ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA FUTURES ONLY POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 89,265 COMMITMENTS 3,650 9,642 0 78,504 72,481 82,154 82,123 7,111 7,142 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -3,612) -100 -220 0 -3,477 -3,415 -3,577 -3,635 -35 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.1 10.8 0.0 87.9 81.2 92.0 92.0 8.0 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 2 0 19 18 20 20 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB FUTURES ONLY POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 76,443 COMMITMENTS 3,610 8,507 0 65,292 60,394 68,902 68,901 7,541 7,542 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -2,834) 0 -825 0 -2,833 -2,036 -2,833 -2,861 -1 27 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.7 11.1 0.0 85.4 79.0 90.1 90.1 9.9 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 19 18 20 19 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO FUTURES ONLY POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,969 COMMITMENTS 12,300 9,744 2,495 33,430 36,256 48,225 48,495 3,744 3,474 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -2,172) -50 -120 -65 -1,994 -1,909 -2,109 -2,094 -63 -78 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 23.7 18.7 4.8 64.3 69.8 92.8 93.3 7.2 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 2 2 18 17 22 21 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP FUTURES ONLY POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,867 COMMITMENTS 1,700 6,939 3,061 27,500 22,351 32,261 32,351 2,606 2,516 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,403) 0 65 -75 -1,294 -1,641 -1,369 -1,651 -34 248 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 4.9 19.9 8.8 78.9 64.1 92.5 92.8 7.5 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 2 16 15 19 18 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU FUTURES ONLY POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,850 COMMITMENTS 575 15,560 350 25,775 10,595 26,700 26,505 1,150 1,345 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -655) 25 -15 -25 -670 -545 -670 -585 15 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.1 55.9 1.3 92.5 38.0 95.9 95.2 4.1 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 2 15 14 18 16 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW FUTURES ONLY POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 86,189 COMMITMENTS 13,055 2,095 1,075 57,614 68,504 71,744 71,674 14,445 14,515 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -3,270) -1,030 -115 -45 -1,525 -2,455 -2,600 -2,615 -670 -655 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 15.1 2.4 1.2 66.8 79.5 83.2 83.2 16.8 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 2 17 21 21 24 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX FUTURES ONLY POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 82,279 COMMITMENTS 13,680 3,755 355 54,014 63,939 68,049 68,049 14,230 14,230 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -3,270) -1,060 -285 -25 -1,555 -2,335 -2,640 -2,645 -630 -625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.6 4.6 0.4 65.6 77.7 82.7 82.7 17.3 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 2 16 20 19 23 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ FUTURES ONLY POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,942 COMMITMENTS 725 17,340 1,305 22,525 6,170 24,555 24,815 4,387 4,127 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,071) 0 -565 -250 -749 -174 -999 -989 -72 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 59.9 4.5 77.8 21.3 84.8 85.7 15.2 14.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 5 4 15 11 20 16 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR FUTURES ONLY POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,737 COMMITMENTS 725 16,840 1,380 22,482 6,642 24,587 24,862 4,150 3,875 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,086) 0 -525 -280 -749 -199 -1,029 -1,004 -57 -82 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.5 58.6 4.8 78.2 23.1 85.6 86.5 14.4 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 5 4 15 11 20 16 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM FUTURES ONLY POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,590 COMMITMENTS 24,355 0 240 38,750 62,920 63,345 63,160 2,245 2,430 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -5,060) -2,405 0 0 -2,670 -5,040 -5,075 -5,040 15 -20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 37.1 0.0 0.4 59.1 95.9 96.6 96.3 3.4 3.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 1 13 14 16 15 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY FUTURES ONLY POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,933 COMMITMENTS 21,195 100 165 26,803 48,198 48,163 48,463 2,770 2,470 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -3,430) -1,205 -25 0 -2,225 -3,425 -3,430 -3,450 0 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 41.6 0.2 0.3 52.6 94.6 94.6 95.2 5.4 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 2 17 11 21 14 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ FUTURES ONLY POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,753 COMMITMENTS 15,470 100 515 25,258 40,808 41,243 41,423 2,510 2,330 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -2,840) -830 -25 0 -2,015 -2,835 -2,845 -2,860 5 20 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 35.4 0.2 1.2 57.7 93.3 94.3 94.7 5.7 5.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 2 17 11 21 14 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU FUTURES ONLY POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,830 COMMITMENTS 19,660 15,775 1,400 37,140 41,555 58,200 58,730 5,630 5,100 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -3,080) -465 -335 -65 -2,185 -2,340 -2,715 -2,740 -365 -340 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 30.8 24.7 2.2 58.2 65.1 91.2 92.0 8.8 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 2 2 18 13 26 16 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV FUTURES ONLY POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,065 COMMITMENTS 17,045 15,775 1,400 36,490 38,040 54,935 55,215 4,130 3,850 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -2,875) -215 -350 -50 -2,335 -2,220 -2,600 -2,620 -275 -255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 28.9 26.7 2.4 61.8 64.4 93.0 93.5 7.0 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 7 2 2 18 14 26 17 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE FUTURES ONLY POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,838 COMMITMENTS 18,345 9,600 4,920 29,755 38,520 53,020 53,040 2,818 2,798 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -3,506) -365 -1,335 -180 -2,941 -1,976 -3,486 -3,491 -20 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 32.9 17.2 8.8 53.3 69.0 95.0 95.0 5.0 5.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 3 3 21 12 26 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF FUTURES ONLY POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,636 COMMITMENTS 13,825 6,315 5,055 25,927 33,557 44,807 44,927 2,829 2,709 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -2,873) 10 -1,145 -155 -2,673 -1,533 -2,818 -2,833 -55 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 29.0 13.3 10.6 54.4 70.4 94.1 94.3 5.9 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 3 3 21 11 26 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK FUTURES ONLY POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 180,031 COMMITMENTS 700 36,930 10,385 122,852 86,648 133,937 133,963 46,094 46,068 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -8,238) -170 -2,013 -100 -4,992 -3,219 -5,262 -5,332 -2,976 -2,906 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.4 20.5 5.8 68.2 48.1 74.4 74.4 25.6 25.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 8 5 27 29 33 37 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL FUTURES ONLY POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 150,332 COMMITMENTS 700 29,283 10,860 99,095 70,563 110,655 110,706 39,677 39,626 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -6,932) -100 -898 -295 -3,617 -2,909 -4,012 -4,102 -2,920 -2,830 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 0.5 19.5 7.2 65.9 46.9 73.6 73.6 26.4 26.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 8 5 26 30 32 38 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA FUTURES ONLY POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,571 COMMITMENTS 965 1,495 7,200 48,051 47,571 56,216 56,266 4,355 4,305 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -2,535) -305 -345 -250 -1,670 -1,640 -2,225 -2,235 -310 -300 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 1.6 2.5 11.9 79.3 78.5 92.8 92.9 7.2 7.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 2 16 16 19 19 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB FUTURES ONLY POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,215 COMMITMENTS 1,345 1,220 7,300 38,055 38,350 46,700 46,870 5,515 5,345 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -2,030) -110 -270 -325 -1,675 -1,525 -2,110 -2,120 80 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 2.6 2.3 14.0 72.9 73.4 89.4 89.8 10.6 10.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 2 19 17 22 20 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC FUTURES ONLY POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,665 COMMITMENTS 6,055 3,655 4,725 29,530 32,200 40,310 40,580 4,355 4,085 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,560) 65 35 -400 -1,170 -1,140 -1,505 -1,505 -55 -55 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 13.6 8.2 10.6 66.1 72.1 90.2 90.9 9.8 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 1 16 18 20 20 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD FUTURES ONLY POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,735 COMMITMENTS 21,080 3,155 3,450 24,910 42,900 49,440 49,505 4,295 4,230 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,510) 65 -75 -365 -1,480 -1,545 -1,780 -1,985 270 475 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 39.2 5.9 6.4 46.4 79.8 92.0 92.1 8.0 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 2 14 19 17 22 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE FUTURES ONLY POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 186,920 COMMITMENTS 30,205 3,077 4,893 124,736 152,097 159,834 160,067 27,086 26,853 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -6,100) -195 760 -925 -3,903 -4,885 -5,023 -5,050 -1,077 -1,050 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.2 1.6 2.6 66.7 81.4 85.5 85.6 14.5 14.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40) 4 5 3 27 30 33 36 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF FUTURES ONLY POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 155,450 COMMITMENTS 26,245 2,294 6,220 104,524 128,762 136,989 137,276 18,461 18,174 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,385) -1,185 720 -290 1,343 -400 -132 30 -1,253 -1,415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 16.9 1.5 4.0 67.2 82.8 88.1 88.3 11.9 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38) 3 5 3 27 27 32 33 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA FUTURES ONLY POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,510 COMMITMENTS 3,015 300 355 23,350 26,065 26,720 26,720 1,790 1,790 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,220) -205 0 -60 -865 -1,085 -1,130 -1,145 -90 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 10.6 1.1 1.2 81.9 91.4 93.7 93.7 6.3 6.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 2 11 7 14 10 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB FUTURES ONLY POSITIONS AS OF 01/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,150 COMMITMENTS 2,420 410 575 23,410 25,420 26,405 26,405 1,745 1,745 CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST: -1,170) -180 75 -75 -800 -1,070 -1,055 -1,070 -115 -100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS 8.6 1.5 2.0 83.2 90.3 93.8 93.8 6.2 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 2 11 7 14 10
Updated January 15, 2021