ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
FUTURES ONLY POSITIONS AS OF 09/07/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       82,420
COMMITMENTS
   1,365    3,139      300   75,000   73,611   76,665   77,050    5,755    5,370

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -4,605)
    -165     -676        0   -4,130   -3,617   -4,295   -4,293     -310     -312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      3.8      0.4     91.0     89.3     93.0     93.5      7.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        1       18       16       20       18                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
FUTURES ONLY POSITIONS AS OF 09/07/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       65,909
COMMITMENTS
   1,070    2,429       60   58,903   58,017   60,033   60,506    5,876    5,403

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -3,500)
    -170     -561        0   -3,112   -2,646   -3,282   -3,207     -218     -293

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6      3.7      0.1     89.4     88.0     91.1     91.8      8.9      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       15       16       17       17                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
FUTURES ONLY POSITIONS AS OF 09/07/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,550
COMMITMENTS
     750      500        0   20,672   20,554   21,422   21,054    3,128    3,496

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -1,590)
    -100      -50        0   -1,190   -1,225   -1,290   -1,275     -300     -315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      2.0      0.0     84.2     83.7     87.3     85.8     12.7     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       13       16       15       17                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
FUTURES ONLY POSITIONS AS OF 09/07/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,630
COMMITMENTS
   4,250    3,476    1,702   27,206   28,245   33,158   33,423    3,472    3,207

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -2,459)
     185     -680     -300   -2,517   -1,267   -2,632   -2,247      173     -212

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.6      9.5      4.6     74.3     77.1     90.5     91.2      9.5      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        2       16       19       19       23                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
FUTURES ONLY POSITIONS AS OF 09/07/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,195
COMMITMENTS
     266    6,198      940   23,401   17,376   24,607   24,514    1,588    1,681

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -1,832)
       5     -680      -55   -1,748     -925   -1,798   -1,660      -34     -172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     23.7      3.6     89.3     66.3     93.9     93.6      6.1      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        2       17       14       20       18                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
FUTURES ONLY POSITIONS AS OF 09/07/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,791
COMMITMENTS
       0    8,165      375   17,750    9,716   18,125   18,256    1,666    1,535

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -1,025)
       0   -1,910      -50     -905    1,020     -955     -940      -70      -85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     41.3      1.9     89.7     49.1     91.6     92.2      8.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        4        2       14       15       16       19                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 09/07/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       94,802
COMMITMENTS
  15,691    1,130      615   64,116   78,582   80,422   80,327   14,380   14,475

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -3,636)
    -885      -70       -5   -1,816   -2,452   -2,706   -2,527     -930   -1,109

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6      1.2      0.6     67.6     82.9     84.8     84.7     15.2     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        2       20       21       23       25                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 09/07/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       95,108
COMMITMENTS
  21,935    1,260      396   56,802   77,417   79,133   79,073   15,975   16,035

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -3,180)
    -765     -120        0   -1,960   -2,462   -2,725   -2,582     -455     -598

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1      1.3      0.4     59.7     81.4     83.2     83.1     16.8     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        3        2       18       20       22       24                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 09/07/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,085
COMMITMENTS
     870   10,950      746   21,197   11,322   22,813   23,018    3,272    3,067

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -1,946)
     -50     -945        0   -1,610     -715   -1,660   -1,660     -286     -286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     42.0      2.9     81.3     43.4     87.5     88.2     12.5     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        5        2       18       10       21       15                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 09/07/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,985
COMMITMENTS
     870   10,850      746   21,172   11,397   22,788   22,993    3,197    2,992

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -1,846)
     -50     -895        0   -1,535     -690   -1,585   -1,585     -261     -261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.3     41.8      2.9     81.5     43.9     87.7     88.5     12.3     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        5        2       18       10       21       15                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
FUTURES ONLY POSITIONS AS OF 09/07/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       44,262
COMMITMENTS
   9,990        0        0   31,833   41,763   41,823   41,763    2,439    2,499

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -5,195)
  -2,240        0        0   -2,770   -5,010   -5,010   -5,010     -185     -185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6      0.0      0.0     71.9     94.4     94.5     94.4      5.5      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        0       11       15       14       15                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
FUTURES ONLY POSITIONS AS OF 09/07/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,301
COMMITMENTS
   9,700    6,000        0   38,471   42,131   48,171   48,131    2,130    2,170

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -5,025)
  -2,060        0        0   -2,930   -4,980   -4,990   -4,980      -35      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.3     11.9      0.0     76.5     83.8     95.8     95.7      4.2      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        0       12       13       15       14                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 09/07/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,730
COMMITMENTS
  10,160    2,425       91   38,125   46,705   48,376   49,221    2,354    1,509

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -3,530)
    -555      -35        0   -2,860   -3,420   -3,415   -3,455     -115      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.0      4.8      0.2     75.2     92.1     95.4     97.0      4.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        3        3       18       14       22       20                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 09/07/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,680
COMMITMENTS
   8,385    2,425      446   36,650   43,375   45,481   46,246    2,199    1,434

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -3,060)
    -525      -35        0   -2,435   -2,960   -2,960   -2,995     -100      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.6      5.1      0.9     76.9     91.0     95.4     97.0      4.6      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        3        3       18       13       22       19                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 09/07/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       76,045
COMMITMENTS
  21,535      415    1,925   49,275   70,785   72,735   73,125    3,310    2,920

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -4,995)
  -1,175      -50     -175   -3,455   -4,600   -4,805   -4,825     -190     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3      0.5      2.5     64.8     93.1     95.6     96.2      4.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        4        4       18       14       23       20                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 09/07/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       73,090
COMMITMENTS
  20,220      615    1,925   48,375   68,180   70,520   70,720    2,570    2,370

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -4,960)
  -1,090      -75     -175   -3,515   -4,545   -4,780   -4,795     -180     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.7      0.8      2.6     66.2     93.3     96.5     96.8      3.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        4        4       19       16       24       22                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 09/07/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,819
COMMITMENTS
  13,005    2,695    2,295   34,942   45,371   50,242   50,361    4,577    4,458

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -3,763)
    -765       45     -185   -2,276   -3,086   -3,226   -3,226     -537     -537

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7      4.9      4.2     63.7     82.8     91.7     91.9      8.3      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        3        2       20       10       26       13                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 09/07/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,424
COMMITMENTS
   9,360    1,965    2,445   31,256   38,923   43,061   43,333    4,363    4,091

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -3,183)
    -530      100     -185   -1,835   -2,495   -2,550   -2,580     -633     -603

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.7      4.1      5.2     65.9     82.1     90.8     91.4      9.2      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        3        2       18        9       24       12                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 09/07/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      209,707
COMMITMENTS
     250   54,540      896  162,810  108,590  163,956  164,026   45,751   45,681

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:    -13,325)
     -35   -2,840      -50   -8,358   -5,558   -8,443   -8,448   -4,882   -4,877

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1     26.0      0.4     77.6     51.8     78.2     78.2     21.8     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        8        2       27       30       30       38                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 09/07/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      197,236
COMMITMENTS
     300   48,225    1,688  153,952  106,047  155,940  155,960   41,296   41,276

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -8,551)
     -35   -2,511      -10   -4,298   -1,827   -4,343   -4,348   -4,208   -4,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     24.5      0.9     78.1     53.8     79.1     79.1     20.9     20.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        7        3       28       30       33       37                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 09/07/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,248
COMMITMENTS
   4,610      820      654   37,599   41,514   42,863   42,988    6,385    6,260

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -1,483)
      40     -120     -203   -1,125     -965   -1,288   -1,288     -195     -195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.4      1.7      1.3     76.3     84.3     87.0     87.3     13.0     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        4       17       19       21       24                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 09/07/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       42,110
COMMITMENTS
   4,160      665      770   30,735   34,290   35,665   35,725    6,445    6,385

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -1,480)
      15      -75     -190   -1,015     -935   -1,190   -1,200     -290     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9      1.6      1.8     73.0     81.4     84.7     84.8     15.3     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       18       21       21       25                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
FUTURES ONLY POSITIONS AS OF 09/07/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,201
COMMITMENTS
   3,860    3,595      162   36,755   37,434   40,777   41,191    4,424    4,010

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -1,323)
    -265     -105     -162     -500     -566     -927     -833     -396     -490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      8.0      0.4     81.3     82.8     90.2     91.1      9.8      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        1       17       19       20       21                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
FUTURES ONLY POSITIONS AS OF 09/07/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,595
COMMITMENTS
  16,480    3,735       12   24,024   36,878   40,516   40,625    6,079    5,970

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -1,658)
    -440      -90      -12     -600     -861   -1,052     -963     -606     -695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.4      8.0      0.0     51.6     79.1     87.0     87.2     13.0     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        1       15       16       17       19                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 09/07/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      206,711
COMMITMENTS
  16,000      372    7,158  140,855  156,283  164,013  163,813   42,698   42,898

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:    -11,797)
  -3,640     -225    2,120   -7,207  -10,622   -8,727   -8,727   -3,070   -3,070

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.7      0.2      3.5     68.1     75.6     79.3     79.2     20.7     20.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       6        2        7       33       30       41       37                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 09/07/21                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      183,315
COMMITMENTS
   9,790      567   11,345  129,553  138,466  150,688  150,378   32,627   32,937

CHANGES FROM 08/31/21 (CHANGE IN OPEN INTEREST:     -4,092)
     505      -75     -200   -3,048   -2,473   -2,743   -2,748   -1,349   -1,344

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      0.3      6.2     70.7     75.5     82.2     82.0     17.8     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       7        1        3       32       28       40       31                  



Updated September 10, 2021