ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       87,011
COMMITMENTS
   1,020    2,805        0   78,661   76,876   79,681   79,681    7,330    7,330

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        428)
       0        0        0      428      428      428      428        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      3.2      0.0     90.4     88.4     91.6     91.6      8.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        0       21       20       22       22                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       74,940
COMMITMENTS
     840    3,095        0   67,718   65,655   68,558   68,750    6,382    6,190

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        207)
       0        0        0      207      207      207      207        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1      4.1      0.0     90.4     87.6     91.5     91.7      8.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       20       20       21       21                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,900
COMMITMENTS
   1,820      960        0   19,175   19,765   20,995   20,725    3,905    4,175

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        -90)
       0        0        0      120      120      120      120     -210     -210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      3.9      0.0     77.0     79.4     84.3     83.2     15.7     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        0       14       16       17       17                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,669
COMMITMENTS
  11,560   10,390    3,185   44,501   45,871   59,246   59,446    3,423    3,223

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        445)
     -60        0        0      515      455      455      455      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4     16.6      5.1     71.0     73.2     94.5     94.9      5.5      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       18       19       22       22                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       42,899
COMMITMENTS
   2,065    6,680    3,290   35,568   31,153   40,923   41,123    1,976    1,776

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:       -392)
       0        0        0     -390     -390     -390     -390       -2       -2

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8     15.6      7.7     82.9     72.6     95.4     95.9      4.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        3       19       16       22       19                  
 
 
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE                           Code-064CZS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,821
COMMITMENTS
       0    2,920    1,800   16,990   14,473   18,790   19,193    2,031    1,628

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:       -120)
       0        0        0     -300     -300     -300     -300      180      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     14.0      8.6     81.6     69.5     90.2     92.2      9.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       17       13       18       15                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       91,628
COMMITMENTS
  13,705    2,418    2,660   58,423   69,700   74,788   74,778   16,840   16,850

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        755)
       0        0        0      740      735      740      735       15       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0      2.6      2.9     63.8     76.1     81.6     81.6     18.4     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        4        3       18       23       21       28                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       88,644
COMMITMENTS
  14,505    4,600    1,805   56,984   66,859   73,294   73,264   15,350   15,380

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        910)
       0        0        0      890      890      890      890       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4      5.2      2.0     64.3     75.4     82.7     82.6     17.3     17.4

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 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,301
COMMITMENTS
     825   11,425    2,765   15,113    4,933   18,703   19,123    4,598    4,178

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:         25)
       0        0        0       24       24       24       24        1        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5     49.0     11.9     64.9     21.2     80.3     82.1     19.7     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        6        4       17       11       22       17                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,061
COMMITMENTS
     825   10,825    2,890   15,153    5,573   18,868   19,288    4,193    3,773

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:         25)
       0        0        0       24       24       24       24        1        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6     46.9     12.5     65.7     24.2     81.8     83.6     18.2     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        6        4       17       10       22       16                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       70,410
COMMITMENTS
  33,160        0        0   35,400   68,300   68,560   68,300    1,850    2,110

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        365)
       0        0        0      260      545      260      545      105     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.1      0.0      0.0     50.3     97.0     97.4     97.0      2.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        0       13       16       16       16                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       69,975
COMMITMENTS
  32,285        0        0   36,080   68,080   68,365   68,080    1,610    1,895

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        410)
       0        0        0      410      410      410      410        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.1      0.0      0.0     51.6     97.3     97.7     97.3      2.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        0       14       14       17       14                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,540
COMMITMENTS
  24,770      210      215   29,875   54,745   54,860   55,170    2,680    2,370

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        575)
    -425        0        0      925      500      500      500       75       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.0      0.4      0.4     51.9     95.1     95.3     95.9      4.7      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        1        3       17       13       23       16                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,920
COMMITMENTS
  17,445      135      615   28,230   45,710   46,290   46,460    2,630    2,460

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        725)
    -400        0        0      950      550      550      550      175      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.7      0.3      1.3     57.7     93.4     94.6     95.0      5.4      5.0

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 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       68,300
COMMITMENTS
  20,140   15,200    1,945   40,130   45,395   62,215   62,540    6,085    5,760

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        800)
    -125     -100        0      925      900      800      800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.5     22.3      2.8     58.8     66.5     91.1     91.6      8.9      8.4

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 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,165
COMMITMENTS
  16,270   15,200    1,945   39,095   40,240   57,310   57,385    4,855    4,780

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        800)
    -125     -100        0      925      900      800      800        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.2     24.5      3.1     62.9     64.7     92.2     92.3      7.8      7.7

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 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,737
COMMITMENTS
  19,115   13,340    5,460   37,436   43,251   62,011   62,051    2,726    2,686

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        235)
     400      225     -300      140      315      240      240       -5       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.5     20.6      8.4     57.8     66.8     95.8     95.9      4.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        4       21       13       26       17                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,876
COMMITMENTS
  12,515    9,195    5,680   34,131   37,651   52,326   52,526    2,550    2,350

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        565)
     300      375     -295      565      490      570      570       -5       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.8     16.8     10.4     62.2     68.6     95.4     95.7      4.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        5       21       13       26       18                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      190,094
COMMITMENTS
   1,750   50,257    8,790  134,657   86,091  145,197  145,138   44,897   44,956

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      2,770)
     150     -575      260    1,864    2,589    2,274    2,274      496      496

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     26.4      4.6     70.8     45.3     76.4     76.4     23.6     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        8        4       28       30       33       39                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      153,386
COMMITMENTS
   1,650   37,012    9,480  105,699   70,313  116,829  116,805   36,557   36,581

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:      2,175)
     150     -550      360    1,213    1,938    1,723    1,748      452      427

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1     24.1      6.2     68.9     45.8     76.2     76.2     23.8     23.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        8        4       27       30       32       39                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       68,794
COMMITMENTS
   3,338    2,900    8,055   52,476   53,004   63,869   63,959    4,925    4,835

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        900)
       0        0        0      860      860      860      860       40       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      4.2     11.7     76.3     77.0     92.8     93.0      7.2      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        2       16       19       19       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,340
COMMITMENTS
   3,100    2,400    8,455   41,545   42,350   53,100   53,205    6,240    6,135

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        920)
       0        0        0      890      890      890      890       30       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2      4.0     14.2     70.0     71.4     89.5     89.7     10.5     10.3

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       42,770
COMMITMENTS
   6,295    2,965    6,325   26,645   30,275   39,265   39,565    3,505    3,205

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        290)
       0        0        0      395      350      395      350     -105      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7      6.9     14.8     62.3     70.8     91.8     92.5      8.2      7.5

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,600
COMMITMENTS
  21,540    3,255    4,810   21,100   39,385   47,450   47,450    3,150    3,150

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        280)
       0        0        0      315      315      315      315      -35      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.6      6.4      9.5     41.7     77.8     93.8     93.8      6.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        3       15       19       18       23                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      193,487
COMMITMENTS
  11,820    3,455    8,035  143,419  152,401  163,274  163,891   30,213   29,596

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:        704)
     205      -45       45      580      818      830      818     -127     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.1      1.8      4.2     74.1     78.8     84.4     84.7     15.6     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        2        3       29       31       35       34                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      131,485
COMMITMENTS
   7,180      325   10,060   93,855  100,710  111,095  111,095   20,390   20,390

CHANGES FROM 09/22/20 (CHANGE IN OPEN INTEREST:       -665)
       0        0        0     -855     -855     -855     -855      190      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      0.2      7.7     71.4     76.6     84.5     84.5     15.5     15.5

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



Updated October 02, 2020