ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 87,025 COMMITMENTS 1,530 3,815 300 79,130 77,228 80,960 81,343 6,065 5,682 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 1,529) -480 0 0 1,574 1,514 1,094 1,514 435 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 4.4 0.3 90.9 88.7 93.0 93.5 7.0 6.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 1 18 16 20 18 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,409 COMMITMENTS 1,240 2,990 60 62,015 60,663 63,315 63,713 6,094 5,696 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 1,614) -480 0 0 1,697 1,637 1,217 1,637 397 -23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.8 4.3 0.1 89.3 87.4 91.2 91.8 8.8 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 1 1 1 17 17 19 18 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,140 COMMITMENTS 850 550 0 21,862 21,779 22,712 22,329 3,428 3,811 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 30) 0 0 0 30 30 30 30 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 2.1 0.0 83.6 83.3 86.9 85.4 13.1 14.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 0 14 16 16 17 NYISO.CENTRL_month_on_dap - NODAL EXCHANGE Code-064CTQ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 14,658 COMMITMENTS 2,765 0 125 11,212 14,325 14,102 14,450 556 208 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.9 0.0 0.9 76.5 97.7 96.2 98.6 3.8 1.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 1 11 14 14 15 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 39,089 COMMITMENTS 4,065 4,156 2,002 29,723 29,512 35,790 35,670 3,299 3,419 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 890) 0 0 0 953 953 953 953 -63 -63 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 10.4 10.6 5.1 76.0 75.5 91.6 91.3 8.4 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 3 2 21 21 24 25 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,027 COMMITMENTS 261 6,878 995 25,149 18,301 26,405 26,174 1,622 1,853 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 627) 0 0 0 925 925 925 925 -298 -298 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 24.5 3.6 89.7 65.3 94.2 93.4 5.8 6.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 2 19 14 22 18 NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,105 COMMITMENTS 81 5,661 0 18,122 12,804 18,203 18,465 2,902 2,640 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 300) 0 0 0 326 326 326 326 -26 -26 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.4 26.8 0.0 85.9 60.7 86.2 87.5 13.8 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 1 1 0 15 11 16 12 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,816 COMMITMENTS 0 10,075 425 18,655 8,696 19,080 19,196 1,736 1,620 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 210) 0 0 0 -65 -65 -65 -65 275 275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 48.4 2.0 89.6 41.8 91.7 92.2 8.3 7.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 0 4 2 14 16 16 20 NYISO.WEST_month_off_dap - NODAL EXCHANGE Code-064DEV OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,696 COMMITMENTS 0 1,616 75 9,710 7,926 9,785 9,617 1,911 2,079 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 13.8 0.6 83.0 67.8 83.7 82.2 16.3 17.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 4 1 11 14 12 18 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 98,438 COMMITMENTS 16,576 1,200 620 65,932 81,034 83,128 82,854 15,310 15,584 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 35) 0 0 0 35 -85 35 -85 0 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.8 1.2 0.6 67.0 82.3 84.4 84.2 15.6 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 3 2 2 20 19 23 23 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 98,288 COMMITMENTS 22,700 1,380 396 58,762 79,879 81,858 81,655 16,430 16,633 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 1,005) 0 0 0 1,160 1,040 1,160 1,040 -155 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.1 1.4 0.4 59.8 81.3 83.3 83.1 16.7 16.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 3 3 2 18 18 22 22 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,031 COMMITMENTS 920 11,895 746 22,807 12,037 24,473 24,678 3,558 3,353 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 50) 0 50 0 50 0 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 42.4 2.7 81.4 42.9 87.3 88.0 12.7 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 5 2 18 10 21 15 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,831 COMMITMENTS 920 11,745 746 22,707 12,087 24,373 24,578 3,458 3,253 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 50) 0 50 0 50 0 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 42.2 2.7 81.6 43.4 87.6 88.3 12.4 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 5 2 18 10 21 15 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,457 COMMITMENTS 12,230 0 0 34,603 46,773 46,833 46,773 2,624 2,684 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 1,060) 0 0 0 1,100 1,100 1,100 1,100 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 24.7 0.0 0.0 70.0 94.6 94.7 94.6 5.3 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 4 0 0 12 16 16 16 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,326 COMMITMENTS 11,760 6,000 0 41,401 47,111 53,161 53,111 2,165 2,215 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 1,585) 0 0 0 1,575 1,575 1,575 1,575 10 10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 10.8 0.0 74.8 85.2 96.1 96.0 3.9 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 3 1 0 12 14 15 15 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,260 COMMITMENTS 10,715 2,460 91 40,985 50,125 51,791 52,676 2,469 1,584 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -100) 0 110 0 -100 -200 -100 -90 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.7 4.5 0.2 75.5 92.4 95.4 97.1 4.6 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 3 3 18 13 22 19 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,740 COMMITMENTS 8,910 2,460 446 39,085 46,335 48,441 49,241 2,299 1,499 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 420) 0 110 0 420 320 420 430 0 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.6 4.8 0.9 77.0 91.3 95.5 97.0 4.5 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 3 3 18 13 22 19 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 81,040 COMMITMENTS 22,710 465 2,100 52,730 75,385 77,540 77,950 3,500 3,090 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 0.6 2.6 65.1 93.0 95.7 96.2 4.3 3.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 4 4 18 14 23 20 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 78,050 COMMITMENTS 21,310 690 2,100 51,890 72,725 75,300 75,515 2,750 2,535 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: -25) 0 -25 0 -25 0 -25 -25 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.3 0.9 2.7 66.5 93.2 96.5 96.8 3.5 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 3 4 4 19 16 24 22 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 58,582 COMMITMENTS 13,770 2,650 2,480 37,218 48,457 53,468 53,587 5,114 4,995 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 175) -100 0 50 250 150 200 200 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 23.5 4.5 4.2 63.5 82.7 91.3 91.5 8.7 8.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 3 2 20 10 26 13 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,607 COMMITMENTS 9,890 1,865 2,630 33,091 41,418 45,611 45,913 4,996 4,694 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 42) -100 0 50 130 30 80 80 -38 -38 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.5 3.7 5.2 65.4 81.8 90.1 90.7 9.9 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 4 3 2 18 9 24 12 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 223,032 COMMITMENTS 285 57,380 946 171,168 114,148 172,399 172,474 50,633 50,558 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 300) 150 -100 0 465 715 615 615 -315 -315 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 25.7 0.4 76.7 51.2 77.3 77.3 22.7 22.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 1 7 3 27 31 31 39 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 205,787 COMMITMENTS 335 50,736 1,698 158,250 107,874 160,283 160,308 45,504 45,479 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 1,747) 200 -100 -50 1,850 2,100 2,000 1,950 -253 -203 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 24.7 0.8 76.9 52.4 77.9 77.9 22.1 22.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 2 7 3 28 31 33 38 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,731 COMMITMENTS 4,570 940 857 38,724 42,479 44,151 44,276 6,580 6,455 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 330) -60 15 60 375 300 375 375 -45 -45 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 1.9 1.7 76.3 83.7 87.0 87.3 13.0 12.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 4 17 19 21 24 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 43,590 COMMITMENTS 4,145 740 960 31,750 35,225 36,855 36,925 6,735 6,665 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 1.7 2.2 72.8 80.8 84.5 84.7 15.5 15.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 2 3 19 21 22 25 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,524 COMMITMENTS 4,125 3,700 324 37,255 38,000 41,704 42,024 4,820 4,500 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 285) 0 0 0 115 115 115 115 170 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.9 8.0 0.7 80.1 81.7 89.6 90.3 10.4 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 1 18 19 21 21 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,253 COMMITMENTS 16,920 3,825 24 24,624 37,739 41,568 41,588 6,685 6,665 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 605) 0 0 0 205 180 205 180 400 425 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 35.1 7.9 0.0 51.0 78.2 86.1 86.2 13.9 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 1 16 17 18 20 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 232,500 COMMITMENTS 19,640 597 5,038 162,054 180,897 186,732 186,532 45,768 45,968 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 2,304) 65 190 -40 1,779 1,534 1,804 1,684 500 620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 0.3 2.2 69.7 77.8 80.3 80.2 19.7 19.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 6 2 7 34 32 42 39 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 187,407 COMMITMENTS 9,285 642 11,545 132,601 140,939 153,431 153,126 33,976 34,281 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: 2,145) -50 0 0 2,075 2,025 2,025 2,025 120 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.0 0.3 6.2 70.8 75.2 81.9 81.7 18.1 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 7 2 3 32 28 40 32 ERCOT.HB_NORTH_month_on_rtp - NODAL EXCHANGE Code-064FOK OPTION AND FUTURES COMBINED POSITIONS AS OF 08/31/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 40,999 COMMITMENTS 17,200 500 174 21,505 38,215 38,879 38,889 2,120 2,110 CHANGES FROM 08/24/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 42.0 1.2 0.4 52.5 93.2 94.8 94.9 5.2 5.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 2 2 12 14 15 18
Updated September 03, 2021