ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 86,855 COMMITMENTS 3,580 3,060 0 76,430 76,950 80,010 80,010 6,845 6,845 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 3,870) 1,200 1,375 0 2,715 2,540 3,915 3,915 -45 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 3.5 0.0 88.0 88.6 92.1 92.1 7.9 7.9 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 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 72,731 COMMITMENTS 3,140 3,120 0 63,424 63,636 66,564 66,756 6,167 5,975 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 2,057) 1,200 1,200 0 917 917 2,117 2,117 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 4.3 0.0 87.2 87.5 91.5 91.8 8.5 8.2 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 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,745 COMMITMENTS 1,540 930 0 19,580 19,820 21,120 20,750 3,625 3,995 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 545) 0 0 0 610 610 610 610 -65 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 3.8 0.0 79.1 80.1 85.4 83.9 14.6 16.1 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 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,497 COMMITMENTS 10,905 9,239 2,775 37,373 39,499 51,053 51,513 3,444 2,984 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 5) -300 -656 0 19 615 -281 -41 286 46 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.0 17.0 5.1 68.6 72.5 93.7 94.5 6.3 5.5 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 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,390 COMMITMENTS 1,885 6,159 3,331 29,264 25,370 34,480 34,860 1,910 1,530 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -223) 0 -636 36 -506 370 -470 -230 247 7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.2 16.9 9.2 80.4 69.7 94.8 95.8 5.2 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 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,739 COMMITMENTS 0 3,840 0 19,480 16,252 19,480 20,092 2,259 1,647 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -370) 0 600 0 -370 -970 -370 -370 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 17.7 0.0 89.6 74.8 89.6 92.4 10.4 7.6 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 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,524 COMMITMENTS 14,685 1,990 1,490 58,604 71,244 74,779 74,724 15,745 15,800 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 245) 190 30 -185 0 170 5 15 240 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 2.2 1.6 64.7 78.7 82.6 82.5 17.4 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 2 3 18 22 22 26 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 87,239 COMMITMENTS 15,605 4,130 965 56,369 67,844 72,939 72,939 14,300 14,300 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 150) 125 30 -125 0 95 0 0 150 150 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 4.7 1.1 64.6 77.8 83.6 83.6 16.4 16.4 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 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,289 COMMITMENTS 750 18,345 1,940 23,986 6,696 26,676 26,981 4,613 4,308 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 15) 0 -30 0 33 63 33 33 -18 -18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 58.6 6.2 76.7 21.4 85.3 86.2 14.7 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 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,949 COMMITMENTS 750 17,795 2,030 23,880 7,095 26,660 26,920 4,289 4,029 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 15) 0 -30 0 34 64 34 34 -19 -19 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 57.5 6.6 77.2 22.9 86.1 87.0 13.9 13.0 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 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,950 COMMITMENTS 28,340 100 240 38,453 66,448 67,033 66,788 1,917 2,162 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 240) -400 0 240 400 0 240 240 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.1 0.1 0.3 55.8 96.4 97.2 96.9 2.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 1 13 16 16 18 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,690 COMMITMENTS 27,615 500 240 37,295 64,180 65,150 64,920 1,540 1,770 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 240) -400 0 240 400 0 240 240 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.4 0.7 0.4 55.9 96.2 97.7 97.3 2.3 2.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 1 14 13 17 15 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,455 COMMITMENTS 23,125 0 370 30,200 53,635 53,695 54,005 2,760 2,450 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 2,965) 175 0 0 2,815 2,990 2,990 2,990 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.0 0.0 0.7 53.5 95.0 95.1 95.7 4.9 4.3 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 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,075 COMMITMENTS 16,650 0 720 28,335 45,165 45,705 45,885 2,370 2,190 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 2,425) 275 0 0 2,400 2,675 2,675 2,675 -250 -250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.6 0.0 1.5 58.9 93.9 95.1 95.4 4.9 4.6 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 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,155 COMMITMENTS 2,210 5,550 280 11,815 8,665 14,305 14,495 2,850 2,660 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 600) 0 600 0 600 0 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 32.4 1.6 68.9 50.5 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 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,790 COMMITMENTS 2,760 5,540 120 11,615 8,805 14,495 14,465 2,295 2,325 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 600) 0 600 0 600 0 600 600 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 33.0 0.7 69.2 52.4 86.3 86.2 13.7 13.8 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 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,685 COMMITMENTS 20,880 16,240 1,420 40,435 45,635 62,735 63,295 5,950 5,390 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 505) -45 -50 0 685 690 640 640 -135 -135 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 23.6 2.1 58.9 66.4 91.3 92.2 8.7 7.8 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 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,055 COMMITMENTS 17,670 16,220 1,420 39,080 40,850 58,170 58,490 4,885 4,565 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 505) -45 -50 0 725 730 680 680 -175 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 25.7 2.3 62.0 64.8 92.3 92.8 7.7 7.2 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 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,694 COMMITMENTS 18,210 11,400 5,280 34,185 41,030 57,675 57,710 3,019 2,984 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 35) -75 -460 -15 85 500 -5 25 40 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.0 18.8 8.7 56.3 67.6 95.0 95.1 5.0 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 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,779 COMMITMENTS 13,185 7,835 5,475 30,013 35,538 48,673 48,848 3,106 2,931 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -10) -50 40 10 10 -50 -30 0 20 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 15.1 10.6 58.0 68.6 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 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 191,246 COMMITMENTS 1,265 42,821 10,330 129,527 87,972 141,122 141,123 50,124 50,123 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 3,880) -35 135 105 2,186 1,986 2,256 2,226 1,624 1,654 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 22.4 5.4 67.7 46.0 73.8 73.8 26.2 26.2 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 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 160,250 COMMITMENTS 1,515 32,051 10,990 104,068 73,533 116,573 116,574 43,677 43,676 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 2,911) 210 5 -75 908 1,083 1,043 1,013 1,868 1,898 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 20.0 6.9 64.9 45.9 72.7 72.7 27.3 27.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 6 5 28 32 34 40 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,791 COMMITMENTS 2,480 2,210 7,170 51,461 51,801 61,111 61,181 4,680 4,610 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -435) -125 0 0 -285 -410 -410 -410 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 3.4 10.9 78.2 78.7 92.9 93.0 7.1 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 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 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,745 COMMITMENTS 2,520 1,760 7,620 41,115 41,945 51,255 51,325 5,490 5,420 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 180) -125 0 0 305 180 180 180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 3.1 13.4 72.5 73.9 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 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,875 COMMITMENTS 6,525 3,435 5,325 28,280 31,670 40,130 40,430 3,745 3,445 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 310) 0 300 -100 185 -115 85 85 225 225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 7.8 12.1 64.5 72.2 91.5 92.1 8.5 7.9 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 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,870 COMMITMENTS 21,170 3,205 4,330 23,770 42,035 49,270 49,570 3,600 3,300 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 225) 0 200 -200 25 -175 -175 -175 400 400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.0 6.1 8.2 45.0 79.5 93.2 93.8 6.8 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 3 15 18 18 22 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 203,364 COMMITMENTS 18,820 572 7,418 149,385 168,192 175,623 176,182 27,741 27,182 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: -759) 550 400 -265 -701 -286 -416 -151 -343 -608 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 0.3 3.6 73.5 82.7 86.4 86.6 13.6 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 3 4 31 31 37 37 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 142,245 COMMITMENTS 16,955 522 8,265 98,095 114,438 123,315 123,225 18,930 19,020 CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST: 2,545) 440 165 -315 2,645 2,920 2,770 2,770 -225 -225 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.9 0.4 5.8 69.0 80.5 86.7 86.6 13.3 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 2 4 27 30 31 35
Updated November 20, 2020