ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       90,572
COMMITMENTS
   3,610   10,377        0   79,851   73,053   83,461   83,430    7,111    7,142

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      1,087)
     -10      710        0    1,097      377    1,087    1,087        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0     11.5      0.0     88.2     80.7     92.1     92.1      7.9      7.9

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 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       76,460
COMMITMENTS
   3,610    8,957        0   65,259   59,911   68,869   68,868    7,591    7,592

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:       -178)
       0      450        0     -228     -678     -228     -228       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7     11.7      0.0     85.4     78.4     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 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,320
COMMITMENTS
  12,315    7,344    2,495   31,706   36,947   46,516   46,786    3,804    3,534

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:     -1,649)
       0   -2,400        0   -1,709      691   -1,709   -1,709       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.5     14.6      5.0     63.0     73.4     92.4     93.0      7.6      7.0

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 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,382
COMMITMENTS
   1,700    6,939    3,061   26,770   21,621   31,531   31,621    2,851    2,761

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:       -485)
       0        0        0     -730     -730     -730     -730      245      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9     20.2      8.9     77.9     62.9     91.7     92.0      8.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        2       16       14       19       17                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| 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 01/19/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1     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 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       87,904
COMMITMENTS
  13,055    2,120    1,075   60,249   71,114   74,379   74,309   13,525   13,595

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      1,260)
       0        0        0    1,685    1,685    1,685    1,685     -425     -425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9      2.4      1.2     68.5     80.9     84.6     84.5     15.4     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        2       18       22       22       25                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       84,554
COMMITMENTS
  13,680    3,780      355   57,134   67,034   71,169   71,169   13,385   13,385

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      1,100)
       0        0        0    1,725    1,725    1,725    1,725     -625     -625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2      4.5      0.4     67.6     79.3     84.2     84.2     15.8     15.8

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 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,042
COMMITMENTS
     725   17,340    1,305   22,575    6,205   24,605   24,850    4,437    4,192

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        100)
       0        0        0       50       35       50       35       50       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5     59.7      4.5     77.7     21.4     84.7     85.6     15.3     14.4

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 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,787
COMMITMENTS
     725   16,840    1,380   22,532    6,677   24,637   24,897    4,150    3,890

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       50       35       50       35        0       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5     58.5      4.8     78.3     23.2     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 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,085
COMMITMENTS
  24,655        0      240   39,945   64,415   64,840   64,655    2,245    2,430

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:         -5)
       0        0        0       -5       -5       -5       -5        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.8      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 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       68,025
COMMITMENTS
  23,780        0      240   42,105   65,675   66,125   65,915    1,900    2,110

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:         -5)
       0        0        0       -5      -55       -5      -55        0       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.0      0.0      0.4     61.9     96.5     97.2     96.9      2.8      3.1

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 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,533
COMMITMENTS
  21,195      100      165   26,823   48,218   48,183   48,483    3,350    3,050

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0      -50      -50      -50      -50        0        0

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 01/26/21          |
--------------------------------------------------------------| 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 01/19/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,260
COMMITMENTS
  19,910   15,975    1,400   39,910   44,375   61,220   61,750    6,040    5,510

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:         85)
     300      150        0     -165      -15      135      135      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.6     23.8      2.1     59.3     66.0     91.0     91.8      9.0      8.2

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 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,050
COMMITMENTS
  17,820   15,975    1,400   40,005   42,130   59,225   59,505    4,825    4,545

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      1,235)
     825      150        0      410    1,085    1,235    1,235        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.8     24.9      2.2     62.5     65.8     92.5     92.9      7.5      7.1

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 01/26/21          |
--------------------------------------------------------------| 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 01/19/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 01/26/21          |
--------------------------------------------------------------| 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 01/19/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      185,856
COMMITMENTS
     900   37,865   10,395  129,702   92,778  140,997  141,038   44,859   44,818

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      3,118)
       0      330     -190    4,302    3,987    4,112    4,127     -994   -1,009

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     20.4      5.6     69.8     49.9     75.9     75.9     24.1     24.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        8        6       28       28       36       36                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      157,422
COMMITMENTS
     900   29,993   11,055  106,439   77,412  118,394  118,460   39,028   38,962

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      2,793)
       0      855     -175    3,692    2,852    3,517    3,532     -724     -739

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6     19.1      7.0     67.6     49.2     75.2     75.2     24.8     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        8        6       27       30       35       38                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,526
COMMITMENTS
     965    1,495    7,200   47,186   46,706   55,351   55,401    4,175    4,125

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:     -1,005)
       0        0        0     -845     -845     -845     -845     -160     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      2.5     12.1     79.3     78.5     93.0     93.1      7.0      6.9

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 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,025
COMMITMENTS
   1,295    1,220    7,300   37,375   37,620   45,970   46,140    5,055    4,885

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:       -350)
       0        0        0      120      120      120      120     -470     -470

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      2.4     14.3     73.2     73.7     90.1     90.4      9.9      9.6

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 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       44,130
COMMITMENTS
   6,055    3,655    4,725   28,685   31,350   39,465   39,730    4,665    4,400

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        295)
       0        0        0      155      150      155      150      140      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7      8.3     10.7     65.0     71.0     89.4     90.0     10.6     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        1       17       18       21       20                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,655
COMMITMENTS
  21,080    3,155    3,450   23,515   41,875   48,045   48,480    4,610    4,175

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:       -180)
       0        0        0     -370        0     -370        0      190     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.0      6.0      6.6     44.7     79.5     91.2     92.1      8.8      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 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      200,371
COMMITMENTS
  30,555    3,232    4,968  135,620  162,936  171,143  171,136   29,228   29,235

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:       -379)
     350     -195       75   -2,091   -1,786   -1,666   -1,906    1,287    1,527

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.2      1.6      2.5     67.7     81.3     85.4     85.4     14.6     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        6        4       29       30       36       37                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      158,552
COMMITMENTS
  26,245    2,699    6,220  106,184  129,777  138,649  138,696   19,903   19,856

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:      2,367)
       0      165       15    1,285      880    1,300    1,060    1,067    1,307

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6      1.7      3.9     67.0     81.9     87.4     87.5     12.6     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        5        3       29       27       34       33                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,430
COMMITMENTS
   3,015      300      355   25,265   27,980   28,635   28,635    1,795    1,795

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        -35)
       0        0        0      -35      -35      -35      -35        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9      1.0      1.2     83.0     91.9     94.1     94.1      5.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        2       11        8       14       11                  
 
 
PJM.ATSI_month_off_dap - NODAL EXCHANGE                              Code-064FZB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/26/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,030
COMMITMENTS
   2,420      410      575   25,325   27,335   28,320   28,320    1,710    1,710

CHANGES FROM 01/19/21 (CHANGE IN OPEN INTEREST:        -60)
       0        0        0      -60      -60      -60      -60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      1.4      1.9     84.3     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 29, 2021