ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       89,265
COMMITMENTS
   3,650    9,642        0   78,504   72,481   82,154   82,123    7,111    7,142

CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST:     -3,612)
    -100     -220        0   -3,477   -3,415   -3,577   -3,635      -35       23

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1     10.8      0.0     87.9     81.2     92.0     92.0      8.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       19       18       20       20                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       76,443
COMMITMENTS
   3,610    8,507        0   65,292   60,394   68,902   68,901    7,541    7,542

CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST:     -2,834)
       0     -825        0   -2,833   -2,036   -2,833   -2,861       -1       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7     11.1      0.0     85.4     79.0     90.1     90.1      9.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       19       18       20       19                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,969
COMMITMENTS
  12,300    9,744    2,495   33,430   36,256   48,225   48,495    3,744    3,474

CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST:     -2,172)
     -50     -120      -65   -1,994   -1,909   -2,109   -2,094      -63      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.7     18.7      4.8     64.3     69.8     92.8     93.3      7.2      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        2       18       17       22       21                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,867
COMMITMENTS
   1,700    6,939    3,061   27,500   22,351   32,261   32,351    2,606    2,516

CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST:     -1,403)
       0       65      -75   -1,294   -1,641   -1,369   -1,651      -34      248

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9     19.9      8.8     78.9     64.1     92.5     92.8      7.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        2       16       15       19       18                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,850
COMMITMENTS
     575   15,560      350   25,775   10,595   26,700   26,505    1,150    1,345

CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST:       -655)
      25      -15      -25     -670     -545     -670     -585       15      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1     55.9      1.3     92.5     38.0     95.9     95.2      4.1      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       15       14       18       16                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       86,189
COMMITMENTS
  13,055    2,095    1,075   57,614   68,504   71,744   71,674   14,445   14,515

CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST:     -3,270)
  -1,030     -115      -45   -1,525   -2,455   -2,600   -2,615     -670     -655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1      2.4      1.2     66.8     79.5     83.2     83.2     16.8     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        2       17       21       21       24                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       82,279
COMMITMENTS
  13,680    3,755      355   54,014   63,939   68,049   68,049   14,230   14,230

CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST:     -3,270)
  -1,060     -285      -25   -1,555   -2,335   -2,640   -2,645     -630     -625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6      4.6      0.4     65.6     77.7     82.7     82.7     17.3     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        2       16       20       19       23                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,942
COMMITMENTS
     725   17,340    1,305   22,525    6,170   24,555   24,815    4,387    4,127

CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST:     -1,071)
       0     -565     -250     -749     -174     -999     -989      -72      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5     59.9      4.5     77.8     21.3     84.8     85.7     15.2     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        5        4       15       11       20       16                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,737
COMMITMENTS
     725   16,840    1,380   22,482    6,642   24,587   24,862    4,150    3,875

CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST:     -1,086)
       0     -525     -280     -749     -199   -1,029   -1,004      -57      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5     58.6      4.8     78.2     23.1     85.6     86.5     14.4     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        5        4       15       11       20       16                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       65,590
COMMITMENTS
  24,355        0      240   38,750   62,920   63,345   63,160    2,245    2,430

CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST:     -5,060)
  -2,405        0        0   -2,670   -5,040   -5,075   -5,040       15      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.1      0.0      0.4     59.1     95.9     96.6     96.3      3.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        1       13       14       16       15                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,933
COMMITMENTS
  21,195      100      165   26,803   48,198   48,163   48,463    2,770    2,470

CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST:     -3,430)
  -1,205      -25        0   -2,225   -3,425   -3,430   -3,450        0       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.6      0.2      0.3     52.6     94.6     94.6     95.2      5.4      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        2       17       11       21       14                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,753
COMMITMENTS
  15,470      100      515   25,258   40,808   41,243   41,423    2,510    2,330

CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST:     -2,840)
    -830      -25        0   -2,015   -2,835   -2,845   -2,860        5       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.4      0.2      1.2     57.7     93.3     94.3     94.7      5.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        2       17       11       21       14                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,830
COMMITMENTS
  19,660   15,775    1,400   37,140   41,555   58,200   58,730    5,630    5,100

CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST:     -3,080)
    -465     -335      -65   -2,185   -2,340   -2,715   -2,740     -365     -340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.8     24.7      2.2     58.2     65.1     91.2     92.0      8.8      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        2        2       18       13       26       16                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,065
COMMITMENTS
  17,045   15,775    1,400   36,490   38,040   54,935   55,215    4,130    3,850

CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST:     -2,875)
    -215     -350      -50   -2,335   -2,220   -2,600   -2,620     -275     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.9     26.7      2.4     61.8     64.4     93.0     93.5      7.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        2        2       18       14       26       17                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,838
COMMITMENTS
  18,345    9,600    4,920   29,755   38,520   53,020   53,040    2,818    2,798

CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST:     -3,506)
    -365   -1,335     -180   -2,941   -1,976   -3,486   -3,491      -20      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.9     17.2      8.8     53.3     69.0     95.0     95.0      5.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        3        3       21       12       26       16                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,636
COMMITMENTS
  13,825    6,315    5,055   25,927   33,557   44,807   44,927    2,829    2,709

CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST:     -2,873)
      10   -1,145     -155   -2,673   -1,533   -2,818   -2,833      -55      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.0     13.3     10.6     54.4     70.4     94.1     94.3      5.9      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        3        3       21       11       26       15                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      180,031
COMMITMENTS
     700   36,930   10,385  122,852   86,648  133,937  133,963   46,094   46,068

CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST:     -8,238)
    -170   -2,013     -100   -4,992   -3,219   -5,262   -5,332   -2,976   -2,906

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4     20.5      5.8     68.2     48.1     74.4     74.4     25.6     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        8        5       27       29       33       37                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      150,332
COMMITMENTS
     700   29,283   10,860   99,095   70,563  110,655  110,706   39,677   39,626

CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST:     -6,932)
    -100     -898     -295   -3,617   -2,909   -4,012   -4,102   -2,920   -2,830

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     19.5      7.2     65.9     46.9     73.6     73.6     26.4     26.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        8        5       26       30       32       38                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,571
COMMITMENTS
     965    1,495    7,200   48,051   47,571   56,216   56,266    4,355    4,305

CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST:     -2,535)
    -305     -345     -250   -1,670   -1,640   -2,225   -2,235     -310     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      2.5     11.9     79.3     78.5     92.8     92.9      7.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        2       16       16       19       19                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,215
COMMITMENTS
   1,345    1,220    7,300   38,055   38,350   46,700   46,870    5,515    5,345

CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST:     -2,030)
    -110     -270     -325   -1,675   -1,525   -2,110   -2,120       80       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      2.3     14.0     72.9     73.4     89.4     89.8     10.6     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        2       19       17       22       20                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       44,665
COMMITMENTS
   6,055    3,655    4,725   29,530   32,200   40,310   40,580    4,355    4,085

CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST:     -1,560)
      65       35     -400   -1,170   -1,140   -1,505   -1,505      -55      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6      8.2     10.6     66.1     72.1     90.2     90.9      9.8      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        1       16       18       20       20                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,735
COMMITMENTS
  21,080    3,155    3,450   24,910   42,900   49,440   49,505    4,295    4,230

CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST:     -1,510)
      65      -75     -365   -1,480   -1,545   -1,780   -1,985      270      475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.2      5.9      6.4     46.4     79.8     92.0     92.1      8.0      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        2       14       19       17       22                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      199,883
COMMITMENTS
  30,205    3,077    4,893  137,699  165,060  172,797  173,030   27,086   26,853

CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST:     -6,073)
    -195      760     -925   -3,876   -4,858   -4,996   -5,023   -1,077   -1,050

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1      1.5      2.4     68.9     82.6     86.4     86.6     13.6     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       4        5        3       27       30       33       36                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      155,450
COMMITMENTS
  26,245    2,294    6,220  104,524  128,762  136,989  137,276   18,461   18,174

CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST:     -1,385)
  -1,185      720     -290    1,343     -400     -132       30   -1,253   -1,415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9      1.5      4.0     67.2     82.8     88.1     88.3     11.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        5        3       27       27       32       33                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,510
COMMITMENTS
   3,015      300      355   23,350   26,065   26,720   26,720    1,790    1,790

CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST:     -1,220)
    -205        0      -60     -865   -1,085   -1,130   -1,145      -90      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.6      1.1      1.2     81.9     91.4     93.7     93.7      6.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        2       11        7       14       10                  
 
 
PJM.ATSI_month_off_dap - NODAL EXCHANGE                              Code-064FZB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/12/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,150
COMMITMENTS
   2,420      410      575   23,410   25,420   26,405   26,405    1,745    1,745

CHANGES FROM 01/05/21 (CHANGE IN OPEN INTEREST:     -1,170)
    -180       75      -75     -800   -1,070   -1,055   -1,070     -115     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6      1.5      2.0     83.2     90.3     93.8     93.8      6.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        2       11        7       14       10                  



Updated January 15, 2021