ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       84,876
COMMITMENTS
   1,365    3,139      300   77,476   76,087   79,141   79,526    5,735    5,350

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:        420)
       0        0        0      420      420      420      420        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      3.7      0.4     91.3     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 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,589
COMMITMENTS
   1,070    2,429       60   60,498   59,612   61,628   62,101    5,961    5,488

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:        507)
       0        0        0      532      532      532      532      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      3.6      0.1     89.5     88.2     91.2     91.9      8.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       16       16       18       17                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,860
COMMITMENTS
     900      500        0   20,840   20,916   21,740   21,416    3,120    3,444

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:         90)
     150        0        0      -60       90       90       90        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      2.0      0.0     83.8     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 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,850
COMMITMENTS
     825      500        0   19,805   19,870   20,630   20,370    2,220    2,480

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:        290)
     150        0        0      140      290      290      290        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      2.2      0.0     86.7     87.0     90.3     89.1      9.7     10.9

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 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,048
COMMITMENTS
   4,265    3,626    1,687   27,804   28,673   33,756   33,986    3,292    3,062

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:        -17)
       0        0        0      138      138      138      138     -155     -155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.5      9.8      4.6     75.0     77.4     91.1     91.7      8.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        2       16       21       19       25                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| 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   23,541   17,566   24,747   24,704    1,678    1,721

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0      -90      -30      -90      -30       90       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0     23.5      3.6     89.1     66.5     93.6     93.5      6.4      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        2       17       16       20       20                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,361
COMMITMENTS
       0    8,465      375   19,410   11,096   19,785   19,936    1,576    1,425

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:        875)
       0      300        0    1,015      715    1,015    1,015     -140     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     39.6      1.8     90.9     51.9     92.6     93.3      7.4      6.7

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 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       98,152
COMMITMENTS
  15,870    1,437      728   67,321   81,659   83,919   83,824   14,233   14,328

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:        230)
    -141      307      113      110     -338       82       82      148      148

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2      1.5      0.7     68.6     83.2     85.5     85.4     14.5     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        4        2       19       21       22       25                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       97,756
COMMITMENTS
  21,850    1,595      474   59,627   79,822   81,951   81,891   15,805   15,865

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:        133)
     -85      335       78        5     -415       -2       -2      135      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.4      1.6      0.5     61.0     81.7     83.8     83.8     16.2     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        4        2       19       20       23       24                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| 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 09/14/21 (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 09/21/21          |
--------------------------------------------------------------| 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 09/14/21 (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 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,417
COMMITMENTS
  11,045        5      120   36,778   47,758   47,943   47,883    2,474    2,534

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:       -305)
       0        0        0     -305     -305     -305     -305        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.9      0.0      0.2     72.9     94.7     95.1     95.0      4.9      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       13       15       16       16                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,096
COMMITMENTS
  10,755    6,005      120   43,091   47,801   53,966   53,926    2,130    2,170

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:       -305)
       0        0        0     -305     -305     -305     -305        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.2     10.7      0.2     76.8     85.2     96.2     96.1      3.8      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        1       13       13       16       15                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,215
COMMITMENTS
  10,285    2,425       66   39,460   48,215   49,811   50,706    2,404    1,509

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:        660)
     125        0      -25      510      685      610      660       50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7      4.6      0.1     75.6     92.3     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 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,640
COMMITMENTS
   8,410    2,425      421   37,560   44,360   46,391   47,206    2,249    1,434

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:        260)
      25        0      -25      210      285      210      260       50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.3      5.0      0.9     77.2     91.2     95.4     97.1      4.6      2.9

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 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       76,420
COMMITMENTS
  21,430      585    1,935   49,695   70,950   73,060   73,470    3,360    2,950

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:        525)
      25      200      -20      500      345      505      525       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.0      0.8      2.5     65.0     92.8     95.6     96.1      4.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        3        4       19       17       24       23                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       73,250
COMMITMENTS
  20,140      810    1,910   48,600   68,150   70,650   70,870    2,600    2,380

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:        310)
      25      200      -20      285      130      290      310       20        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.5      1.1      2.6     66.3     93.0     96.5     96.8      3.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        3        4       19       17       24       23                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,444
COMMITMENTS
  13,105    2,470    2,395   36,437   47,191   51,937   52,056    5,507    5,388

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      600      600      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.8      4.3      4.2     63.4     82.2     90.4     90.6      9.6      9.4

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 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,044
COMMITMENTS
   9,460    1,740    2,545   33,121   41,113   45,126   45,398    4,918    4,646

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      525      525      525      525       75       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.9      3.5      5.1     66.2     82.2     90.2     90.7      9.8      9.3

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 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      214,925
COMMITMENTS
     250   56,742    1,001  165,128  108,706  166,379  166,449   48,546   48,476

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:        785)
       0      222      105       64     -158      169      169      616      616

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     26.4      0.5     76.8     50.6     77.4     77.4     22.6     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        8        3       28       31       32       39                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      201,267
COMMITMENTS
     250   50,125    1,808  155,246  105,441  157,304  157,374   43,963   43,893

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:       -224)
     -50      150      120     -851   -1,051     -781     -781      557      557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     24.9      0.9     77.1     52.4     78.2     78.2     21.8     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        7        4       29       31       34       38                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,121
COMMITMENTS
   4,290      820      740   37,861   41,476   42,891   43,036    6,230    6,085

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:        180)
       0        0        0      395      550      395      550     -215     -370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7      1.7      1.5     77.1     84.4     87.3     87.6     12.7     12.4

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 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,140
COMMITMENTS
   4,235      665      695   33,655   37,285   38,585   38,645    6,555    6,495

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:        -70)
       0        0        0       70       70       70       70     -140     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4      1.5      1.5     74.6     82.6     85.5     85.6     14.5     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        3       19       21       22       25                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,061
COMMITMENTS
   3,860    5,270      162   37,835   36,839   41,857   42,271    5,204    4,790

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:      2,480)
       0    1,550        0    1,805      255    1,805    1,805      675      675

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2     11.2      0.3     80.4     78.3     88.9     89.8     11.1     10.2

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 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,335
COMMITMENTS
  16,480    5,485       12   26,294   37,398   42,786   42,895    4,549    4,440

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:        565)
       0    1,550        0      555     -995      555      555       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.8     11.6      0.0     55.5     79.0     90.4     90.6      9.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        1       16       16       18       19                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      226,480
COMMITMENTS
  18,545      307    6,766  159,556  177,784  184,867  184,857   41,613   41,623

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:      3,869)
   2,100     -145       -2    2,421    4,666    4,519    4,519     -650     -650

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2      0.1      3.0     70.5     78.5     81.6     81.6     18.4     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       7        1        6       33       31       41       37                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/21/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      189,142
COMMITMENTS
  10,289      567   12,921  133,199  142,611  156,409  156,099   32,733   33,043

CHANGES FROM 09/14/21 (CHANGE IN OPEN INTEREST:      3,018)
   2,124        0     -274      807    2,931    2,657    2,657      361      361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      0.3      6.8     70.4     75.4     82.7     82.5     17.3     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        1        4       33       30       41       34                  



Updated September 24, 2021