ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       89,485
COMMITMENTS
   3,620    9,667        0   78,754   72,676   82,374   82,343    7,111    7,142

CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST:        220)
     -30       25        0      250      195      220      220        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0     10.8      0.0     88.0     81.2     92.1     92.0      7.9      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 01/19/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       76,638
COMMITMENTS
   3,610    8,507        0   65,487   60,589   69,097   69,096    7,541    7,542

CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST:        195)
       0        0        0      195      195      195      195        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7     11.1      0.0     85.4     79.1     90.2     90.2      9.8      9.8

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 01/19/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,969
COMMITMENTS
  12,315    9,744    2,495   33,415   36,256   48,225   48,495    3,744    3,474

CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST:          0)
      15        0        0      -15        0        0        0        0        0

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 01/19/21          |
--------------------------------------------------------------| 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 01/12/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 01/19/21          |
--------------------------------------------------------------| 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   25,475   10,295   26,400   26,205    1,450    1,645

CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -300     -300     -300     -300      300      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1     55.9      1.3     91.5     37.0     94.8     94.1      5.2      5.9

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 01/19/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       86,644
COMMITMENTS
  13,055    2,120    1,075   58,564   69,429   72,694   72,624   13,950   14,020

CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST:        455)
       0       25        0      950      925      950      950     -495     -495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1      2.4      1.2     67.6     80.1     83.9     83.8     16.1     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        2       17       22       21       25                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       83,454
COMMITMENTS
  13,680    3,780      355   55,409   65,309   69,444   69,444   14,010   14,010

CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST:      1,175)
       0       25        0    1,395    1,370    1,395    1,395     -220     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4      4.5      0.4     66.4     78.3     83.2     83.2     16.8     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        2       16       21       19       24                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21          |
--------------------------------------------------------------| 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 01/12/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 01/19/21          |
--------------------------------------------------------------| 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 01/12/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 01/19/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,090
COMMITMENTS
  24,655        0      240   39,950   64,420   64,845   64,660    2,245    2,430

CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST:      1,500)
     300        0        0    1,200    1,500    1,500    1,500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.7      0.0      0.4     59.5     96.0     96.7     96.4      3.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        1       13       15       16       16                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       68,030
COMMITMENTS
  23,780        0      240   42,110   65,730   66,130   65,970    1,900    2,060

CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.0      0.0      0.4     61.9     96.6     97.2     97.0      2.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        1       14       13       17       14                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,583
COMMITMENTS
  21,195      100      165   26,873   48,268   48,233   48,533    3,350    3,050

CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST:        650)
       0        0        0       70       70       70       70      580      580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.1      0.2      0.3     52.1     93.6     93.5     94.1      6.5      5.9

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 01/19/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       44,403
COMMITMENTS
  15,470      100      515   25,288   40,838   41,273   41,453    3,130    2,950

CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST:        650)
       0        0        0       30       30       30       30      620      620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.8      0.2      1.2     57.0     92.0     93.0     93.4      7.0      6.6

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 01/19/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,175
COMMITMENTS
  19,610   15,825    1,400   40,075   44,390   61,085   61,615    6,090    5,560

CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST:      3,345)
     -50       50        0    2,935    2,835    2,885    2,885      460      460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.2     23.6      2.1     59.7     66.1     90.9     91.7      9.1      8.3

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 01/19/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,815
COMMITMENTS
  16,995   15,825    1,400   39,595   41,045   57,990   58,270    4,825    4,545

CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST:      3,750)
     -50       50        0    3,105    3,005    3,055    3,055      695      695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.1     25.2      2.2     63.0     65.3     92.3     92.8      7.7      7.2

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 01/19/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,898
COMMITMENTS
  18,395    9,675    4,895   29,780   38,520   53,070   53,090    2,828    2,808

CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST:         60)
      50       75      -25       25        0       50       50       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.9     17.3      8.8     53.3     68.9     94.9     95.0      5.1      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 01/19/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,661
COMMITMENTS
  13,825    6,340    5,055   25,952   33,557   44,832   44,952    2,829    2,709

CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST:         25)
       0       25        0       25        0       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.0     13.3     10.6     54.5     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 01/19/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      182,738
COMMITMENTS
     900   37,535   10,585  125,400   88,791  136,885  136,911   45,853   45,827

CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST:      2,707)
     200      605      200    2,548    2,143    2,948    2,948     -241     -241

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     20.5      5.8     68.6     48.6     74.9     74.9     25.1     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        8        6       27       29       35       37                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      154,629
COMMITMENTS
     900   29,138   11,230  102,747   74,560  114,877  114,928   39,752   39,701

CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST:      4,297)
     200     -145      370    3,652    3,997    4,222    4,222       75       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6     18.8      7.3     66.4     48.2     74.3     74.3     25.7     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        8        6       26       30       34       38                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,531
COMMITMENTS
     965    1,495    7,200   48,031   47,551   56,196   56,246    4,335    4,285

CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST:        -40)
       0        0        0      -20      -20      -20      -20      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      2.5     11.9     79.3     78.6     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 01/19/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,375
COMMITMENTS
   1,295    1,220    7,300   37,255   37,500   45,850   46,020    5,525    5,355

CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST:       -840)
     -50        0        0     -800     -850     -850     -850       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      2.4     14.2     72.5     73.0     89.2     89.6     10.8     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       19       17       21       20                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,835
COMMITMENTS
   6,055    3,655    4,725   28,530   31,200   39,310   39,580    4,525    4,255

CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST:       -830)
       0        0        0   -1,000   -1,000   -1,000   -1,000      170      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8      8.3     10.8     65.1     71.2     89.7     90.3     10.3      9.7

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 01/19/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,835
COMMITMENTS
  21,080    3,155    3,450   23,885   41,875   48,415   48,480    4,420    4,355

CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST:       -900)
       0        0        0   -1,025   -1,025   -1,025   -1,025      125      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.9      6.0      6.5     45.2     79.3     91.6     91.8      8.4      8.2

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 01/19/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      200,750
COMMITMENTS
  30,205    3,427    4,893  137,711  164,722  172,809  173,042   27,941   27,708

CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST:        866)
       0      350        0       11     -339       11       11      855      855

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0      1.7      2.4     68.6     82.1     86.1     86.2     13.9     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        6        3       28       30       34       37                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      156,185
COMMITMENTS
  26,245    2,534    6,205  104,899  128,897  137,349  137,636   18,836   18,549

CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST:        735)
       0      240      -15      375      135      360      360      375      375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.8      1.6      4.0     67.2     82.5     87.9     88.1     12.1     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        5        2       28       27       32       33                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/19/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,465
COMMITMENTS
   3,015      300      355   25,300   28,015   28,670   28,670    1,795    1,795

CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST:      1,955)
       0        0        0    1,950    1,950    1,950    1,950        5        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9      1.0      1.2     83.0     92.0     94.1     94.1      5.9      5.9

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 01/19/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,090
COMMITMENTS
   2,420      410      575   25,385   27,395   28,380   28,380    1,710    1,710

CHANGES FROM 01/12/21 (CHANGE IN OPEN INTEREST:      1,940)
       0        0        0    1,975    1,975    1,975    1,975      -35      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      1.4      1.9     84.4     91.0     94.3     94.3      5.7      5.7

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



Updated January 22, 2021