ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 92,245 COMMITMENTS 3,640 9,297 0 81,698 76,053 85,338 85,350 6,907 6,895 CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 1,068) 0 1,800 0 1,018 -782 1,018 1,018 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 10.1 0.0 88.6 82.4 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 12/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 77,465 COMMITMENTS 3,200 9,182 0 67,868 61,898 71,068 71,080 6,397 6,385 CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 1,095) 0 1,800 0 685 -1,115 685 685 410 410 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 11.9 0.0 87.6 79.9 91.7 91.8 8.3 8.2 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 12/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,945 COMMITMENTS 1,540 930 0 20,425 20,665 21,965 21,595 3,980 4,350 CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 3.6 0.0 78.7 79.6 84.7 83.2 15.3 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 12/01/20 | --------------------------------------------------------------| 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 9,439 2,775 37,680 39,186 51,000 51,400 3,304 2,904 CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 0) 0 25 0 0 -25 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.4 17.4 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 12/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,622 COMMITMENTS 1,525 6,359 3,331 28,818 24,304 33,674 33,994 1,948 1,628 CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -150) 0 25 0 -150 -175 -150 -150 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 17.9 9.4 80.9 68.2 94.5 95.4 5.5 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 12/01/20 | --------------------------------------------------------------| 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 16,337 19,565 20,177 2,294 1,682 CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 60 0 60 0 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 17.6 0.0 89.5 74.7 89.5 92.3 10.5 7.7 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 12/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,955 COMMITMENTS 610 15,510 365 26,960 11,765 27,935 27,640 1,020 1,315 CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 335) 0 120 0 215 95 215 215 120 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 53.6 1.3 93.1 40.6 96.5 95.5 3.5 4.5 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 12/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,769 COMMITMENTS 14,685 2,065 1,525 59,169 71,749 75,379 75,339 15,390 15,430 CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 195) 0 75 35 550 490 585 600 -390 -405 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 2.3 1.7 65.2 79.0 83.0 83.0 17.0 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 3 4 18 22 23 27 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 87,334 COMMITMENTS 15,605 4,130 965 56,534 68,009 73,104 73,104 14,230 14,230 CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 35) 0 0 0 150 150 150 150 -115 -115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 4.7 1.1 64.7 77.9 83.7 83.7 16.3 16.3 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 12/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 31,304 COMMITMENTS 750 18,330 1,940 23,986 6,696 26,676 26,966 4,628 4,338 CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 15) 0 -15 0 0 0 0 -15 15 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 58.6 6.2 76.6 21.4 85.2 86.1 14.8 13.9 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 12/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,964 COMMITMENTS 750 17,780 2,030 23,880 7,095 26,660 26,905 4,304 4,059 CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 15) 0 -15 0 0 0 0 -15 15 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 57.4 6.6 77.1 22.9 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 12/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,685 COMMITMENTS 28,340 100 240 39,258 67,218 67,838 67,558 1,847 2,127 CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 675) 0 0 0 665 675 665 675 10 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.7 0.1 0.3 56.3 96.5 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 12/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,355 COMMITMENTS 27,615 500 240 39,115 65,915 66,970 66,655 1,385 1,700 CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 775) 0 0 0 825 845 825 845 -50 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.4 0.7 0.4 57.2 96.4 98.0 97.5 2.0 2.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 1 14 14 17 16 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 | --------------------------------------------------------------| 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 11/24/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 12/01/20 | --------------------------------------------------------------| 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 11/24/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 12/01/20 | --------------------------------------------------------------| 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 11/24/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 12/01/20 | --------------------------------------------------------------| 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 11/24/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 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 12/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,825 COMMITMENTS 20,880 16,440 1,420 40,575 45,575 62,875 63,435 5,950 5,390 CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 50) 0 50 0 50 0 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.3 23.9 2.1 59.0 66.2 91.4 92.2 8.6 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 12/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,215 COMMITMENTS 17,670 16,420 1,420 39,240 40,810 58,330 58,650 4,885 4,565 CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 50) 0 50 0 50 0 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 26.0 2.2 62.1 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 12/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,989 COMMITMENTS 18,505 11,400 5,280 34,165 41,325 57,950 58,005 3,039 2,984 CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 20) 0 0 0 0 20 0 20 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.3 18.7 8.7 56.0 67.8 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 12/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,899 COMMITMENTS 13,205 7,835 5,475 30,093 35,658 48,773 48,968 3,126 2,931 CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 20) 0 0 0 0 20 0 20 20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 15.1 10.5 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 12/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 192,653 COMMITMENTS 1,445 40,941 11,005 129,424 90,039 141,874 141,985 50,779 50,668 CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 1,084) 85 -1,825 625 -111 1,794 599 594 485 490 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.8 21.3 5.7 67.2 46.7 73.6 73.7 26.4 26.3 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 12/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 160,670 COMMITMENTS 1,545 31,121 11,390 103,813 74,348 116,748 116,859 43,922 43,811 CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 790) -15 -550 300 290 820 575 570 215 220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 19.4 7.1 64.6 46.3 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 12/01/20 | --------------------------------------------------------------| 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 51,451 51,791 61,101 61,171 4,750 4,680 CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -10 -10 -10 -10 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.8 3.4 10.9 78.1 78.6 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 12/01/20 | --------------------------------------------------------------| 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 11/24/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.4 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 12/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,655 COMMITMENTS 7,325 3,735 5,325 28,590 32,480 41,240 41,540 4,415 4,115 CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: -120) 0 0 0 -110 -110 -110 -110 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.0 8.2 11.7 62.6 71.1 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 12/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,050 COMMITMENTS 21,970 3,505 4,180 24,510 43,275 50,660 50,960 4,390 4,090 CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 280) 0 0 0 150 150 150 150 130 130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.9 6.4 7.6 44.5 78.6 92.0 92.6 8.0 7.4 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 12/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 203,389 COMMITMENTS 20,285 1,937 7,728 146,795 165,137 174,808 174,802 28,582 28,588 CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 830) 15 1,665 10 484 -1,629 509 46 321 784 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 1.0 3.8 72.2 81.2 85.9 85.9 14.1 14.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 4 4 5 31 31 38 37 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 144,375 COMMITMENTS 18,370 1,272 7,865 97,415 114,383 123,650 123,520 20,725 20,855 CHANGES FROM 11/24/20 (CHANGE IN OPEN INTEREST: 1,165) -120 500 -120 1,265 605 1,025 985 140 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.7 0.9 5.4 67.5 79.2 85.6 85.6 14.4 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 4 2 4 29 30 34 35
Updated December 04, 2020