ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 91,177 COMMITMENTS 3,640 7,497 0 80,680 76,835 84,320 84,332 6,857 6,845 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 4,322) 60 4,437 0 4,250 -115 4,310 4,322 12 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 8.2 0.0 88.5 84.3 92.5 92.5 7.5 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 0 21 21 22 23 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 76,370 COMMITMENTS 3,200 7,382 0 67,183 63,013 70,383 70,395 5,987 5,975 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 3,639) 60 4,262 0 3,759 -623 3,819 3,639 -180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 9.7 0.0 88.0 82.5 92.2 92.2 7.8 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 0 21 21 22 22 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,895 COMMITMENTS 1,540 930 0 20,375 20,615 21,915 21,545 3,980 4,350 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 1,150) 0 0 0 795 795 795 795 355 355 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 3.6 0.0 78.7 79.6 84.6 83.2 15.4 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 0 15 16 18 17 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,304 COMMITMENTS 10,545 9,414 2,775 37,680 39,211 51,000 51,400 3,304 2,904 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -193) -360 175 0 307 -288 -53 -113 -140 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 17.3 5.1 69.4 72.2 93.9 94.7 6.1 5.3 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 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,772 COMMITMENTS 1,525 6,334 3,331 28,968 24,479 33,824 34,144 1,948 1,628 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -618) -360 175 0 -296 -891 -656 -716 38 98 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 17.7 9.3 81.0 68.4 94.6 95.4 5.4 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 2 3 16 16 19 19 NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,859 COMMITMENTS 0 3,840 0 19,565 16,277 19,565 20,117 2,294 1,742 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 120) 0 0 0 85 25 85 25 35 95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 17.6 0.0 89.5 74.5 89.5 92.0 10.5 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 2 0 16 13 16 15 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,620 COMMITMENTS 610 15,390 365 26,745 11,670 27,720 27,425 900 1,195 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 53.8 1.3 93.4 40.8 96.9 95.8 3.1 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 2 15 15 18 17 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,574 COMMITMENTS 14,685 1,990 1,490 58,619 71,259 74,794 74,739 15,780 15,835 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 50) 0 0 0 15 15 15 15 35 35 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 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 87,299 COMMITMENTS 15,605 4,130 965 56,384 67,859 72,954 72,954 14,345 14,345 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 60) 0 0 0 15 15 15 15 45 45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 4.7 1.1 64.6 77.7 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 11/24/20 | --------------------------------------------------------------| 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 11/17/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 11/24/20 | --------------------------------------------------------------| 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 11/17/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,010 COMMITMENTS 28,340 100 240 38,593 66,543 67,173 66,883 1,837 2,127 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 60) 0 0 0 140 95 140 95 -80 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.1 0.1 0.3 55.9 96.4 97.3 96.9 2.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 3 1 1 13 17 16 19 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,580 COMMITMENTS 27,615 500 240 38,290 65,070 66,145 65,810 1,435 1,770 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 890) 0 0 0 995 890 995 890 -105 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.9 0.7 0.4 56.7 96.3 97.9 97.4 2.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 1 1 14 13 17 15 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,540 COMMITMENTS 23,150 0 370 30,260 53,720 53,780 54,090 2,760 2,450 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 85) 25 0 0 60 85 85 85 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.9 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 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,160 COMMITMENTS 16,675 0 720 28,395 45,250 45,790 45,970 2,370 2,190 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 85) 25 0 0 60 85 85 85 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.6 0.0 1.5 59.0 94.0 95.1 95.5 4.9 4.5 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 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,255 COMMITMENTS 2,185 5,595 305 11,950 8,665 14,440 14,565 2,815 2,690 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 100) -25 45 25 135 0 135 70 -35 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 32.4 1.8 69.3 50.2 83.7 84.4 16.3 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 4 2 14 7 16 12 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,890 COMMITMENTS 2,735 5,585 145 11,750 8,805 14,630 14,535 2,260 2,355 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 100) -25 45 25 135 0 135 70 -35 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 33.1 0.9 69.6 52.1 86.6 86.1 13.4 13.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 4 2 14 6 16 11 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,775 COMMITMENTS 20,880 16,390 1,420 40,525 45,575 62,825 63,385 5,950 5,390 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 90) 0 150 0 90 -60 90 90 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 23.8 2.1 58.9 66.3 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 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,165 COMMITMENTS 17,670 16,370 1,420 39,190 40,810 58,280 58,600 4,885 4,565 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 110) 0 150 0 110 -40 110 110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 25.9 2.2 62.0 64.6 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 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,969 COMMITMENTS 18,505 11,400 5,280 34,165 41,305 57,950 57,985 3,019 2,984 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 275) 295 0 0 -20 275 275 275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.4 18.7 8.7 56.0 67.7 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 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,879 COMMITMENTS 13,205 7,835 5,475 30,093 35,638 48,773 48,948 3,106 2,931 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 100) 20 0 0 80 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.5 15.1 10.6 58.0 68.7 94.0 94.4 6.0 5.6 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 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 191,569 COMMITMENTS 1,360 42,766 10,380 129,535 88,245 141,275 141,391 50,294 50,178 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 323) 95 -55 50 8 273 153 268 170 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 22.3 5.4 67.6 46.1 73.7 73.8 26.3 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 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 159,880 COMMITMENTS 1,560 31,671 11,090 103,523 73,528 116,173 116,289 43,707 43,591 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -370) 45 -380 100 -545 -5 -400 -285 30 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 19.8 6.9 64.8 46.0 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 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,851 COMMITMENTS 2,480 2,210 7,170 51,461 51,801 61,111 61,181 4,740 4,670 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 60) 0 0 0 0 0 0 0 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 3.4 10.9 78.1 78.7 92.8 92.9 7.2 7.1 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 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,770 COMMITMENTS 2,520 1,760 7,620 41,085 41,915 51,225 51,295 5,545 5,475 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 25) 0 0 0 -30 -30 -30 -30 55 55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 3.1 13.4 72.4 73.8 90.2 90.4 9.8 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 19 19 21 22 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,775 COMMITMENTS 7,325 3,735 5,325 28,700 32,590 41,350 41,650 4,425 4,125 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 1,900) 800 300 0 420 920 1,220 1,220 680 680 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 8.2 11.6 62.7 71.2 90.3 91.0 9.7 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 3 18 18 23 21 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,770 COMMITMENTS 21,970 3,505 4,180 24,360 43,125 50,510 50,810 4,260 3,960 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 1,900) 800 300 -150 590 1,090 1,240 1,240 660 660 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.1 6.4 7.6 44.5 78.7 92.2 92.8 7.8 7.2 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 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 202,559 COMMITMENTS 20,270 272 7,718 146,310 166,766 174,298 174,756 28,261 27,804 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: -805) 1,450 -300 300 -3,074 -1,426 -1,324 -1,426 520 622 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 0.1 3.8 72.2 82.3 86.0 86.3 14.0 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 3 5 31 31 38 37 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 143,210 COMMITMENTS 18,490 772 7,985 96,150 113,778 122,625 122,535 20,585 20,675 CHANGES FROM 11/17/20 (CHANGE IN OPEN INTEREST: 965) 1,535 250 -280 -1,945 -660 -690 -690 1,655 1,655 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.9 0.5 5.6 67.1 79.4 85.6 85.6 14.4 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 4 2 5 27 30 32 36
Updated November 30, 2020