ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 83,291 COMMITMENTS 1,130 2,913 300 76,826 74,985 78,256 78,198 5,035 5,093 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -3,349) -185 -676 0 -2,884 -2,441 -3,069 -3,117 -280 -232 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.4 3.5 0.4 92.2 90.0 94.0 93.9 6.0 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 1 2 1 20 16 22 18 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,028 COMMITMENTS 855 2,338 60 60,389 58,888 61,304 61,286 5,724 5,742 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -3,277) -165 -541 0 -2,653 -2,250 -2,818 -2,791 -459 -486 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 3.5 0.1 90.1 87.9 91.5 91.4 8.5 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 1 1 19 17 21 18 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,518 COMMITMENTS 550 330 120 18,822 18,793 19,492 19,243 4,026 4,275 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -1,791) -200 -50 0 -1,148 -1,283 -1,348 -1,333 -443 -458 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 1.4 0.5 80.0 79.9 82.9 81.8 17.1 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 15 17 18 18 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,273 COMMITMENTS 500 330 120 18,357 18,332 18,977 18,782 3,296 3,491 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -1,101) -175 -50 0 -655 -775 -830 -825 -271 -276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.2 1.5 0.5 82.4 82.3 85.2 84.3 14.8 15.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 14 14 17 15 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,296 COMMITMENTS 3,555 2,786 1,224 25,511 26,392 30,290 30,402 2,006 1,894 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -3,320) -235 -440 -295 -2,401 -2,204 -2,931 -2,939 -389 -381 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 11.0 8.6 3.8 79.0 81.7 93.8 94.1 6.2 5.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 3 2 17 24 20 28 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,872 COMMITMENTS 271 5,183 889 20,095 15,133 21,255 21,205 1,617 1,667 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -3,313) 5 -735 -55 -3,223 -2,470 -3,273 -3,260 -40 -53 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 22.7 3.9 87.9 66.2 92.9 92.7 7.1 7.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 3 2 19 17 22 21 NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,580 COMMITMENTS 0 5,481 0 16,700 11,513 16,700 16,994 2,880 2,586 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -1,365) 0 -165 0 -1,356 -1,203 -1,356 -1,368 -9 3 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 28.0 0.0 85.3 58.8 85.3 86.8 14.7 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 17 13 17 14 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,336 COMMITMENTS 0 8,505 175 18,615 10,296 18,790 18,976 1,546 1,360 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -750) 0 40 -200 -670 -675 -870 -835 120 85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 41.8 0.9 91.5 50.6 92.4 93.3 7.6 6.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 4 2 14 14 16 18 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 97,849 COMMITMENTS 14,925 1,417 548 67,185 80,464 82,658 82,429 15,191 15,420 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -3,561) -770 -20 -180 -2,684 -3,568 -3,634 -3,768 73 207 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.3 1.4 0.6 68.7 82.2 84.5 84.2 15.5 15.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 4 2 19 22 22 26 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 97,877 COMMITMENTS 20,850 1,411 528 59,336 78,737 80,714 80,676 17,163 17,201 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -3,497) -825 -184 54 -2,564 -3,183 -3,335 -3,313 -162 -184 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.3 1.4 0.5 60.6 80.4 82.5 82.4 17.5 17.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 3 2 19 22 23 26 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,923 COMMITMENTS 820 10,815 450 20,537 10,772 21,807 22,037 3,116 2,886 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -1,291) -100 -735 0 -1,005 -375 -1,105 -1,110 -186 -181 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 43.4 1.8 82.4 43.2 87.5 88.4 12.5 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 4 2 18 10 21 15 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,848 COMMITMENTS 820 10,740 450 20,512 10,822 21,782 22,012 3,066 2,836 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -1,266) -100 -710 0 -1,005 -400 -1,105 -1,110 -161 -156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 43.2 1.8 82.5 43.6 87.7 88.6 12.3 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 4 2 18 10 21 15 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,508 COMMITMENTS 9,665 35 90 38,344 47,929 48,099 48,054 2,409 2,454 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -3,138) -1,435 30 -30 -1,608 -3,058 -3,073 -3,058 -65 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 0.1 0.2 75.9 94.9 95.2 95.1 4.8 4.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 13 15 16 16 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,603 COMMITMENTS 9,140 6,035 90 43,268 46,343 52,498 52,468 2,105 2,135 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -3,542) -1,670 30 -30 -1,817 -3,507 -3,517 -3,507 -25 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.7 11.1 0.2 79.2 84.9 96.1 96.1 3.9 3.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 1 13 14 16 16 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,085 COMMITMENTS 10,175 2,350 40 41,470 50,140 51,685 52,530 2,400 1,555 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -2,645) -780 25 -100 -2,170 -2,845 -3,050 -2,920 405 275 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.8 4.3 0.1 76.7 92.7 95.6 97.1 4.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 2 2 20 15 26 19 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,225 COMMITMENTS 8,265 2,350 395 39,360 46,035 48,020 48,780 2,205 1,445 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -2,430) -615 -75 0 -2,180 -2,595 -2,795 -2,670 365 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.5 4.7 0.8 78.4 91.7 95.6 97.1 4.4 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 2 2 20 14 25 18 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 71,165 COMMITMENTS 20,230 475 1,340 46,375 66,460 67,945 68,275 3,220 2,890 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -3,945) -1,170 -160 -70 -2,535 -3,625 -3,775 -3,855 -170 -90 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.4 0.7 1.9 65.2 93.4 95.5 95.9 4.5 4.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 2 2 20 19 24 23 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,235 COMMITMENTS 19,125 675 1,315 45,415 64,010 65,855 66,000 2,380 2,235 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -3,735) -985 -185 -70 -2,435 -3,335 -3,490 -3,590 -245 -145 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.0 1.0 1.9 66.6 93.8 96.5 96.7 3.5 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 4 2 2 20 20 24 24 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,762 COMMITMENTS 12,305 2,520 2,080 35,178 45,082 49,563 49,682 5,199 5,080 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -3,526) -790 90 -365 -2,004 -2,884 -3,159 -3,159 -367 -367 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.5 4.6 3.8 64.2 82.3 90.5 90.7 9.5 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 2 2 24 9 31 11 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,041 COMMITMENTS 8,896 1,855 2,230 32,548 39,831 43,674 43,916 4,367 4,125 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -2,595) -635 155 -365 -1,448 -2,268 -2,448 -2,478 -147 -117 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.5 3.9 4.6 67.8 82.9 90.9 91.4 9.1 8.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 2 2 23 10 30 12 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 211,148 COMMITMENTS 0 52,566 551 159,198 106,682 159,749 159,799 51,399 51,349 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -8,814) 0 -3,093 -175 -7,127 -4,029 -7,302 -7,297 -1,512 -1,517 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 24.9 0.3 75.4 50.5 75.7 75.7 24.3 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 0 8 4 29 31 33 39 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 195,013 COMMITMENTS 25 46,618 1,263 149,718 103,185 151,006 151,066 44,007 43,947 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -8,504) -175 -3,048 -110 -6,051 -3,188 -6,336 -6,346 -2,168 -2,158 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 23.9 0.6 76.8 52.9 77.4 77.5 22.6 22.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 1 7 5 30 32 35 40 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,552 COMMITMENTS 3,715 685 292 38,560 41,735 42,567 42,712 5,985 5,840 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -1,301) 225 -135 -276 -1,005 -645 -1,056 -1,056 -245 -245 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.7 1.4 0.6 79.4 86.0 87.7 88.0 12.3 12.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 3 20 20 24 24 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,384 COMMITMENTS 3,875 590 705 35,079 38,984 39,659 40,279 6,725 6,105 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -310) 140 -75 -115 -615 160 -590 -30 280 -280 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 8.4 1.3 1.5 75.6 84.0 85.5 86.8 14.5 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 3 17 20 20 24 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 45,891 COMMITMENTS 4,345 5,165 0 35,932 35,536 40,277 40,701 5,614 5,190 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -1,488) -115 -105 0 -1,418 -1,418 -1,533 -1,523 45 35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 11.3 0.0 78.3 77.4 87.8 88.7 12.2 11.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 0 17 18 20 19 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,029 COMMITMENTS 16,740 5,995 0 28,355 39,124 45,095 45,119 4,934 4,910 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -484) -440 -90 0 41 -314 -399 -404 -85 -80 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 12.0 0.0 56.7 78.2 90.1 90.2 9.9 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 0 16 17 18 19 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 231,466 COMMITMENTS 12,892 397 7,111 156,974 169,449 176,977 176,957 54,489 54,509 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: 556) -1,575 25 120 -3,608 -5,208 -5,063 -5,063 5,619 5,619 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.6 0.2 3.1 67.8 73.2 76.5 76.5 23.5 23.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44) 7 2 6 33 30 42 36 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/12/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 185,802 COMMITMENTS 8,330 567 11,573 131,882 139,420 151,785 151,560 34,017 34,242 CHANGES FROM 10/05/21 (CHANGE IN OPEN INTEREST: -3,942) -1,885 -10 478 -1,111 -2,966 -2,518 -2,498 -1,424 -1,444 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 0.3 6.2 71.0 75.0 81.7 81.6 18.3 18.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41) 7 1 4 31 29 39 33
Updated October 15, 2021