TX GREEN-E REC V24 FRONT HALF - NODAL EXCHANGE                       Code-006NFH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Texas Green-e RECs                              OPEN INTEREST:        6,087
COMMITMENTS
     396    1,525       75    5,507    4,430    5,978    6,030      109       57

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5     25.1      1.2     90.5     72.8     98.2     99.1      1.8      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        7        1        7       13       11       21                  
 
 
TX GREEN-E REC V25 FRONT HALF - NODAL EXCHANGE                       Code-006NFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Texas Green-e RECs                              OPEN INTEREST:        6,572
COMMITMENTS
     605    2,538       25    5,872    3,962    6,502    6,525       70       47

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.2     38.6      0.4     89.3     60.3     98.9     99.3      1.1      0.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        5        1       12        8       16       14                  
 
 
TX GREEN-E REC V23 BACK HALF - NODAL EXCHANGE                        Code-006NG2
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Texas Green-e RECs                              OPEN INTEREST:        4,667
COMMITMENTS
       0    1,408        0    4,574    3,153    4,574    4,561       93      106

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:          5)
       0      -25        0        5       30        5        5        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     30.2      0.0     98.0     67.6     98.0     97.7      2.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        7        0       11       10       11       17                  
 
 
TX GREEN-E REC V24 BACK HALF - NODAL EXCHANGE                        Code-006NG3
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Texas Green-e RECs                              OPEN INTEREST:        5,123
COMMITMENTS
     100    1,575        0    4,737    3,288    4,837    4,863      286      260

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0     30.7      0.0     92.5     64.2     94.4     94.9      5.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        8        0        9        9       10       17                  
 
 
TX GREEN-E REC V25 BACK HALF - NODAL EXCHANGE                        Code-006NG4
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Texas Green-e RECs                              OPEN INTEREST:        6,555
COMMITMENTS
     310    3,034       25    6,182    3,438    6,517    6,497       38       58

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7     46.3      0.4     94.3     52.4     99.4     99.1      0.6      0.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        7        1       14        9       17       17                  
 
 
PENNSYLVANIA AEC TIER 2-V2024 - NODAL EXCHANGE                       Code-006NH1
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
(100 AECs)                                           OPEN INTEREST:        8,911
COMMITMENTS
   1,850    3,864        0    6,841    4,827    8,691    8,691      220      220

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:       -250)
       0        0        0     -400     -400     -400     -400      150      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8     43.4      0.0     76.8     54.2     97.5     97.5      2.5      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        2        0       10        8       12       10                  
 
 
TX REC CRS V26 BACK HALF - NODAL EXCHANGE                            Code-006NHT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Texas RECs                                      OPEN INTEREST:        2,678
COMMITMENTS
     493      905        0    2,132    1,763    2,625    2,668       53       10

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:          0)
       0       20        0        0      -20        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4     33.8      0.0     79.6     65.8     98.0     99.6      2.0      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        7        0       11        6       13       13                  
 
 
TX REC CRS V27 BACK HALF - NODAL EXCHANGE                            Code-006NHU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Texas RECs                                      OPEN INTEREST:        1,805
COMMITMENTS
     170      440        0    1,565    1,317    1,735    1,757       70       48

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:         15)
      15        0        0        0       15       15       15        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4     24.4      0.0     86.7     73.0     96.1     97.3      3.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        5        0        7        6       10       11                  
 
 
TX REC CRS V26 FRONT HALF - NODAL EXCHANGE                           Code-006NHY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Texas RECs                                      OPEN INTEREST:        3,176
COMMITMENTS
     722      870        0    2,416    2,306    3,138    3,176       38        0

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.7     27.4      0.0     76.1     72.6     98.8    100.0      1.2      0.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        6        0       10        7       14       13                  
 
 
TX REC CRS V27 FRONT HALF - NODAL EXCHANGE                           Code-006NHZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
1000 Texas RECs                                      OPEN INTEREST:        2,787
COMMITMENTS
     381      640        0    2,356    2,089    2,737    2,729       50       58

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:         45)
      20        0        0       25       45       45       45        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.7     23.0      0.0     84.5     75.0     98.2     97.9      1.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        5        0        8        7       11       12                  
 
 
ISONE.H.INTERNAL_HUB_mo_on_dap - NODAL EXCHANGE                      Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       73,302
COMMITMENTS
   3,930      704    1,454   57,691   61,099   63,075   63,257   10,227   10,045

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:      1,005)
    -220        0      180      918      698      878      878      127      127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      1.0      2.0     78.7     83.4     86.0     86.3     14.0     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       21       20       24       23                  
 
 
ISONE.H.INTERNAL_HB_mo_off_dap - NODAL EXCHANGE                      Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       66,813
COMMITMENTS
   3,605      400    1,280   51,637   54,932   56,522   56,612   10,291   10,201

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:        885)
    -150        0      125      973      973      948    1,098      -63     -213

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4      0.6      1.9     77.3     82.2     84.6     84.7     15.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       22       20       23       22                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,550
COMMITMENTS
     620      335      591   20,674   21,120   21,885   22,046    6,665    6,504

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:        538)
       0       75       76      573      498      649      649     -111     -111

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      1.2      2.1     72.4     74.0     76.7     77.2     23.3     22.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        2       18       17       21       20                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,034
COMMITMENTS
      55      650      641   19,942   19,198   20,638   20,489    5,396    5,545

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:        120)
       0       75       61       35      -40       96       96       24       24

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2      2.5      2.5     76.6     73.7     79.3     78.7     20.7     21.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        3        1       17       15       19       18                  
 
 
NYISO.CENTRL_month_on_dap - NODAL EXCHANGE                           Code-064CTQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,346
COMMITMENTS
   5,161      275      137   19,790   25,021   25,088   25,433    1,258      913

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:      2,650)
   2,080        0        0      570    2,650    2,650    2,650        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6      1.0      0.5     75.1     95.0     95.2     96.5      4.8      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        3       13       13       16       16                  
 
 
NYISO.CENTRL_month_off_dap - NODAL EXCHANGE                          Code-064CTR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,053
COMMITMENTS
   5,090        0      112   16,405   22,130   21,607   22,242    1,446      811

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:      2,470)
   2,080        0        0      -35    2,470    2,045    2,470      425        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.1      0.0      0.5     71.2     96.0     93.7     96.5      6.3      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        2       12        9       15       11                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,317
COMMITMENTS
     338   12,392    1,142   43,788   31,568   45,268   45,102    3,049    3,215

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:       -154)
       0     -155       65      132      137      197       47     -351     -201

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7     25.6      2.4     90.6     65.3     93.7     93.3      6.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        3       24       24       28       27                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       42,208
COMMITMENTS
       0   13,162      798   39,212   26,016   40,010   39,976    2,198    2,232

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:       -246)
       0     -120       52      135       65      187       -3     -433     -243

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     31.2      1.9     92.9     61.6     94.8     94.7      5.2      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        4        4       22       21       26       25                  
 
 
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE                           Code-064CZS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,585
COMMITMENTS
       2      108       50   20,922   20,297   20,974   20,455      611    1,130

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:        395)
       0        0        0      256      446      256      446      139      -51

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.5      0.2     96.9     94.0     97.2     94.8      2.8      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       18       14       19       16                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,874
COMMITMENTS
  11,787      135      265   22,729   34,766   34,781   35,166    2,093    1,708

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:     -2,136)
  -2,435        0      240      105   -2,246   -2,090   -2,006      -46     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.0      0.4      0.7     61.6     94.3     94.3     95.4      5.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        2       18       21       20       24                  
 
 
NYISO.WEST_month_off_dap - NODAL EXCHANGE                            Code-064DEV
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,528
COMMITMENTS
  10,092      115      635   21,092   31,507   31,819   32,257    2,709    2,271

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:        122)
  -3,400        0      610    2,127   -1,045     -663     -435      785      557

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.2      0.3      1.8     61.1     91.3     92.2     93.4      7.8      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       18       20       20       23                  
 
 
PJM.AEP-DAYTON HUB_mo_on_dap - NODAL EXCHANGE                        Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       98,759
COMMITMENTS
  12,105    7,565      475   74,194   78,512   86,774   86,552   11,985   12,207

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:        134)
     -30        0        0      130     -100      100     -100       34      234

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3      7.7      0.5     75.1     79.5     87.9     87.6     12.1     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        5        1       23       23       25       29                  
 
 
PJM.AEP-DAYTON HUB_mo_off_dap - NODAL EXCHANGE                       Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       97,052
COMMITMENTS
  13,685    7,334      689   69,681   75,730   84,055   83,753   12,997   13,299

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:         75)
     -30        0        0      330      100      300      100     -225      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1      7.6      0.7     71.8     78.0     86.6     86.3     13.4     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        6        2       23       22       27       29                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,668
COMMITMENTS
   3,565      605      974   12,481   16,206   17,020   17,785    2,648    1,883

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:         60)
       0      -50       50      -35       15       15       15       45       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1      3.1      5.0     63.5     82.4     86.5     90.4     13.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        2       19       13       23       16                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,335
COMMITMENTS
   3,565      600      976   11,988   15,788   16,529   17,364    2,806    1,971

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:         50)
       0      -50       50      -70      -20      -20      -20       70       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.4      3.1      5.0     62.0     81.7     85.5     89.8     14.5     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        2       19       14       23       17                  
 
 
PJM.COMED_month_on_dap - NODAL EXCHANGE                              Code-064DVO
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,223
COMMITMENTS
       0    4,412        0   18,727   14,726   18,727   19,138      496       85

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     23.0      0.0     97.4     76.6     97.4     99.6      2.6      0.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13        8       13        9                  
 
 
PJM.COMED_month_off_dap - NODAL EXCHANGE                             Code-064DVP
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,917
COMMITMENTS
       0    4,182        0   18,457   14,590   18,457   18,772      460      145

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     22.1      0.0     97.6     77.1     97.6     99.2      2.4      0.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       13        7       13        8                  
 
 
PJM.DOM_month_on_dap - NODAL EXCHANGE                                Code-064DZS
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,385
COMMITMENTS
   3,925        0      444   22,752   26,872   27,121   27,316    2,264    2,069

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:        150)
     400        0        0     -210      190      190      190      -40      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.4      0.0      1.5     77.4     91.4     92.3     93.0      7.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        3       15       12       19       15                  
 
 
PJM.DOM_month_off_dap - NODAL EXCHANGE                               Code-064DZT
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,270
COMMITMENTS
   2,895        0      724   23,367   26,457   26,986   27,181    2,284    2,089

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:        140)
     400        0        0     -210      190      190      190      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9      0.0      2.5     79.8     90.4     92.2     92.9      7.8      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        3       15       11       19       14                  
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,301
COMMITMENTS
   2,329    1,900       75   22,533   23,738   24,937   25,713    1,364      588

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9      7.2      0.3     85.7     90.3     94.8     97.8      5.2      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1       15       14       18       15                  
 
 
PJM.JCPL_month_off_dap - NODAL EXCHANGE                              Code-064EJJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,357
COMMITMENTS
   1,730    1,615        0   20,476   21,367   22,206   22,982    1,151      375

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      6.9      0.0     87.7     91.5     95.1     98.4      4.9      1.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       13       14       15       15                  
 
 
PJM.METED_month_on_dap - NODAL EXCHANGE                              Code-064EOW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,886
COMMITMENTS
      75    1,970      290   14,074   13,095   14,439   15,355    1,447      531

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     12.4      1.8     88.6     82.4     90.9     96.7      9.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        4        1       13        9       16       13                  
 
 
PJM.METED_month_off_dap - NODAL EXCHANGE                             Code-064EOX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,801
COMMITMENTS
      75    1,970      290   14,020   13,041   14,385   15,301    1,416      500

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     12.5      1.8     88.7     82.5     91.0     96.8      9.0      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        4        1       11        9       14       13                  
 
 
PJM.N ILLINOIS HUB_mo_on_dap - NODAL EXCHANGE                        Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,723
COMMITMENTS
   6,142      290        0   34,575   39,604   40,717   39,894    3,006    3,829

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      150      150      150      150      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.0      0.7      0.0     79.1     90.6     93.1     91.2      6.9      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        0       16       21       17       23                  
 
 
PJM.N ILLINOIS HUB_mo_off_dap - NODAL EXCHANGE                       Code-064ERN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,970
COMMITMENTS
   5,972    2,140        0   32,380   35,599   38,352   37,739    1,618    2,231

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:        116)
       0        0        0      150      150      150      150      -34      -34

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9      5.4      0.0     81.0     89.1     96.0     94.4      4.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        3        0       16       21       17       24                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      128,788
COMMITMENTS
     550   11,972      751  123,985  112,514  125,286  125,237    3,502    3,551

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:        870)
    -100       85      -13      955      770      842      842       28       28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4      9.3      0.6     96.3     87.4     97.3     97.2      2.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        3        2       21       16       26       20                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      116,593
COMMITMENTS
     180   12,722      305  112,189  100,082  112,674  113,109    3,919    3,484

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:        825)
    -100       85      -32      985      800      853      853      -28      -28

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2     10.9      0.3     96.2     85.8     96.6     97.0      3.4      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        4        2       20       16       24       20                  
 
 
PJM.PENELEC_month_on_dap - NODAL EXCHANGE                            Code-064EVA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       13,083
COMMITMENTS
       0    1,090        0   11,945   11,663   11,945   12,753    1,138      330

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      8.3      0.0     91.3     89.1     91.3     97.5      8.7      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        0       16       12       16       13                  
 
 
PJM.PENELEC_month_off_dap - NODAL EXCHANGE                           Code-064EVB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       12,482
COMMITMENTS
       0    1,090        0   11,114   11,087   11,114   12,177    1,368      305

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      8.7      0.0     89.0     88.8     89.0     97.6     11.0      2.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        1        0       15       11       15       12                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,859
COMMITMENTS
      35    2,011        0   25,794   24,250   25,829   26,261    2,030    1,598

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:        650)
       0        0        0      750      550      750      550     -100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      7.2      0.0     92.6     87.0     92.7     94.3      7.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        3        0       17       11       18       14                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,649
COMMITMENTS
      40    2,071        0   25,706   24,212   25,746   26,283    1,903    1,366

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:        650)
       0        0        0      750      550      750      550     -100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1      7.5      0.0     93.0     87.6     93.1     95.1      6.9      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        3        0       16       11       17       14                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,946
COMMITMENTS
   1,460    2,671      566   39,504   38,145   41,530   41,382    2,416    2,564

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:        229)
       0      300      -36      250      -50      214      214       15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3      6.1      1.3     89.9     86.8     94.5     94.2      5.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        2       24       18       28       20                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       44,953
COMMITMENTS
   1,460    2,553      685   40,211   39,316   42,356   42,554    2,597    2,399

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:      1,179)
       0      300      -30    1,119      819    1,089    1,089       90       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      5.7      1.5     89.5     87.5     94.2     94.7      5.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        2       23       18       27       20                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,183
COMMITMENTS
   5,355    4,319      161   46,432   47,574   51,948   52,054    5,235    5,129

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:      1,038)
       0      420      -92    1,235      815    1,143    1,143     -105     -105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4      7.6      0.3     81.2     83.2     90.8     91.0      9.2      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       5        2        1       25       19       31       21                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,275
COMMITMENTS
   4,512    4,099      161   43,281   43,783   47,954   48,043    6,321    6,232

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:      1,145)
       0      400      -20    1,225      825    1,205    1,205      -60      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3      7.6      0.3     79.7     80.7     88.4     88.5     11.6     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       5        2        1       22       19       28       21                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      214,236
COMMITMENTS
  12,550   15,127    3,077  150,244  147,694  165,871  165,898   48,365   48,338

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:      2,355)
    -595      -50      -75    1,900    1,367    1,230    1,242    1,125    1,113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9      7.1      1.4     70.1     68.9     77.4     77.4     22.6     22.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       54)
       7        7        5       36       38       43       50                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      205,386
COMMITMENTS
  13,283   13,796    3,164  143,387  142,851  159,834  159,811   45,552   45,575

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:      3,254)
    -715      -50       60    3,057    2,354    2,402    2,364      852      890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      6.7      1.5     69.8     69.6     77.8     77.8     22.2     22.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       56)
       7        9        6       35       39       43       53                  
 
 
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE                       Code-064FJY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,607
COMMITMENTS
     100      490        0   16,047   15,647   16,147   16,137    3,460    3,470

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:        381)
       0     -130     -304      585      715      281      281      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      2.5      0.0     81.8     79.8     82.4     82.3     17.6     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        0       16       15       17       17                  
 
 
MISO.INDIANA.HUB_month_off_rtp - NODAL EXCHANGE                      Code-064FJZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,180
COMMITMENTS
     125      580        0   16,690   16,170   16,815   16,750    3,365    3,430

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6      2.9      0.0     82.7     80.1     83.3     83.0     16.7     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       14       15       16       16                  
 
 
PJM.AEP-DAYTON HUB_mo_on_rtp - NODAL EXCHANGE                        Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       61,054
COMMITMENTS
   2,340      300      155   51,015   52,699   53,510   53,154    7,544    7,900

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:        176)
     200      100      -45     -169      -69      -14      -14      190      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      0.5      0.3     83.6     86.3     87.6     87.1     12.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        2        1       24       26       26       29                  
 
 
PJM.AEP-DAYTON HUB_mo_off_rtp - NODAL EXCHANGE                       Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       58,431
COMMITMENTS
   1,332      296      378   49,099   50,065   50,809   50,739    7,622    7,692

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:         39)
      45      100     -350       69       14     -236     -236      275      275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      0.5      0.6     84.0     85.7     87.0     86.8     13.0     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        3        4       24       27       28       32                  
 
 
PJM.N ILLINOIS HUB_mo_on_rtp - NODAL EXCHANGE                        Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,710
COMMITMENTS
     230      400      155   40,489   40,049   40,874   40,604    2,836    3,106

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:        335)
       0       50        0      -35      -85      -35      -35      370      370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      0.9      0.4     92.6     91.6     93.5     92.9      6.5      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        1       19       23       20       26                  
 
 
PJM.N ILLINOIS HUB_mo_off_rtp - NODAL EXCHANGE                       Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       44,158
COMMITMENTS
     230    1,225      155   39,996   38,594   40,381   39,974    3,777    4,184

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:        445)
       0       50        0      162      112      162      162      283      283

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5      2.8      0.4     90.6     87.4     91.4     90.5      8.6      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        1       19       21       20       24                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      214,739
COMMITMENTS
     675   13,659    5,121  166,481  153,780  172,277  172,560   42,462   42,179

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:      2,104)
     100    1,775     -745    2,781    1,156    2,136    2,186      -32      -82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3      6.4      2.4     77.5     71.6     80.2     80.4     19.8     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       46)
       4        6        6       35       34       44       41                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      163,607
COMMITMENTS
  11,726    5,192    1,736  119,145  125,969  132,607  132,897   31,000   30,710

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:      1,372)
    -789     -440      502    1,844    1,575    1,557    1,637     -185     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2      3.2      1.1     72.8     77.0     81.1     81.2     18.9     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       47)
       8        3        5       36       34       46       40                  
 
 
ERCOT.HB_NORTH_month_on_rtp - NODAL EXCHANGE                         Code-064FOK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       86,193
COMMITMENTS
   3,640    1,081       89   71,079   73,638   74,808   74,808   11,385   11,385

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:      2,530)
       0     -320        0    2,930    3,250    2,930    2,930     -400     -400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      1.3      0.1     82.5     85.4     86.8     86.8     13.2     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        2       15       16       19       20                  
 
 
ERCOT.HB_NORTH_month_off_rtp - NODAL EXCHANGE                        Code-064FOL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/23          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       78,499
COMMITMENTS
     915      900        0   66,229   65,884   67,144   66,784   11,355   11,715

CHANGES FROM 12/05/23 (CHANGE IN OPEN INTEREST:      2,330)
       0     -300        0    2,440    2,740    2,440    2,440     -110     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      1.1      0.0     84.4     83.9     85.5     85.1     14.5     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        0       15       13       17       16                  



Updated December 15, 2023