ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       86,855
COMMITMENTS
   3,580    3,060        0   76,430   76,950   80,010   80,010    6,845    6,845

CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST:      3,870)
   1,200    1,375        0    2,715    2,540    3,915    3,915      -45      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      3.5      0.0     88.0     88.6     92.1     92.1      7.9      7.9

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       72,731
COMMITMENTS
   3,140    3,120        0   63,424   63,636   66,564   66,756    6,167    5,975

CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST:      2,057)
   1,200    1,200        0      917      917    2,117    2,117      -60      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      4.3      0.0     87.2     87.5     91.5     91.8      8.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       20       20       21       21                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,745
COMMITMENTS
   1,540      930        0   19,580   19,820   21,120   20,750    3,625    3,995

CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST:        545)
       0        0        0      610      610      610      610      -65      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.2      3.8      0.0     79.1     80.1     85.4     83.9     14.6     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        0       15       17       18       18                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,497
COMMITMENTS
  10,905    9,239    2,775   37,373   39,499   51,053   51,513    3,444    2,984

CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST:          5)
    -300     -656        0       19      615     -281      -41      286       46

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.0     17.0      5.1     68.6     72.5     93.7     94.5      6.3      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        2       18       19       21       22                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,390
COMMITMENTS
   1,885    6,159    3,331   29,264   25,370   34,480   34,860    1,910    1,530

CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST:       -223)
       0     -636       36     -506      370     -470     -230      247        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.2     16.9      9.2     80.4     69.7     94.8     95.8      5.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        3       16       17       19       20                  
 
 
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE                           Code-064CZS
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,739
COMMITMENTS
       0    3,840        0   19,480   16,252   19,480   20,092    2,259    1,647

CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST:       -370)
       0      600        0     -370     -970     -370     -370        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     17.7      0.0     89.6     74.8     89.6     92.4     10.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        0       16       13       16       15                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       90,524
COMMITMENTS
  14,685    1,990    1,490   58,604   71,244   74,779   74,724   15,745   15,800

CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST:        245)
     190       30     -185        0      170        5       15      240      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2      2.2      1.6     64.7     78.7     82.6     82.5     17.4     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        3       18       22       22       26                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       87,239
COMMITMENTS
  15,605    4,130      965   56,369   67,844   72,939   72,939   14,300   14,300

CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST:        150)
     125       30     -125        0       95        0        0      150      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.9      4.7      1.1     64.6     77.8     83.6     83.6     16.4     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        3       17       21       21       25                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,289
COMMITMENTS
     750   18,345    1,940   23,986    6,696   26,676   26,981    4,613    4,308

CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST:         15)
       0      -30        0       33       63       33       33      -18      -18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4     58.6      6.2     76.7     21.4     85.3     86.2     14.7     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        6        4       18       12       23       18                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,949
COMMITMENTS
     750   17,795    2,030   23,880    7,095   26,660   26,920    4,289    4,029

CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST:         15)
       0      -30        0       34       64       34       34      -19      -19

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4     57.5      6.6     77.2     22.9     86.1     87.0     13.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        6        4       17       11       22       17                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       68,950
COMMITMENTS
  28,340      100      240   38,453   66,448   67,033   66,788    1,917    2,162

CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST:        240)
    -400        0      240      400        0      240      240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.1      0.1      0.3     55.8     96.4     97.2     96.9      2.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        1       13       16       16       18                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       66,690
COMMITMENTS
  27,615      500      240   37,295   64,180   65,150   64,920    1,540    1,770

CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST:        240)
    -400        0      240      400        0      240      240        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.4      0.7      0.4     55.9     96.2     97.7     97.3      2.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        1       14       13       17       15                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,455
COMMITMENTS
  23,125        0      370   30,200   53,635   53,695   54,005    2,760    2,450

CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST:      2,965)
     175        0        0    2,815    2,990    2,990    2,990      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.0      0.0      0.7     53.5     95.0     95.1     95.7      4.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        0        4       17       13       22       17                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,075
COMMITMENTS
  16,650        0      720   28,335   45,165   45,705   45,885    2,370    2,190

CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST:      2,425)
     275        0        0    2,400    2,675    2,675    2,675     -250     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.6      0.0      1.5     58.9     93.9     95.1     95.4      4.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        0        4       17       13       22       17                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,155
COMMITMENTS
   2,210    5,550      280   11,815    8,665   14,305   14,495    2,850    2,660

CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST:        600)
       0      600        0      600        0      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.9     32.4      1.6     68.9     50.5     83.4     84.5     16.6     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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,790
COMMITMENTS
   2,760    5,540      120   11,615    8,805   14,495   14,465    2,295    2,325

CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST:        600)
       0      600        0      600        0      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4     33.0      0.7     69.2     52.4     86.3     86.2     13.7     13.8

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       68,685
COMMITMENTS
  20,880   16,240    1,420   40,435   45,635   62,735   63,295    5,950    5,390

CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST:        505)
     -45      -50        0      685      690      640      640     -135     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.4     23.6      2.1     58.9     66.4     91.3     92.2      8.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        3        2       18       16       25       20                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,055
COMMITMENTS
  17,670   16,220    1,420   39,080   40,850   58,170   58,490    4,885    4,565

CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST:        505)
     -45      -50        0      725      730      680      680     -175     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.0     25.7      2.3     62.0     64.8     92.3     92.8      7.7      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        3        2       18       16       25       20                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,694
COMMITMENTS
  18,210   11,400    5,280   34,185   41,030   57,675   57,710    3,019    2,984

CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST:         35)
     -75     -460      -15       85      500       -5       25       40       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.0     18.8      8.7     56.3     67.6     95.0     95.1      5.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        4       20       13       25       17                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,779
COMMITMENTS
  13,185    7,835    5,475   30,013   35,538   48,673   48,848    3,106    2,931

CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST:        -10)
     -50       40       10       10      -50      -30        0       20      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.5     15.1     10.6     58.0     68.6     94.0     94.3      6.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        4       20       13       25       17                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      191,246
COMMITMENTS
   1,265   42,821   10,330  129,527   87,972  141,122  141,123   50,124   50,123

CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST:      3,880)
     -35      135      105    2,186    1,986    2,256    2,226    1,624    1,654

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7     22.4      5.4     67.7     46.0     73.8     73.8     26.2     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        7        5       29       31       35       39                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      160,250
COMMITMENTS
   1,515   32,051   10,990  104,068   73,533  116,573  116,574   43,677   43,676

CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST:      2,911)
     210        5      -75      908    1,083    1,043    1,013    1,868    1,898

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     20.0      6.9     64.9     45.9     72.7     72.7     27.3     27.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        6        5       28       32       34       40                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       65,791
COMMITMENTS
   2,480    2,210    7,170   51,461   51,801   61,111   61,181    4,680    4,610

CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST:       -435)
    -125        0        0     -285     -410     -410     -410      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      3.4     10.9     78.2     78.7     92.9     93.0      7.1      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       16       19       18       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,745
COMMITMENTS
   2,520    1,760    7,620   41,115   41,945   51,255   51,325    5,490    5,420

CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST:        180)
    -125        0        0      305      180      180      180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      3.1     13.4     72.5     73.9     90.3     90.4      9.7      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       18       19       20       22                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,875
COMMITMENTS
   6,525    3,435    5,325   28,280   31,670   40,130   40,430    3,745    3,445

CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST:        310)
       0      300     -100      185     -115       85       85      225      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9      7.8     12.1     64.5     72.2     91.5     92.1      8.5      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        3       18       19       23       22                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,870
COMMITMENTS
  21,170    3,205    4,330   23,770   42,035   49,270   49,570    3,600    3,300

CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST:        225)
       0      200     -200       25     -175     -175     -175      400      400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.0      6.1      8.2     45.0     79.5     93.2     93.8      6.8      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        3       15       18       18       22                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      203,364
COMMITMENTS
  18,820      572    7,418  149,385  168,192  175,623  176,182   27,741   27,182

CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST:       -759)
     550      400     -265     -701     -286     -416     -151     -343     -608

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3      0.3      3.6     73.5     82.7     86.4     86.6     13.6     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       5        3        4       31       31       37       37                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      142,245
COMMITMENTS
  16,955      522    8,265   98,095  114,438  123,315  123,225   18,930   19,020

CHANGES FROM 11/10/20 (CHANGE IN OPEN INTEREST:      2,545)
     440      165     -315    2,645    2,920    2,770    2,770     -225     -225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9      0.4      5.8     69.0     80.5     86.7     86.6     13.3     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        2        4       27       30       31       35                  



Updated November 20, 2020