ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       84,456
COMMITMENTS
   1,365    3,139      300   77,056   75,667   78,721   79,106    5,735    5,350

CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST:      2,036)
       0        0        0    2,056    2,056    2,056    2,056      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      3.7      0.4     91.2     89.6     93.2     93.7      6.8      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        1       18       16       20       18                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,082
COMMITMENTS
   1,070    2,429       60   59,966   59,080   61,096   61,569    5,986    5,513

CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST:      1,173)
       0        0        0    1,063    1,063    1,063    1,063      110      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      3.6      0.1     89.4     88.1     91.1     91.8      8.9      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       15       16       17       17                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,770
COMMITMENTS
     750      500        0   20,900   20,826   21,650   21,326    3,120    3,444

CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST:        220)
       0        0        0      228      272      228      272       -8      -52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      2.0      0.0     84.4     84.1     87.4     86.1     12.6     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        0       14       17       16       18                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,560
COMMITMENTS
     675      500        0   19,665   19,580   20,340   20,080    2,220    2,480

CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      2.2      0.0     87.2     86.8     90.2     89.0      9.8     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       13       14       15       15                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,065
COMMITMENTS
   4,265    3,626    1,687   27,666   28,535   33,618   33,848    3,447    3,217

CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST:        435)
      15      150      -15      460      290      460      425      -25       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.5      9.8      4.6     74.6     77.0     90.7     91.3      9.3      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        2       16       20       19       24                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,425
COMMITMENTS
     266    6,198      940   23,631   17,596   24,837   24,734    1,588    1,691

CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST:        230)
       0        0        0      230      220      230      220        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0     23.5      3.6     89.4     66.6     94.0     93.6      6.0      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        2       17       15       20       19                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,486
COMMITMENTS
       0    8,165      375   18,395   10,381   18,770   18,921    1,716    1,565

CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST:        695)
       0        0        0      645      665      645      665       50       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     39.9      1.8     89.8     50.7     91.6     92.4      8.4      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        4        2       13       15       15       19                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       97,922
COMMITMENTS
  16,011    1,130      615   67,211   81,997   83,837   83,742   14,085   14,180

CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST:      3,120)
     320        0        0    3,095    3,415    3,415    3,415     -295     -295

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4      1.2      0.6     68.6     83.7     85.6     85.5     14.4     14.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        2       20       21       23       25                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       97,623
COMMITMENTS
  21,935    1,260      396   59,622   80,237   81,953   81,893   15,670   15,730

CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST:      2,515)
       0        0        0    2,820    2,820    2,820    2,820     -305     -305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.5      1.3      0.4     61.1     82.2     83.9     83.9     16.1     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        3        2       19       20       23       24                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,085
COMMITMENTS
     870   10,950      746   21,197   11,322   22,813   23,018    3,272    3,067

CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3     42.0      2.9     81.3     43.4     87.5     88.2     12.5     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        5        2       18       10       21       15                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,985
COMMITMENTS
     870   10,850      746   21,172   11,397   22,788   22,993    3,197    2,992

CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3     41.8      2.9     81.5     43.9     87.7     88.5     12.3     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        5        2       18       10       21       15                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,722
COMMITMENTS
  11,045        5      120   37,083   48,063   48,248   48,188    2,474    2,534

CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST:      6,460)
   1,055        5      120    5,250    6,300    6,425    6,425       35       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.8      0.0      0.2     73.1     94.8     95.1     95.0      4.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       12       15       15       16                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,401
COMMITMENTS
  10,755    6,005      120   43,396   48,106   54,271   54,231    2,130    2,170

CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST:      6,100)
   1,055        5      120    4,925    5,975    6,100    6,100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.1     10.6      0.2     76.9     85.3     96.2     96.2      3.8      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        1       12       13       15       15                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,555
COMMITMENTS
  10,160    2,425       91   38,950   47,530   49,201   50,046    2,354    1,509

CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST:        825)
       0        0        0      825      825      825      825        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7      4.7      0.2     75.6     92.2     95.4     97.1      4.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        3        3       18       14       22       20                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,380
COMMITMENTS
   8,385    2,425      446   37,350   44,075   46,181   46,946    2,199    1,434

CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST:        700)
       0        0        0      700      700      700      700        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.3      5.0      0.9     77.2     91.1     95.5     97.0      4.5      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        3        3       18       13       22       19                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       75,895
COMMITMENTS
  21,405      385    1,955   49,195   70,605   72,555   72,945    3,340    2,950

CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST:       -150)
    -130      -30       30      -80     -180     -180     -180       30       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.2      0.5      2.6     64.8     93.0     95.6     96.1      4.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        3        4       18       15       23       21                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       72,940
COMMITMENTS
  20,115      610    1,930   48,315   68,020   70,360   70,560    2,580    2,380

CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST:       -150)
    -105       -5        5      -60     -160     -160     -160       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.6      0.8      2.6     66.2     93.3     96.5     96.7      3.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        3        4       19       16       24       22                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,844
COMMITMENTS
  13,105    2,470    2,395   35,837   46,591   51,337   51,456    5,507    5,388

CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST:      2,025)
     100     -225      100      895    1,220    1,095    1,095      930      930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.1      4.3      4.2     63.0     82.0     90.3     90.5      9.7      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        3        2       21        9       27       12                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,444
COMMITMENTS
   9,460    1,740    2,545   32,596   40,588   44,601   44,873    4,843    4,571

CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST:      2,020)
     100     -225      100    1,340    1,665    1,540    1,540      480      480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.1      3.5      5.1     65.9     82.1     90.2     90.8      9.8      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        3        2       21        9       27       12                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      214,140
COMMITMENTS
     250   56,520      896  165,064  108,864  166,210  166,280   47,930   47,860

CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST:      4,433)
       0    1,980        0    2,254      274    2,254    2,254    2,179    2,179

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     26.4      0.4     77.1     50.8     77.6     77.7     22.4     22.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        8        2       28       31       31       39                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      201,491
COMMITMENTS
     300   49,975    1,688  156,097  106,492  158,085  158,155   43,406   43,336

CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST:      4,255)
       0    1,750        0    2,145      445    2,145    2,195    2,110    2,060

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     24.8      0.8     77.5     52.9     78.5     78.5     21.5     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        7        3       29       31       34       38                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,941
COMMITMENTS
   4,290      820      740   37,466   40,926   42,496   42,486    6,445    6,455

CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST:       -307)
    -320        0       86     -133     -588     -367     -502       60      195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.8      1.7      1.5     76.6     83.6     86.8     86.8     13.2     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        4       19       19       23       24                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,210
COMMITMENTS
   4,235      665      695   33,585   37,215   38,515   38,575    6,695    6,635

CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST:      3,100)
      75        0      -75    2,850    2,925    2,850    2,850      250      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4      1.5      1.5     74.3     82.3     85.2     85.3     14.8     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       18       21       21       25                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       44,581
COMMITMENTS
   3,860    3,720      162   36,030   36,584   40,052   40,466    4,529    4,115

CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST:       -620)
       0      125        0     -725     -850     -725     -725      105      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7      8.3      0.4     80.8     82.1     89.8     90.8     10.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        1       17       19       20       21                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,770
COMMITMENTS
  16,480    3,935       12   25,739   38,393   42,231   42,340    4,539    4,430

CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST:        175)
       0      200        0    1,715    1,515    1,715    1,715   -1,540   -1,540

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.2      8.4      0.0     55.0     82.1     90.3     90.5      9.7      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        1       15       16       17       19                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      222,611
COMMITMENTS
  16,445      452    6,768  157,135  173,118  180,348  180,338   42,263   42,273

CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST:      1,805)
     445       80     -390    2,185    2,740    2,240    2,430     -435     -625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      0.2      3.0     70.6     77.8     81.0     81.0     19.0     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       6        2        6       33       31       41       37                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/14/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      186,124
COMMITMENTS
   8,165      567   13,195  132,392  139,680  153,752  153,442   32,372   32,682

CHANGES FROM 09/07/21 (CHANGE IN OPEN INTEREST:      2,809)
  -1,625        0    1,850    2,839    1,214    3,064    3,064     -255     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      0.3      7.1     71.1     75.0     82.6     82.4     17.4     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        1        4       32       29       40       33                  



Updated September 17, 2021