ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       90,023
COMMITMENTS
   3,495    9,626        0   79,476   73,316   82,971   82,942    7,052    7,081

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      600      600      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9     10.7      0.0     88.3     81.4     92.2     92.1      7.8      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        0       20       18       21       20                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       74,577
COMMITMENTS
   3,320    8,281        0   63,531   58,561   66,851   66,842    7,726    7,735

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:      1,720)
       0        0        0    1,720    1,720    1,720    1,720        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.5     11.1      0.0     85.2     78.5     89.6     89.6     10.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       19       19       20       20                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,781
COMMITMENTS
     425    1,175      200   23,965   22,866   24,590   24,241    4,191    4,540

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:      1,300)
       0        0        0    1,290    1,290    1,290    1,290       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      4.1      0.7     83.3     79.4     85.4     84.2     14.6     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        1       12       14       15       16                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       44,814
COMMITMENTS
   4,700    7,039    2,335   34,274   32,215   41,309   41,589    3,505    3,225

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:      2,302)
     -15     -100        0    2,368    2,453    2,353    2,353      -51      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.5     15.7      5.2     76.5     71.9     92.2     92.8      7.8      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        2       20       17       24       21                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,416
COMMITMENTS
     275    8,354    1,056   29,327   21,301   30,658   30,711    2,758    2,705

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:      1,059)
     -25      -25        0    1,114    1,114    1,089    1,089      -30      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8     25.0      3.2     87.8     63.7     91.7     91.9      8.3      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        2       16       14       20       17                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,385
COMMITMENTS
       0    8,155      625   18,160    9,730   18,785   18,510    1,600    1,875

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:         40)
       0       85      -50       75      -10       25       25       15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     40.0      3.1     89.1     47.7     92.2     90.8      7.8      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        2       15       13       17       16                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       87,302
COMMITMENTS
  14,885    1,755    1,085   57,852   70,902   73,822   73,742   13,480   13,560

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:      2,720)
   3,000      -25        0     -795    2,215    2,205    2,190      515      530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1      2.0      1.2     66.3     81.2     84.6     84.5     15.4     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        2       18       22       21       26                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       84,082
COMMITMENTS
  15,450    3,255      320   55,007   67,192   70,777   70,767   13,305   13,315

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:      2,805)
   3,000        0        0     -500    2,500    2,500    2,500      305      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4      3.9      0.4     65.4     79.9     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 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,656
COMMITMENTS
   1,120   16,385    1,050   22,934    7,904   25,104   25,339    3,552    3,317

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:      1,045)
     420        0        0      830    1,250    1,250    1,250     -205     -205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9     57.2      3.7     80.0     27.6     87.6     88.4     12.4     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        6        3       16       11       20       17                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,406
COMMITMENTS
   1,120   16,010    1,125   22,885    8,230   25,130   25,365    3,276    3,041

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:      1,045)
     420        0        0      830    1,250    1,250    1,250     -205     -205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9     56.4      4.0     80.6     29.0     88.5     89.3     11.5     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        6        3       16       11       20       17                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,545
COMMITMENTS
  22,625       25      120   38,595   61,070   61,340   61,215    2,205    2,330

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:      1,015)
     300       25        0      665      990      965    1,015       50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.6      0.0      0.2     60.7     96.1     96.5     96.3      3.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        1       13       15       16       17                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,735
COMMITMENTS
  21,800        0      120   40,995   62,665   62,915   62,785    1,820    1,950

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:        725)
     300        0        0      415      725      715      725       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.7      0.0      0.2     63.3     96.8     97.2     97.0      2.8      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        1       14       14       17       15                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,303
COMMITMENTS
  20,950       50      115   26,893   48,163   47,958   48,328    3,345    2,975

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:        610)
     450        0      -50       60      560      460      510      150      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.8      0.1      0.2     52.4     93.9     93.5     94.2      6.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        2       17       12       21       15                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       44,663
COMMITMENTS
  15,625       50      465   25,563   41,393   41,653   41,908    3,010    2,755

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:        600)
     450        0      -50       50      550      450      500      150      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.0      0.1      1.0     57.2     92.7     93.3     93.8      6.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        2       17       12       21       15                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       68,296
COMMITMENTS
  18,950   11,490    1,963   43,200   51,180   64,113   64,633    4,183    3,663

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:        125)
     175      200       25      -30      -55      170      170      -45      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.7     16.8      2.9     63.3     74.9     93.9     94.6      6.1      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        2        3       19       12       27       16                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       66,131
COMMITMENTS
  16,940   11,490    1,963   43,840   49,570   62,743   63,023    3,388    3,108

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:        225)
     175      200       25       25        0      225      225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.6     17.4      3.0     66.3     75.0     94.9     95.3      5.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        2        3       19       13       27       17                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,481
COMMITMENTS
  18,090    8,445    4,055   38,457   48,147   60,602   60,647    6,879    6,834

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:      4,442)
    -115      125      480    3,293    3,053    3,658    3,658      784      784

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.8     12.5      6.0     57.0     71.3     89.8     89.9     10.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        4        3       23       12       29       17                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,557
COMMITMENTS
  12,250    5,975    4,110   34,202   41,087   50,562   51,172    6,995    6,385

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:      4,312)
    -380      125      480    3,283    3,018    3,383    3,623      929      689

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.3     10.4      7.1     59.4     71.4     87.8     88.9     12.2     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        4        3       23       10       28       15                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      204,724
COMMITMENTS
     725   51,983    2,885  148,325   96,843  151,935  151,711   52,789   53,013

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:      7,738)
     100    2,795       30    5,487    2,623    5,617    5,448    2,121    2,290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4     25.4      1.4     72.5     47.3     74.2     74.1     25.8     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        8        6       29       29       36       37                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      178,340
COMMITMENTS
     925   41,263    4,313  126,549   86,110  131,787  131,686   46,553   46,654

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:      7,745)
     -20    2,600      320    4,839    2,113    5,139    5,033    2,606    2,712

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     23.1      2.4     71.0     48.3     73.9     73.8     26.1     26.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        8        6       28       31       36       39                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,336
COMMITMENTS
   1,400    1,410    3,000   42,941   43,006   47,341   47,416    4,995    4,920

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:        175)
       0        0        0      -30      -30      -30      -30      205      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      2.7      5.7     82.0     82.2     90.5     90.6      9.5      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        2       17       16       20       19                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,102
COMMITMENTS
   1,665    1,135    2,750   36,112   36,827   40,527   40,712    5,575    5,390

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:        320)
       0        0        0      295      295      295      295       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      2.5      6.0     78.3     79.9     87.9     88.3     12.1     11.7

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 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,505
COMMITMENTS
   5,490    4,080        0   30,560   32,215   36,050   36,295    4,455    4,210

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:      2,265)
    -150      600        0    2,350    1,575    2,200    2,175       65       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.6     10.1      0.0     75.4     79.5     89.0     89.6     11.0     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        0       18       17       22       18                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,095
COMMITMENTS
  20,960    3,730       75   23,640   41,290   44,675   45,095    5,420    5,000

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:      2,800)
     150      600        0    2,200    1,750    2,350    2,350      450      450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.8      7.4      0.1     47.2     82.4     89.2     90.0     10.8     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        1       14       18       17       20                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      208,404
COMMITMENTS
  26,465    2,792    3,325  143,682  167,376  173,472  173,493   34,932   34,911

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:        604)
     300      -45     -100    1,030    1,380    1,230    1,235     -626     -631

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7      1.3      1.6     68.9     80.3     83.2     83.2     16.8     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        6        3       29       29       35       36                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      174,568
COMMITMENTS
  21,275    2,283    4,875  121,542  140,665  147,692  147,823   26,876   26,745

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:        832)
     300      120        0     -253      -13       47      107      785      725

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2      1.3      2.8     69.6     80.6     84.6     84.7     15.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        5        2       27       27       31       33                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,664
COMMITMENTS
     650      430    1,679   27,530   27,745   29,859   29,854    1,805    1,810

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:      2,159)
  -2,270      130    1,454    2,975      575    2,159    2,159        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1      1.4      5.3     86.9     87.6     94.3     94.3      5.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        2       11        7       14       10                  
 
 
PJM.ATSI_month_off_dap - NODAL EXCHANGE                              Code-064FZB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,169
COMMITMENTS
      25      510    1,929   27,475   26,985   29,429   29,424    1,740    1,745

CHANGES FROM 02/23/21 (CHANGE IN OPEN INTEREST:      2,184)
  -2,270      130    1,454    3,000      600    2,184    2,184        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      1.6      6.2     88.1     86.6     94.4     94.4      5.6      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        3        2       11        7       14       10                  



Updated March 05, 2021