ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       85,921
COMMITMENTS
   1,980    2,305        0   76,881   76,556   78,861   78,861    7,060    7,060

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      1,805)
     300      120        0    1,455    1,635    1,755    1,755       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3      2.7      0.0     89.5     89.1     91.8     91.8      8.2      8.2

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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       73,585
COMMITMENTS
   1,620    2,645        0   65,638   64,805   67,258   67,450    6,327    6,135

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      1,020)
     300      120        0      660      840      960      960       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2      3.6      0.0     89.2     88.1     91.4     91.7      8.6      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        1        0       19       21       20       22                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,690
COMMITMENTS
   1,705      945        0   19,205   19,705   20,910   20,650    3,780    4,040

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:         35)
       0        0        0      395      395      395      395     -360     -360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.9      3.8      0.0     77.8     79.8     84.7     83.6     15.3     16.4

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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,595
COMMITMENTS
  11,200    9,825    2,990   40,094   41,754   54,284   54,569    3,311    3,026

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:     -1,629)
     120      120        0   -1,633   -1,633   -1,513   -1,513     -116     -116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4     17.1      5.2     69.6     72.5     94.3     94.7      5.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       19       20       23       23                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,092
COMMITMENTS
   2,035    6,815    3,275   32,924   28,349   38,234   38,439    1,858    1,653

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:       -705)
     120      120        0     -765     -765     -645     -645      -60      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1     17.0      8.2     82.1     70.7     95.4     95.9      4.6      4.1

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 11/03/20          |
--------------------------------------------------------------| 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   18,876   15,928   18,876   19,353    2,164    1,687

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0       20       20       20       20      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     16.3      0.0     89.7     75.7     89.7     92.0     10.3      8.0

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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       93,514
COMMITMENTS
  15,075    2,220    1,845   60,224   73,029   77,144   77,094   16,370   16,420

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        380)
       0        0        0      680      680      680      680     -300     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1      2.4      2.0     64.4     78.1     82.5     82.4     17.5     17.6

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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       90,944
COMMITMENTS
  16,040    4,460    1,305   58,854   70,404   76,199   76,169   14,745   14,775

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        630)
       0        0        0      880      880      880      880     -250     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.6      4.9      1.4     64.7     77.4     83.8     83.8     16.2     16.2

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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,965
COMMITMENTS
     775   17,875    2,505   23,868    7,083   27,148   27,463    4,817    4,502

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        510)
       0      370        0      355     -140      355      230      155      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4     55.9      7.8     74.7     22.2     84.9     85.9     15.1     14.1

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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,625
COMMITMENTS
     775   17,300    2,620   23,776    7,516   27,171   27,436    4,454    4,189

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        510)
       0      370        0      350     -160      350      210      160      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5     54.7      8.3     75.2     23.8     85.9     86.8     14.1     13.2

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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       72,570
COMMITMENTS
  31,070      100        0   39,543   70,253   70,613   70,353    1,957    2,217

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        710)
       0        0        0      710      710      710      710        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.8      0.1      0.0     54.5     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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       70,615
COMMITMENTS
  30,445      500        0   38,600   68,280   69,045   68,780    1,570    1,835

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        160)
       0        0        0      160      160      160      160        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.1      0.7      0.0     54.7     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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,965
COMMITMENTS
  24,310        0      345   29,435   54,060   54,090   54,405    2,875    2,560

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        555)
      90        0      -90      615      705      615      615      -60      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.7      0.0      0.6     51.7     94.9     95.0     95.5      5.0      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        0        3       18       15       23       18                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,760
COMMITMENTS
  17,410        0      695   27,950   45,525   46,055   46,220    2,705    2,540

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        395)
      90        0      -90      615      690      615      600     -220     -205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.7      0.0      1.4     57.3     93.4     94.5     94.8      5.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        0        3       17       13       22       16                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,805
COMMITMENTS
   2,310    5,345      280   12,260    9,425   14,850   15,050    2,955    2,755

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:         10)
       0       10        0        0        0        0       10       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0     30.0      1.6     68.9     52.9     83.4     84.5     16.6     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 11/03/20          |
--------------------------------------------------------------| 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 10/27/20 (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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       70,985
COMMITMENTS
  21,210   16,580    1,420   41,925   47,140   64,555   65,140    6,430    5,845

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      3,005)
   1,515      -20     -210    1,375    3,030    2,680    2,800      325      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.9     23.4      2.0     59.1     66.4     90.9     91.8      9.1      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        3        2       18       16       25       20                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       65,145
COMMITMENTS
  17,735   16,560    1,420   40,605   42,120   59,760   60,100    5,385    5,045

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      3,110)
   1,515      -20     -210    1,665    3,320    2,970    3,090      140       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.2     25.4      2.2     62.3     64.7     91.7     92.3      8.3      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       6        3        2       18       16       25       20                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,249
COMMITMENTS
  18,805   12,620    5,410   35,956   42,171   60,171   60,201    3,078    3,048

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        297)
     550     -100       40     -430      220      160      160      137      137

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.7     20.0      8.6     56.8     66.7     95.1     95.2      4.9      4.8

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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,144
COMMITMENTS
  13,355    8,390    5,695   31,983   37,128   51,033   51,213    3,111    2,931

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        178)
     550     -100        0     -565       85      -15      -15      193      193

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.7     15.5     10.5     59.1     68.6     94.3     94.6      5.7      5.4

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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      194,485
COMMITMENTS
   1,600   45,319   10,420  132,100   88,397  144,120  144,136   50,365   50,349

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      4,579)
    -965     -170      205    2,080    1,305    1,320    1,340    3,259    3,239

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8     23.3      5.4     67.9     45.5     74.1     74.1     25.9     25.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        7        4       29       32       34       40                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      163,624
COMMITMENTS
   1,860   34,554   10,950  107,202   74,524  120,012  120,028   43,612   43,596

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      4,855)
  -1,085     -280      665    1,978    1,193    1,558    1,578    3,297    3,277

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1     21.1      6.7     65.5     45.5     73.3     73.4     26.7     26.6

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 11/03/20          |
--------------------------------------------------------------| 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 10/27/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       58,685
COMMITMENTS
   2,885    2,080    8,075   42,175   43,075   53,135   53,230    5,550    5,455

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:       -120)
       0        0        0     -120     -120     -120     -120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.9      3.5     13.8     71.9     73.4     90.5     90.7      9.5      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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       44,610
COMMITMENTS
   6,360    3,000    5,925   28,675   32,350   40,960   41,275    3,650    3,335

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      1,310)
       0        0        0    1,310    1,310    1,310    1,310        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.3      6.7     13.3     64.3     72.5     91.8     92.5      8.2      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        3       18       20       22       23                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,370
COMMITMENTS
  21,355    3,130    4,670   24,225   42,660   50,250   50,460    3,120    2,910

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      1,260)
       0        0        0    1,260    1,260    1,260    1,260        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.0      5.9      8.8     45.4     79.9     94.2     94.5      5.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        3       14       19       17       23                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      210,825
COMMITMENTS
  17,823        0    8,120  154,896  173,061  180,839  181,181   29,986   29,644

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:      6,177)
    -480        0     -550    6,101    5,524    5,071    4,974    1,105    1,203

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5      0.0      3.9     73.5     82.1     85.8     85.9     14.2     14.1

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 11/03/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      141,915
COMMITMENTS
  16,700      392    8,500   96,680  112,883  121,880  121,775   20,035   20,140

CHANGES FROM 10/27/20 (CHANGE IN OPEN INTEREST:        535)
    -480        0      190    1,275      795      985      985     -450     -450

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8      0.3      6.0     68.1     79.5     85.9     85.8     14.1     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        4       27       29       31       34                  



Updated November 06, 2020