ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
FUTURES ONLY POSITIONS AS OF 01/05/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       92,877
COMMITMENTS
   3,750    9,862        0   81,981   75,896   85,731   85,758    7,146    7,119

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      1,405)
      60        0        0    1,276    1,336    1,336    1,336       69       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0     10.6      0.0     88.3     81.7     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
FUTURES ONLY POSITIONS AS OF 01/05/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       79,277
COMMITMENTS
   3,610    9,332        0   68,125   62,430   71,735   71,762    7,542    7,515

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      1,705)
      60        0        0    1,345    1,405    1,405    1,405      300      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.6     11.8      0.0     85.9     78.7     90.5     90.5      9.5      9.5

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
FUTURES ONLY POSITIONS AS OF 01/05/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,686
COMMITMENTS
   1,075      615        0   21,050   21,246   22,125   21,861    4,561    4,825

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        700)
       0     -300        0      820    1,120      820      820     -120     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.0      2.3      0.0     78.9     79.6     82.9     81.9     17.1     18.1

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
FUTURES ONLY POSITIONS AS OF 01/05/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,141
COMMITMENTS
  12,350    9,864    2,560   35,424   38,165   50,334   50,589    3,807    3,552

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:       -321)
       0        0        0     -321     -321     -321     -321        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.8     18.2      4.7     65.4     70.5     93.0     93.4      7.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        2       18       19       23       22                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
FUTURES ONLY POSITIONS AS OF 01/05/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,270
COMMITMENTS
   1,700    6,874    3,136   28,794   23,992   33,630   34,002    2,640    2,268

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:       -505)
       0        0        0     -404     -404     -404     -404     -101     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.7     19.0      8.6     79.4     66.1     92.7     93.7      7.3      6.3

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
FUTURES ONLY POSITIONS AS OF 01/05/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,505
COMMITMENTS
     550   15,575      375   26,445   11,140   27,370   27,090    1,135    1,415

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        120)
       0        0        0        0        0        0        0      120      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     54.6      1.3     92.8     39.1     96.0     95.0      4.0      5.0

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
FUTURES ONLY POSITIONS AS OF 01/05/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       89,459
COMMITMENTS
  14,085    2,210    1,120   59,139   70,959   74,344   74,289   15,115   15,170

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      2,555)
       0      125        0    2,310    2,185    2,310    2,310      245      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7      2.5      1.3     66.1     79.3     83.1     83.0     16.9     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        3       18       22       22       26                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 01/05/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       85,549
COMMITMENTS
  14,740    4,040      380   55,569   66,274   70,689   70,694   14,860   14,855

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      2,435)
       0      100        0    2,345    2,165    2,345    2,265       90      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2      4.7      0.4     65.0     77.5     82.6     82.6     17.4     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        3       17       21       20       25                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 01/05/21                         |
--------------------------------------------------------------| 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 12/29/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     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
FUTURES ONLY POSITIONS AS OF 01/05/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,823
COMMITMENTS
     725   17,365    1,660   23,231    6,841   25,616   25,866    4,207    3,957

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:         20)
       0      -15       15        5       20       20       20        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.4     58.2      5.6     77.9     22.9     85.9     86.7     14.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        6        5       17       12       23       18                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
FUTURES ONLY POSITIONS AS OF 01/05/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       70,650
COMMITMENTS
  26,760        0      240   41,420   67,960   68,420   68,200    2,230    2,450

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        525)
    -300        0        0      825      525      525      525        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.9      0.0      0.3     58.6     96.2     96.8     96.5      3.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        1       14       16       17       17                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
FUTURES ONLY POSITIONS AS OF 01/05/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       68,630
COMMITMENTS
  25,885        0      240   40,665   66,275   66,790   66,515    1,840    2,115

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        275)
    -300        0        0      575      275      275      275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.7      0.0      0.3     59.3     96.6     97.3     96.9      2.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        1       15       13       18       14                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 01/05/21                         |
--------------------------------------------------------------| 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 12/29/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    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
FUTURES ONLY POSITIONS AS OF 01/05/21                         |
--------------------------------------------------------------| 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 12/29/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    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
FUTURES ONLY POSITIONS AS OF 01/05/21                         |
--------------------------------------------------------------| 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   11,110    8,100   13,350   13,555    2,800    2,595

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -65        0      -65        0       65        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1     32.0      1.7     68.8     50.2     82.7     83.9     17.3     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        4        1       13        7       14       12                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 01/05/21                         |
--------------------------------------------------------------| 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   10,925    8,245   13,545   13,530    2,245    2,260

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -65        0      -65        0       65        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.8     32.7      0.8     69.2     52.2     85.8     85.7     14.2     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        4        1       13        6       14       11                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 01/05/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       66,910
COMMITMENTS
  20,125   16,110    1,465   39,325   43,895   60,915   61,470    5,995    5,440

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     24.1      2.2     58.8     65.6     91.0     91.9      9.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        2        3       18       15       26       19                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 01/05/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       61,940
COMMITMENTS
  17,260   16,125    1,450   38,825   40,260   57,535   57,835    4,405    4,105

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.9     26.0      2.3     62.7     65.0     92.9     93.4      7.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        3        3       18       16       26       20                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 01/05/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,344
COMMITMENTS
  18,710   10,935    5,100   32,696   40,496   56,506   56,531    2,838    2,813

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     18.4      8.6     55.1     68.2     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
FUTURES ONLY POSITIONS AS OF 01/05/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,509
COMMITMENTS
  13,815    7,460    5,210   28,600   35,090   47,625   47,760    2,884    2,749

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.4     14.8     10.3     56.6     69.5     94.3     94.6      5.7      5.4

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
FUTURES ONLY POSITIONS AS OF 01/05/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      188,269
COMMITMENTS
     870   38,943   10,485  127,844   89,867  139,199  139,295   49,070   48,974

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        990)
       0     -250      250      423      673      673      673      317      317

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5     20.7      5.6     67.9     47.7     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
FUTURES ONLY POSITIONS AS OF 01/05/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      157,264
COMMITMENTS
     800   30,181   11,155  102,712   73,472  114,667  114,808   42,597   42,456

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      1,100)
       0     -167      235      745      912      980      980      120      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5     19.2      7.1     65.3     46.7     72.9     73.0     27.1     27.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        8        5       27       33       33       41                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 01/05/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,106
COMMITMENTS
   1,270    1,840    7,450   49,721   49,211   58,441   58,501    4,665    4,605

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        295)
       0      -25        0      260      285      260      260       35       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0      2.9     11.8     78.8     78.0     92.6     92.7      7.4      7.3

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
FUTURES ONLY POSITIONS AS OF 01/05/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,245
COMMITMENTS
   1,455    1,490    7,625   39,730   39,875   48,810   48,990    5,435    5,255

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      2.7     14.1     73.2     73.5     90.0     90.3     10.0      9.7

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
FUTURES ONLY POSITIONS AS OF 01/05/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,225
COMMITMENTS
   5,990    3,620    5,125   30,700   33,340   41,815   42,085    4,410    4,140

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        480)
       0        0        0      450      450      450      450       30       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      7.8     11.1     66.4     72.1     90.5     91.0      9.5      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        3       17       18       22       21                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
FUTURES ONLY POSITIONS AS OF 01/05/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,245
COMMITMENTS
  21,015    3,230    3,815   26,390   44,445   51,220   51,490    4,025    3,755

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:         20)
       0        0        0      -65      -65      -65      -65       85       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.0      5.8      6.9     47.8     80.5     92.7     93.2      7.3      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        3       16       19       19       23                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 01/05/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      193,020
COMMITMENTS
  30,400    2,317    5,818  128,639  156,982  164,857  165,117   28,163   27,903

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:      1,435)
       0        0        0    1,275    1,515    1,275    1,515      160      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7      1.2      3.0     66.6     81.3     85.4     85.5     14.6     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        5        4       31       30       37       37                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 01/05/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      156,835
COMMITMENTS
  27,430    1,574    6,510  103,181  129,162  137,121  137,246   19,714   19,589

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        690)
      65     -203        0      447      955      512      752      178      -62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.5      1.0      4.2     65.8     82.4     87.4     87.5     12.6     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       4        4        3       29       30       34       36                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
FUTURES ONLY POSITIONS AS OF 01/05/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,730
COMMITMENTS
   3,220      300      415   24,215   27,150   27,850   27,865    1,880    1,865

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        505)
       0        0        0      480      480      480      480       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8      1.0      1.4     81.4     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
FUTURES ONLY POSITIONS AS OF 01/05/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,320
COMMITMENTS
   2,600      335      650   24,210   26,490   27,460   27,475    1,860    1,845

CHANGES FROM 12/29/20 (CHANGE IN OPEN INTEREST:        505)
       0        0        0      480      480      480      480       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9      1.1      2.2     82.6     90.3     93.7     93.7      6.3      6.3

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



Updated January 08, 2021