ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       88,357
COMMITMENTS
   2,920    5,943      240   77,922   74,856   81,082   81,039    7,275    7,318

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:        -60)
      60        0        0     -120      -60      -60      -60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      6.7      0.3     88.2     84.7     91.8     91.7      8.2      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       17       17       19       19                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       69,853
COMMITMENTS
   2,630    4,678       60   59,271   57,301   61,961   62,039    7,892    7,814

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:         46)
      60        0        0     -279     -219     -219     -219      265      265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      6.7      0.1     84.9     82.0     88.7     88.8     11.3     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       17       15       20       16                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,676
COMMITMENTS
     680      700      175   23,010   22,416   23,865   23,291    3,811    4,385

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:        325)
      25        0        0      275      300      300      300       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      2.5      0.6     83.1     81.0     86.2     84.2     13.8     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        1       14       13       17       15                  
 
 
NYISO.CENTRL_month_on_dap - NODAL EXCHANGE                           Code-064CTQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,990
COMMITMENTS
   3,195        0      225   11,959   15,435   15,379   15,660      611      330

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.0      0.0      1.4     74.8     96.5     96.2     97.9      3.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        2       10       12       14       14                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,107
COMMITMENTS
   4,102    5,278    2,320   34,955   33,779   41,377   41,377    3,730    3,730

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:        830)
       0        0        0      350      350      350      350      480      480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1     11.7      5.1     77.5     74.9     91.7     91.7      8.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        3        2       18       17       21       22                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,136
COMMITMENTS
     350    8,142    1,056   28,119   20,329   29,525   29,527    2,611    2,609

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:       -258)
       0        0        0     -420     -420     -420     -420      162      162

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1     25.3      3.3     87.5     63.3     91.9     91.9      8.1      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        5        2       15       12       18       17                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,320
COMMITMENTS
      40   10,205      460   17,990    7,980   18,490   18,645    1,830    1,675

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2     50.2      2.3     88.5     39.3     91.0     91.8      9.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        2       14       12       17       16                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       93,213
COMMITMENTS
  18,280      845      765   60,883   78,041   79,928   79,651   13,285   13,562

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:       -510)
  -1,390        0       85    1,100     -290     -205     -205     -305     -305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6      0.9      0.8     65.3     83.7     85.7     85.5     14.3     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        2       18       20       21       24                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       88,995
COMMITMENTS
  18,228    1,405      396   57,591   74,246   76,215   76,047   12,780   12,948

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:       -860)
  -1,100      190     -165      625     -665     -640     -640     -220     -220

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5      1.6      0.4     64.7     83.4     85.6     85.5     14.4     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        2       17       20       20       24                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,233
COMMITMENTS
   1,045   15,365      230   25,350   11,105   26,625   26,700    3,608    3,533

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:          0)
       0     -785     -200      200      985        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5     50.8      0.8     83.8     36.7     88.1     88.3     11.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        5        2       20       11       23       16                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,958
COMMITMENTS
   1,045   15,115      255   25,225   11,230   26,525   26,600    3,433    3,358

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:          0)
       0     -785     -200      200      985        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5     50.5      0.9     84.2     37.5     88.5     88.8     11.5     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        5        2       20       11       23       16                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,742
COMMITMENTS
  17,590        0        0   37,355   55,020   54,945   55,020    2,797    2,722

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:      1,720)
   1,200        0        0      550    1,750    1,750    1,750      -30      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.5      0.0      0.0     64.7     95.3     95.2     95.3      4.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        0        0       15       16       19       16                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,415
COMMITMENTS
  16,735        0        0   38,145   54,950   54,880   54,950    2,535    2,465

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:      1,745)
   1,270        0        0      525    1,755    1,795    1,755      -50      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.1      0.0      0.0     66.4     95.7     95.6     95.7      4.4      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        0       15       13       18       13                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,855
COMMITMENTS
  12,810      300      295   39,125   52,475   52,230   53,070    2,625    1,785

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:      1,375)
  -4,365        0      -50    5,915    1,550    1,500    1,500     -125     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4      0.5      0.5     71.3     95.7     95.2     96.7      4.8      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        3       19       14       23       18                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,620
COMMITMENTS
   9,335      300      670   36,100   45,875   46,105   46,845    2,515    1,775

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:      1,375)
  -4,340        0      -50    5,890    1,550    1,500    1,500     -125     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.2      0.6      1.4     74.2     94.4     94.8     96.3      5.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        1        3       19       15       23       19                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       85,710
COMMITMENTS
  25,140      510    3,325   53,780   78,855   82,245   82,690    3,465    3,020

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:        120)
  -8,525        0        0    8,645      120      120      120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.3      0.6      3.9     62.7     92.0     96.0     96.5      4.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        2        4       21       13       27       18                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       84,045
COMMITMENTS
  23,395      810    3,325   54,105   76,925   80,825   81,060    3,220    2,985

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:        120)
  -9,035        0        0    9,155      120      120      120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.8      1.0      4.0     64.4     91.5     96.2     96.4      3.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       5        2        4       20       14       26       19                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,088
COMMITMENTS
  15,105    4,225    2,705   38,924   49,913   56,734   56,843    6,354    6,245

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:        205)
       0   -2,765     -475      600    3,365      125      125       80       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.9      6.7      4.3     61.7     79.1     89.9     90.1     10.1      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        3       19       12       24       15                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,391
COMMITMENTS
  10,870    2,155    2,935   34,242   43,334   48,047   48,424    6,344    5,967

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:        -75)
       0   -3,305     -300      145    3,450     -155     -155       80       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.0      4.0      5.4     63.0     79.7     88.3     89.0     11.7     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        3       19       11       24       14                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      232,831
COMMITMENTS
     300   60,657      356  175,231  114,817  175,887  175,830   56,944   57,001

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:      1,555)
    -125  -14,955       25    1,155   15,985    1,055    1,055      500      500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     26.1      0.2     75.3     49.3     75.5     75.5     24.5     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        8        3       25       31       29       39                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      211,450
COMMITMENTS
     300   52,907    1,448  158,284  105,653  160,032  160,008   51,418   51,442

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:      1,590)
       0  -14,495      -50    1,140   15,635    1,090    1,090      500      500

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     25.0      0.7     74.9     50.0     75.7     75.7     24.3     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        8        2       28       32       31       40                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,604
COMMITMENTS
   4,550    1,265    1,253   38,306   41,551   44,109   44,069    5,495    5,535

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:        -98)
   1,200        0     -548   -1,080      110     -428     -438      330      340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2      2.6      2.5     77.2     83.8     88.9     88.8     11.1     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        3       18       20       22       24                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       42,825
COMMITMENTS
   4,240      965    1,340   31,800   35,135   37,380   37,440    5,445    5,385

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:        550)
   1,200        0     -500   -1,275       25     -575     -475    1,125    1,025

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9      2.3      3.1     74.3     82.0     87.3     87.4     12.7     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       20       21       23       25                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,890
COMMITMENTS
   4,145    3,925      648   37,842   38,382   42,635   42,955    5,255    4,935

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:      1,238)
  -1,200        0      648    1,770      580    1,218    1,228       20       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7      8.2      1.4     79.0     80.1     89.0     89.7     11.0     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        1       19       20       22       22                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,548
COMMITMENTS
  19,165    4,105       48   23,665   38,750   42,878   42,903    5,670    5,645

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:        388)
  -1,200        0       48    1,160      -40        8        8      380      380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.5      8.5      0.1     48.7     79.8     88.3     88.4     11.7     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        1       18       19       20       22                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      231,915
COMMITMENTS
  24,624    2,197    2,888  161,319  183,746  188,831  188,831   43,084   43,084

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:      6,605)
   1,810     -522     -160    3,680    6,012    5,330    5,330    1,275    1,275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.6      0.9      1.2     69.6     79.2     81.4     81.4     18.6     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       4        4        5       34       30       40       37                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/25/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      174,520
COMMITMENTS
  12,060    1,277   10,250  118,775  129,308  141,085  140,835   33,435   33,685

CHANGES FROM 05/18/21 (CHANGE IN OPEN INTEREST:        620)
     500      -50     -450    1,265    1,815    1,315    1,315     -695     -695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      0.7      5.9     68.1     74.1     80.8     80.7     19.2     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        4        4       31       26       37       31                  



Updated May 28, 2021