ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 91,075 COMMITMENTS 985 1,886 281 84,909 84,042 86,175 86,209 4,900 4,866 CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 4,450) 0 0 0 4,450 4,450 4,450 4,450 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.1 2.1 0.3 93.2 92.3 94.6 94.7 5.4 5.3 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 11/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 73,413 COMMITMENTS 725 1,339 50 67,531 66,841 68,306 68,230 5,107 5,183 CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 3,850) 0 0 0 3,850 3,850 3,850 3,850 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 1.8 0.1 92.0 91.0 93.0 92.9 7.0 7.1 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 11/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,793 COMMITMENTS 575 280 120 18,174 18,235 18,869 18,635 3,924 4,158 CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 110) -100 0 0 210 110 110 110 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.5 1.2 0.5 79.7 80.0 82.8 81.8 17.2 18.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23) 2 1 1 14 17 17 18 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,793 COMMITMENTS 655 280 130 16,317 16,522 17,102 16,932 3,691 3,861 CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 135) -25 0 0 160 135 135 135 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.2 1.3 0.6 78.5 79.5 82.2 81.4 17.8 18.6 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 11/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 30,832 COMMITMENTS 1,310 2,401 966 26,371 25,377 28,647 28,744 2,185 2,088 CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 435) 0 0 0 430 430 430 430 5 5 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.2 7.8 3.1 85.5 82.3 92.9 93.2 7.1 6.8 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 11/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,713 COMMITMENTS 276 5,290 426 19,503 14,252 20,205 19,968 1,508 1,745 CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 10) 0 0 0 10 10 10 10 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 11/30/21 | --------------------------------------------------------------| 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 11/23/21 (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 11/30/21 | --------------------------------------------------------------| 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 11/23/21 (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 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 11/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 103,782 COMMITMENTS 14,060 1,720 370 71,890 84,030 86,320 86,120 17,462 17,662 CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 0) 5 0 0 20 25 25 25 -25 -25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.5 1.7 0.4 69.3 81.0 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 11/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 104,999 COMMITMENTS 20,010 1,493 376 63,999 82,500 84,385 84,369 20,614 20,630 CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 0) 5 0 0 -5 0 0 0 0 0 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 11/30/21 | --------------------------------------------------------------| 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 11/23/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 11/30/21 | --------------------------------------------------------------| 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 11/23/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 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 11/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,365 COMMITMENTS 5,500 50 932 11,729 17,059 18,161 18,041 1,204 1,324 CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: -15) 150 0 -150 -15 135 -15 -15 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.4 0.3 4.8 60.6 88.1 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 11/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 16,319 COMMITMENTS 5,198 0 1,032 9,338 14,416 15,568 15,448 751 871 CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: -15) 150 0 -150 -8 142 -8 -8 -7 -7 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 31.9 0.0 6.3 57.2 88.3 95.4 94.7 4.6 5.3 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 11/30/21 | --------------------------------------------------------------| 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 11/23/21 (CHANGE IN OPEN INTEREST: 0) 0 0 0 0 0 0 0 0 0 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 11/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,374 COMMITMENTS 8,705 6,065 60 47,904 50,774 56,669 56,899 2,705 2,475 CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 200) 0 0 0 200 200 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.7 10.2 0.1 80.7 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 11/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 60,463 COMMITMENTS 11,470 1,295 635 45,923 56,703 58,028 58,633 2,435 1,830 CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 4,875) 2,075 -180 600 2,215 4,470 4,890 4,890 -15 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 19.0 2.1 1.1 76.0 93.8 96.0 97.0 4.0 3.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 5 2 3 21 16 28 19 PJM.PECO_month_off_dap - NODAL EXCHANGE Code-064EUZ OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,867 COMMITMENTS 10,310 2,495 590 44,352 53,132 55,252 56,217 2,615 1,650 CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 5,930) 2,675 1,020 150 3,145 4,800 5,970 5,970 -40 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 4.3 1.0 76.6 91.8 95.5 97.1 4.5 2.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 5 2 3 20 16 26 20 PJM.PPL_month_on_dap - NODAL EXCHANGE Code-064EWU OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 69,750 COMMITMENTS 20,355 1,850 1,260 42,430 61,085 64,045 64,195 5,705 5,555 CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 1,125) 0 1,500 0 230 -1,270 230 230 895 895 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.2 2.7 1.8 60.8 87.6 91.8 92.0 8.2 8.0 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 11/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 67,900 COMMITMENTS 19,235 1,850 1,260 41,540 58,895 62,035 62,005 5,865 5,895 CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 1,190) 0 1,500 0 355 -1,145 355 355 835 835 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.3 2.7 1.9 61.2 86.7 91.4 91.3 8.6 8.7 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 11/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,688 COMMITMENTS 11,550 2,515 1,845 33,976 43,130 47,371 47,490 5,317 5,198 CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 180) 0 0 0 180 180 180 180 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.9 4.8 3.5 64.5 81.9 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 11/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,566 COMMITMENTS 8,265 1,930 1,995 31,448 37,995 41,708 41,920 4,858 4,646 CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 180) 0 0 0 75 75 75 75 105 105 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.7 4.1 4.3 67.5 81.6 89.6 90.0 10.4 10.0 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 11/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 215,173 COMMITMENTS 2,620 49,401 665 158,063 111,352 161,348 161,418 53,825 53,755 CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 1,775) 2,520 -810 210 -2,928 402 -198 -198 1,973 1,973 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.2 23.0 0.3 73.5 51.7 75.0 75.0 25.0 25.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 2 8 3 31 34 35 43 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 202,227 COMMITMENTS 3,885 45,363 837 150,319 108,896 155,041 155,096 47,186 47,131 CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 2,610) 3,745 -235 -265 -1,239 2,726 2,241 2,226 369 384 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 22.4 0.4 74.3 53.8 76.7 76.7 23.3 23.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46) 3 7 4 31 33 36 42 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 50,421 COMMITMENTS 2,970 550 215 40,846 43,436 44,031 44,201 6,390 6,220 CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 142) -500 0 50 532 32 82 82 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 5.9 1.1 0.4 81.0 86.1 87.3 87.7 12.7 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 11/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,017 COMMITMENTS 2,890 490 820 37,387 40,587 41,097 41,897 6,920 6,120 CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 75) -300 0 0 315 15 15 15 60 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.0 1.0 1.7 77.9 84.5 85.6 87.3 14.4 12.7 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 11/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,340 COMMITMENTS 4,205 4,360 0 34,541 34,820 38,746 39,180 5,594 5,160 CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 75) 200 -350 0 -125 425 75 75 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.5 9.8 0.0 77.9 78.5 87.4 88.4 12.6 11.6 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 11/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,889 COMMITMENTS 16,650 5,830 0 28,080 38,799 44,730 44,629 5,159 5,260 CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 200) 0 -300 0 200 500 200 200 0 0 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.4 11.7 0.0 56.3 77.8 89.7 89.5 10.3 10.5 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 11/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 258,910 COMMITMENTS 12,530 527 8,318 191,386 203,369 212,234 212,214 46,676 46,696 CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 3,047) 150 0 0 4,432 4,582 4,582 4,582 -1,535 -1,535 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.8 0.2 3.2 73.9 78.5 82.0 82.0 18.0 18.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 8 3 9 33 31 44 40 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 11/30/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 200,495 COMMITMENTS 14,520 3,242 10,480 139,855 151,263 164,855 164,985 35,640 35,510 CHANGES FROM 11/23/21 (CHANGE IN OPEN INTEREST: 416) 150 -5 0 1,396 1,551 1,546 1,546 -1,130 -1,130 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.2 1.6 5.2 69.8 75.4 82.2 82.3 17.8 17.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 6 3 3 31 30 39 34
Updated December 03, 2021