ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE Code-064AAA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 87,873 COMMITMENTS 865 1,026 281 81,997 81,740 83,143 83,047 4,730 4,826 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -3,202) -120 -860 0 -2,912 -2,302 -3,032 -3,162 -170 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.0 1.2 0.3 93.3 93.0 94.6 94.5 5.4 5.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 2 1 17 18 19 20 ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE Code-064AAB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 72,122 COMMITMENTS 620 533 50 66,114 66,173 66,784 66,756 5,338 5,366 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -1,291) -105 -806 0 -1,417 -668 -1,522 -1,474 231 183 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.9 0.7 0.1 91.7 91.8 92.6 92.6 7.4 7.4 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 1 1 1 20 17 22 18 MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE Code-064BFI OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,143 COMMITMENTS 650 280 120 18,449 18,130 19,219 18,530 3,924 4,613 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 350) 75 0 0 275 -105 350 -105 0 455 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.8 1.2 0.5 79.7 78.3 83.0 80.1 17.0 19.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 14 16 17 17 MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE Code-064BFJ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 21,243 COMMITMENTS 705 280 130 16,692 16,912 17,527 17,322 3,716 3,921 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 450) 50 0 0 375 390 425 390 25 60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.3 1.3 0.6 78.6 79.6 82.5 81.5 17.5 18.5 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 1 2 13 14 16 16 NYISO.HUD VL_month_on_dap - NODAL EXCHANGE Code-064CXO OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 28,939 COMMITMENTS 1,120 2,216 906 24,795 23,789 26,821 26,911 2,118 2,028 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -1,893) -190 -185 -60 -1,576 -1,588 -1,826 -1,833 -67 -60 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 3.9 7.7 3.1 85.7 82.2 92.7 93.0 7.3 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31) 2 3 2 18 22 21 26 NYISO.HUD VL_month_off_dap - NODAL EXCHANGE Code-064CXP OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 20,228 COMMITMENTS 306 5,130 291 18,259 13,206 18,856 18,627 1,372 1,601 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -1,485) 30 -160 -135 -1,244 -1,046 -1,349 -1,341 -136 -144 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.5 25.4 1.4 90.3 65.3 93.2 92.1 6.8 7.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 2 3 2 18 15 21 19 NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE Code-064CZS OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 17,298 COMMITMENTS 0 5,301 0 14,671 9,708 14,671 15,009 2,627 2,289 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -1,525) 0 -165 0 -1,383 -1,198 -1,383 -1,363 -142 -162 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 30.6 0.0 84.8 56.1 84.8 86.8 15.2 13.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21) 0 1 0 17 13 17 14 NYISO.WEST_month_on_dap - NODAL EXCHANGE Code-064DEU OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,681 COMMITMENTS 0 5,355 50 17,683 12,564 17,733 17,969 1,948 1,712 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -645) 0 -60 -75 -530 -440 -605 -575 -40 -70 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.0 27.2 0.3 89.8 63.8 90.1 91.3 9.9 8.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 0 3 1 12 14 13 17 PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE Code-064DLW OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 101,329 COMMITMENTS 13,285 1,856 184 70,521 81,745 83,990 83,785 17,339 17,544 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -2,453) -775 136 -186 -1,369 -2,285 -2,330 -2,335 -123 -118 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.1 1.8 0.2 69.6 80.7 82.9 82.7 17.1 17.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 4 2 17 21 20 25 PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE Code-064DLX OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 102,673 COMMITMENTS 19,210 1,409 355 62,357 80,130 81,922 81,894 20,751 20,779 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -2,326) -800 -84 -21 -1,642 -2,370 -2,463 -2,475 137 149 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 18.7 1.4 0.3 60.7 78.0 79.8 79.8 20.2 20.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 4 2 16 22 20 26 PJM.BGE_month_on_dap - NODAL EXCHANGE Code-064DPQ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,626 COMMITMENTS 420 9,785 200 19,051 9,466 19,671 19,451 2,955 3,175 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -1,281) -50 -605 0 -1,109 -554 -1,159 -1,159 -122 -122 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 43.2 0.9 84.2 41.8 86.9 86.0 13.1 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 4 1 21 9 23 13 PJM.BGE_month_off_dap - NODAL EXCHANGE Code-064DPR OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 22,601 COMMITMENTS 420 9,760 200 19,026 9,466 19,646 19,426 2,955 3,175 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -1,266) -50 -580 0 -1,119 -589 -1,169 -1,169 -97 -97 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 43.2 0.9 84.2 41.9 86.9 86.0 13.1 14.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27) 1 4 1 21 9 23 13 PJM.JCPL_month_on_dap - NODAL EXCHANGE Code-064EJI OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 23,460 COMMITMENTS 4,796 50 841 16,476 21,222 22,113 22,113 1,347 1,347 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 4,095) -704 0 -91 4,747 4,163 3,952 4,072 143 23 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 20.4 0.2 3.6 70.2 90.5 94.3 94.3 5.7 5.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 1 1 17 10 19 12 PJM.JCPL_month_off_dap - NODAL EXCHANGE Code-064EJJ OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 19,914 COMMITMENTS 4,524 0 916 13,618 18,142 19,058 19,058 856 856 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 3,595) -674 0 -116 4,280 3,726 3,490 3,610 105 -15 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 22.7 0.0 4.6 68.4 91.1 95.7 95.7 4.3 4.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 3 0 2 18 11 21 13 PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE Code-064ERM OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 52,074 COMMITMENTS 7,320 95 30 41,860 49,280 49,210 49,405 2,864 2,669 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -4,739) -1,485 30 -30 -3,089 -4,654 -4,604 -4,654 -135 -85 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 14.1 0.2 0.1 80.4 94.6 94.5 94.9 5.5 5.1 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 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 54,679 COMMITMENTS 7,295 6,095 30 44,739 46,119 52,064 52,244 2,615 2,435 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -4,695) -1,410 30 -30 -3,165 -4,655 -4,605 -4,655 -90 -40 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 13.3 11.1 0.1 81.8 84.3 95.2 95.5 4.8 4.5 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 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 59,373 COMMITMENTS 10,655 1,845 635 45,378 54,773 56,668 57,253 2,705 2,120 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -1,090) -815 550 0 -545 -1,930 -1,360 -1,380 270 290 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.9 3.1 1.1 76.4 92.3 95.4 96.4 4.6 3.6 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 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 57,147 COMMITMENTS 9,695 3,045 590 43,967 51,567 54,252 55,202 2,895 1,945 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -720) -615 550 0 -385 -1,565 -1,000 -1,015 280 295 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.0 5.3 1.0 76.9 90.2 94.9 96.6 5.1 3.4 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 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 65,440 COMMITMENTS 19,455 1,825 1,255 39,240 57,000 59,950 60,080 5,490 5,360 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -4,310) -900 -25 -5 -3,190 -4,085 -4,095 -4,115 -215 -195 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 29.7 2.8 1.9 60.0 87.1 91.6 91.8 8.4 8.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 1 2 24 18 29 21 PJM.PPL_month_off_dap - NODAL EXCHANGE Code-064EWV OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 64,165 COMMITMENTS 18,545 1,825 1,255 38,735 55,410 58,535 58,490 5,630 5,675 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -3,735) -690 -25 -5 -2,805 -3,485 -3,500 -3,515 -235 -220 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 28.9 2.8 2.0 60.4 86.4 91.2 91.2 8.8 8.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35) 5 1 2 24 19 29 22 PJM.PSEG_month_on_dap - NODAL EXCHANGE Code-064EXE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 49,540 COMMITMENTS 10,745 2,770 1,660 32,215 40,329 44,620 44,759 4,920 4,781 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -3,148) -805 255 -185 -1,761 -2,801 -2,751 -2,731 -397 -417 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 21.7 5.6 3.4 65.0 81.4 90.1 90.3 9.9 9.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 3 3 3 22 12 28 15 PJM.PSEG_month_off_dap - NODAL EXCHANGE Code-064EXF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 44,273 COMMITMENTS 7,870 2,270 1,805 30,258 36,060 39,933 40,135 4,340 4,138 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -2,293) -395 340 -190 -1,190 -1,935 -1,775 -1,785 -518 -508 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 17.8 5.1 4.1 68.3 81.4 90.2 90.7 9.8 9.3 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32) 4 2 3 23 12 29 15 PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE Code-064FHK OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 210,195 COMMITMENTS 3,445 45,607 665 154,042 111,930 158,152 158,202 52,043 51,993 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -4,978) 825 -3,794 0 -4,021 578 -3,196 -3,216 -1,782 -1,762 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.6 21.7 0.3 73.3 53.3 75.2 75.3 24.8 24.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 2 8 3 31 35 35 44 PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE Code-064FHL OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 198,523 COMMITMENTS 4,750 42,221 741 146,927 109,506 152,418 152,468 46,105 46,055 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -3,704) 865 -3,142 -96 -3,392 610 -2,623 -2,628 -1,081 -1,076 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 2.4 21.3 0.4 74.0 55.2 76.8 76.8 23.2 23.2 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47) 3 7 4 32 34 37 43 PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE Code-064FKA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,767 COMMITMENTS 2,985 425 150 39,657 42,387 42,792 42,962 5,975 5,805 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -1,654) 15 -125 -65 -1,189 -1,049 -1,239 -1,239 -415 -415 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.1 0.9 0.3 81.3 86.9 87.7 88.1 12.3 11.9 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29) 2 2 2 21 23 24 26 PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE Code-064FKB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 46,723 COMMITMENTS 3,005 390 705 36,203 39,618 39,913 40,713 6,810 6,010 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -1,294) 115 -100 -115 -1,184 -969 -1,184 -1,184 -110 -110 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 6.4 0.8 1.5 77.5 84.8 85.4 87.1 14.6 12.9 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 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 42,696 COMMITMENTS 3,840 3,905 175 33,336 33,631 37,351 37,711 5,345 4,985 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -1,644) -365 -455 175 -1,205 -1,189 -1,395 -1,469 -249 -175 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 9.0 9.1 0.4 78.1 78.8 87.5 88.3 12.5 11.7 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26) 3 1 1 18 21 22 22 PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE Code-064FKD OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 48,209 COMMITMENTS 16,335 5,365 0 26,695 37,559 43,030 42,924 5,179 5,285 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -1,680) -315 -465 0 -1,385 -1,240 -1,700 -1,705 20 25 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 33.9 11.1 0.0 55.4 77.9 89.3 89.0 10.7 11.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22) 2 2 0 16 16 18 18 PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE Code-064FKE OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 261,149 COMMITMENTS 10,821 672 9,178 197,793 207,942 217,792 217,792 43,357 43,357 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: 2,239) -1,709 145 860 6,407 4,573 5,558 5,578 -3,319 -3,339 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 4.1 0.3 3.5 75.7 79.6 83.4 83.4 16.6 16.6 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48) 7 4 9 34 32 45 41 PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE Code-064FKF OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 196,029 COMMITMENTS 13,970 4,102 9,490 139,351 149,434 162,811 163,026 33,218 33,003 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: -4,466) -550 860 -990 -504 -1,829 -2,044 -1,959 -2,422 -2,507 PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 7.1 2.1 4.8 71.1 76.2 83.1 83.2 16.9 16.8 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42) 5 4 4 29 29 37 34 PJM.ATSI_month_on_dap - NODAL EXCHANGE Code-064FZA OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 27,160 COMMITMENTS 520 965 105 24,645 24,200 25,270 25,270 1,890 1,890 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 1.9 3.6 0.4 90.7 89.1 93.0 93.0 7.0 7.0 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 2 2 1 12 9 14 12 PJM.ATSI_month_off_dap - NODAL EXCHANGE Code-064FZB OPTION AND FUTURES COMBINED POSITIONS AS OF 12/07/21 | --------------------------------------------------------------| NONREPORTABLE NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS --------------------------|-----------------|-----------------|----------------- Long | Short |Spreads | Long | Short | Long | Short | Long | Short -------------------------------------------------------------------------------- Megawatt Hours (MWh) OPEN INTEREST: 26,915 COMMITMENTS 50 1,320 325 24,890 23,620 25,265 25,265 1,650 1,650 CHANGES FROM 11/30/21 (CHANGE IN OPEN INTEREST: .) . . . . . . . . . PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 0.2 4.9 1.2 92.5 87.8 93.9 93.9 6.1 6.1 NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20) 1 3 1 13 9 15 12
Updated December 10, 2021