ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 91,448 COMMITMENTS 3,690 9,327 0 80,690 75,080 84,380 84,407 7,068 7,041 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 380) 0 0 0 80 80 80 80 300 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 10.2 0.0 88.2 82.1 92.3 92.3 7.7 7.7 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 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 77,469 COMMITMENTS 3,550 8,757 0 67,022 61,842 70,572 70,599 6,897 6,870 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 180) 0 0 0 -120 -120 -120 -120 300 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 11.3 0.0 86.5 79.8 91.1 91.1 8.9 8.9 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 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 25,986 COMMITMENTS 1,075 915 0 20,230 20,126 21,305 21,041 4,681 4,945 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 450) 0 0 0 325 325 325 325 125 125 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 3.5 0.0 77.8 77.4 82.0 81.0 18.0 19.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 0 14 17 17 18 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,562 COMMITMENTS 12,350 9,864 2,560 35,475 38,216 50,385 50,640 3,177 2,922 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 76) 80 300 0 -4 -224 76 76 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 18.4 4.8 66.2 71.3 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 12/21/20 | --------------------------------------------------------------| 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 6,874 3,136 28,448 23,646 33,284 33,656 2,146 1,774 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 0) 0 300 0 -60 -360 -60 -60 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 19.4 8.9 80.3 66.7 93.9 95.0 6.1 5.0 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 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,385 COMMITMENTS 550 15,575 375 26,445 11,140 27,370 27,090 1,015 1,295 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 110) 0 80 0 110 30 110 110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 54.9 1.3 93.2 39.2 96.4 95.4 3.6 4.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 2 16 15 19 17 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 87,034 COMMITMENTS 14,085 2,085 1,120 56,959 68,904 72,164 72,109 14,870 14,925 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 125) 0 0 0 445 445 445 445 -320 -320 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 2.4 1.3 65.4 79.2 82.9 82.9 17.1 17.1 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 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 83,244 COMMITMENTS 14,740 3,940 380 53,354 64,239 68,474 68,559 14,770 14,685 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 60) 0 0 0 460 460 460 460 -400 -400 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 4.7 0.5 64.1 77.2 82.3 82.4 17.7 17.6 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 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,013 COMMITMENTS 725 17,905 1,555 23,274 6,344 25,554 25,804 4,459 4,209 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 0) 0 -50 0 0 50 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 59.7 5.2 77.5 21.1 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 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,803 COMMITMENTS 725 17,380 1,645 23,226 6,821 25,596 25,846 4,207 3,957 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 0) 0 -50 0 -1 49 -1 -1 1 1 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 58.3 5.5 77.9 22.9 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 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,610 COMMITMENTS 25,860 0 240 39,380 65,020 65,480 65,260 2,130 2,350 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 30) 0 0 0 30 30 30 30 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.2 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 12/21/20 | --------------------------------------------------------------| 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 12/15/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,363 COMMITMENTS 22,400 125 165 29,028 51,623 51,593 51,913 2,770 2,450 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 200) 25 125 -25 60 -40 60 60 140 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.2 0.2 0.3 53.4 95.0 94.9 95.5 5.1 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 2 17 12 21 15 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,593 COMMITMENTS 16,300 125 515 27,273 43,643 44,088 44,283 2,505 2,310 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 150) 25 125 -25 60 -40 60 60 90 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.0 0.3 1.1 58.5 93.7 94.6 95.0 5.4 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 2 17 12 21 15 PJM.PEPCO_month_on_dap - NODAL EXCHANGE Code-064EVG OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| 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 12/15/20 (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 12/21/20 | --------------------------------------------------------------| 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 12/15/20 (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 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,900 COMMITMENTS 20,120 16,140 1,435 39,325 43,860 60,880 61,435 6,020 5,465 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 120) 100 20 20 0 80 120 120 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.1 24.1 2.1 58.8 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 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,915 COMMITMENTS 17,275 16,175 1,400 38,810 40,210 57,485 57,785 4,430 4,130 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 100) 100 50 0 0 50 100 100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 26.1 2.3 62.7 64.9 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 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,129 COMMITMENTS 18,535 10,935 5,100 32,662 40,287 56,297 56,322 2,832 2,807 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 580) 470 180 0 130 400 600 580 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.3 18.5 8.6 55.2 68.1 95.2 95.3 4.8 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 3 4 21 13 26 17 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,294 COMMITMENTS 13,640 7,460 5,210 28,566 34,881 47,416 47,551 2,878 2,743 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 470) 470 180 -110 130 400 490 470 -20 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.1 14.8 10.4 56.8 69.4 94.3 94.5 5.7 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 4 21 12 26 16 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 186,169 COMMITMENTS 920 38,983 10,220 126,461 88,494 137,601 137,697 48,568 48,472 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -255) -230 215 -380 175 -270 -435 -435 180 180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 20.9 5.5 67.9 47.5 73.9 74.0 26.1 26.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 7 5 28 32 34 40 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 155,109 COMMITMENTS 830 30,168 10,925 101,037 71,840 112,792 112,933 42,317 42,176 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -910) -200 315 -380 -485 -1,000 -1,065 -1,065 155 155 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 19.4 7.0 65.1 46.3 72.7 72.8 27.3 27.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 7 5 27 33 33 41 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,096 COMMITMENTS 1,320 1,865 7,450 49,711 49,226 58,481 58,541 4,615 4,555 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -15) 0 0 0 -100 -100 -100 -100 85 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 3.0 11.8 78.8 78.0 92.7 92.8 7.3 7.2 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 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,525 COMMITMENTS 1,505 1,490 7,625 39,960 40,155 49,090 49,270 5,435 5,255 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 75) 0 0 0 35 35 35 35 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 2.7 14.0 73.3 73.6 90.0 90.4 10.0 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 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,450 COMMITMENTS 7,190 3,670 5,125 28,755 32,545 41,070 41,340 4,380 4,110 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: -130) 0 -100 0 50 150 50 50 -180 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.8 8.1 11.3 63.3 71.6 90.4 91.0 9.6 9.0 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 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,925 COMMITMENTS 22,215 3,280 3,815 24,935 44,140 50,965 51,235 3,960 3,690 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 80) 180 -100 0 -100 180 80 80 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.4 6.0 6.9 45.4 80.4 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 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 199,660 COMMITMENTS 26,725 2,292 6,713 140,344 164,587 173,782 173,592 25,878 26,068 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 3,665) 5,025 25 45 -720 4,370 4,350 4,440 -684 -775 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.4 1.1 3.4 70.3 82.4 87.0 86.9 13.0 13.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 5 5 31 30 38 37 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 154,415 COMMITMENTS 23,690 1,742 7,345 103,604 125,437 134,639 134,524 19,776 19,891 CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST: 11,100) 5,300 -125 -25 5,135 10,560 10,410 10,410 690 690 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 1.1 4.8 67.1 81.2 87.2 87.1 12.8 12.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 3 5 3 29 30 33 37 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20 | --------------------------------------------------------------| 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 12/15/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 12/21/20 | --------------------------------------------------------------| 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 12/15/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 28, 2020