ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,330 COMMITMENTS 3,810 8,657 0 79,778 74,943 83,588 83,600 6,742 6,730 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -1,915) 170 -640 0 -1,920 -1,110 -1,750 -1,750 -165 -165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 9.6 0.0 88.3 83.0 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 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 76,824 COMMITMENTS 3,670 8,337 0 66,572 61,917 70,242 70,254 6,582 6,570 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -641) 470 -845 0 -1,296 19 -826 -826 185 185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 10.9 0.0 86.7 80.6 91.4 91.4 8.6 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 0 21 19 22 20 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,345 COMMITMENTS 1,375 915 0 19,840 19,940 21,215 20,855 4,130 4,490 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -600) -165 -15 0 -585 -725 -750 -740 150 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.4 3.6 0.0 78.3 78.7 83.7 82.3 16.3 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 0 14 16 17 17 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,977 COMMITMENTS 12,120 9,464 2,710 35,194 38,105 50,024 50,279 2,953 2,698 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -1,327) 1,575 25 -65 -2,486 -1,081 -976 -1,121 -351 -206 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 17.9 5.1 66.4 71.9 94.4 94.9 5.6 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 2 2 18 18 23 21 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 33,930 COMMITMENTS 1,600 6,474 3,206 27,113 22,611 31,919 32,291 2,011 1,639 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -1,692) 75 115 -125 -1,705 -1,693 -1,755 -1,703 63 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 19.1 9.4 79.9 66.6 94.1 95.2 5.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 2 3 16 18 20 21 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,385 COMMITMENTS 610 15,495 365 26,425 11,260 27,400 27,120 985 1,265 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -570) 0 -15 0 -535 -505 -535 -520 -35 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 54.6 1.3 93.1 39.7 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 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 86,704 COMMITMENTS 14,085 2,085 1,120 56,394 68,339 71,599 71,544 15,105 15,160 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -4,065) -600 20 -405 -2,775 -3,410 -3,780 -3,795 -285 -270 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 2.4 1.3 65.0 78.8 82.6 82.5 17.4 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 3 17 22 21 26 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 82,889 COMMITMENTS 14,740 3,940 380 52,889 63,694 68,009 68,014 14,880 14,875 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -4,445) -865 -190 -585 -3,645 -4,315 -5,095 -5,090 650 645 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 4.8 0.5 63.8 76.8 82.0 82.1 18.0 17.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 3 16 21 19 25 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,953 COMMITMENTS 725 17,955 1,555 23,346 6,366 25,626 25,876 4,327 4,077 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -1,351) -25 -375 -385 -640 -330 -1,050 -1,090 -301 -261 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 59.9 5.2 77.9 21.3 85.6 86.4 14.4 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 6 4 17 11 22 17 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,703 COMMITMENTS 725 17,430 1,645 23,309 6,854 25,679 25,929 4,024 3,774 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -1,261) -25 -350 -385 -571 -241 -981 -976 -280 -285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 58.7 5.5 78.5 23.1 86.5 87.3 13.5 12.7 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 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,770 COMMITMENTS 25,860 0 240 37,870 63,480 63,970 63,720 1,800 2,050 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -3,915) -2,480 -100 0 -1,388 -3,738 -3,868 -3,838 -47 -77 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.3 0.0 0.4 57.6 96.5 97.3 96.9 2.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 1 13 17 16 18 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,010 COMMITMENTS 24,985 0 240 37,415 62,125 62,640 62,365 1,370 1,645 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -4,345) -2,630 -500 0 -1,700 -3,790 -4,330 -4,290 -15 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 39.0 0.0 0.4 58.5 97.1 97.9 97.4 2.1 2.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 1 14 14 17 15 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,390 COMMITMENTS 22,340 0 190 28,160 50,820 50,690 51,010 2,700 2,380 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -3,150) -810 0 -180 -2,100 -2,900 -3,090 -3,080 -60 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.8 0.0 0.4 52.7 95.2 94.9 95.5 5.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 0 3 17 12 22 15 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,650 COMMITMENTS 16,240 0 540 26,405 42,840 43,185 43,380 2,465 2,270 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -2,510) -435 0 -180 -1,990 -2,410 -2,605 -2,590 95 80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.6 0.0 1.2 57.8 93.8 94.6 95.0 5.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 5 0 3 17 12 22 15 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,150 COMMITMENTS 1,960 5,175 280 11,175 8,100 13,415 13,555 2,735 2,595 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -1,105) -225 -420 -25 -775 -565 -1,025 -1,010 -80 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 32.0 1.7 69.2 50.2 83.1 83.9 16.9 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 4 1 14 7 15 12 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 15,790 COMMITMENTS 2,500 5,165 120 10,990 8,245 13,610 13,530 2,180 2,260 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -1,100) -235 -420 -25 -760 -560 -1,020 -1,005 -80 -95 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 32.7 0.8 69.6 52.2 86.2 85.7 13.8 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 4 1 14 6 15 11 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,455 COMMITMENTS 20,020 16,145 1,400 38,570 42,995 59,990 60,540 5,465 4,915 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -3,370) -860 -295 -20 -2,005 -2,580 -2,885 -2,895 -485 -475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 24.7 2.1 58.9 65.7 91.7 92.5 8.3 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 3 2 18 15 25 19 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,240 COMMITMENTS 17,175 16,125 1,400 37,235 38,585 55,810 56,110 4,430 4,130 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -2,975) -495 -295 -20 -2,005 -2,225 -2,520 -2,540 -455 -435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.5 26.8 2.3 61.8 64.1 92.6 93.1 7.4 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 3 2 18 15 25 19 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,329 COMMITMENTS 17,845 10,755 5,100 32,532 39,667 55,477 55,522 2,852 2,807 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -2,660) -660 -645 -180 -1,633 -1,658 -2,473 -2,483 -187 -177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.6 18.4 8.7 55.8 68.0 95.1 95.2 4.9 4.8 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 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,724 COMMITMENTS 13,070 7,280 5,320 28,436 34,381 46,826 46,981 2,898 2,743 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -2,175) -135 -555 -155 -1,657 -1,277 -1,947 -1,987 -228 -188 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.3 14.6 10.7 57.2 69.1 94.2 94.5 5.8 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 4 20 12 25 16 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 183,909 COMMITMENTS 1,185 38,323 10,690 123,689 86,657 135,564 135,670 48,345 48,239 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -8,744) -260 -2,618 -315 -5,735 -3,382 -6,310 -6,315 -2,434 -2,429 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 20.8 5.8 67.3 47.1 73.7 73.8 26.3 26.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 8 5 28 31 34 40 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 153,594 COMMITMENTS 1,040 29,528 11,415 99,417 71,050 111,872 111,993 41,722 41,601 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -7,076) -505 -1,593 25 -4,396 -3,298 -4,876 -4,866 -2,200 -2,210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 19.2 7.4 64.7 46.3 72.8 72.9 27.2 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 8 5 27 32 33 41 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,151 COMMITMENTS 2,030 1,865 7,040 49,551 49,776 58,621 58,681 4,530 4,470 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -2,700) -450 -345 -130 -1,900 -2,015 -2,480 -2,490 -220 -210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 3.0 11.1 78.5 78.8 92.8 92.9 7.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 1 2 16 18 18 21 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,460 COMMITMENTS 2,115 1,490 7,415 39,535 40,340 49,065 49,245 5,395 5,215 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -2,310) -405 -270 -205 -1,550 -1,575 -2,160 -2,050 -150 -260 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 2.7 13.6 72.6 74.1 90.1 90.4 9.9 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 19 18 21 21 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,355 COMMITMENTS 7,390 3,770 4,925 27,680 31,600 39,995 40,295 4,360 4,060 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -1,300) 65 35 -400 -910 -880 -1,245 -1,245 -55 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 8.5 11.1 62.4 71.2 90.2 90.8 9.8 9.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 3 17 17 22 20 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,770 COMMITMENTS 22,035 3,380 3,815 23,835 42,760 49,685 49,955 4,085 3,815 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -1,280) 65 -125 -365 -675 -515 -975 -1,005 -305 -275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.0 6.3 7.1 44.3 79.5 92.4 92.9 7.6 7.1 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 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 195,220 COMMITMENTS 20,015 2,242 7,083 139,513 158,974 166,611 168,299 28,609 26,920 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -8,169) -270 305 -645 -7,281 -6,162 -8,196 -6,502 27 -1,667 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.3 1.1 3.6 71.5 81.4 85.3 86.2 14.7 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 5 5 31 31 38 38 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 138,325 COMMITMENTS 17,480 1,742 7,645 94,354 109,977 119,479 119,364 18,846 18,961 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: -6,050) -890 470 -220 -3,061 -4,406 -4,171 -4,156 -1,879 -1,894 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 1.3 5.5 68.2 79.5 86.4 86.3 13.6 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 3 4 4 29 30 34 36 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,850 COMMITMENTS 3,220 300 415 22,360 25,295 25,995 26,010 1,855 1,840 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.6 1.1 1.5 80.3 90.8 93.3 93.4 6.7 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 2 12 8 15 11 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,440 COMMITMENTS 2,600 335 650 22,355 24,635 25,605 25,620 1,835 1,820 CHANGES FROM 12/01/20 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 1.2 2.4 81.5 89.8 93.3 93.4 6.7 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 2 12 7 15 10
Updated December 11, 2020