ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       85,453
COMMITMENTS
   1,020    2,805        0   77,163   75,378   78,183   78,183    7,270    7,270

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:        680)
       0        0        0      790      790      790      790     -110     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      3.3      0.0     90.3     88.2     91.5     91.5      8.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        0       20       20       21       22                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       73,878
COMMITMENTS
     840    3,095        0   66,731   64,668   67,571   67,763    6,307    6,115

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:      1,030)
       0        0        0    1,210    1,210    1,210    1,210     -180     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      4.2      0.0     90.3     87.5     91.5     91.7      8.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       20       19       21       20                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,975
COMMITMENTS
   1,120      960        0   19,790   19,680   20,910   20,640    4,065    4,335

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:       -150)
       0        0        0     -150     -150     -150     -150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5      3.8      0.0     79.2     78.8     83.7     82.6     16.3     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        0       14       13       17       14                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       61,934
COMMITMENTS
  11,620   10,340    3,185   43,705   45,245   58,510   58,770    3,424    3,164

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:        712)
       0     -600        0      743    1,343      743      743      -31      -31

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.8     16.7      5.1     70.6     73.1     94.5     94.9      5.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        3       17       19       21       22                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,268
COMMITMENTS
   2,065    6,680    3,290   35,865   31,510   41,220   41,480    2,048    1,788

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:      1,860)
       0     -600        0    1,860    2,460    1,860    1,860        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8     15.4      7.6     82.9     72.8     95.3     95.9      4.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        3       18       16       21       19                  
 
 
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE                           Code-064CZS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,671
COMMITMENTS
       0    2,920    1,800   17,120   14,560   18,920   19,280    1,751    1,391

CHANGES FROM 09/08/20 (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     14.1      8.7     82.8     70.4     91.5     93.3      8.5      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       16       12       17       14                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       90,333
COMMITMENTS
  12,505    2,418    2,660   58,343   68,425   73,508   73,503   16,825   16,830

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:        335)
       0        0        0       80       80       80       80      255      255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8      2.7      2.9     64.6     75.7     81.4     81.4     18.6     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        4        3       18       22       21       27                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       87,184
COMMITMENTS
  13,305    4,600    1,805   56,764   65,439   71,874   71,844   15,310   15,340

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:        830)
       0        0        0      660      660      660      660      170      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3      5.3      2.1     65.1     75.1     82.4     82.4     17.6     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        3       18       22       21       26                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,651
COMMITMENTS
   1,360   11,360    2,230   14,423    4,924   18,013   18,514    4,638    4,137

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0     50.2      9.8     63.7     21.7     79.5     81.7     20.5     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        5        4       16        9       21       15                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,436
COMMITMENTS
   1,360   10,760    2,355   14,508    5,549   18,223   18,664    4,213    3,772

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1     48.0     10.5     64.7     24.7     81.2     83.2     18.8     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        5        4       16        9       21       15                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       69,220
COMMITMENTS
  32,760        0        0   34,640   66,855   67,400   66,855    1,820    2,365

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:        900)
       0        0        0      795      795      795      795      105      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.3      0.0      0.0     50.0     96.6     97.4     96.6      2.6      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        0       13       14       16       14                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       68,590
COMMITMENTS
  31,785        0        0   35,120   66,620   66,905   66,620    1,685    1,970

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.3      0.0      0.0     51.2     97.1     97.5     97.1      2.5      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        0       14       13       17       13                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,630
COMMITMENTS
  24,870      235      205   28,800   53,745   53,875   54,185    2,755    2,445

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:        675)
     225        0        0      450      675      675      675        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.9      0.4      0.4     50.9     94.9     95.1     95.7      4.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        1        3       16       13       22       16                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,860
COMMITMENTS
  17,520      160      605   27,130   44,660   45,255   45,425    2,605    2,435

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:        375)
      75        0        0      300      375      375      375        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.6      0.3      1.3     56.7     93.3     94.6     94.9      5.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        1        4       16       13       22       17                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,080
COMMITMENTS
  20,265   15,300    1,845   38,785   44,075   60,895   61,220    6,185    5,860

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:         45)
      45     -300        0        0      345       45       45        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.2     22.8      2.8     57.8     65.7     90.8     91.3      9.2      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        2        4       16       15       24       20                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,980
COMMITMENTS
  16,395   15,300    1,845   37,750   38,920   55,990   56,065    4,990    4,915

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:         45)
      45     -300        0        0      345       45       45        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.9     25.1      3.0     61.9     63.8     91.8     91.9      8.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        2        4       16       15       24       20                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,042
COMMITMENTS
  19,015   13,190    5,435   36,886   42,751   61,336   61,376    2,706    2,666

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:        770)
      75      125       50      595      545      720      720       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.7     20.6      8.5     57.6     66.8     95.8     95.8      4.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        4       20       13       25       17                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,576
COMMITMENTS
  12,215    8,745    5,650   33,156   36,826   51,021   51,221    2,555    2,355

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:        725)
     725      -50       50      -50      725      725      725        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.8     16.3     10.5     61.9     68.7     95.2     95.6      4.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        4       20       13       25       17                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      184,749
COMMITMENTS
   1,625   49,232    9,125  130,378   82,727  141,128  141,084   43,621   43,665

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:        845)
       0      420       80     -100     -545      -20      -45      865      890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     26.6      4.9     70.6     44.8     76.4     76.4     23.6     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        8        4       29       30       34       39                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      148,686
COMMITMENTS
   1,525   35,862    9,595  102,524   68,148  113,644  113,605   35,042   35,081

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:      2,160)
       0    1,095       80    1,065      -55    1,145    1,120    1,015    1,040

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0     24.1      6.5     69.0     45.8     76.4     76.4     23.6     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        8        4       28       29       33       38                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,289
COMMITMENTS
   1,068    3,330    7,625   53,726   51,554   62,419   62,509    4,870    4,780

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:        140)
       0     -100      100       -5       95       95       95       45       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      4.9     11.3     79.8     76.6     92.8     92.9      7.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        2       16       19       19       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,645
COMMITMENTS
   1,030    3,030    7,825   42,340   40,445   51,195   51,300    6,450    6,345

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:       -130)
       0        0        0        0        0        0        0     -130     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      5.3     13.6     73.4     70.2     88.8     89.0     11.2     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       19       20       21       23                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       42,380
COMMITMENTS
   6,795    2,965    6,325   25,700   29,875   38,820   39,165    3,560    3,215

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:       -480)
       0      410     -125     -310     -720     -435     -435      -45      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0      7.0     14.9     60.6     70.5     91.6     92.4      8.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        3       17       19       21       22                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,320
COMMITMENTS
  22,040    3,255    4,810   20,285   38,950   47,135   47,015    3,185    3,305

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:        395)
       0      350      -50      345     -125      295      175      100      220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.8      6.5      9.6     40.3     77.4     93.7     93.4      6.3      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        3       15       18       18       22                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      187,354
COMMITMENTS
  11,565    1,300    7,990  137,402  148,022  156,957  157,312   30,397   30,042

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:      1,274)
     300     -310      300      295      857      895      847      378      427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2      0.7      4.3     73.3     79.0     83.8     84.0     16.2     16.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        3        3       29       31       35       34                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      127,735
COMMITMENTS
   9,380      325    7,860   90,440   99,495  107,680  107,680   20,055   20,055

CHANGES FROM 09/08/20 (CHANGE IN OPEN INTEREST:      1,705)
     600      -50        0      865    1,515    1,465    1,465      240      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      0.3      6.2     70.8     77.9     84.3     84.3     15.7     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        3       25       27       29       30                  



Updated September 18, 2020