ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       83,041
COMMITMENTS
   1,020    2,185        0   74,816   73,651   75,836   75,836    7,205    7,205

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -3,970)
       0     -620        0   -3,845   -3,225   -3,845   -3,845     -125     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      2.6      0.0     90.1     88.7     91.3     91.3      8.7      8.7

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       71,760
COMMITMENTS
     840    2,525        0   64,648   63,155   65,488   65,680    6,272    6,080

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -3,180)
       0     -570        0   -3,070   -2,500   -3,070   -3,070     -110     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2      3.5      0.0     90.1     88.0     91.3     91.5      8.7      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       19       19       20       20                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,910
COMMITMENTS
   1,705      945        0   18,435   18,935   20,140   19,880    3,770    4,030

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:       -990)
    -115      -15        0     -740     -830     -855     -845     -135     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1      4.0      0.0     77.1     79.2     84.2     83.1     15.8     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        0       14       16       17       17                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,029
COMMITMENTS
  11,560   10,395    3,040   42,074   43,434   56,674   56,869    3,355    3,160

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -2,640)
       0        5     -145   -2,427   -2,437   -2,572   -2,577      -68      -63

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.3     17.3      5.1     70.1     72.4     94.4     94.7      5.6      5.3

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,359
COMMITMENTS
   1,915    6,695    3,275   33,252   28,677   38,442   38,647    1,917    1,712

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -2,540)
    -150       15      -15   -2,316   -2,476   -2,481   -2,476      -59      -64

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7     16.6      8.1     82.4     71.1     95.3     95.8      4.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        3       16       15       19       18                  
 
 
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE                           Code-064CZS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,391
COMMITMENTS
       0    2,735    1,800   18,520   16,190   20,320   20,725    2,071    1,666

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:      1,570)
       0     -185        0    1,530    1,717    1,530    1,532       40       38

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     12.2      8.0     82.7     72.3     90.8     92.6      9.2      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       18       13       19       15                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       89,624
COMMITMENTS
  14,675    2,110    2,055   56,879   69,394   73,609   73,559   16,015   16,065

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -2,004)
     970     -308     -605   -1,544     -306   -1,179   -1,219     -825     -785

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4      2.4      2.3     63.5     77.4     82.1     82.1     17.9     17.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        2       18       23       21       26                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       87,004
COMMITMENTS
  15,440    4,350    1,445   55,424   66,484   72,309   72,279   14,695   14,725

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -1,640)
     935     -250     -360   -1,560     -375     -985     -985     -655     -655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7      5.0      1.7     63.7     76.4     83.1     83.1     16.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        3       17       22       21       26                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,050
COMMITMENTS
     800   11,520    2,215   14,922    4,617   17,937   18,352    4,113    3,698

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -1,251)
     -25       95     -550     -191     -316     -766     -771     -485     -480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6     52.2     10.0     67.7     20.9     81.3     83.2     18.7     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        6        4       17       11       22       17                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,785
COMMITMENTS
     800   10,945    2,315   14,962    5,232   18,077   18,492    3,708    3,293

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -1,276)
     -25      120     -575     -191     -341     -791     -796     -485     -480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7     50.2     10.6     68.7     24.0     83.0     84.9     17.0     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        6        4       17       10       22       16                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       68,660
COMMITMENTS
  31,070      100        0   35,655   66,380   66,725   66,480    1,935    2,180

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -1,750)
  -2,090      100        0      255   -1,920   -1,835   -1,820       85       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.3      0.1      0.0     51.9     96.7     97.2     96.8      2.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        1        0       13       16       16       17                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,860
COMMITMENTS
  30,445      300        0   35,845   65,740   66,290   66,040    1,570    1,820

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -2,115)
  -1,840      300        0     -235   -2,340   -2,075   -2,040      -40      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.9      0.4      0.0     52.8     96.9     97.7     97.3      2.3      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        0       14       13       17       14                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,085
COMMITMENTS
  24,370        0      335   27,840   52,525   52,545   52,860    2,540    2,225

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -2,455)
    -400     -210      120   -2,035   -2,220   -2,315   -2,310     -140     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.2      0.0      0.6     50.5     95.4     95.4     96.0      4.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        0        3       17       13       22       16                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,915
COMMITMENTS
  17,420        0      685   26,305   43,905   44,410   44,590    2,505    2,325

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -2,005)
     -25     -135       70   -1,925   -1,805   -1,880   -1,870     -125     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.1      0.0      1.5     56.1     93.6     94.7     95.0      5.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        0        3       16       13       21       16                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,255
COMMITMENTS
  19,085   15,595    1,450   38,060   42,035   58,595   59,080    5,660    5,175

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -4,045)
  -1,055      395     -495   -2,070   -3,360   -3,620   -3,460     -425     -585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.7     24.3      2.3     59.2     65.4     91.2     91.9      8.8      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        3        3       15       15       22       20                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       58,340
COMMITMENTS
  15,560   15,595    1,450   36,880   37,085   53,890   54,130    4,450    4,210

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -3,825)
    -710      395     -495   -2,215   -3,155   -3,420   -3,255     -405     -570

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.7     26.7      2.5     63.2     63.6     92.4     92.8      7.6      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        3        3       15       15       22       20                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,267
COMMITMENTS
  17,880   12,670    5,370   36,566   41,806   59,816   59,846    2,451    2,421

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -2,470)
  -1,235     -670      -90     -870   -1,445   -2,195   -2,205     -275     -265

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.7     20.3      8.6     58.7     67.1     96.1     96.1      3.9      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        4       21       12       26       16                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,561
COMMITMENTS
  12,555    8,465    5,680   32,923   37,193   51,158   51,338    2,403    2,223

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -1,315)
      40     -730        0   -1,208     -458   -1,168   -1,188     -147     -127

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.4     15.8     10.6     61.5     69.4     95.5     95.8      4.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        5       21       12       26       17                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      184,411
COMMITMENTS
   1,645   50,179    8,490  131,627   83,074  141,762  141,743   42,649   42,668

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -5,683)
    -105      -78     -300   -3,030   -3,017   -3,435   -3,395   -2,248   -2,288

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     27.2      4.6     71.4     45.0     76.9     76.9     23.1     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        7        4       27       30       32       38                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      150,428
COMMITMENTS
   1,595   39,074    9,220  104,906   67,433  115,721  115,727   34,707   34,701

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -2,958)
     -55    2,062     -260     -793   -2,880   -1,108   -1,078   -1,850   -1,880

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1     26.0      6.1     69.7     44.8     76.9     76.9     23.1     23.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        7        4       26       30       31       38                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       66,371
COMMITMENTS
   2,930    2,555    7,650   50,951   51,406   61,531   61,611    4,840    4,760

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -2,423)
    -408     -345     -405   -1,525   -1,598   -2,338   -2,348      -85      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4      3.8     11.5     76.8     77.5     92.7     92.8      7.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        1        2       16       19       18       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,050
COMMITMENTS
   2,885    2,080    8,075   40,200   41,100   51,160   51,255    5,890    5,795

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -2,290)
    -215     -320     -380   -1,345   -1,250   -1,940   -1,950     -350     -340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1      3.6     14.2     70.5     72.0     89.7     89.8     10.3     10.2

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       42,495
COMMITMENTS
   6,360    3,000    5,925   26,630   30,275   38,915   39,200    3,580    3,295

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:       -275)
      65       35     -400      -15        0     -350     -365       75       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.0      7.1     13.9     62.7     71.2     91.6     92.2      8.4      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        3       18       18       22       21                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,305
COMMITMENTS
  21,355    3,130    4,670   20,910   39,345   46,935   47,145    3,370    3,160

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:       -295)
    -185     -125     -140     -190      -40     -515     -305      220       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.5      6.2      9.3     41.6     78.2     93.3     93.7      6.7      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        3       14       18       17       22                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      189,174
COMMITMENTS
  11,395      950    9,555  141,574  152,530  162,524  163,035   26,650   26,139

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -4,313)
    -425   -2,505    1,520   -1,844      129     -749     -856   -3,563   -3,457

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.0      0.5      5.1     74.8     80.6     85.9     86.2     14.1     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       5        1        3       29       30       35       33                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/06/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      127,865
COMMITMENTS
   9,380      280    9,760   89,855   98,970  108,995  109,010   18,870   18,855

CHANGES FROM 09/29/20 (CHANGE IN OPEN INTEREST:     -3,620)
   2,200      -45     -300   -4,000   -1,740   -2,100   -2,085   -1,520   -1,535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      0.2      7.6     70.3     77.4     85.2     85.3     14.8     14.7

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



Updated October 09, 2020