ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       91,472
COMMITMENTS
   3,690    9,862        0   80,705   74,560   84,395   84,422    7,077    7,050

CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST:         24)
       0      535        0       15     -520       15       15        9        9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0     10.8      0.0     88.2     81.5     92.3     92.3      7.7      7.7

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 12/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       77,572
COMMITMENTS
   3,550    9,332        0   66,780   61,025   70,330   70,357    7,242    7,215

CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST:        103)
       0      575        0     -242     -817     -242     -242      345      345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6     12.0      0.0     86.1     78.7     90.7     90.7      9.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        0       21       19       22       20                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,986
COMMITMENTS
   1,075      915        0   20,230   20,126   21,305   21,041    4,681    4,945

CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.1      3.5      0.0     77.8     77.4     82.0     81.0     18.0     19.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        1        0       14       17       17       18                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,462
COMMITMENTS
  12,350    9,864    2,560   35,745   38,486   50,655   50,910    3,807    3,552

CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST:        900)
       0        0        0      270      270      270      270      630      630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.7     18.1      4.7     65.6     70.7     93.0     93.5      7.0      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        2       17       19       22       22                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,775
COMMITMENTS
   1,700    6,874    3,136   29,198   24,396   34,034   34,406    2,741    2,369

CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST:      1,345)
       0        0        0      750      750      750      750      595      595

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6     18.7      8.5     79.4     66.3     92.5     93.6      7.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        3       16       20       20       23                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,385
COMMITMENTS
     550   15,575      375   26,445   11,140   27,370   27,090    1,015    1,295

CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9     54.9      1.3     93.2     39.2     96.4     95.4      3.6      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       16       15       19       17                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       86,904
COMMITMENTS
  14,085    2,085    1,120   56,829   68,774   72,034   71,979   14,870   14,925

CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST:       -130)
       0        0        0     -130     -130     -130     -130        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2      2.4      1.3     65.4     79.1     82.9     82.8     17.1     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        3       17       22       21       26                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       83,114
COMMITMENTS
  14,740    3,940      380   53,224   64,109   68,344   68,429   14,770   14,685

CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST:       -130)
       0        0        0     -130     -130     -130     -130        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.7      4.7      0.5     64.0     77.1     82.2     82.3     17.8     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        3       15       21       18       25                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,013
COMMITMENTS
     725   17,905    1,555   23,274    6,344   25,554   25,804    4,459    4,209

CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4     59.7      5.2     77.5     21.1     85.1     86.0     14.9     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        6        4       17       12       22       18                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,803
COMMITMENTS
     725   17,380    1,645   23,226    6,821   25,596   25,846    4,207    3,957

CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4     58.3      5.5     77.9     22.9     85.9     86.7     14.1     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        6        4       17       12       22       18                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       70,125
COMMITMENTS
  27,060        0      240   40,595   67,435   67,895   67,675    2,230    2,450

CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST:      2,515)
   1,200        0        0    1,215    2,415    2,415    2,415      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.6      0.0      0.3     57.9     96.2     96.8     96.5      3.2      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        0        1       13       16       16       17                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       68,355
COMMITMENTS
  26,185        0      240   40,090   66,000   66,515   66,240    1,840    2,115

CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST:      2,625)
   1,200        0        0    1,325    2,525    2,525    2,525      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.3      0.0      0.4     58.6     96.6     97.3     96.9      2.7      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        1       14       13       17       14                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,363
COMMITMENTS
  22,400      125      165   29,028   51,623   51,593   51,913    2,770    2,450

CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.2      0.2      0.3     53.4     95.0     94.9     95.5      5.1      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        2       17       12       21       15                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,593
COMMITMENTS
  16,300      125      515   27,273   43,643   44,088   44,283    2,505    2,310

CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.0      0.3      1.1     58.5     93.7     94.6     95.0      5.4      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        2       17       12       21       15                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       16,150
COMMITMENTS
   1,960    5,175      280   11,175    8,100   13,415   13,555    2,735    2,595

CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1     32.0      1.7     69.2     50.2     83.1     83.9     16.9     16.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        4        1       14        7       15       12                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,790
COMMITMENTS
   2,500    5,165      120   10,990    8,245   13,610   13,530    2,180    2,260

CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8     32.7      0.8     69.6     52.2     86.2     85.7     13.8     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        4        1       14        6       15       11                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       66,910
COMMITMENTS
  20,125   16,110    1,465   39,325   43,895   60,915   61,470    5,995    5,440

CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST:         10)
       5      -30       30        0       35       35       35      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.1     24.1      2.2     58.8     65.6     91.0     91.9      9.0      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        2        3       18       15       26       19                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       61,940
COMMITMENTS
  17,260   16,125    1,450   38,825   40,260   57,535   57,835    4,405    4,105

CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST:         25)
     -15      -50       50       15       50       50       50      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.9     26.0      2.3     62.7     65.0     92.9     93.4      7.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        3        3       18       16       26       20                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,344
COMMITMENTS
  18,710   10,935    5,100   32,696   40,496   56,506   56,531    2,838    2,813

CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST:        215)
     175        0        0       34      209      209      209        6        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.5     18.4      8.6     55.1     68.2     95.2     95.3      4.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        3        4       21       13       26       17                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,509
COMMITMENTS
  13,815    7,460    5,210   28,600   35,090   47,625   47,760    2,884    2,749

CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST:        215)
     175        0        0       34      209      209      209        6        6

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.4     14.8     10.3     56.6     69.5     94.3     94.6      5.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        4       21       12       26       16                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      187,279
COMMITMENTS
     870   39,193   10,235  127,421   89,194  138,526  138,622   48,753   48,657

CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST:      1,110)
     -50      210       15      960      700      925      925      185      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     20.9      5.5     68.0     47.6     74.0     74.0     26.0     26.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        7        5       28       32       34       40                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      156,164
COMMITMENTS
     800   30,348   10,920  101,967   72,560  113,687  113,828   42,477   42,336

CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST:      1,055)
     -30      180       -5      930      720      895      895      160      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     19.4      7.0     65.3     46.5     72.8     72.9     27.2     27.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        8        5       27       33       33       41                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,811
COMMITMENTS
   1,270    1,865    7,450   49,461   48,926   58,181   58,241    4,630    4,570

CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST:       -285)
     -50        0        0     -250     -300     -300     -300       15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0      3.0     11.9     78.7     77.9     92.6     92.7      7.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        1        2       16       18       19       21                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,245
COMMITMENTS
   1,455    1,490    7,625   39,730   39,875   48,810   48,990    5,435    5,255

CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST:       -280)
     -50        0        0     -230     -280     -280     -280        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      2.7     14.1     73.2     73.5     90.0     90.3     10.0      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        2       19       18       22       21                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,745
COMMITMENTS
   5,990    3,620    5,125   30,250   32,890   41,365   41,635    4,380    4,110

CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST:        295)
  -1,200      -50        0    1,495      345      295      295        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.1      7.9     11.2     66.1     71.9     90.4     91.0      9.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        3       17       18       22       21                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,225
COMMITMENTS
  21,015    3,230    3,815   26,455   44,510   51,285   51,555    3,940    3,670

CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST:        300)
  -1,200      -50        0    1,520      370      320      320      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.1      5.8      6.9     47.9     80.6     92.9     93.4      7.1      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        3       15       19       18       23                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      204,606
COMMITMENTS
  30,400    2,317    5,818  140,385  168,488  176,603  176,623   28,003   27,983

CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST:      4,946)
   3,675       25     -895       41    3,901    2,821    3,031    2,125    1,915

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9      1.1      2.8     68.6     82.3     86.3     86.3     13.7     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        5        4       31       30       37       37                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      156,145
COMMITMENTS
  27,365    1,777    6,510  102,734  128,207  136,609  136,494   19,536   19,651

CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST:      1,730)
   3,675       35     -835     -870    2,770    1,970    1,970     -240     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.5      1.1      4.2     65.8     82.1     87.5     87.4     12.5     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        5        3       29       30       33       37                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,225
COMMITMENTS
   3,220      300      415   23,735   26,670   27,370   27,385    1,855    1,840

CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0      1.0      1.4     81.2     91.3     93.7     93.7      6.3      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        2       12        8       15       11                  
 
 
PJM.ATSI_month_off_dap - NODAL EXCHANGE                              Code-064FZB
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,815
COMMITMENTS
   2,600      335      650   23,730   26,010   26,980   26,995    1,835    1,820

CHANGES FROM 12/21/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0      1.2      2.3     82.4     90.3     93.6     93.7      6.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        2       12        7       15       10                  



Updated January 04, 2021