ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 91,472 COMMITMENTS 3,690 9,862 0 80,705 74,560 84,395 84,422 7,077 7,050 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 24) 0 535 0 15 -520 15 15 9 9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 10.8 0.0 88.2 81.5 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 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 77,572 COMMITMENTS 3,550 9,332 0 66,780 61,025 70,330 70,357 7,242 7,215 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 103) 0 575 0 -242 -817 -242 -242 345 345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 12.0 0.0 86.1 78.7 90.7 90.7 9.3 9.3 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 12/29/20 | --------------------------------------------------------------| 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 12/21/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 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 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,462 COMMITMENTS 12,350 9,864 2,560 35,745 38,486 50,655 50,910 3,807 3,552 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 900) 0 0 0 270 270 270 270 630 630 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 18.1 4.7 65.6 70.7 93.0 93.5 7.0 6.5 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 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,775 COMMITMENTS 1,700 6,874 3,136 29,198 24,396 34,034 34,406 2,741 2,369 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 1,345) 0 0 0 750 750 750 750 595 595 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 18.7 8.5 79.4 66.3 92.5 93.6 7.5 6.4 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 12/29/20 | --------------------------------------------------------------| 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 12/21/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 86,904 COMMITMENTS 14,085 2,085 1,120 56,829 68,774 72,034 71,979 14,870 14,925 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -130) 0 0 0 -130 -130 -130 -130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 2.4 1.3 65.4 79.1 82.9 82.8 17.1 17.2 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 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 83,114 COMMITMENTS 14,740 3,940 380 53,224 64,109 68,344 68,429 14,770 14,685 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -130) 0 0 0 -130 -130 -130 -130 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 4.7 0.5 64.0 77.1 82.2 82.3 17.8 17.7 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 12/29/20 | --------------------------------------------------------------| 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 12/21/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 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 12/29/20 | --------------------------------------------------------------| 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 12/21/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 58.3 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 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 70,125 COMMITMENTS 27,060 0 240 40,595 67,435 67,895 67,675 2,230 2,450 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 2,515) 1,200 0 0 1,215 2,415 2,415 2,415 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.6 0.0 0.3 57.9 96.2 96.8 96.5 3.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 1 13 16 16 17 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,355 COMMITMENTS 26,185 0 240 40,090 66,000 66,515 66,240 1,840 2,115 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 2,625) 1,200 0 0 1,325 2,525 2,525 2,525 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.3 0.0 0.4 58.6 96.6 97.3 96.9 2.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 1 14 13 17 14 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| 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 12/21/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 12/29/20 | --------------------------------------------------------------| 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 12/21/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 12/29/20 | --------------------------------------------------------------| 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 12/21/20 (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 12/29/20 | --------------------------------------------------------------| 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 12/21/20 (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 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,910 COMMITMENTS 20,125 16,110 1,465 39,325 43,895 60,915 61,470 5,995 5,440 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 10) 5 -30 30 0 35 35 35 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.1 24.1 2.2 58.8 65.6 91.0 91.9 9.0 8.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 2 3 18 15 26 19 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,940 COMMITMENTS 17,260 16,125 1,450 38,825 40,260 57,535 57,835 4,405 4,105 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 25) -15 -50 50 15 50 50 50 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.9 26.0 2.3 62.7 65.0 92.9 93.4 7.1 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 6 3 3 18 16 26 20 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,344 COMMITMENTS 18,710 10,935 5,100 32,696 40,496 56,506 56,531 2,838 2,813 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 215) 175 0 0 34 209 209 209 6 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.5 18.4 8.6 55.1 68.2 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 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,509 COMMITMENTS 13,815 7,460 5,210 28,600 35,090 47,625 47,760 2,884 2,749 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 215) 175 0 0 34 209 209 209 6 6 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.4 14.8 10.3 56.6 69.5 94.3 94.6 5.7 5.4 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 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 187,279 COMMITMENTS 870 39,193 10,235 127,421 89,194 138,526 138,622 48,753 48,657 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 1,110) -50 210 15 960 700 925 925 185 185 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 20.9 5.5 68.0 47.6 74.0 74.0 26.0 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 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 156,164 COMMITMENTS 800 30,348 10,920 101,967 72,560 113,687 113,828 42,477 42,336 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 1,055) -30 180 -5 930 720 895 895 160 160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 19.4 7.0 65.3 46.5 72.8 72.9 27.2 27.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 8 5 27 33 33 41 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,811 COMMITMENTS 1,270 1,865 7,450 49,461 48,926 58,181 58,241 4,630 4,570 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -285) -50 0 0 -250 -300 -300 -300 15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 3.0 11.9 78.7 77.9 92.6 92.7 7.4 7.3 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 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,245 COMMITMENTS 1,455 1,490 7,625 39,730 39,875 48,810 48,990 5,435 5,255 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: -280) -50 0 0 -230 -280 -280 -280 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 2.7 14.1 73.2 73.5 90.0 90.3 10.0 9.7 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 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,745 COMMITMENTS 5,990 3,620 5,125 30,250 32,890 41,365 41,635 4,380 4,110 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 295) -1,200 -50 0 1,495 345 295 295 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 7.9 11.2 66.1 71.9 90.4 91.0 9.6 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 3 17 18 22 21 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,225 COMMITMENTS 21,015 3,230 3,815 26,455 44,510 51,285 51,555 3,940 3,670 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 300) -1,200 -50 0 1,520 370 320 320 -20 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 38.1 5.8 6.9 47.9 80.6 92.9 93.4 7.1 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 3 15 19 18 23 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 204,606 COMMITMENTS 30,400 2,317 5,818 140,385 168,488 176,603 176,623 28,003 27,983 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 4,946) 3,675 25 -895 41 3,901 2,821 3,031 2,125 1,915 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 1.1 2.8 68.6 82.3 86.3 86.3 13.7 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 5 4 31 30 37 37 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 156,145 COMMITMENTS 27,365 1,777 6,510 102,734 128,207 136,609 136,494 19,536 19,651 CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST: 1,730) 3,675 35 -835 -870 2,770 1,970 1,970 -240 -240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.5 1.1 4.2 65.8 82.1 87.5 87.4 12.5 12.6 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 12/29/20 | --------------------------------------------------------------| 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 12/21/20 (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 12/29/20 | --------------------------------------------------------------| 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 12/21/20 (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 January 04, 2021