ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 84,905 COMMITMENTS 1,130 2,882 293 78,393 76,491 79,816 79,666 5,089 5,239 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 1,614) 0 -31 -7 1,567 1,506 1,560 1,468 54 146 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 3.4 0.3 92.3 90.1 94.0 93.8 6.0 6.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 1 2 1 21 17 23 19 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,573 COMMITMENTS 855 2,227 56 61,627 60,224 62,538 62,507 6,035 6,066 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 1,545) 0 -111 -4 1,238 1,336 1,234 1,221 311 324 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 3.2 0.1 89.9 87.8 91.2 91.2 8.8 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 20 17 22 18 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,088 COMMITMENTS 550 330 120 19,392 19,363 20,062 19,813 4,026 4,275 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 570) 0 0 0 570 570 570 570 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 1.4 0.5 80.5 80.4 83.3 82.3 16.7 17.7 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 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,263 COMMITMENTS 520 330 140 18,307 18,332 18,967 18,802 3,296 3,461 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -10) 20 0 20 -50 0 -10 20 0 -30 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 1.5 0.6 82.2 82.3 85.2 84.5 14.8 15.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 2 14 14 18 16 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,036 COMMITMENTS 3,030 2,636 1,112 25,523 26,029 29,665 29,777 2,371 2,259 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -260) -525 -150 -112 12 -363 -625 -625 365 365 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 8.2 3.5 79.7 81.2 92.6 92.9 7.4 7.1 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 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,502 COMMITMENTS 271 5,100 633 19,956 15,077 20,860 20,810 1,642 1,692 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -370) 0 -83 -256 -139 -56 -395 -395 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 22.7 2.8 88.7 67.0 92.7 92.5 7.3 7.5 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 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,840 COMMITMENTS 0 5,481 0 15,960 10,773 15,960 16,254 2,880 2,586 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -740) 0 0 0 -740 -740 -740 -740 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 29.1 0.0 84.7 57.2 84.7 86.3 15.3 13.7 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 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,356 COMMITMENTS 0 8,655 175 18,705 10,231 18,880 19,061 1,476 1,295 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 20) 0 150 0 90 -65 90 85 -70 -65 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 42.5 0.9 91.9 50.3 92.7 93.6 7.3 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 4 2 14 13 16 17 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 100,942 COMMITMENTS 14,925 1,417 548 69,235 82,514 84,708 84,479 16,234 16,463 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 3,093) 0 0 0 2,050 2,050 2,050 2,050 1,043 1,043 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.8 1.4 0.5 68.6 81.7 83.9 83.7 16.1 16.3 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 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 101,690 COMMITMENTS 20,850 1,411 528 61,536 80,937 82,914 82,876 18,776 18,814 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 3,813) 0 0 0 2,200 2,200 2,200 2,200 1,613 1,613 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.5 1.4 0.5 60.5 79.6 81.5 81.5 18.5 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 3 3 2 19 23 23 27 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| 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 10/12/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 10/19/21 | --------------------------------------------------------------| 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 10/12/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,102 COMMITMENTS 9,665 35 90 43,638 53,463 53,393 53,588 2,709 2,514 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 5,594) 0 0 0 5,294 5,534 5,294 5,534 300 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.2 0.1 0.2 77.8 95.3 95.2 95.5 4.8 4.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 12 14 15 15 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,197 COMMITMENTS 9,140 6,035 90 48,582 51,897 57,812 58,022 2,385 2,175 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 5,594) 0 0 0 5,314 5,554 5,314 5,554 280 40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.2 10.0 0.1 80.7 86.2 96.0 96.4 4.0 3.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 2 1 12 13 15 15 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,625 COMMITMENTS 10,155 1,675 90 41,945 51,330 52,190 53,095 2,435 1,530 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 540) -20 -675 50 475 1,190 505 565 35 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.6 3.1 0.2 76.8 94.0 95.5 97.2 4.5 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 6 2 3 20 15 26 20 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,585 COMMITMENTS 8,295 1,725 395 39,655 47,045 48,345 49,165 2,240 1,420 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 360) 30 -625 0 295 1,010 325 385 35 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.4 3.4 0.8 78.4 93.0 95.6 97.2 4.4 2.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 3 2 20 14 25 19 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,693 COMMITMENTS 1,180 590 195 15,553 16,553 16,928 17,338 1,765 1,355 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.3 3.2 1.0 83.2 88.6 90.6 92.8 9.4 7.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 1 13 9 15 12 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 72,955 COMMITMENTS 20,130 125 1,515 48,090 68,425 69,735 70,065 3,220 2,890 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 1,790) -100 -350 175 1,715 1,965 1,790 1,790 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 0.2 2.1 65.9 93.8 95.6 96.0 4.4 4.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 2 3 22 19 27 23 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,840 COMMITMENTS 19,025 325 1,315 47,120 65,965 67,460 67,605 2,380 2,235 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 1,605) -100 -350 0 1,705 1,955 1,605 1,605 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 0.5 1.9 67.5 94.5 96.6 96.8 3.4 3.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 4 2 2 22 20 26 24 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,852 COMMITMENTS 12,155 2,520 2,080 35,278 45,032 49,513 49,632 5,339 5,220 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 90) -150 0 0 100 -50 -50 -50 140 140 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.2 4.6 3.8 64.3 82.1 90.3 90.5 9.7 9.5 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 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,146 COMMITMENTS 8,771 1,855 2,230 32,663 39,821 43,664 43,906 4,482 4,240 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 105) -125 0 0 115 -10 -10 -10 115 115 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 3.9 4.6 67.8 82.7 90.7 91.2 9.3 8.8 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 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 218,543 COMMITMENTS 0 51,471 601 165,387 113,966 165,988 166,038 52,555 52,505 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 7,395) 0 -1,095 50 6,189 7,284 6,239 6,239 1,156 1,156 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 23.6 0.3 75.7 52.1 76.0 76.0 24.0 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 0 9 4 30 31 34 40 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 202,186 COMMITMENTS 75 46,498 1,263 155,314 108,951 156,652 156,712 45,534 45,474 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 7,173) 50 -120 0 5,596 5,766 5,646 5,646 1,527 1,527 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 23.0 0.6 76.8 53.9 77.5 77.5 22.5 22.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 1 8 5 30 32 35 41 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,540 COMMITMENTS 3,715 685 280 38,560 41,735 42,555 42,700 5,985 5,840 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: -12) 0 0 -12 0 0 -12 -12 0 0 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 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,748 COMMITMENTS 3,275 590 969 35,779 39,084 40,023 40,643 6,725 6,105 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 364) -600 0 264 700 100 364 364 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.0 1.3 2.1 76.5 83.6 85.6 86.9 14.4 13.1 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 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,656 COMMITMENTS 4,545 5,165 0 36,507 36,311 41,052 41,476 5,604 5,180 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 765) 200 0 0 575 775 775 775 -10 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.7 11.1 0.0 78.2 77.8 88.0 88.9 12.0 11.1 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 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,029 COMMITMENTS 17,340 5,995 0 28,755 40,124 46,095 46,119 4,934 4,910 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 1,000) 600 0 0 400 1,000 1,000 1,000 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.0 11.7 0.0 56.4 78.6 90.3 90.4 9.7 9.6 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 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 241,827 COMMITMENTS 13,315 468 7,877 167,939 180,766 189,131 189,111 52,696 52,716 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 10,361) 423 71 766 10,965 11,317 12,154 12,154 -1,793 -1,793 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.5 0.2 3.3 69.4 74.8 78.2 78.2 21.8 21.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 8 2 6 32 30 42 36 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/19/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 190,762 COMMITMENTS 7,775 567 10,865 138,552 145,535 157,192 156,967 33,570 33,795 CHANGES FROM 10/12/21 (CHANGE IN OPEN INTEREST: 4,960) -555 0 -708 6,670 6,115 5,407 5,407 -447 -447 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.3 5.7 72.6 76.3 82.4 82.3 17.6 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 8 1 4 31 29 40 33
Updated October 22, 2021