259 1,647 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: 1,069) 0 -185 0 974 1,294 974 1,109 95 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 14.7 0.0 89.8 77.9 89.8 92.6 10.2 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 16 13 16 15 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,279 COMMITMENTS 14,495 1,960 1,675 58,604 71,074 74,774 74,709 15,505 15,570 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -3,235) -580 -260 -170 -1,620 -1,955 -2,370 -2,385 -865 -850 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 2.2 1.9 64.9 78.7 82.8 82.8 17.2 17.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 2 18 21 21 24 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 87,089 COMMITMENTS 15,480 4,100 1,090 56,369 67,749 72,939 72,939 14,150 14,150 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -3,855) -560 -360 -215 -2,485 -2,655 -3,260 -3,230 -595 -625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 4.7 1.3 64.7 77.8 83.8 83.8 16.2 16.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 3 17 21 21 25 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,274 COMMITMENTS 750 18,375 1,940 23,953 6,633 26,643 26,948 4,631 4,326 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -691) -25 500 -565 85 -450 -505 -515 -186 -176 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 58.8 6.2 76.6 21.2 85.2 86.2 14.8 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 6 4 18 12 23 18 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,934 COMMITMENTS 750 17,825 2,030 23,846 7,031 26,626 26,886 4,308 4,048 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -691) -25 525 -590 70 -485 -545 -550 -146 -141 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 57.6 6.6 77.1 22.7 86.1 86.9 13.9 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 6 4 17 11 22 17 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,710 COMMITMENTS 28,740 100 0 38,053 66,448 66,793 66,548 1,917 2,162 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -3,860) -2,330 0 0 -1,490 -3,805 -3,820 -3,805 -40 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.8 0.1 0.0 55.4 96.7 97.2 96.9 2.8 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 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,450 COMMITMENTS 28,015 500 0 36,895 64,180 64,910 64,680 1,540 1,770 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -4,165) -2,430 0 0 -1,705 -4,100 -4,135 -4,100 -30 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.2 0.8 0.0 55.5 96.6 97.7 97.3 2.3 2.7 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 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,490 COMMITMENTS 22,950 0 370 27,385 50,645 50,705 51,015 2,785 2,475 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -3,475) -1,360 0 25 -2,050 -3,415 -3,385 -3,390 -90 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.9 0.0 0.7 51.2 94.7 94.8 95.4 5.2 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 0 4 17 13 22 17 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,650 COMMITMENTS 16,375 0 720 25,935 42,490 43,030 43,210 2,620 2,440 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -3,110) -1,035 0 25 -2,015 -3,035 -3,025 -3,010 -85 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.9 0.0 1.6 56.8 93.1 94.3 94.7 5.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 5 0 4 17 13 22 17 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,555 COMMITMENTS 2,210 4,950 280 11,215 8,665 13,705 13,895 2,850 2,660 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,250) -100 -395 0 -1,045 -760 -1,145 -1,155 -105 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 29.9 1.7 67.7 52.3 82.8 83.9 17.2 16.1 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 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,190 COMMITMENTS 2,760 4,940 120 11,015 8,805 13,895 13,865 2,295 2,325 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,250) -110 -395 0 -1,060 -760 -1,170 -1,155 -80 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 30.5 0.7 68.0 54.4 85.8 85.6 14.2 14.4 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 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,180 COMMITMENTS 20,925 16,290 1,420 39,750 44,945 62,095 62,655 6,085 5,525 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -2,805) -285 -290 0 -2,175 -2,195 -2,460 -2,485 -345 -320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.7 23.9 2.1 58.3 65.9 91.1 91.9 8.9 8.1 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 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,550 COMMITMENTS 17,715 16,270 1,420 38,355 40,120 57,490 57,810 5,060 4,740 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -2,595) -20 -290 0 -2,250 -2,000 -2,270 -2,290 -325 -305 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.3 26.0 2.3 61.3 64.1 91.9 92.4 8.1 7.6 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 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,659 COMMITMENTS 18,285 11,860 5,295 34,100 40,530 57,680 57,685 2,979 2,974 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -2,590) -520 -760 -115 -1,856 -1,641 -2,491 -2,516 -99 -74 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.1 19.6 8.7 56.2 66.8 95.1 95.1 4.9 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 4 20 13 25 17 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,789 COMMITMENTS 13,235 7,795 5,465 30,003 35,588 48,703 48,848 3,086 2,941 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -2,355) -120 -595 -230 -1,980 -1,540 -2,330 -2,365 -25 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.6 15.1 10.6 57.9 68.7 94.0 94.3 6.0 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 4 20 13 25 17 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 187,366 COMMITMENTS 1,300 42,686 10,225 127,341 85,986 138,866 138,897 48,500 48,469 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -7,119) -300 -2,633 -195 -4,759 -2,411 -5,254 -5,239 -1,865 -1,880 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 22.8 5.5 68.0 45.9 74.1 74.1 25.9 25.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 7 5 29 31 35 39 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 157,339 COMMITMENTS 1,305 32,046 11,065 103,160 72,450 115,530 115,561 41,809 41,778 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -6,285) -555 -2,508 115 -4,042 -2,074 -4,482 -4,467 -1,803 -1,818 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 20.4 7.0 65.6 46.0 73.4 73.4 26.6 26.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 7 5 28 32 34 40 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,226 COMMITMENTS 2,605 2,210 7,170 51,746 52,211 61,521 61,591 4,705 4,635 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -2,505) -325 -345 -480 -1,365 -1,355 -2,170 -2,180 -335 -325 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 3.3 10.8 78.1 78.8 92.9 93.0 7.1 7.0 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 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,565 COMMITMENTS 2,645 1,760 7,620 40,810 41,765 51,075 51,145 5,490 5,420 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -2,120) -240 -320 -455 -1,365 -1,310 -2,060 -2,085 -60 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 3.1 13.5 72.1 73.8 90.3 90.4 9.7 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 18 19 20 22 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,565 COMMITMENTS 6,525 3,135 5,425 28,095 31,785 40,045 40,345 3,520 3,220 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -1,045) 165 135 -500 -580 -565 -915 -930 -130 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.0 7.2 12.5 64.5 73.0 91.9 92.6 8.1 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 3 18 19 23 22 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,645 COMMITMENTS 21,170 3,005 4,530 23,745 42,210 49,445 49,745 3,200 2,900 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -725) -185 -125 -140 -480 -450 -805 -715 80 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.2 5.7 8.6 45.1 80.2 93.9 94.5 6.1 5.5 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 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 204,123 COMMITMENTS 18,270 172 7,683 150,086 168,478 176,039 176,333 28,084 27,790 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -6,702) 447 172 -437 -4,810 -4,583 -4,800 -4,848 -1,902 -1,854 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 0.1 3.8 73.5 82.5 86.2 86.4 13.8 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 5 2 3 31 30 37 34 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 139,700 COMMITMENTS 16,515 357 8,580 95,450 111,518 120,545 120,455 19,155 19,245 CHANGES FROM 11/03/20 (CHANGE IN OPEN INTEREST: -2,215) -185 -35 80 -1,230 -1,365 -1,335 -1,320 -880 -895 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.8 0.3 6.1 68.3 79.8 86.3 86.2 13.7 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 2 3 4 27 30 31 35
Updated November 16, 2020