ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       91,114
COMMITMENTS
   3,670   10,377        0   80,162   73,424   83,832   83,801    7,282    7,313

CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST:        542)
      60        0        0      311      371      371      371      171      171

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0     11.4      0.0     88.0     80.6     92.0     92.0      8.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        0       19       18       20       20                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       76,911
COMMITMENTS
   3,610    8,957        0   65,552   60,204   69,162   69,161    7,749    7,750

CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST:        451)
       0        0        0      293      293      293      293      158      158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.7     11.6      0.0     85.2     78.3     89.9     89.9     10.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        0       19       18       20       19                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,211
COMMITMENTS
     375    1,150      275   22,930   21,781   23,580   23,206    4,631    5,005

CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3      4.1      1.0     81.3     77.2     83.6     82.3     16.4     17.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        1       11       14       14       16                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,299
COMMITMENTS
  12,315    7,344    2,495   31,694   36,935   46,504   46,774    3,795    3,525

CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST:        -21)
       0        0        0      -12      -12      -12      -12       -9       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.5     14.6      5.0     63.0     73.4     92.5     93.0      7.5      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        2       19       17       23       21                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,308
COMMITMENTS
   1,700    6,939    3,031   26,736   21,587   31,467   31,557    2,841    2,751

CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST:        -74)
       0        0      -30      -34      -34      -64      -64      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.0     20.2      8.8     77.9     62.9     91.7     92.0      8.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        2       16       14       19       17                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,600
COMMITMENTS
     575   15,560      100   25,475   10,295   26,150   25,955    1,450    1,645

CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST:       -250)
       0        0     -250        0        0     -250     -250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.1     56.4      0.4     92.3     37.3     94.7     94.0      5.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       15       14       17       16                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       87,374
COMMITMENTS
  13,055    2,120    1,075   60,249   71,114   74,379   74,309   12,995   13,065

CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST:       -530)
       0        0        0        0        0        0        0     -530     -530

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9      2.4      1.2     69.0     81.4     85.1     85.0     14.9     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        2       18       22       22       25                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       84,354
COMMITMENTS
  13,680    3,780      355   57,484   67,384   71,519   71,519   12,835   12,835

CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST:       -200)
       0        0        0      350      350      350      350     -550     -550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2      4.5      0.4     68.1     79.9     84.8     84.8     15.2     15.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        2       16       21       19       24                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,207
COMMITMENTS
     725   17,320    1,200   22,785    6,435   24,710   24,955    4,497    4,252

CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST:        165)
       0      -20     -105      210      230      105      105       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5     59.3      4.1     78.0     22.0     84.6     85.4     15.4     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        6        3       16       11       20       17                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,952
COMMITMENTS
     725   16,805    1,290   22,742    6,907   24,757   25,002    4,195    3,950

CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST:        165)
       0      -35      -90      210      230      120      105       45       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5     58.0      4.5     78.6     23.9     85.5     86.4     14.5     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        6        4       16       11       21       17                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       68,055
COMMITMENTS
  24,655        0      240   40,825   65,295   65,720   65,535    2,335    2,520

CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST:        970)
       0        0        0      880      880      880      880       90       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.2      0.0      0.4     60.0     95.9     96.6     96.3      3.4      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        1       13       15       16       16                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       68,945
COMMITMENTS
  23,780        0      240   42,975   66,595   66,995   66,835    1,950    2,110

CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST:        920)
       0        0        0      870      920      870      920       50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.5      0.0      0.3     62.3     96.6     97.2     96.9      2.8      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        1       14       14       17       15                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,723
COMMITMENTS
  21,210      100      165   26,998   48,408   48,373   48,673    3,350    3,050

CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST:        190)
      15        0        0      175      190      190      190        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    41.0      0.2      0.3     52.2     93.6     93.5     94.1      6.5      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        2       17       11       21       14                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       44,593
COMMITMENTS
  15,435      100      515   25,513   41,028   41,463   41,643    3,130    2,950

CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST:        190)
     -35        0        0      225      190      190      190        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.6      0.2      1.2     57.2     92.0     93.0     93.4      7.0      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        2       17       11       21       14                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,335
COMMITMENTS
  19,885   15,975    1,400   39,985   44,450   61,270   61,825    6,065    5,510

CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST:         75)
     -25        0        0       75       75       50       75       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.5     23.7      2.1     59.4     66.0     91.0     91.8      9.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        2        2       18       13       26       16                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,075
COMMITMENTS
  17,820   15,975    1,400   40,005   42,155   59,225   59,530    4,850    4,545

CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST:         25)
       0        0        0        0       25        0       25       25        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.8     24.9      2.2     62.4     65.8     92.4     92.9      7.6      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        2        2       18       14       26       17                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,305
COMMITMENTS
  18,745    9,595    3,540   30,302   39,472   52,587   52,607    3,718    3,698

CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST:        407)
     350      -80   -1,355      522      952     -483     -483      890      890

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.3     17.0      6.3     53.8     70.1     93.4     93.4      6.6      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        3        3       21       12       26       16                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,748
COMMITMENTS
  13,975    6,280    3,605   26,439   34,254   44,019   44,139    3,729    3,609

CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST:         87)
     150      -60   -1,450      487      697     -813     -813      900      900

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.3     13.2      7.6     55.4     71.7     92.2     92.4      7.8      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        3        3       21       11       26       15                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      184,381
COMMITMENTS
     750   38,010    5,230  130,850   93,606  136,830  136,846   47,551   47,535

CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST:     -1,475)
    -150      145   -5,165    1,148      828   -4,167   -4,192    2,692    2,717

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4     20.6      2.8     71.0     50.8     74.2     74.2     25.8     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       2        8        6       28       29       36       37                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      155,190
COMMITMENTS
     950   30,203    5,785  107,643   78,431  114,378  114,419   40,812   40,771

CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST:     -2,232)
      50      210   -5,270    1,204    1,019   -4,016   -4,041    1,784    1,809

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6     19.5      3.7     69.4     50.5     73.7     73.7     26.3     26.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        8        6       26       31       34       39                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,456
COMMITMENTS
     890    1,495    3,520   47,201   46,646   51,611   51,661    4,845    4,795

CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST:     -3,070)
     -75        0   -3,680       15      -60   -3,740   -3,740      670      670

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.6      2.6      6.2     83.6     82.6     91.4     91.5      8.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        2       16       16       19       19                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,065
COMMITMENTS
   1,220    1,220    3,195   37,427   37,597   41,842   42,012    5,223    5,053

CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST:     -3,960)
     -75        0   -4,105       52      -23   -4,128   -4,128      168      168

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6      2.6      6.8     79.5     79.9     88.9     89.3     11.1     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       19       17       21       20                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,010
COMMITMENTS
   6,030    3,655        0   29,330   31,970   35,360   35,625    4,650    4,385

CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST:     -4,120)
     -25        0   -4,725      645      620   -4,105   -4,105      -15      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.1      9.1      0.0     73.3     79.9     88.4     89.0     11.6     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        0       18       17       22       18                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,275
COMMITMENTS
  21,200    3,155       75   23,465   41,945   44,740   45,175    4,535    4,100

CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST:     -3,380)
     120        0   -3,375      -50       70   -3,305   -3,305      -75      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.0      6.4      0.2     47.6     85.1     90.8     91.7      9.2      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        1       14       19       17       21                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      201,686
COMMITMENTS
  32,430    3,087    1,593  136,292  165,628  170,315  170,308   31,371   31,378

CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST:      1,315)
   1,875     -145   -3,375      672    2,692     -828     -828    2,143    2,143

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.1      1.5      0.8     67.6     82.1     84.4     84.4     15.6     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        6        4       29       29       36       36                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      158,177
COMMITMENTS
  28,120    2,674    2,665  106,624  132,012  137,409  137,351   20,768   20,826

CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST:       -375)
   1,875      -25   -3,555      440    2,235   -1,240   -1,345      865      970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.8      1.7      1.7     67.4     83.5     86.9     86.8     13.1     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       39)
       3        5        3       29       27       34       33                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,330
COMMITMENTS
   3,015      300      255   25,265   27,980   28,535   28,535    1,795    1,795

CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST:       -100)
       0        0     -100        0        0     -100     -100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9      1.0      0.8     83.3     92.3     94.1     94.1      5.9      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        1       11        8       14       10                  
 
 
PJM.ATSI_month_off_dap - NODAL EXCHANGE                              Code-064FZB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,930
COMMITMENTS
   2,420      410      475   25,325   27,335   28,220   28,220    1,710    1,710

CHANGES FROM 01/26/21 (CHANGE IN OPEN INTEREST:       -100)
       0        0     -100        0        0     -100     -100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      1.4      1.6     84.6     91.3     94.3     94.3      5.7      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        1       11        7       14        9                  



Updated February 05, 2021