ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 90,572 COMMITMENTS 3,610 10,377 0 79,851 73,053 83,461 83,430 7,111 7,142 CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 1,087) -10 710 0 1,097 377 1,087 1,087 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 11.5 0.0 88.2 80.7 92.1 92.1 7.9 7.9 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 76,460 COMMITMENTS 3,610 8,957 0 65,259 59,911 68,869 68,868 7,591 7,592 CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -178) 0 450 0 -228 -678 -228 -228 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 11.7 0.0 85.4 78.4 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,320 COMMITMENTS 12,315 7,344 2,495 31,706 36,947 46,516 46,786 3,804 3,534 CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -1,649) 0 -2,400 0 -1,709 691 -1,709 -1,709 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 14.6 5.0 63.0 73.4 92.4 93.0 7.6 7.0 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,382 COMMITMENTS 1,700 6,939 3,061 26,770 21,621 31,531 31,621 2,851 2,761 CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -485) 0 0 0 -730 -730 -730 -730 245 245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.9 20.2 8.9 77.9 62.9 91.7 92.0 8.3 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 2 16 14 19 17 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 | --------------------------------------------------------------| 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 25,475 10,295 26,400 26,205 1,450 1,645 CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 55.9 1.3 91.5 37.0 94.8 94.1 5.2 5.9 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 87,904 COMMITMENTS 13,055 2,120 1,075 60,249 71,114 74,379 74,309 13,525 13,595 CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 1,260) 0 0 0 1,685 1,685 1,685 1,685 -425 -425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 2.4 1.2 68.5 80.9 84.6 84.5 15.4 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 2 18 22 22 25 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 84,554 COMMITMENTS 13,680 3,780 355 57,134 67,034 71,169 71,169 13,385 13,385 CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 1,100) 0 0 0 1,725 1,725 1,725 1,725 -625 -625 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 4.5 0.4 67.6 79.3 84.2 84.2 15.8 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 3 2 16 21 19 24 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,042 COMMITMENTS 725 17,340 1,305 22,575 6,205 24,605 24,850 4,437 4,192 CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 100) 0 0 0 50 35 50 35 50 65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 59.7 4.5 77.7 21.4 84.7 85.6 15.3 14.4 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,787 COMMITMENTS 725 16,840 1,380 22,532 6,677 24,637 24,897 4,150 3,890 CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 35 50 35 0 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 58.5 4.8 78.3 23.2 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,085 COMMITMENTS 24,655 0 240 39,945 64,415 64,840 64,655 2,245 2,430 CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -5) 0 0 0 -5 -5 -5 -5 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.8 0.0 0.4 59.5 96.0 96.7 96.4 3.3 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 1 13 15 16 16 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,025 COMMITMENTS 23,780 0 240 42,105 65,675 66,125 65,915 1,900 2,110 CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -5) 0 0 0 -5 -55 -5 -55 0 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.0 0.0 0.4 61.9 96.5 97.2 96.9 2.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 1 14 13 17 14 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,533 COMMITMENTS 21,195 100 165 26,823 48,218 48,183 48,483 3,350 3,050 CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -50) 0 0 0 -50 -50 -50 -50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.1 0.2 0.3 52.1 93.6 93.5 94.1 6.5 5.9 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,403 COMMITMENTS 15,470 100 515 25,288 40,838 41,273 41,453 3,130 2,950 CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.8 0.2 1.2 57.0 92.0 93.0 93.4 7.0 6.6 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,260 COMMITMENTS 19,910 15,975 1,400 39,910 44,375 61,220 61,750 6,040 5,510 CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 85) 300 150 0 -165 -15 135 135 -50 -50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.6 23.8 2.1 59.3 66.0 91.0 91.8 9.0 8.2 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,050 COMMITMENTS 17,820 15,975 1,400 40,005 42,130 59,225 59,505 4,825 4,545 CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 1,235) 825 150 0 410 1,085 1,235 1,235 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 24.9 2.2 62.5 65.8 92.5 92.9 7.5 7.1 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,898 COMMITMENTS 18,395 9,675 4,895 29,780 38,520 53,070 53,090 2,828 2,808 CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 32.9 17.3 8.8 53.3 68.9 94.9 95.0 5.1 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,661 COMMITMENTS 13,825 6,340 5,055 25,952 33,557 44,832 44,952 2,829 2,709 CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.0 13.3 10.6 54.5 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 185,856 COMMITMENTS 900 37,865 10,395 129,702 92,778 140,997 141,038 44,859 44,818 CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 3,118) 0 330 -190 4,302 3,987 4,112 4,127 -994 -1,009 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 20.4 5.6 69.8 49.9 75.9 75.9 24.1 24.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 8 6 28 28 36 36 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 157,422 COMMITMENTS 900 29,993 11,055 106,439 77,412 118,394 118,460 39,028 38,962 CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 2,793) 0 855 -175 3,692 2,852 3,517 3,532 -724 -739 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 19.1 7.0 67.6 49.2 75.2 75.2 24.8 24.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 8 6 27 30 35 38 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,526 COMMITMENTS 965 1,495 7,200 47,186 46,706 55,351 55,401 4,175 4,125 CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -1,005) 0 0 0 -845 -845 -845 -845 -160 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 2.5 12.1 79.3 78.5 93.0 93.1 7.0 6.9 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,025 COMMITMENTS 1,295 1,220 7,300 37,375 37,620 45,970 46,140 5,055 4,885 CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -350) 0 0 0 120 120 120 120 -470 -470 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 2.4 14.3 73.2 73.7 90.1 90.4 9.9 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 2 1 2 19 17 21 20 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,130 COMMITMENTS 6,055 3,655 4,725 28,685 31,350 39,465 39,730 4,665 4,400 CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 295) 0 0 0 155 150 155 150 140 145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.7 8.3 10.7 65.0 71.0 89.4 90.0 10.6 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 1 17 18 21 20 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,655 COMMITMENTS 21,080 3,155 3,450 23,515 41,875 48,045 48,480 4,610 4,175 CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -180) 0 0 0 -370 0 -370 0 190 -180 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.0 6.0 6.6 44.7 79.5 91.2 92.1 8.8 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 200,371 COMMITMENTS 30,555 3,232 4,968 135,620 162,936 171,143 171,136 29,228 29,235 CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -379) 350 -195 75 -2,091 -1,786 -1,666 -1,906 1,287 1,527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 1.6 2.5 67.7 81.3 85.4 85.4 14.6 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 6 4 29 30 36 37 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 158,552 COMMITMENTS 26,245 2,699 6,220 106,184 129,777 138,649 138,696 19,903 19,856 CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: 2,367) 0 165 15 1,285 880 1,300 1,060 1,067 1,307 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.6 1.7 3.9 67.0 81.9 87.4 87.5 12.6 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39) 3 5 3 29 27 34 33 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,430 COMMITMENTS 3,015 300 355 25,265 27,980 28,635 28,635 1,795 1,795 CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -35) 0 0 0 -35 -35 -35 -35 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 1.0 1.2 83.0 91.9 94.1 94.1 5.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 2 11 8 14 11 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,030 COMMITMENTS 2,420 410 575 25,325 27,335 28,320 28,320 1,710 1,710 CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST: -60) 0 0 0 -60 -60 -60 -60 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 1.4 1.9 84.3 91.0 94.3 94.3 5.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 2 11 7 14 10
Updated January 29, 2021