ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 92,877 COMMITMENTS 3,750 9,862 0 81,981 75,896 85,731 85,758 7,146 7,119 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 1,405) 60 0 0 1,276 1,336 1,336 1,336 69 69 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 10.6 0.0 88.3 81.7 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 FUTURES ONLY POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 79,277 COMMITMENTS 3,610 9,332 0 68,125 62,430 71,735 71,762 7,542 7,515 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 1,705) 60 0 0 1,345 1,405 1,405 1,405 300 300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.6 11.8 0.0 85.9 78.7 90.5 90.5 9.5 9.5 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 FUTURES ONLY POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,686 COMMITMENTS 1,075 615 0 21,050 21,246 22,125 21,861 4,561 4,825 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 700) 0 -300 0 820 1,120 820 820 -120 -120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.0 2.3 0.0 78.9 79.6 82.9 81.9 17.1 18.1 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 FUTURES ONLY POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,141 COMMITMENTS 12,350 9,864 2,560 35,424 38,165 50,334 50,589 3,807 3,552 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -321) 0 0 0 -321 -321 -321 -321 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 22.8 18.2 4.7 65.4 70.5 93.0 93.4 7.0 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 2 18 19 23 22 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP FUTURES ONLY POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 36,270 COMMITMENTS 1,700 6,874 3,136 28,794 23,992 33,630 34,002 2,640 2,268 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: -505) 0 0 0 -404 -404 -404 -404 -101 -101 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 19.0 8.6 79.4 66.1 92.7 93.7 7.3 6.3 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 FUTURES ONLY POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,505 COMMITMENTS 550 15,575 375 26,445 11,140 27,370 27,090 1,135 1,415 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 120) 0 0 0 0 0 0 0 120 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.9 54.6 1.3 92.8 39.1 96.0 95.0 4.0 5.0 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 FUTURES ONLY POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 89,459 COMMITMENTS 14,085 2,210 1,120 59,139 70,959 74,344 74,289 15,115 15,170 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 2,555) 0 125 0 2,310 2,185 2,310 2,310 245 245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 2.5 1.3 66.1 79.3 83.1 83.0 16.9 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 3 18 22 22 26 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 85,549 COMMITMENTS 14,740 4,040 380 55,569 66,274 70,689 70,694 14,860 14,855 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 2,435) 0 100 0 2,345 2,165 2,345 2,265 90 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.2 4.7 0.4 65.0 77.5 82.6 82.6 17.4 17.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 3 17 21 20 25 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| 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 12/29/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 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 FUTURES ONLY POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,823 COMMITMENTS 725 17,365 1,660 23,231 6,841 25,616 25,866 4,207 3,957 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 20) 0 -15 15 5 20 20 20 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.4 58.2 5.6 77.9 22.9 85.9 86.7 14.1 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 6 5 17 12 23 18 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM FUTURES ONLY POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 70,650 COMMITMENTS 26,760 0 240 41,420 67,960 68,420 68,200 2,230 2,450 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 525) -300 0 0 825 525 525 525 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.9 0.0 0.3 58.6 96.2 96.8 96.5 3.2 3.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 0 1 14 16 17 17 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN FUTURES ONLY POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,630 COMMITMENTS 25,885 0 240 40,665 66,275 66,790 66,515 1,840 2,115 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 275) -300 0 0 575 275 275 275 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.7 0.0 0.3 59.3 96.6 97.3 96.9 2.7 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 1 15 13 18 14 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| 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 12/29/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 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 FUTURES ONLY POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| 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 12/29/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 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 FUTURES ONLY POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| 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 11,110 8,100 13,350 13,555 2,800 2,595 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -65 0 -65 0 65 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 12.1 32.0 1.7 68.8 50.2 82.7 83.9 17.3 16.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 4 1 13 7 14 12 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH FUTURES ONLY POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| 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 10,925 8,245 13,545 13,530 2,245 2,260 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -65 0 -65 0 65 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.8 32.7 0.8 69.2 52.2 85.8 85.7 14.2 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 4 1 13 6 14 11 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| 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 12/29/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 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 FUTURES ONLY POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| 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 12/29/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 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 FUTURES ONLY POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| 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 12/29/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 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 FUTURES ONLY POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| 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 12/29/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 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 FUTURES ONLY POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 188,269 COMMITMENTS 870 38,943 10,485 127,844 89,867 139,199 139,295 49,070 48,974 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 990) 0 -250 250 423 673 673 673 317 317 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 20.7 5.6 67.9 47.7 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 FUTURES ONLY POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 157,264 COMMITMENTS 800 30,181 11,155 102,712 73,472 114,667 114,808 42,597 42,456 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 1,100) 0 -167 235 745 912 980 980 120 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 19.2 7.1 65.3 46.7 72.9 73.0 27.1 27.0 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 FUTURES ONLY POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,106 COMMITMENTS 1,270 1,840 7,450 49,721 49,211 58,441 58,501 4,665 4,605 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 295) 0 -25 0 260 285 260 260 35 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.0 2.9 11.8 78.8 78.0 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 FUTURES ONLY POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| 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 12/29/20 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 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 FUTURES ONLY POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,225 COMMITMENTS 5,990 3,620 5,125 30,700 33,340 41,815 42,085 4,410 4,140 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 480) 0 0 0 450 450 450 450 30 30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.0 7.8 11.1 66.4 72.1 90.5 91.0 9.5 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 FUTURES ONLY POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,245 COMMITMENTS 21,015 3,230 3,815 26,390 44,445 51,220 51,490 4,025 3,755 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 20) 0 0 0 -65 -65 -65 -65 85 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 38.0 5.8 6.9 47.8 80.5 92.7 93.2 7.3 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 3 16 19 19 23 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 193,020 COMMITMENTS 30,400 2,317 5,818 128,639 156,982 164,857 165,117 28,163 27,903 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 1,435) 0 0 0 1,275 1,515 1,275 1,515 160 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.7 1.2 3.0 66.6 81.3 85.4 85.5 14.6 14.5 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 FUTURES ONLY POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 156,835 COMMITMENTS 27,430 1,574 6,510 103,181 129,162 137,121 137,246 19,714 19,589 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 690) 65 -203 0 447 955 512 752 178 -62 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 17.5 1.0 4.2 65.8 82.4 87.4 87.5 12.6 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 4 4 3 29 30 34 36 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA FUTURES ONLY POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,730 COMMITMENTS 3,220 300 415 24,215 27,150 27,850 27,865 1,880 1,865 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 505) 0 0 0 480 480 480 480 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.8 1.0 1.4 81.4 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 FUTURES ONLY POSITIONS AS OF 01/05/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,320 COMMITMENTS 2,600 335 650 24,210 26,490 27,460 27,475 1,860 1,845 CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST: 505) 0 0 0 480 480 480 480 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.9 1.1 2.2 82.6 90.3 93.7 93.7 6.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 2 12 7 15 10
Updated January 08, 2021