ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       91,068
COMMITMENTS
   3,690    9,327        0   80,610   75,000   84,300   84,327    6,768    6,741

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:        738)
    -120      670        0      832       57      712      727       26       11

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1     10.2      0.0     88.5     82.4     92.6     92.6      7.4      7.4

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 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       77,289
COMMITMENTS
   3,550    8,757        0   67,142   61,962   70,692   70,719    6,597    6,570

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:        465)
    -120      420        0      570       45      450      465       15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6     11.3      0.0     86.9     80.2     91.5     91.5      8.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       21       19       22       20                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,536
COMMITMENTS
   1,075      915        0   19,905   19,801   20,980   20,716    4,556    4,820

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:        191)
    -300        0        0       65     -139     -235     -139      426      330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      3.6      0.0     77.9     77.5     82.2     81.1     17.8     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        0       14       16       17       17                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,486
COMMITMENTS
  12,270    9,564    2,560   35,479   38,440   50,309   50,564    3,177    2,922

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:        509)
     150      100     -150      285      335      285      285      224      224

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.9     17.9      4.8     66.3     71.9     94.1     94.5      5.9      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        2       17       19       22       22                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       35,430
COMMITMENTS
   1,700    6,574    3,136   28,508   24,006   33,344   33,716    2,086    1,714

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:      1,500)
     100      100      -70    1,395    1,395    1,425    1,425       75       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8     18.6      8.9     80.5     67.8     94.1     95.2      5.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        3       16       20       20       23                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,275
COMMITMENTS
     550   15,495      375   26,335   11,110   27,260   26,980    1,015    1,295

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:       -110)
     -60        0       10      -90     -150     -140     -140       30       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9     54.8      1.3     93.1     39.3     96.4     95.4      3.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       15       15       18       17                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       86,909
COMMITMENTS
  14,085    2,085    1,120   56,514   68,459   71,719   71,664   15,190   15,245

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:        205)
       0        0        0      120      120      120      120       85       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2      2.4      1.3     65.0     78.8     82.5     82.5     17.5     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        3       17       22       21       26                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       83,184
COMMITMENTS
  14,740    3,940      380   52,894   63,779   68,014   68,099   15,170   15,085

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:        295)
       0        0        0        5       85        5       85      290      210

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7      4.7      0.5     63.6     76.7     81.8     81.9     18.2     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        3       15       21       18       25                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,013
COMMITMENTS
     725   17,955    1,555   23,274    6,294   25,554   25,804    4,459    4,209

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:         60)
       0        0        0      -72      -72      -72      -72      132      132

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4     59.8      5.2     77.5     21.0     85.1     86.0     14.9     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        6        4       17       12       22       18                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,803
COMMITMENTS
     725   17,430    1,645   23,227    6,772   25,597   25,847    4,206    3,956

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      -82      -82      -82      -82      182      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4     58.5      5.5     77.9     22.7     85.9     86.7     14.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        6        4       17       12       22       18                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,580
COMMITMENTS
  25,860        0      240   39,350   64,990   65,450   65,230    2,130    2,350

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:      1,810)
       0        0        0    1,480    1,510    1,480    1,510      330      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.3      0.0      0.4     58.2     96.2     96.8     96.5      3.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        1       13       17       16       18                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       65,730
COMMITMENTS
  24,985        0      240   38,765   63,475   63,990   63,715    1,740    2,015

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:      1,720)
       0        0        0    1,350    1,350    1,350    1,350      370      370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.0      0.0      0.4     59.0     96.6     97.4     96.9      2.6      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        1       14       14       17       15                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,163
COMMITMENTS
  22,375        0      190   28,968   51,663   51,533   51,853    2,630    2,310

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:        773)
      35        0        0      808      843      843      843      -70      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.3      0.0      0.4     53.5     95.4     95.1     95.7      4.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        0        3       17       12       22       15                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,443
COMMITMENTS
  16,275        0      540   27,213   43,683   44,028   44,223    2,415    2,220

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:        793)
      35        0        0      808      843      843      843      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.0      0.0      1.2     58.6     94.1     94.8     95.2      5.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        0        3       17       12       22       15                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,150
COMMITMENTS
   1,960    5,175      280   11,175    8,100   13,415   13,555    2,735    2,595

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1     32.0      1.7     69.2     50.2     83.1     83.9     16.9     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        4        1       14        7       15       12                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,790
COMMITMENTS
   2,500    5,165      120   10,990    8,245   13,610   13,530    2,180    2,260

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8     32.7      0.8     69.6     52.2     86.2     85.7     13.8     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        4        1       14        6       15       11                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       66,780
COMMITMENTS
  20,020   16,120    1,415   39,325   43,780   60,760   61,315    6,020    5,465

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:      1,325)
       0      -25       15      755      785      770      775      555      550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.0     24.1      2.1     58.9     65.6     91.0     91.8      9.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        3        3       18       15       26       19                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       61,815
COMMITMENTS
  17,175   16,125    1,400   38,810   40,160   57,385   57,685    4,430    4,130

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:      1,575)
       0        0        0    1,575    1,575    1,575    1,575        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.8     26.1      2.3     62.8     65.0     92.8     93.3      7.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        3        2       18       16       25       20                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       58,549
COMMITMENTS
  18,065   10,755    5,100   32,532   39,887   55,697   55,742    2,852    2,807

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:        220)
     220        0        0        0      220      220      220        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.9     18.4      8.7     55.6     68.1     95.1     95.2      4.9      4.8

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 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,824
COMMITMENTS
  13,170    7,280    5,320   28,436   34,481   46,926   47,081    2,898    2,743

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:        100)
     100        0        0        0      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.4     14.6     10.7     57.1     69.2     94.2     94.5      5.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        4       20       12       25       16                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      186,424
COMMITMENTS
   1,150   38,768   10,600  126,286   88,764  138,036  138,132   48,388   48,292

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:      2,515)
     -35      445      -90    2,597    2,107    2,472    2,462       43       53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6     20.8      5.7     67.7     47.6     74.0     74.1     26.0     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        8        5       28       32       34       41                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      156,019
COMMITMENTS
   1,030   29,853   11,305  101,522   72,840  113,857  113,998   42,162   42,021

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:      2,425)
     -10      325     -110    2,105    1,790    1,985    2,005      440      420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7     19.1      7.2     65.1     46.7     73.0     73.1     27.0     26.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        8        5       27       33       33       42                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,111
COMMITMENTS
   1,320    1,865    7,450   49,811   49,326   58,581   58,641    4,530    4,470

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:        -40)
    -710        0      410      260     -450      -40      -40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      3.0     11.8     78.9     78.2     92.8     92.9      7.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        2       16       18       19       21                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,450
COMMITMENTS
   1,505    1,490    7,625   39,925   40,120   49,055   49,235    5,395    5,215

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:        -10)
    -610        0      210      390     -220      -10      -10        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      2.7     14.0     73.3     73.7     90.1     90.4      9.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        2       19       18       22       21                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,580
COMMITMENTS
   7,190    3,770    5,125   28,705   32,395   41,020   41,290    4,560    4,290

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:      1,225)
    -200        0      200    1,025      795    1,025      995      200      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8      8.3     11.2     63.0     71.1     90.0     90.6     10.0      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        3       17       17       22       20                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,845
COMMITMENTS
  22,035    3,380    3,815   25,035   43,960   50,885   51,155    3,960    3,690

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:      1,075)
       0        0        0    1,200    1,200    1,200    1,200     -125     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.2      6.2      7.0     45.6     80.2     92.8     93.3      7.2      6.7

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 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      195,994
COMMITMENTS
  21,700    2,267    6,668  141,064  160,216  169,432  169,151   26,562   26,843

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:        774)
   1,685       25     -415    1,551    1,242    2,821      852   -2,046      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1      1.2      3.4     72.0     81.7     86.4     86.3     13.6     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        4        4       31       30       38       36                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      143,315
COMMITMENTS
  18,390    1,867    7,370   98,469  114,877  124,229  124,114   19,086   19,201

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:      4,990)
     910      125     -275    4,115    4,900    4,750    4,750      240      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8      1.3      5.1     68.7     80.2     86.7     86.6     13.3     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        5        4       29       30       34       37                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,225
COMMITMENTS
   3,220      300      415   23,735   26,670   27,370   27,385    1,855    1,840

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:      1,375)
       0        0        0    1,375    1,375    1,375    1,375        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0      1.0      1.4     81.2     91.3     93.7     93.7      6.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        2       12        8       15       11                  
 
 
PJM.ATSI_month_off_dap - NODAL EXCHANGE                              Code-064FZB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/15/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,815
COMMITMENTS
   2,600      335      650   23,730   26,010   26,980   26,995    1,835    1,820

CHANGES FROM 12/08/20 (CHANGE IN OPEN INTEREST:      1,375)
       0        0        0    1,375    1,375    1,375    1,375        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0      1.2      2.3     82.4     90.3     93.6     93.7      6.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        2       12        7       15       10                  



Updated December 18, 2020