ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 84,345 COMMITMENTS 1,130 2,824 287 77,873 76,121 79,290 79,232 5,055 5,113 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: -560) 0 -58 -6 -520 -370 -526 -434 -34 -126 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 3.3 0.3 92.3 90.2 94.0 93.9 6.0 6.1 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 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,418 COMMITMENTS 855 2,090 56 61,531 60,278 62,442 62,424 5,976 5,994 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: -155) 0 -137 0 -96 54 -96 -83 -59 -72 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 3.1 0.1 89.9 88.1 91.3 91.2 8.7 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 21 17 23 18 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,233 COMMITMENTS 550 330 120 19,494 19,465 20,164 19,915 4,069 4,318 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 145) 0 0 0 102 102 102 102 43 43 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.3 1.4 0.5 80.4 80.3 83.2 82.2 16.8 17.8 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 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,018 COMMITMENTS 520 330 140 17,822 17,847 18,482 18,317 3,536 3,701 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: -245) 0 0 0 -485 -485 -485 -485 240 240 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 1.5 0.6 80.9 81.1 83.9 83.2 16.1 16.8 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 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 32,541 COMMITMENTS 3,030 2,636 1,112 26,003 26,509 30,145 30,257 2,396 2,284 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 505) 0 0 0 480 480 480 480 25 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.3 8.1 3.4 79.9 81.5 92.6 93.0 7.4 7.0 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 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,448 COMMITMENTS 271 5,100 633 20,022 15,063 20,926 20,796 1,522 1,652 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: -54) 0 0 0 66 -14 66 -14 -120 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 22.7 2.8 89.2 67.1 93.2 92.6 6.8 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 2 20 18 23 22 NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,245 COMMITMENTS 0 5,481 0 16,360 11,173 16,360 16,654 2,885 2,591 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 405) 0 0 0 400 400 400 400 5 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 28.5 0.0 85.0 58.1 85.0 86.5 15.0 13.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 1 0 18 13 18 14 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,306 COMMITMENTS 0 7,155 175 18,650 11,686 18,825 19,016 1,481 1,290 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: -50) 0 -1,500 0 -55 1,455 -55 -45 5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 35.2 0.9 91.8 57.5 92.7 93.6 7.3 6.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 0 4 2 14 12 16 16 NYISO.WEST_month_off_dap - NODAL EXCHANGE Code-064DEV OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 11,454 COMMITMENTS 0 2,028 75 9,843 7,996 9,918 10,099 1,536 1,355 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 17.7 0.7 85.9 69.8 86.6 88.2 13.4 11.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 4 1 12 13 13 17 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 103,105 COMMITMENTS 14,925 1,417 548 70,910 84,189 86,383 86,154 16,722 16,951 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 2,163) 0 0 0 1,675 1,675 1,675 1,675 488 488 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.5 1.4 0.5 68.8 81.7 83.8 83.6 16.2 16.4 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 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 103,483 COMMITMENTS 20,850 1,411 528 62,846 82,247 84,224 84,186 19,259 19,297 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 1,793) 0 0 0 1,310 1,310 1,310 1,310 483 483 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.1 1.4 0.5 60.7 79.5 81.4 81.4 18.6 18.6 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 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,973 COMMITMENTS 820 10,815 450 20,587 10,822 21,857 22,087 3,116 2,886 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 43.3 1.8 82.4 43.3 87.5 88.4 12.5 11.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 4 2 19 10 22 15 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 24,898 COMMITMENTS 820 10,740 450 20,562 10,872 21,832 22,062 3,066 2,836 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 43.1 1.8 82.6 43.7 87.7 88.6 12.3 11.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 4 2 19 10 22 15 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,227 COMMITMENTS 9,665 35 90 44,768 54,593 54,523 54,718 2,704 2,509 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 1,125) 0 0 0 1,130 1,130 1,130 1,130 -5 -5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 0.1 0.2 78.2 95.4 95.3 95.6 4.7 4.4 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 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 61,277 COMMITMENTS 9,140 6,035 90 49,662 52,977 58,892 59,102 2,385 2,175 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 1,080) 0 0 0 1,080 1,080 1,080 1,080 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.9 9.8 0.1 81.0 86.5 96.1 96.5 3.9 3.5 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 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,845 COMMITMENTS 10,005 1,675 40 42,265 51,500 52,310 53,215 2,535 1,630 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 220) -150 0 -50 320 170 120 120 100 100 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 3.1 0.1 77.1 93.9 95.4 97.0 4.6 3.0 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 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,805 COMMITMENTS 8,095 1,675 445 39,975 47,215 48,515 49,335 2,290 1,470 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 220) -200 -50 50 320 170 170 170 50 50 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.9 3.3 0.9 78.7 92.9 95.5 97.1 4.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 2 2 20 14 25 18 PJM.PEPCO_month_off_dap - NODAL EXCHANGE Code-064EVH OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,993 COMMITMENTS 1,180 590 195 15,853 16,853 17,228 17,638 1,765 1,355 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 300) 0 0 0 300 300 300 300 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.2 3.1 1.0 83.5 88.7 90.7 92.9 9.3 7.1 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 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 73,205 COMMITMENTS 20,130 125 1,515 46,685 67,020 68,330 68,660 4,875 4,545 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 250) 0 0 0 -1,405 -1,405 -1,405 -1,405 1,655 1,655 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.5 0.2 2.1 63.8 91.6 93.3 93.8 6.7 6.2 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 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 70,020 COMMITMENTS 19,025 325 1,315 45,680 64,525 66,020 66,165 4,000 3,855 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 180) 0 0 0 -1,440 -1,440 -1,440 -1,440 1,620 1,620 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.2 0.5 1.9 65.2 92.2 94.3 94.5 5.7 5.5 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 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,902 COMMITMENTS 12,155 2,520 2,080 35,328 45,082 49,563 49,682 5,339 5,220 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.1 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 10 31 12 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,196 COMMITMENTS 8,771 1,855 2,230 32,713 39,871 43,714 43,956 4,482 4,240 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 50) 0 0 0 50 50 50 50 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.2 3.8 4.6 67.9 82.7 90.7 91.2 9.3 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 2 2 23 11 30 13 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 217,986 COMMITMENTS 100 51,396 551 164,875 113,639 165,526 165,586 52,460 52,400 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: -557) 100 -75 -50 -512 -327 -462 -452 -95 -105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 23.6 0.3 75.6 52.1 75.9 76.0 24.1 24.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 9 4 30 32 35 41 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 202,406 COMMITMENTS 50 46,373 1,283 155,374 109,111 156,707 156,767 45,699 45,639 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 220) -25 -125 20 60 160 55 55 165 165 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 22.9 0.6 76.8 53.9 77.4 77.5 22.6 22.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 8 5 30 32 36 41 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,339 COMMITMENTS 3,715 685 280 39,924 43,099 43,919 44,064 6,420 6,275 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 1,799) 0 0 0 1,364 1,364 1,364 1,364 435 435 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.4 1.4 0.6 79.3 85.6 87.2 87.5 12.8 12.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 3 2 3 20 21 24 25 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,898 COMMITMENTS 3,275 590 1,319 36,324 39,629 40,918 41,538 6,980 6,360 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 1,150) 0 0 350 545 545 895 895 255 255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.8 1.2 2.8 75.8 82.7 85.4 86.7 14.6 13.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 3 18 20 21 24 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,806 COMMITMENTS 4,595 5,465 0 36,632 36,186 41,227 41,651 5,579 5,155 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 150) 50 300 0 125 -125 175 175 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.8 11.7 0.0 78.3 77.3 88.1 89.0 11.9 11.0 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 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,724 COMMITMENTS 17,940 6,845 0 28,800 39,799 46,740 46,644 4,984 5,080 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 695) 600 850 0 45 -325 645 525 50 170 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 34.7 13.2 0.0 55.7 76.9 90.4 90.2 9.6 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 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 246,697 COMMITMENTS 10,995 401 9,247 173,039 183,113 193,281 192,761 53,416 53,936 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 4,870) -2,320 -67 1,370 5,100 2,347 4,150 3,650 720 1,220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.5 0.2 3.7 70.1 74.2 78.3 78.1 21.7 21.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45) 8 2 6 33 31 43 37 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 10/26/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 194,272 COMMITMENTS 6,315 567 10,820 143,307 148,840 160,442 160,227 33,830 34,045 CHANGES FROM 10/19/21 (CHANGE IN OPEN INTEREST: 3,510) -1,460 0 -45 4,755 3,305 3,250 3,260 260 250 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 0.3 5.6 73.8 76.6 82.6 82.5 17.4 17.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43) 7 2 4 31 30 40 34
Updated October 29, 2021