ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 86,625 COMMITMENTS 985 1,886 281 80,459 79,592 81,725 81,759 4,900 4,866 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 2,270) 0 0 0 2,310 2,310 2,310 2,310 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 2.2 0.3 92.9 91.9 94.3 94.4 5.7 5.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 2 1 18 18 20 20 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,563 COMMITMENTS 725 1,339 50 63,681 62,991 64,456 64,380 5,107 5,183 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 2,152) 0 0 0 2,480 2,480 2,480 2,480 -328 -328 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 1.9 0.1 91.5 90.6 92.7 92.5 7.3 7.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 1 1 22 18 24 19 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,683 COMMITMENTS 675 280 120 17,964 18,125 18,759 18,525 3,924 4,158 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -140) 225 0 0 -330 -105 -105 -105 -35 -35 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.0 1.2 0.5 79.2 79.9 82.7 81.7 17.3 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 15 17 18 18 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,658 COMMITMENTS 680 280 130 16,157 16,387 16,967 16,797 3,691 3,861 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -155) 225 0 0 -380 -155 -155 -155 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 1.4 0.6 78.2 79.3 82.1 81.3 17.9 18.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 3 1 2 13 14 17 16 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,397 COMMITMENTS 1,310 2,401 966 25,941 24,947 28,217 28,314 2,180 2,083 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 170) 0 0 0 170 170 170 170 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.3 7.9 3.2 85.3 82.1 92.8 93.1 7.2 6.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 3 2 18 23 21 27 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,703 COMMITMENTS 276 5,290 426 19,493 14,242 20,195 19,958 1,508 1,745 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 230) 0 0 0 230 230 230 230 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.3 24.4 2.0 89.8 65.6 93.1 92.0 6.9 8.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 3 2 20 17 23 21 NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 18,823 COMMITMENTS 0 5,466 0 16,054 10,906 16,054 16,372 2,769 2,451 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 29.0 0.0 85.3 57.9 85.3 87.0 14.7 13.0 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 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,326 COMMITMENTS 0 5,415 125 18,213 13,004 18,338 18,544 1,988 1,782 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 55) 0 0 0 55 55 55 55 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 26.6 0.6 89.6 64.0 90.2 91.2 9.8 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 3 2 13 14 15 17 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 103,782 COMMITMENTS 14,055 1,720 370 71,870 84,005 86,295 86,095 17,487 17,687 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 550) 200 0 0 140 340 340 340 210 210 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 1.7 0.4 69.3 80.9 83.2 83.0 16.8 17.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 4 2 18 22 21 26 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 104,999 COMMITMENTS 20,005 1,493 376 64,004 82,500 84,385 84,369 20,614 20,630 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 780) 320 0 0 175 495 495 495 285 285 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.1 1.4 0.4 61.0 78.6 80.4 80.4 19.6 19.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30) 2 4 2 18 23 22 27 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,907 COMMITMENTS 470 10,390 200 20,160 10,020 20,830 20,610 3,077 3,297 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -200) -300 600 -200 300 -600 -200 -200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 43.5 0.8 84.3 41.9 87.1 86.2 12.9 13.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 4 1 21 11 23 15 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,867 COMMITMENTS 470 10,340 200 20,145 10,055 20,815 20,595 3,052 3,272 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: -200) -300 600 -200 300 -600 -200 -200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.0 43.3 0.8 84.4 42.1 87.2 86.3 12.8 13.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 1 4 1 21 11 23 15 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,380 COMMITMENTS 5,350 50 1,082 11,744 16,924 18,176 18,056 1,204 1,324 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 27.6 0.3 5.6 60.6 87.3 93.8 93.2 6.2 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 1 14 8 16 10 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,334 COMMITMENTS 5,048 0 1,182 9,346 14,274 15,576 15,456 758 878 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 30.9 0.0 7.2 57.2 87.4 95.4 94.6 4.6 5.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 3 0 2 16 9 19 11 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 56,813 COMMITMENTS 8,805 65 60 44,949 53,934 53,814 54,059 2,999 2,754 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 -120 -120 -120 -120 120 120 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 15.5 0.1 0.1 79.1 94.9 94.7 95.2 5.3 4.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 2 1 1 11 14 14 15 PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE Code-064ERN OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,174 COMMITMENTS 8,705 6,065 60 47,704 50,574 56,469 56,699 2,705 2,475 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 65) 0 0 0 65 65 65 65 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 10.2 0.1 80.6 85.5 95.4 95.8 4.6 4.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 1 10 13 13 15 PJM.PECO_month_on_dap - NODAL EXCHANGE Code-064EUY OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 55,588 COMMITMENTS 9,395 1,475 35 43,708 52,233 53,138 53,743 2,450 1,845 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 58) 150 0 0 -122 68 28 68 30 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 16.9 2.7 0.1 78.6 94.0 95.6 96.7 4.4 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33) 6 2 1 20 15 26 18 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 51,937 COMMITMENTS 7,635 1,475 440 41,207 48,332 49,282 50,247 2,655 1,690 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 32) 150 0 0 -148 42 2 42 30 -10 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 2.8 0.8 79.3 93.1 94.9 96.7 5.1 3.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 2 2 20 15 25 19 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 68,625 COMMITMENTS 20,355 350 1,260 42,200 62,355 63,815 63,965 4,810 4,660 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 860) -100 300 0 1,420 1,020 1,320 1,320 -460 -460 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 0.5 1.8 61.5 90.9 93.0 93.2 7.0 6.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 1 2 24 19 29 22 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 66,710 COMMITMENTS 19,235 350 1,260 41,185 60,040 61,680 61,650 5,030 5,060 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 915) -100 300 0 1,270 870 1,170 1,170 -255 -255 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.8 0.5 1.9 61.7 90.0 92.5 92.4 7.5 7.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36) 5 1 2 24 20 29 23 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,508 COMMITMENTS 11,550 2,515 1,845 33,796 42,950 47,191 47,310 5,317 5,198 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 420) 0 0 0 110 110 110 110 310 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.0 4.8 3.5 64.4 81.8 89.9 90.1 10.1 9.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 2 24 11 30 13 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,386 COMMITMENTS 8,265 1,930 1,995 31,373 37,920 41,633 41,845 4,753 4,541 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 460) 0 0 0 150 150 150 150 310 310 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 4.2 4.3 67.6 81.7 89.8 90.2 10.2 9.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 4 2 2 23 12 29 14 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 213,398 COMMITMENTS 100 50,211 455 160,991 110,950 161,546 161,616 51,852 51,782 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 1,155) 0 -550 70 235 915 305 435 850 720 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 23.5 0.2 75.4 52.0 75.7 75.7 24.3 24.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 1 9 4 31 34 36 43 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 199,617 COMMITMENTS 140 45,598 1,102 151,558 106,170 152,800 152,870 46,817 46,747 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 1,264) 0 -550 70 -112 468 -42 -12 1,306 1,276 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.1 22.8 0.6 75.9 53.2 76.5 76.6 23.5 23.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 7 5 31 32 37 41 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,279 COMMITMENTS 3,470 550 165 40,314 43,404 43,949 44,119 6,330 6,160 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 740) 0 0 0 560 740 560 740 180 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.9 1.1 0.3 80.2 86.3 87.4 87.7 12.6 12.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 3 21 23 24 27 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 47,942 COMMITMENTS 3,190 490 820 37,072 40,572 41,082 41,882 6,860 6,060 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 455) 0 0 0 300 480 300 480 155 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.7 1.0 1.7 77.3 84.6 85.7 87.4 14.3 12.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28) 2 2 3 18 22 21 26 PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE Code-064FKC OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,265 COMMITMENTS 4,005 4,710 0 34,666 34,395 38,671 39,105 5,594 5,160 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 10.6 0.0 78.3 77.7 87.4 88.3 12.6 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25) 3 1 0 17 20 20 21 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,689 COMMITMENTS 16,650 6,130 0 27,880 38,299 44,530 44,429 5,159 5,260 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 25) 0 0 0 10 10 10 10 15 15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.5 12.3 0.0 56.1 77.1 89.6 89.4 10.4 10.6 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 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 255,862 COMMITMENTS 12,380 527 8,318 186,953 198,786 207,651 207,631 48,211 48,231 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 4,005) 1,000 50 -980 3,788 4,738 3,808 3,808 197 197 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 0.2 3.3 73.1 77.7 81.2 81.1 18.8 18.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 8 3 9 33 32 44 41 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/23/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 200,079 COMMITMENTS 14,370 3,247 10,480 138,459 149,712 163,309 163,439 36,770 36,640 CHANGES FROM 11/16/21 (CHANGE IN OPEN INTEREST: 4,469) -195 2,665 -156 2,656 -84 2,305 2,425 2,164 2,044 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 1.6 5.2 69.2 74.8 81.6 81.7 18.4 18.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 3 3 31 30 39 34
Updated November 29, 2021