ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       84,116
COMMITMENTS
   1,680    2,185        0   75,426   74,921   77,106   77,106    7,010    7,010

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        145)
     180        0        0      125      305      305      305     -160     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      2.6      0.0     89.7     89.1     91.7     91.7      8.3      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        0       21       21       22       23                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       72,565
COMMITMENTS
   1,320    2,525        0   64,978   63,965   66,298   66,490    6,267    6,075

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:         -5)
       0        0        0      130      130      130      130     -135     -135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8      3.5      0.0     89.5     88.1     91.4     91.6      8.6      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       19       20       20       21                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,655
COMMITMENTS
   1,705      945        0   18,810   19,310   20,515   20,255    4,140    4,400

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        285)
       0        0        0      150      150      150      150      135      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      3.8      0.0     76.3     78.3     83.2     82.2     16.8     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        0       15       17       18       18                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,224
COMMITMENTS
  11,080    9,705    2,990   41,727   43,387   55,797   56,082    3,427    3,142

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        -45)
       0      125      -25      -17     -142      -42      -42       -3       -3

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7     16.4      5.0     70.5     73.3     94.2     94.7      5.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       19       19       23       22                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,797
COMMITMENTS
   1,915    6,695    3,275   33,689   29,114   38,879   39,084    1,918    1,713

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0      -50      -50      -50      -50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7     16.4      8.0     82.6     71.4     95.3     95.8      4.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        3       17       16       20       19                  
 
 
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE                           Code-064CZS
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,040
COMMITMENTS
       0    3,425        0   18,856   15,908   18,856   19,333    2,184    1,707

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        300)
       0     -125        0      288      425      288      300       12        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     16.3      0.0     89.6     75.6     89.6     91.9     10.4      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        0       18       13       18       15                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       93,134
COMMITMENTS
  15,075    2,220    1,845   59,544   72,349   76,464   76,414   16,670   16,720

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      1,280)
     400      110     -210      760    1,050      950      950      330      330

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2      2.4      2.0     63.9     77.7     82.1     82.0     17.9     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        2        2       19       23       22       26                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       90,314
COMMITMENTS
  16,040    4,460    1,305   57,974   69,524   75,319   75,289   14,995   15,025

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      1,175)
     400      110     -140      485      775      745      745      430      430

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.8      4.9      1.4     64.2     77.0     83.4     83.4     16.6     16.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        2        3       18       22       22       26                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,455
COMMITMENTS
     775   17,505    2,505   23,513    7,223   26,793   27,233    4,662    4,222

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      5,065)
     -25    4,465        0    4,699      209    4,674    4,674      391      391

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5     55.7      8.0     74.8     23.0     85.2     86.6     14.8     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        6        5       18       13       24       19                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,115
COMMITMENTS
     775   16,930    2,620   23,426    7,676   26,821   27,226    4,294    3,889

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      5,040)
     -25    4,465       15    4,640      140    4,630    4,620      410      420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5     54.4      8.4     75.3     24.7     86.2     87.5     13.8     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        6        5       17       11       23       17                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       71,860
COMMITMENTS
  31,070      100        0   38,833   69,543   69,903   69,643    1,957    2,217

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        400)
       0        0        0      400      400      400      400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.2      0.1      0.0     54.0     96.8     97.3     96.9      2.7      3.1

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 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       70,455
COMMITMENTS
  30,445      500        0   38,440   68,120   68,885   68,620    1,570    1,835

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.2      0.7      0.0     54.6     96.7     97.8     97.4      2.2      2.6

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 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,410
COMMITMENTS
  24,220        0      435   28,820   53,355   53,475   53,790    2,935    2,620

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.9      0.0      0.8     51.1     94.6     94.8     95.4      5.2      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        0        3       17       14       22       17                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,365
COMMITMENTS
  17,320        0      785   27,335   44,835   45,440   45,620    2,925    2,745

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.8      0.0      1.6     56.5     92.7     94.0     94.3      6.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        0        3       16       13       21       16                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,795
COMMITMENTS
   2,310    5,335      280   12,260    9,425   14,850   15,040    2,945    2,755

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0     30.0      1.6     68.9     53.0     83.5     84.5     16.5     15.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        1       13        7       15       11                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,440
COMMITMENTS
   2,870    5,335      120   12,075    9,565   15,065   15,020    2,375    2,420

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.5     30.6      0.7     69.2     54.8     86.4     86.1     13.6     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        1       13        6       15       10                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,980
COMMITMENTS
  19,695   16,600    1,630   40,550   44,110   61,875   62,340    6,105    5,640

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        320)
     -90       20        0      235      125      145      145      175      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.0     24.4      2.4     59.6     64.9     91.0     91.7      9.0      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        3        3       18       15       25       20                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,035
COMMITMENTS
  16,220   16,580    1,630   38,940   38,800   56,790   57,010    5,245    5,025

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        290)
     -90        0        0      305      215      215      215       75       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.1     26.7      2.6     62.8     62.5     91.5     91.9      8.5      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        3        3       18       15       25       20                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,952
COMMITMENTS
  18,255   12,720    5,370   36,386   41,951   60,011   60,041    2,941    2,911

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:         -5)
       0        0        0     -205     -205     -205     -205      200      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.0     20.2      8.5     57.8     66.6     95.3     95.4      4.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        4       21       13       26       17                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,966
COMMITMENTS
  12,805    8,490    5,695   32,548   37,043   51,048   51,228    2,918    2,738

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0     -200     -200     -200     -200      200      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.7     15.7     10.6     60.3     68.6     94.6     94.9      5.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        5       21       13       26       18                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      189,906
COMMITMENTS
   2,565   45,489   10,215  130,020   87,092  142,800  142,796   47,106   47,110

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      1,595)
     350   -2,600     -330    1,056    4,006    1,076    1,076      519      519

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4     24.0      5.4     68.5     45.9     75.2     75.2     24.8     24.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        6        4       29       32       34       40                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      158,769
COMMITMENTS
   2,945   34,834   10,285  105,224   73,331  118,454  118,450   40,315   40,319

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      2,205)
     330   -2,600     -330    1,625    4,555    1,625    1,625      580      580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9     21.9      6.5     66.3     46.2     74.6     74.6     25.4     25.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        6        4       27       32       32       40                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       68,731
COMMITMENTS
   2,930    2,555    7,650   53,111   53,566   63,691   63,771    5,040    4,960

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      1,145)
       0        0        0      795      795      795      795      350      350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.3      3.7     11.1     77.3     77.9     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 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       58,805
COMMITMENTS
   2,885    2,080    8,075   42,295   43,195   53,255   53,350    5,550    5,455

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:        705)
       0        0        0      760      760      760      760      -55      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      3.5     13.7     71.9     73.5     90.6     90.7      9.4      9.3

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 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,300
COMMITMENTS
   6,360    3,000    5,925   27,365   31,040   39,650   39,965    3,650    3,335

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:       -190)
       0        0        0      -95      -65      -95      -65      -95     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7      6.9     13.7     63.2     71.7     91.6     92.3      8.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        3       18       19       22       22                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,110
COMMITMENTS
  21,355    3,130    4,670   22,965   41,400   48,990   49,200    3,120    2,910

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.0      6.0      9.0     44.1     79.4     94.0     94.4      6.0      5.6

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 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      204,648
COMMITMENTS
  18,303        0    8,670  148,794  167,537  175,767  176,207   28,881   28,441

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      4,670)
   1,788        0   -1,685    3,563    5,258    3,666    3,573    1,004    1,097

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.9      0.0      4.2     72.7     81.9     85.9     86.1     14.1     13.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       6        0        3       30       31       36       34                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      141,380
COMMITMENTS
  17,180      392    8,310   95,405  112,088  120,895  120,790   20,485   20,590

CHANGES FROM 10/20/20 (CHANGE IN OPEN INTEREST:      5,380)
   1,800       12   -1,350    4,250    6,038    4,700    4,700      680      680

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2      0.3      5.9     67.5     79.3     85.5     85.4     14.5     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        3       27       29       31       33                  



Updated October 30, 2020