ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 91,068 COMMITMENTS 3,690 9,327 0 80,610 75,000 84,300 84,327 6,768 6,741 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 738) -120 670 0 832 57 712 727 26 11 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 10.2 0.0 88.5 82.4 92.6 92.6 7.4 7.4 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 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 77,289 COMMITMENTS 3,550 8,757 0 67,142 61,962 70,692 70,719 6,597 6,570 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 465) -120 420 0 570 45 450 465 15 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 11.3 0.0 86.9 80.2 91.5 91.5 8.5 8.5 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 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,536 COMMITMENTS 1,075 915 0 19,905 19,801 20,980 20,716 4,556 4,820 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 191) -300 0 0 65 -139 -235 -139 426 330 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 3.6 0.0 77.9 77.5 82.2 81.1 17.8 18.9 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 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,486 COMMITMENTS 12,270 9,564 2,560 35,479 38,440 50,309 50,564 3,177 2,922 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 509) 150 100 -150 285 335 285 285 224 224 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.9 17.9 4.8 66.3 71.9 94.1 94.5 5.9 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 2 17 19 22 22 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 35,430 COMMITMENTS 1,700 6,574 3,136 28,508 24,006 33,344 33,716 2,086 1,714 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 1,500) 100 100 -70 1,395 1,395 1,425 1,425 75 75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 18.6 8.9 80.5 67.8 94.1 95.2 5.9 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 2 2 3 16 20 20 23 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,275 COMMITMENTS 550 15,495 375 26,335 11,110 27,260 26,980 1,015 1,295 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -110) -60 0 10 -90 -150 -140 -140 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 54.8 1.3 93.1 39.3 96.4 95.4 3.6 4.6 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 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 86,909 COMMITMENTS 14,085 2,085 1,120 56,514 68,459 71,719 71,664 15,190 15,245 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 205) 0 0 0 120 120 120 120 85 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 2.4 1.3 65.0 78.8 82.5 82.5 17.5 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 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 83,184 COMMITMENTS 14,740 3,940 380 52,894 63,779 68,014 68,099 15,170 15,085 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 295) 0 0 0 5 85 5 85 290 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 4.7 0.5 63.6 76.7 81.8 81.9 18.2 18.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 3 15 21 18 25 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,013 COMMITMENTS 725 17,955 1,555 23,274 6,294 25,554 25,804 4,459 4,209 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 60) 0 0 0 -72 -72 -72 -72 132 132 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 59.8 5.2 77.5 21.0 85.1 86.0 14.9 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 6 4 17 12 22 18 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,803 COMMITMENTS 725 17,430 1,645 23,227 6,772 25,597 25,847 4,206 3,956 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 100) 0 0 0 -82 -82 -82 -82 182 182 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 58.5 5.5 77.9 22.7 85.9 86.7 14.1 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 6 4 17 12 22 18 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,580 COMMITMENTS 25,860 0 240 39,350 64,990 65,450 65,230 2,130 2,350 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 1,810) 0 0 0 1,480 1,510 1,480 1,510 330 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.3 0.0 0.4 58.2 96.2 96.8 96.5 3.2 3.5 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 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,730 COMMITMENTS 24,985 0 240 38,765 63,475 63,990 63,715 1,740 2,015 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 1,720) 0 0 0 1,350 1,350 1,350 1,350 370 370 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.0 0.0 0.4 59.0 96.6 97.4 96.9 2.6 3.1 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 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,163 COMMITMENTS 22,375 0 190 28,968 51,663 51,533 51,853 2,630 2,310 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 773) 35 0 0 808 843 843 843 -70 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.3 0.0 0.4 53.5 95.4 95.1 95.7 4.9 4.3 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 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,443 COMMITMENTS 16,275 0 540 27,213 43,683 44,028 44,223 2,415 2,220 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 793) 35 0 0 808 843 843 843 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.0 0.0 1.2 58.6 94.1 94.8 95.2 5.2 4.8 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 12/15/20 | --------------------------------------------------------------| 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 12/08/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 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 12/15/20 | --------------------------------------------------------------| 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 12/08/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,780 COMMITMENTS 20,020 16,120 1,415 39,325 43,780 60,760 61,315 6,020 5,465 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 1,325) 0 -25 15 755 785 770 775 555 550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.0 24.1 2.1 58.9 65.6 91.0 91.8 9.0 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 3 3 18 15 26 19 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,815 COMMITMENTS 17,175 16,125 1,400 38,810 40,160 57,385 57,685 4,430 4,130 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 1,575) 0 0 0 1,575 1,575 1,575 1,575 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 26.1 2.3 62.8 65.0 92.8 93.3 7.2 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 3 2 18 16 25 20 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,549 COMMITMENTS 18,065 10,755 5,100 32,532 39,887 55,697 55,742 2,852 2,807 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 220) 220 0 0 0 220 220 220 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.9 18.4 8.7 55.6 68.1 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 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,824 COMMITMENTS 13,170 7,280 5,320 28,436 34,481 46,926 47,081 2,898 2,743 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 100) 100 0 0 0 100 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 26.4 14.6 10.7 57.1 69.2 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 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 186,424 COMMITMENTS 1,150 38,768 10,600 126,286 88,764 138,036 138,132 48,388 48,292 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 2,515) -35 445 -90 2,597 2,107 2,472 2,462 43 53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 20.8 5.7 67.7 47.6 74.0 74.1 26.0 25.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 8 5 28 32 34 41 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 156,019 COMMITMENTS 1,030 29,853 11,305 101,522 72,840 113,857 113,998 42,162 42,021 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 2,425) -10 325 -110 2,105 1,790 1,985 2,005 440 420 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.7 19.1 7.2 65.1 46.7 73.0 73.1 27.0 26.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 8 5 27 33 33 42 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,111 COMMITMENTS 1,320 1,865 7,450 49,811 49,326 58,581 58,641 4,530 4,470 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -40) -710 0 410 260 -450 -40 -40 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 3.0 11.8 78.9 78.2 92.8 92.9 7.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 1 2 16 18 19 21 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,450 COMMITMENTS 1,505 1,490 7,625 39,925 40,120 49,055 49,235 5,395 5,215 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: -10) -610 0 210 390 -220 -10 -10 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 2.7 14.0 73.3 73.7 90.1 90.4 9.9 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 2 19 18 22 21 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,580 COMMITMENTS 7,190 3,770 5,125 28,705 32,395 41,020 41,290 4,560 4,290 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 1,225) -200 0 200 1,025 795 1,025 995 200 230 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 8.3 11.2 63.0 71.1 90.0 90.6 10.0 9.4 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 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,845 COMMITMENTS 22,035 3,380 3,815 25,035 43,960 50,885 51,155 3,960 3,690 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 1,075) 0 0 0 1,200 1,200 1,200 1,200 -125 -125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.2 6.2 7.0 45.6 80.2 92.8 93.3 7.2 6.7 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 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 195,994 COMMITMENTS 21,700 2,267 6,668 141,064 160,216 169,432 169,151 26,562 26,843 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 774) 1,685 25 -415 1,551 1,242 2,821 852 -2,046 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 1.2 3.4 72.0 81.7 86.4 86.3 13.6 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 5 4 4 31 30 38 36 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 143,315 COMMITMENTS 18,390 1,867 7,370 98,469 114,877 124,229 124,114 19,086 19,201 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 4,990) 910 125 -275 4,115 4,900 4,750 4,750 240 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.8 1.3 5.1 68.7 80.2 86.7 86.6 13.3 13.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 5 4 29 30 34 37 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,225 COMMITMENTS 3,220 300 415 23,735 26,670 27,370 27,385 1,855 1,840 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 1,375) 0 0 0 1,375 1,375 1,375 1,375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 1.0 1.4 81.2 91.3 93.7 93.7 6.3 6.3 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 12/15/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,815 COMMITMENTS 2,600 335 650 23,730 26,010 26,980 26,995 1,835 1,820 CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST: 1,375) 0 0 0 1,375 1,375 1,375 1,375 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 1.2 2.3 82.4 90.3 93.6 93.7 6.4 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 2 12 7 15 10
Updated December 18, 2020