ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 91,114 COMMITMENTS 3,670 10,377 0 80,162 73,424 83,832 83,801 7,282 7,313 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 542) 60 0 0 311 371 371 371 171 171 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 11.4 0.0 88.0 80.6 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 OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 76,911 COMMITMENTS 3,610 8,957 0 65,552 60,204 69,162 69,161 7,749 7,750 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 451) 0 0 0 293 293 293 293 158 158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 11.6 0.0 85.2 78.3 89.9 89.9 10.1 10.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 1 1 0 19 18 20 19 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,211 COMMITMENTS 375 1,150 275 22,930 21,781 23,580 23,206 4,631 5,005 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 4.1 1.0 81.3 77.2 83.6 82.3 16.4 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 1 11 14 14 16 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,299 COMMITMENTS 12,315 7,344 2,495 31,694 36,935 46,504 46,774 3,795 3,525 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -21) 0 0 0 -12 -12 -12 -12 -9 -9 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.5 14.6 5.0 63.0 73.4 92.5 93.0 7.5 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 2 2 19 17 23 21 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 34,308 COMMITMENTS 1,700 6,939 3,031 26,736 21,587 31,467 31,557 2,841 2,751 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -74) 0 0 -30 -34 -34 -64 -64 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 20.2 8.8 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 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,600 COMMITMENTS 575 15,560 100 25,475 10,295 26,150 25,955 1,450 1,645 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -250) 0 0 -250 0 0 -250 -250 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.1 56.4 0.4 92.3 37.3 94.7 94.0 5.3 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 15 14 17 16 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 87,374 COMMITMENTS 13,055 2,120 1,075 60,249 71,114 74,379 74,309 12,995 13,065 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -530) 0 0 0 0 0 0 0 -530 -530 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 2.4 1.2 69.0 81.4 85.1 85.0 14.9 15.0 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 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 84,354 COMMITMENTS 13,680 3,780 355 57,484 67,384 71,519 71,519 12,835 12,835 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -200) 0 0 0 350 350 350 350 -550 -550 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.2 4.5 0.4 68.1 79.9 84.8 84.8 15.2 15.2 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 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,207 COMMITMENTS 725 17,320 1,200 22,785 6,435 24,710 24,955 4,497 4,252 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 165) 0 -20 -105 210 230 105 105 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 59.3 4.1 78.0 22.0 84.6 85.4 15.4 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 6 3 16 11 20 17 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,952 COMMITMENTS 725 16,805 1,290 22,742 6,907 24,757 25,002 4,195 3,950 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 165) 0 -35 -90 210 230 120 105 45 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 58.0 4.5 78.6 23.9 85.5 86.4 14.5 13.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 6 4 16 11 21 17 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,055 COMMITMENTS 24,655 0 240 40,825 65,295 65,720 65,535 2,335 2,520 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 970) 0 0 0 880 880 880 880 90 90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.2 0.0 0.4 60.0 95.9 96.6 96.3 3.4 3.7 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 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,945 COMMITMENTS 23,780 0 240 42,975 66,595 66,995 66,835 1,950 2,110 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 920) 0 0 0 870 920 870 920 50 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.5 0.0 0.3 62.3 96.6 97.2 96.9 2.8 3.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 0 1 14 14 17 15 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,723 COMMITMENTS 21,210 100 165 26,998 48,408 48,373 48,673 3,350 3,050 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 190) 15 0 0 175 190 190 190 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 41.0 0.2 0.3 52.2 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 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,593 COMMITMENTS 15,435 100 515 25,513 41,028 41,463 41,643 3,130 2,950 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 190) -35 0 0 225 190 190 190 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.6 0.2 1.2 57.2 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 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,335 COMMITMENTS 19,885 15,975 1,400 39,985 44,450 61,270 61,825 6,065 5,510 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 75) -25 0 0 75 75 50 75 25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.5 23.7 2.1 59.4 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 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,075 COMMITMENTS 17,820 15,975 1,400 40,005 42,155 59,225 59,530 4,850 4,545 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 25) 0 0 0 0 25 0 25 25 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.8 24.9 2.2 62.4 65.8 92.4 92.9 7.6 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 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,305 COMMITMENTS 18,745 9,595 3,540 30,302 39,472 52,587 52,607 3,718 3,698 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 407) 350 -80 -1,355 522 952 -483 -483 890 890 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.3 17.0 6.3 53.8 70.1 93.4 93.4 6.6 6.6 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 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,748 COMMITMENTS 13,975 6,280 3,605 26,439 34,254 44,019 44,139 3,729 3,609 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 87) 150 -60 -1,450 487 697 -813 -813 900 900 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.3 13.2 7.6 55.4 71.7 92.2 92.4 7.8 7.6 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 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 184,381 COMMITMENTS 750 38,010 5,230 130,850 93,606 136,830 136,846 47,551 47,535 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -1,475) -150 145 -5,165 1,148 828 -4,167 -4,192 2,692 2,717 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 20.6 2.8 71.0 50.8 74.2 74.2 25.8 25.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 2 8 6 28 29 36 37 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 155,190 COMMITMENTS 950 30,203 5,785 107,643 78,431 114,378 114,419 40,812 40,771 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -2,232) 50 210 -5,270 1,204 1,019 -4,016 -4,041 1,784 1,809 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 19.5 3.7 69.4 50.5 73.7 73.7 26.3 26.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 2 8 6 26 31 34 39 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,456 COMMITMENTS 890 1,495 3,520 47,201 46,646 51,611 51,661 4,845 4,795 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -3,070) -75 0 -3,680 15 -60 -3,740 -3,740 670 670 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 2.6 6.2 83.6 82.6 91.4 91.5 8.6 8.5 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 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,065 COMMITMENTS 1,220 1,220 3,195 37,427 37,597 41,842 42,012 5,223 5,053 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -3,960) -75 0 -4,105 52 -23 -4,128 -4,128 168 168 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 2.6 6.8 79.5 79.9 88.9 89.3 11.1 10.7 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 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,010 COMMITMENTS 6,030 3,655 0 29,330 31,970 35,360 35,625 4,650 4,385 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -4,120) -25 0 -4,725 645 620 -4,105 -4,105 -15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 9.1 0.0 73.3 79.9 88.4 89.0 11.6 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 0 18 17 22 18 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,275 COMMITMENTS 21,200 3,155 75 23,465 41,945 44,740 45,175 4,535 4,100 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -3,380) 120 0 -3,375 -50 70 -3,305 -3,305 -75 -75 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 43.0 6.4 0.2 47.6 85.1 90.8 91.7 9.2 8.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 1 14 19 17 21 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 201,686 COMMITMENTS 32,430 3,087 1,593 136,292 165,628 170,315 170,308 31,371 31,378 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: 1,315) 1,875 -145 -3,375 672 2,692 -828 -828 2,143 2,143 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.1 1.5 0.8 67.6 82.1 84.4 84.4 15.6 15.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 6 4 29 29 36 36 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 158,177 COMMITMENTS 28,120 2,674 2,665 106,624 132,012 137,409 137,351 20,768 20,826 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -375) 1,875 -25 -3,555 440 2,235 -1,240 -1,345 865 970 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 1.7 1.7 67.4 83.5 86.9 86.8 13.1 13.2 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 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,330 COMMITMENTS 3,015 300 255 25,265 27,980 28,535 28,535 1,795 1,795 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -100) 0 0 -100 0 0 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 1.0 0.8 83.3 92.3 94.1 94.1 5.9 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 1 1 11 8 14 10 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,930 COMMITMENTS 2,420 410 475 25,325 27,335 28,220 28,220 1,710 1,710 CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST: -100) 0 0 -100 0 0 -100 -100 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.1 1.4 1.6 84.6 91.3 94.3 94.3 5.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 1 11 7 14 9
Updated February 05, 2021