ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 87,443 COMMITMENTS 3,495 9,626 0 76,896 70,736 80,391 80,362 7,052 7,081 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -3,671) -175 -751 0 -3,266 -2,688 -3,441 -3,439 -230 -232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.0 11.0 0.0 87.9 80.9 91.9 91.9 8.1 8.1 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 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 73,592 COMMITMENTS 3,440 8,281 0 62,601 57,751 66,041 66,032 7,551 7,560 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -3,319) -170 -676 0 -2,951 -2,453 -3,121 -3,129 -198 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.7 11.3 0.0 85.1 78.5 89.7 89.7 10.3 10.3 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 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,806 COMMITMENTS 275 1,175 200 21,735 20,486 22,210 21,861 4,596 4,945 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -1,405) -100 25 -75 -1,195 -1,295 -1,370 -1,345 -35 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 4.4 0.7 81.1 76.4 82.9 81.6 17.1 18.4 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 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,581 COMMITMENTS 12,325 7,139 2,335 30,365 35,831 45,025 45,305 3,556 3,276 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -1,718) 10 -205 -160 -1,329 -1,104 -1,479 -1,469 -239 -249 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 14.7 4.8 62.5 73.8 92.7 93.3 7.3 6.7 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 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,436 COMMITMENTS 1,860 6,589 2,846 24,942 20,266 29,648 29,701 2,788 2,735 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -1,872) 160 -350 -185 -1,794 -1,321 -1,819 -1,856 -53 -16 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.7 20.3 8.8 76.9 62.5 91.4 91.6 8.6 8.4 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 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,810 COMMITMENTS 620 15,550 55 24,740 9,620 25,415 25,225 1,395 1,585 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -790) 45 -10 -45 -735 -675 -735 -730 -55 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 58.0 0.2 92.3 35.9 94.8 94.1 5.2 5.9 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 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 82,777 COMMITMENTS 11,900 1,600 1,070 57,202 67,437 70,172 70,107 12,605 12,670 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -4,597) -1,155 -520 -5 -3,047 -3,677 -4,207 -4,202 -390 -395 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.4 1.9 1.3 69.1 81.5 84.8 84.7 15.2 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 1 18 22 21 25 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 79,512 COMMITMENTS 12,450 3,075 350 54,257 63,637 67,057 67,062 12,455 12,450 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -4,842) -1,230 -705 -5 -3,227 -3,747 -4,462 -4,457 -380 -385 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.7 3.9 0.4 68.2 80.0 84.3 84.3 15.7 15.7 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 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,596 COMMITMENTS 700 16,385 1,050 21,521 6,086 23,271 23,521 4,325 4,075 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -1,611) -25 -935 -150 -1,264 -349 -1,439 -1,434 -172 -177 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 59.4 3.8 78.0 22.1 84.3 85.2 15.7 14.8 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 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,346 COMMITMENTS 700 16,010 1,125 21,447 6,387 23,272 23,522 4,074 3,824 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -1,606) -25 -795 -165 -1,295 -520 -1,485 -1,480 -121 -126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 58.5 4.1 78.4 23.4 85.1 86.0 14.9 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 6 3 16 11 20 17 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,860 COMMITMENTS 22,325 0 120 37,260 59,410 59,705 59,530 2,155 2,330 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -6,195) -2,330 0 -120 -3,565 -5,885 -6,015 -6,005 -180 -190 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 36.1 0.0 0.2 60.2 96.0 96.5 96.2 3.5 3.8 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 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,310 COMMITMENTS 21,500 0 120 39,880 61,240 61,500 61,360 1,810 1,950 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -5,635) -2,280 0 -120 -3,095 -5,355 -5,495 -5,475 -140 -160 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.0 0.0 0.2 63.0 96.7 97.1 96.9 2.9 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 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,443 COMMITMENTS 19,950 50 165 26,073 46,268 46,188 46,483 3,255 2,960 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -2,280) -1,260 -50 0 -925 -2,140 -2,185 -2,190 -95 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.3 0.1 0.3 52.7 93.6 93.4 94.0 6.6 6.0 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 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,823 COMMITMENTS 14,625 50 515 24,763 39,518 39,903 40,083 2,920 2,740 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -1,770) -810 -50 0 -750 -1,510 -1,560 -1,560 -210 -210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.2 0.1 1.2 57.8 92.3 93.2 93.6 6.8 6.4 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 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,873 COMMITMENTS 18,775 11,290 1,938 42,925 50,930 63,638 64,158 4,235 3,715 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 538) -1,110 -4,685 538 2,940 6,480 2,368 2,333 -1,830 -1,795 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.7 16.6 2.9 63.2 75.0 93.8 94.5 6.2 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 2 2 19 12 27 15 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,283 COMMITMENTS 16,765 11,290 1,938 43,210 48,965 61,913 62,193 3,370 3,090 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 1,208) -1,055 -4,685 538 3,205 6,810 2,688 2,663 -1,480 -1,455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.7 17.3 3.0 66.2 75.0 94.8 95.3 5.2 4.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 7 2 2 19 13 27 16 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,354 COMMITMENTS 17,365 8,420 3,575 34,259 43,249 55,199 55,244 6,155 6,110 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 5,049) -1,380 -1,175 35 3,957 3,777 2,612 2,637 2,437 2,412 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.3 13.7 5.8 55.8 70.5 90.0 90.0 10.0 10.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 3 3 22 12 27 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,235 COMMITMENTS 12,630 5,250 3,630 30,149 37,659 46,409 46,539 5,826 5,696 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 4,487) -1,345 -1,030 25 3,710 3,405 2,390 2,400 2,097 2,087 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.2 10.1 6.9 57.7 72.1 88.8 89.1 11.2 10.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 3 3 3 23 11 28 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 189,526 COMMITMENTS 625 41,235 3,805 135,474 91,506 139,904 136,546 49,622 52,980 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 5,145) -125 3,225 -1,425 4,624 -2,100 3,074 -300 2,071 5,445 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 21.8 2.0 71.5 48.3 73.8 72.0 26.2 28.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 8 6 28 29 35 37 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 163,968 COMMITMENTS 825 33,584 4,443 116,781 81,718 122,049 119,745 41,919 44,223 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: 8,778) -125 3,381 -1,342 9,138 3,287 7,671 5,326 1,107 3,452 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.5 20.5 2.7 71.2 49.8 74.4 73.0 25.6 27.0 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 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,451 COMMITMENTS 1,400 1,410 3,000 45,346 45,376 49,746 49,786 4,705 4,665 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -2,005) 510 -85 -520 -1,855 -1,270 -1,865 -1,875 -140 -130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 2.6 5.5 83.3 83.3 91.4 91.4 8.6 8.6 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 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,490 COMMITMENTS 1,665 1,135 2,750 36,217 36,897 40,632 40,782 4,858 4,708 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -1,575) 445 -85 -445 -1,210 -700 -1,210 -1,230 -365 -345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.7 2.5 6.0 79.6 81.1 89.3 89.7 10.7 10.3 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 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 37,400 COMMITMENTS 5,640 3,480 0 27,350 29,780 32,990 33,260 4,410 4,140 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -2,610) -390 -175 0 -1,980 -2,190 -2,370 -2,365 -240 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.1 9.3 0.0 73.1 79.6 88.2 88.9 11.8 11.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 4 1 0 18 16 22 17 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,885 COMMITMENTS 20,810 3,130 75 21,540 39,640 42,425 42,845 4,460 4,040 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -2,390) -390 -25 0 -1,925 -2,305 -2,315 -2,330 -75 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.4 6.7 0.2 45.9 84.5 90.5 91.4 9.5 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 1 14 18 17 20 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 199,928 COMMITMENTS 26,365 1,782 3,658 139,156 163,730 169,179 169,170 30,749 30,758 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -1,758) -6,065 -1,305 2,065 2,864 -1,898 -1,136 -1,138 -622 -620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.2 0.9 1.8 69.6 81.9 84.6 84.6 15.4 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 4 6 3 29 29 35 36 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 155,062 COMMITMENTS 20,975 1,258 5,230 108,575 128,363 134,780 134,851 20,282 20,211 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -3,115) -7,145 -1,416 2,565 1,951 -3,649 -2,629 -2,500 -486 -615 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 0.8 3.4 70.0 82.8 86.9 87.0 13.1 13.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 5 3 27 27 32 33 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,205 COMMITMENTS 2,920 300 225 24,255 26,870 27,400 27,395 1,805 1,810 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -1,125) -95 0 -30 -1,010 -1,110 -1,135 -1,140 10 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.0 1.0 0.8 83.1 92.0 93.8 93.8 6.2 6.2 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 02/09/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,685 COMMITMENTS 2,295 380 475 24,175 26,085 26,945 26,940 1,740 1,745 CHANGES FROM 02/02/21 (CHANGE IN OPEN INTEREST: -1,245) -125 -30 0 -1,150 -1,250 -1,275 -1,280 30 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.0 1.3 1.7 84.3 90.9 93.9 93.9 6.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 1 11 7 14 9
Updated February 12, 2021