ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       83,971
COMMITMENTS
   1,500    2,185        0   75,301   74,616   76,801   76,801    7,170    7,170

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:        270)
     480        0        0     -210      270      270      270        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      2.6      0.0     89.7     88.9     91.5     91.5      8.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        0       21       21       22       23                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       72,570
COMMITMENTS
   1,320    2,525        0   64,848   63,835   66,168   66,360    6,402    6,210

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:        235)
     480        0        0     -255      225      225      225       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      3.5      0.0     89.4     88.0     91.2     91.4      8.8      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       19       20       20       21                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,370
COMMITMENTS
   1,705      945        0   18,660   19,160   20,365   20,105    4,005    4,265

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:        220)
       0        0        0      -15      -15      -15      -15      235      235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      3.9      0.0     76.6     78.6     83.6     82.5     16.4     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        0       14       17       17       18                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,269
COMMITMENTS
  11,080    9,580    3,015   41,744   43,529   55,839   56,124    3,430    3,145

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:     -1,080)
    -480     -815      -25     -703     -248   -1,208   -1,088      128        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     16.2      5.1     70.4     73.4     94.2     94.7      5.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       19       19       23       22                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,847
COMMITMENTS
   1,915    6,695    3,275   33,739   29,164   38,929   39,134    1,918    1,713

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:        675)
       0        0        0      675      675      675      675        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     16.4      8.0     82.6     71.4     95.3     95.8      4.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        3       17       16       20       19                  
 
 
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE                           Code-064CZS
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,740
COMMITMENTS
       0    3,550        0   18,568   15,483   18,568   19,033    2,172    1,707

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:     -1,651)
       0      815   -1,800       55     -700   -1,745   -1,685       94       34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.1      0.0     89.5     74.7     89.5     91.8     10.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       18       13       18       15                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       91,854
COMMITMENTS
  14,675    2,110    2,055   58,784   71,299   75,514   75,464   16,340   16,390

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:      1,645)
       0        0        0    1,430    1,430    1,430    1,430      215      215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0      2.3      2.2     64.0     77.6     82.2     82.2     17.8     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        2       19       23       22       26                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       89,139
COMMITMENTS
  15,640    4,350    1,445   57,489   68,749   74,574   74,544   14,565   14,595

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:      1,535)
     200        0        0    1,400    1,600    1,600    1,600      -65      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      4.9      1.6     64.5     77.1     83.7     83.6     16.3     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        3       18       22       22       26                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,390
COMMITMENTS
     800   13,040    2,505   18,814    7,014   22,119   22,559    4,271    3,831

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:      2,910)
       0      320      110    2,667    2,347    2,777    2,777      133      133

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0     49.4      9.5     71.3     26.6     83.8     85.5     16.2     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        6        5       17       13       23       19                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,075
COMMITMENTS
     800   12,465    2,605   18,786    7,536   22,191   22,606    3,884    3,469

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:      2,910)
       0      320      110    2,624    2,304    2,734    2,734      176      176

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1     47.8     10.0     72.0     28.9     85.1     86.7     14.9     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        6        5       17       11       23       17                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       71,460
COMMITMENTS
  31,070      100        0   38,433   69,143   69,503   69,243    1,957    2,217

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:      2,600)
       0        0        0    2,578    2,563    2,578    2,563       22       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.5      0.1      0.0     53.8     96.8     97.3     96.9      2.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        0       13       16       16       17                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       70,155
COMMITMENTS
  30,445      500        0   38,140   67,820   68,585   68,320    1,570    1,835

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:      2,095)
       0      200        0    2,095    1,880    2,095    2,080        0       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4      0.7      0.0     54.4     96.7     97.8     97.4      2.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        0       14       13       17       14                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,410
COMMITMENTS
  24,220        0      435   28,820   53,355   53,475   53,790    2,935    2,620

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:        730)
    -150        0      100      510      360      460      460      270      270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.9      0.0      0.8     51.1     94.6     94.8     95.4      5.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        0        3       17       13       22       16                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,365
COMMITMENTS
  17,320        0      785   27,335   44,835   45,440   45,620    2,925    2,745

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:        730)
    -100        0      100      560      460      560      560      170      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.8      0.0      1.6     56.5     92.7     94.0     94.3      6.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        0        3       16       13       21       16                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,795
COMMITMENTS
   2,310    5,335      280   12,260    9,425   14,850   15,040    2,945    2,755

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0     30.0      1.6     68.9     53.0     83.5     84.5     16.5     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        1       13        7       15       11                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,440
COMMITMENTS
   2,870    5,335      120   12,075    9,565   15,065   15,020    2,375    2,420

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     30.6      0.7     69.2     54.8     86.4     86.1     13.6     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        1       13        6       15       10                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,660
COMMITMENTS
  19,785   16,580    1,630   40,315   43,985   61,730   62,195    5,930    5,465

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:      1,435)
       0        0        0    1,285    1,285    1,285    1,285      150      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.2     24.5      2.4     59.6     65.0     91.2     91.9      8.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        3        3       16       14       23       19                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       61,745
COMMITMENTS
  16,310   16,580    1,630   38,635   38,585   56,575   56,795    5,170    4,950

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:      1,435)
      50        0        0    1,235    1,285    1,285    1,285      150      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     26.9      2.6     62.6     62.5     91.6     92.0      8.4      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        3        3       16       14       23       19                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,957
COMMITMENTS
  18,255   12,720    5,370   36,591   42,156   60,216   60,246    2,741    2,711

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:        265)
     350      -25        0     -375        0      -25      -25      290      290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     20.2      8.5     58.1     67.0     95.6     95.7      4.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        4       21       12       26       16                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,966
COMMITMENTS
  12,805    8,490    5,695   32,748   37,243   51,248   51,428    2,718    2,538

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:        290)
     350      -25        0     -375        0      -25      -25      315      315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     15.7     10.6     60.7     69.0     95.0     95.3      5.0      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        5       21       12       26       17                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      188,311
COMMITMENTS
   2,215   48,089   10,545  128,964   83,086  141,724  141,720   46,587   46,591

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:      3,070)
     470     -535    1,575   -1,823     -803      222      237    2,848    2,833

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     25.5      5.6     68.5     44.1     75.3     75.3     24.7     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        6        4       28       32       33       40                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      156,564
COMMITMENTS
   2,615   37,434   10,615  103,599   68,776  116,829  116,825   39,735   39,739

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:      5,434)
     695     -210    1,305     -481      414    1,519    1,509    3,915    3,925

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     23.9      6.8     66.2     43.9     74.6     74.6     25.4     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        6        4       27       32       32       40                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,586
COMMITMENTS
   2,930    2,555    7,650   52,316   52,771   62,896   62,976    4,690    4,610

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:        385)
       0        0        0      155      155      155      155      230      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3      3.8     11.3     77.4     78.1     93.1     93.2      6.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        2       16       19       18       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       58,100
COMMITMENTS
   2,885    2,080    8,075   41,535   42,435   52,495   52,590    5,605    5,510

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:        300)
       0        0        0        5        5        5        5      295      295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0      3.6     13.9     71.5     73.0     90.4     90.5      9.6      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       19       20       21       23                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,490
COMMITMENTS
   6,360    3,000    5,925   27,460   31,105   39,745   40,030    3,745    3,460

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:        845)
       0        0        0      670      670      670      670      175      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6      6.9     13.6     63.1     71.5     91.4     92.0      8.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        3       18       19       22       22                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,110
COMMITMENTS
  21,355    3,130    4,670   22,965   41,400   48,990   49,200    3,120    2,910

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:      1,605)
       0        0        0    1,855    1,855    1,855    1,855     -250     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.0      6.0      9.0     44.1     79.4     94.0     94.4      6.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        3       14       18       17       22                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      172,021
COMMITMENTS
  16,515        0   10,355  119,862  136,431  146,732  146,786   25,289   25,235

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:      8,840)
   5,120     -950      800    1,005    7,075    6,925    6,925    1,915    1,915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6      0.0      6.0     69.7     79.3     85.3     85.3     14.7     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       6        0        3       30       30       36       33                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 10/20/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      136,000
COMMITMENTS
  15,380      380    9,660   91,155  106,050  116,195  116,090   19,805   19,910

CHANGES FROM 10/13/20 (CHANGE IN OPEN INTEREST:      6,320)
   6,000      100     -100     -670    5,230    5,230    5,230    1,090    1,090

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.3      0.3      7.1     67.0     78.0     85.4     85.4     14.6     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        3       27       29       31       33                  



Updated October 23, 2020