ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 89,423 COMMITMENTS 3,495 9,626 0 78,876 72,716 82,371 82,342 7,052 7,081 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 1,840) 0 0 0 1,840 1,840 1,840 1,840 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 10.8 0.0 88.2 81.3 92.1 92.1 7.9 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 0 20 18 21 20 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 72,857 COMMITMENTS 3,320 8,281 0 61,811 56,841 65,131 65,122 7,726 7,735 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -750) -120 0 0 -805 -925 -925 -925 175 175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.6 11.4 0.0 84.8 78.0 89.4 89.4 10.6 10.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 1 1 0 19 19 20 20 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,481 COMMITMENTS 425 1,175 200 22,675 21,576 23,300 22,951 4,181 4,530 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 475) 0 0 0 910 910 910 910 -435 -435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 4.3 0.7 82.5 78.5 84.8 83.5 15.2 16.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 1 12 14 15 16 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,512 COMMITMENTS 4,715 7,139 2,335 31,906 29,762 38,956 39,236 3,556 3,276 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 25) -960 0 0 985 25 25 25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.1 16.8 5.5 75.1 70.0 91.6 92.3 8.4 7.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 4 2 2 20 17 24 21 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,357 COMMITMENTS 300 8,379 1,056 28,213 20,187 29,569 29,622 2,788 2,735 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 125) 0 0 0 125 125 125 125 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 25.9 3.3 87.2 62.4 91.4 91.5 8.6 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24) 2 3 2 16 14 20 17 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,345 COMMITMENTS 0 8,070 675 18,085 9,740 18,760 18,485 1,585 1,860 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 1,085) -620 -580 620 895 770 895 810 190 275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 39.7 3.3 88.9 47.9 92.2 90.9 7.8 9.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 2 15 13 17 16 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 84,582 COMMITMENTS 11,885 1,780 1,085 58,647 68,687 71,617 71,552 12,965 13,030 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 1,480) 0 180 0 1,135 955 1,135 1,135 345 345 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 2.1 1.3 69.3 81.2 84.7 84.6 15.3 15.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 2 18 22 21 26 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 81,277 COMMITMENTS 12,450 3,255 320 55,507 64,692 68,277 68,267 13,000 13,010 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 1,415) 0 180 -30 925 745 895 895 520 520 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 4.0 0.4 68.3 79.6 84.0 84.0 16.0 16.0 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 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,611 COMMITMENTS 700 16,385 1,050 22,104 6,654 23,854 24,089 3,757 3,522 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 15) 0 0 0 583 568 583 568 -568 -553 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 59.3 3.8 80.1 24.1 86.4 87.2 13.6 12.8 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 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,361 COMMITMENTS 700 16,010 1,125 22,055 6,980 23,880 24,115 3,481 3,246 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 15) 0 0 0 608 593 608 593 -593 -578 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.6 58.5 4.1 80.6 25.5 87.3 88.1 12.7 11.9 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 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 62,530 COMMITMENTS 22,325 0 120 37,930 60,080 60,375 60,200 2,155 2,330 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 670) 0 0 0 670 670 670 670 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.7 0.0 0.2 60.7 96.1 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 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,010 COMMITMENTS 21,500 0 120 40,580 61,940 62,200 62,060 1,810 1,950 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 700) 0 0 0 700 700 700 700 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.6 0.0 0.2 63.4 96.8 97.2 97.0 2.8 3.0 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 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,693 COMMITMENTS 20,500 50 165 26,833 47,603 47,498 47,818 3,195 2,875 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 150) -50 0 0 160 110 110 110 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 40.4 0.1 0.3 52.9 93.9 93.7 94.3 6.3 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 2 17 12 21 15 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,063 COMMITMENTS 15,175 50 515 25,513 40,843 41,203 41,408 2,860 2,655 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 140) -50 0 0 150 100 100 100 40 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.4 0.1 1.2 57.9 92.7 93.5 94.0 6.5 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 4 1 2 17 12 21 15 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,171 COMMITMENTS 18,775 11,290 1,938 43,230 51,235 63,943 64,463 4,228 3,708 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 23) 0 0 0 5 5 5 5 18 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 16.6 2.8 63.4 75.2 93.8 94.6 6.2 5.4 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 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,906 COMMITMENTS 16,765 11,290 1,938 43,815 49,570 62,518 62,798 3,388 3,108 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 23) 0 0 0 5 5 5 5 18 18 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 25.4 17.1 2.9 66.5 75.2 94.9 95.3 5.1 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 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 63,039 COMMITMENTS 18,205 8,320 3,575 35,164 45,094 56,944 56,989 6,095 6,050 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 1,200) 840 -700 0 420 1,960 1,260 1,260 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 13.2 5.7 55.8 71.5 90.3 90.4 9.7 9.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 4 3 3 22 12 28 16 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 53,245 COMMITMENTS 12,630 5,850 3,630 30,919 38,069 47,179 47,549 6,066 5,696 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 410) 0 0 0 170 410 170 410 240 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.7 11.0 6.8 58.1 71.5 88.6 89.3 11.4 10.7 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 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 196,986 COMMITMENTS 625 49,188 2,855 142,838 94,220 146,318 146,263 50,668 50,723 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 5,960) -240 4,000 -710 5,804 1,554 4,854 4,844 1,106 1,116 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.3 25.0 1.4 72.5 47.8 74.3 74.3 25.7 25.7 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 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 170,595 COMMITMENTS 945 38,663 3,993 121,710 83,997 126,648 126,653 43,947 43,942 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 5,577) 120 3,000 -210 4,105 1,180 4,015 3,970 1,562 1,607 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.6 22.7 2.3 71.3 49.2 74.2 74.2 25.8 25.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 3 7 6 27 31 35 39 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,161 COMMITMENTS 1,400 1,410 3,000 42,971 43,036 47,371 47,446 4,790 4,715 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -2,055) 0 0 0 -1,995 -1,995 -1,995 -1,995 -60 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.7 2.7 5.8 82.4 82.5 90.8 91.0 9.2 9.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 2 17 16 20 19 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,782 COMMITMENTS 1,665 1,135 2,750 35,817 36,532 40,232 40,417 5,550 5,365 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -48) 0 0 0 -515 -515 -515 -515 467 467 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.6 2.5 6.0 78.2 79.8 87.9 88.3 12.1 11.7 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 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 38,240 COMMITMENTS 5,640 3,480 0 28,210 30,640 33,850 34,120 4,390 4,120 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 370) 0 0 0 410 410 410 410 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 9.1 0.0 73.8 80.1 88.5 89.2 11.5 10.8 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 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,295 COMMITMENTS 20,810 3,130 75 21,440 39,540 42,325 42,745 4,970 4,550 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 10) 0 0 0 0 0 0 0 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 44.0 6.6 0.2 45.3 83.6 89.5 90.4 10.5 9.6 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 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 207,800 COMMITMENTS 26,165 2,837 3,425 142,652 165,996 172,242 172,258 35,558 35,542 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 5,003) -200 420 7 -108 -703 -301 -276 5,304 5,279 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.6 1.4 1.6 68.6 79.9 82.9 82.9 17.1 17.1 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 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 173,736 COMMITMENTS 20,975 2,163 4,875 121,795 140,678 147,645 147,716 26,091 26,020 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: -4,239) 0 230 -50 -8,475 -8,705 -8,525 -8,525 4,286 4,286 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 12.1 1.2 2.8 70.1 81.0 85.0 85.0 15.0 15.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37) 3 5 2 27 27 31 33 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 29,505 COMMITMENTS 2,920 300 225 24,555 27,170 27,700 27,695 1,805 1,810 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.9 1.0 0.8 83.2 92.1 93.9 93.9 6.1 6.1 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 02/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,985 COMMITMENTS 2,295 380 475 24,475 26,385 27,245 27,240 1,740 1,745 CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.9 1.3 1.6 84.4 91.0 94.0 94.0 6.0 6.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 1 11 7 14 9
Updated February 26, 2021