ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       86,583
COMMITMENTS
   1,020    2,805        0   78,233   76,448   79,253   79,253    7,330    7,330

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:      1,130)
       0        0        0    1,070    1,070    1,070    1,070       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2      3.2      0.0     90.4     88.3     91.5     91.5      8.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        0       21       20       22       22                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       74,733
COMMITMENTS
     840    3,095        0   67,511   65,448   68,351   68,543    6,382    6,190

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:        855)
       0        0        0      780      780      780      780       75       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1      4.1      0.0     90.3     87.6     91.5     91.7      8.5      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       20       19       21       20                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,990
COMMITMENTS
   1,820      960        0   19,055   19,645   20,875   20,605    4,115    4,385

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:         15)
     700        0        0     -735      -35      -35      -35       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.3      3.8      0.0     76.3     78.6     83.5     82.5     16.5     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        0       14       15       17       16                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,224
COMMITMENTS
  11,620   10,390    3,185   43,986   45,416   58,791   58,991    3,433    3,233

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:        290)
       0       50        0      281      171      281      221        9       69

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.7     16.7      5.1     70.7     73.0     94.5     94.8      5.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       18       19       22       22                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,291
COMMITMENTS
   2,065    6,680    3,290   35,958   31,543   41,313   41,513    1,978    1,778

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:         23)
       0        0        0       93       33       93       33      -70      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.8     15.4      7.6     83.1     72.9     95.4     95.9      4.6      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        3       19       16       22       19                  
 
 
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE                           Code-064CZS
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,941
COMMITMENTS
       0    2,920    1,800   17,290   14,773   19,090   19,493    1,851    1,448

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:        270)
       0        0        0      170      213      170      213      100       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     13.9      8.6     82.6     70.5     91.2     93.1      8.8      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       17       13       18       15                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       90,873
COMMITMENTS
  13,705    2,418    2,660   57,683   68,965   74,048   74,043   16,825   16,830

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:        540)
   1,200        0        0     -660      540      540      540        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1      2.7      2.9     63.5     75.9     81.5     81.5     18.5     18.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        4        3       18       22       21       27                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       87,734
COMMITMENTS
  14,505    4,600    1,805   56,094   65,969   72,404   72,374   15,330   15,360

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:        550)
   1,200        0        0     -670      530      530      530       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5      5.2      2.1     63.9     75.2     82.5     82.5     17.5     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        3       18       22       21       26                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,276
COMMITMENTS
     825   11,425    2,765   15,089    4,909   18,679   19,099    4,597    4,177

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:        625)
    -535       65      535      666      -15      666      585      -41       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.5     49.1     11.9     64.8     21.1     80.3     82.1     19.7     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        6        4       17       10       22       16                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,036
COMMITMENTS
     825   10,825    2,890   15,129    5,549   18,844   19,264    4,192    3,772

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:        600)
    -535       65      535      621        0      621      600      -21        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6     47.0     12.5     65.7     24.1     81.8     83.6     18.2     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        6        4       17        9       22       15                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       70,045
COMMITMENTS
  33,160        0        0   35,140   67,755   68,300   67,755    1,745    2,290

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:        825)
     400        0        0      500      900      900      900      -75      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.3      0.0      0.0     50.2     96.7     97.5     96.7      2.5      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        0       13       15       16       15                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       69,565
COMMITMENTS
  32,285        0        0   35,670   67,670   67,955   67,670    1,610    1,895

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:        975)
     500        0        0      550    1,050    1,050    1,050      -75      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.4      0.0      0.0     51.3     97.3     97.7     97.3      2.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        0       14       14       17       14                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,965
COMMITMENTS
  25,195      210      215   28,950   54,245   54,360   54,670    2,605    2,295

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:        335)
     325      -25       10      150      500      485      485     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.2      0.4      0.4     50.8     95.2     95.4     96.0      4.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        1        3       16       13       22       16                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,195
COMMITMENTS
  17,845      135      615   27,280   45,160   45,740   45,910    2,455    2,285

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:        335)
     325      -25       10      150      500      485      485     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0      0.3      1.3     56.6     93.7     94.9     95.3      5.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        1        4       16       13       22       17                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,500
COMMITMENTS
  20,265   15,300    1,945   39,205   44,495   61,415   61,740    6,085    5,760

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:        420)
       0        0      100      420      420      520      520     -100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.0     22.7      2.9     58.1     65.9     91.0     91.5      9.0      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        2        4       16       15       24       20                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       61,365
COMMITMENTS
  16,395   15,300    1,945   38,170   39,340   56,510   56,585    4,855    4,780

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:        385)
       0        0      100      420      420      520      520     -135     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     24.9      3.2     62.2     64.1     92.1     92.2      7.9      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        2        4       16       15       24       20                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,502
COMMITMENTS
  18,715   13,115    5,760   37,296   42,936   61,771   61,811    2,731    2,691

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:        460)
    -300      -75      325      410      185      435      435       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     20.3      8.9     57.8     66.6     95.8     95.8      4.2      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        4       20       13       25       17                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,311
COMMITMENTS
  12,215    8,820    5,975   33,566   37,161   51,756   51,956    2,555    2,355

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:        735)
       0       75      325      410      335      735      735        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     16.2     11.0     61.8     68.4     95.3     95.7      4.7      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        4       20       13       25       17                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      187,324
COMMITMENTS
   1,600   50,832    8,530  132,793   83,502  142,923  142,864   44,401   44,460

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:      2,575)
     -25    1,600     -595    2,415      775    1,795    1,780      780      795

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.9     27.1      4.6     70.9     44.6     76.3     76.3     23.7     23.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        8        4       29       30       34       39                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      151,211
COMMITMENTS
   1,500   37,562    9,120  104,486   68,375  115,106  115,057   36,105   36,154

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:      2,525)
     -25    1,700     -475    1,962      227    1,462    1,452    1,063    1,073

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     24.8      6.0     69.1     45.2     76.1     76.1     23.9     23.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        8        4       28       29       33       38                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,894
COMMITMENTS
   3,338    2,900    8,055   51,616   52,144   63,009   63,099    4,885    4,795

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:        605)
   2,270     -430      430   -2,110      590      590      590       15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.9      4.3     11.9     76.0     76.8     92.8     92.9      7.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        1        2       16       19       19       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       58,420
COMMITMENTS
   3,100    2,400    8,455   40,655   41,460   52,210   52,315    6,210    6,105

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:        775)
   2,070     -630      630   -1,685    1,015    1,015    1,015     -240     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3      4.1     14.5     69.6     71.0     89.4     89.5     10.6     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       19       20       21       23                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       42,480
COMMITMENTS
   6,295    2,965    6,325   26,250   29,925   38,870   39,215    3,610    3,265

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:        100)
    -500        0        0      550       50       50       50       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8      7.0     14.9     61.8     70.4     91.5     92.3      8.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        3       17       19       21       22                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,320
COMMITMENTS
  21,540    3,255    4,810   20,785   39,070   47,135   47,135    3,185    3,185

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:          0)
    -500        0        0      500      120        0      120        0     -120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.8      6.5      9.6     41.3     77.6     93.7     93.7      6.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        3       15       18       18       22                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      165,705
COMMITMENTS
  11,615    3,500    7,990  118,361  126,500  137,966  137,990   27,739   27,715

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:      5,745)
      50    2,200        0    5,975    3,820    6,025    6,020     -280     -275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      2.1      4.8     71.4     76.3     83.3     83.3     16.7     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        3        3       29       31       35       34                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 09/22/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      132,150
COMMITMENTS
   7,180      325   10,060   94,710  101,565  111,950  111,950   20,200   20,200

CHANGES FROM 09/15/20 (CHANGE IN OPEN INTEREST:      4,415)
  -2,200        0    2,200    4,270    2,070    4,270    4,270      145      145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.4      0.2      7.6     71.7     76.9     84.7     84.7     15.3     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        1        3       25       27       29       30                  



Updated September 25, 2020