ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       91,448
COMMITMENTS
   3,690    9,327        0   80,690   75,080   84,380   84,407    7,068    7,041

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        380)
       0        0        0       80       80       80       80      300      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0     10.2      0.0     88.2     82.1     92.3     92.3      7.7      7.7

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 12/21/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       77,469
COMMITMENTS
   3,550    8,757        0   67,022   61,842   70,572   70,599    6,897    6,870

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        180)
       0        0        0     -120     -120     -120     -120      300      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6     11.3      0.0     86.5     79.8     91.1     91.1      8.9      8.9

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 12/21/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,986
COMMITMENTS
   1,075      915        0   20,230   20,126   21,305   21,041    4,681    4,945

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        450)
       0        0        0      325      325      325      325      125      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      3.5      0.0     77.8     77.4     82.0     81.0     18.0     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        0       14       17       17       18                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,562
COMMITMENTS
  12,350    9,864    2,560   35,475   38,216   50,385   50,640    3,177    2,922

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:         76)
      80      300        0       -4     -224       76       76        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1     18.4      4.8     66.2     71.3     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 12/21/20          |
--------------------------------------------------------------| 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    6,874    3,136   28,448   23,646   33,284   33,656    2,146    1,774

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:          0)
       0      300        0      -60     -360      -60      -60       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8     19.4      8.9     80.3     66.7     93.9     95.0      6.1      5.0

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 12/21/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,385
COMMITMENTS
     550   15,575      375   26,445   11,140   27,370   27,090    1,015    1,295

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        110)
       0       80        0      110       30      110      110        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9     54.9      1.3     93.2     39.2     96.4     95.4      3.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       16       15       19       17                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       87,034
COMMITMENTS
  14,085    2,085    1,120   56,959   68,904   72,164   72,109   14,870   14,925

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        125)
       0        0        0      445      445      445      445     -320     -320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2      2.4      1.3     65.4     79.2     82.9     82.9     17.1     17.1

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 12/21/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       83,244
COMMITMENTS
  14,740    3,940      380   53,354   64,239   68,474   68,559   14,770   14,685

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:         60)
       0        0        0      460      460      460      460     -400     -400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7      4.7      0.5     64.1     77.2     82.3     82.4     17.7     17.6

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 12/21/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,013
COMMITMENTS
     725   17,905    1,555   23,274    6,344   25,554   25,804    4,459    4,209

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:          0)
       0      -50        0        0       50        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4     59.7      5.2     77.5     21.1     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 12/21/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,803
COMMITMENTS
     725   17,380    1,645   23,226    6,821   25,596   25,846    4,207    3,957

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:          0)
       0      -50        0       -1       49       -1       -1        1        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4     58.3      5.5     77.9     22.9     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 12/21/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,610
COMMITMENTS
  25,860        0      240   39,380   65,020   65,480   65,260    2,130    2,350

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:         30)
       0        0        0       30       30       30       30        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.2      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 12/21/20          |
--------------------------------------------------------------| 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 12/15/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 12/21/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,363
COMMITMENTS
  22,400      125      165   29,028   51,623   51,593   51,913    2,770    2,450

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        200)
      25      125      -25       60      -40       60       60      140      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.2      0.2      0.3     53.4     95.0     94.9     95.5      5.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        2       17       12       21       15                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,593
COMMITMENTS
  16,300      125      515   27,273   43,643   44,088   44,283    2,505    2,310

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        150)
      25      125      -25       60      -40       60       60       90       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.0      0.3      1.1     58.5     93.7     94.6     95.0      5.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        2       17       12       21       15                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20          |
--------------------------------------------------------------| 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 12/15/20 (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 12/21/20          |
--------------------------------------------------------------| 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 12/15/20 (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 12/21/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       66,900
COMMITMENTS
  20,120   16,140    1,435   39,325   43,860   60,880   61,435    6,020    5,465

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        120)
     100       20       20        0       80      120      120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.1     24.1      2.1     58.8     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 12/21/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       61,915
COMMITMENTS
  17,275   16,175    1,400   38,810   40,210   57,485   57,785    4,430    4,130

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        100)
     100       50        0        0       50      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.9     26.1      2.3     62.7     64.9     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 12/21/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,129
COMMITMENTS
  18,535   10,935    5,100   32,662   40,287   56,297   56,322    2,832    2,807

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        580)
     470      180        0      130      400      600      580      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.3     18.5      8.6     55.2     68.1     95.2     95.3      4.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        3        4       21       13       26       17                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,294
COMMITMENTS
  13,640    7,460    5,210   28,566   34,881   47,416   47,551    2,878    2,743

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        470)
     470      180     -110      130      400      490      470      -20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.1     14.8     10.4     56.8     69.4     94.3     94.5      5.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        4       21       12       26       16                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      186,169
COMMITMENTS
     920   38,983   10,220  126,461   88,494  137,601  137,697   48,568   48,472

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:       -255)
    -230      215     -380      175     -270     -435     -435      180      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     20.9      5.5     67.9     47.5     73.9     74.0     26.1     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        7        5       28       32       34       40                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      155,109
COMMITMENTS
     830   30,168   10,925  101,037   71,840  112,792  112,933   42,317   42,176

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:       -910)
    -200      315     -380     -485   -1,000   -1,065   -1,065      155      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     19.4      7.0     65.1     46.3     72.7     72.8     27.3     27.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        7        5       27       33       33       41                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,096
COMMITMENTS
   1,320    1,865    7,450   49,711   49,226   58,481   58,541    4,615    4,555

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:        -15)
       0        0        0     -100     -100     -100     -100       85       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      3.0     11.8     78.8     78.0     92.7     92.8      7.3      7.2

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 12/21/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,525
COMMITMENTS
   1,505    1,490    7,625   39,960   40,155   49,090   49,270    5,435    5,255

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       35       35       35       35       40       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      2.7     14.0     73.3     73.6     90.0     90.4     10.0      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 12/21/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,450
COMMITMENTS
   7,190    3,670    5,125   28,755   32,545   41,070   41,340    4,380    4,110

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:       -130)
       0     -100        0       50      150       50       50     -180     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8      8.1     11.3     63.3     71.6     90.4     91.0      9.6      9.0

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 12/21/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,925
COMMITMENTS
  22,215    3,280    3,815   24,935   44,140   50,965   51,235    3,960    3,690

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:         80)
     180     -100        0     -100      180       80       80        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.4      6.0      6.9     45.4     80.4     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 12/21/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      199,660
COMMITMENTS
  26,725    2,292    6,713  140,344  164,587  173,782  173,592   25,878   26,068

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:      3,665)
   5,025       25       45     -720    4,370    4,350    4,440     -684     -775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4      1.1      3.4     70.3     82.4     87.0     86.9     13.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        5        5       31       30       38       37                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      154,415
COMMITMENTS
  23,690    1,742    7,345  103,604  125,437  134,639  134,524   19,776   19,891

CHANGES FROM 12/15/20 (CHANGE IN OPEN INTEREST:     11,100)
   5,300     -125      -25    5,135   10,560   10,410   10,410      690      690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3      1.1      4.8     67.1     81.2     87.2     87.1     12.8     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        5        3       29       30       33       37                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/21/20          |
--------------------------------------------------------------| 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 12/15/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 12/21/20          |
--------------------------------------------------------------| 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 12/15/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 28, 2020