ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       89,423
COMMITMENTS
   3,495    9,626        0   78,876   72,716   82,371   82,342    7,052    7,081

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      1,840)
       0        0        0    1,840    1,840    1,840    1,840        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9     10.8      0.0     88.2     81.3     92.1     92.1      7.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        0       20       18       21       20                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       72,857
COMMITMENTS
   3,320    8,281        0   61,811   56,841   65,131   65,122    7,726    7,735

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:       -750)
    -120        0        0     -805     -925     -925     -925      175      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.6     11.4      0.0     84.8     78.0     89.4     89.4     10.6     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        0       19       19       20       20                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,481
COMMITMENTS
     425    1,175      200   22,675   21,576   23,300   22,951    4,181    4,530

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        475)
       0        0        0      910      910      910      910     -435     -435

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      4.3      0.7     82.5     78.5     84.8     83.5     15.2     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        1       12       14       15       16                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       42,512
COMMITMENTS
   4,715    7,139    2,335   31,906   29,762   38,956   39,236    3,556    3,276

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:         25)
    -960        0        0      985       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.1     16.8      5.5     75.1     70.0     91.6     92.3      8.4      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        2       20       17       24       21                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,357
COMMITMENTS
     300    8,379    1,056   28,213   20,187   29,569   29,622    2,788    2,735

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        125)
       0        0        0      125      125      125      125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     25.9      3.3     87.2     62.4     91.4     91.5      8.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        3        2       16       14       20       17                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,345
COMMITMENTS
       0    8,070      675   18,085    9,740   18,760   18,485    1,585    1,860

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      1,085)
    -620     -580      620      895      770      895      810      190      275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     39.7      3.3     88.9     47.9     92.2     90.9      7.8      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        3        2       15       13       17       16                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       84,582
COMMITMENTS
  11,885    1,780    1,085   58,647   68,687   71,617   71,552   12,965   13,030

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      1,480)
       0      180        0    1,135      955    1,135    1,135      345      345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1      2.1      1.3     69.3     81.2     84.7     84.6     15.3     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        2       18       22       21       26                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       81,277
COMMITMENTS
  12,450    3,255      320   55,507   64,692   68,277   68,267   13,000   13,010

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      1,415)
       0      180      -30      925      745      895      895      520      520

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3      4.0      0.4     68.3     79.6     84.0     84.0     16.0     16.0

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 02/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,611
COMMITMENTS
     700   16,385    1,050   22,104    6,654   23,854   24,089    3,757    3,522

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:         15)
       0        0        0      583      568      583      568     -568     -553

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5     59.3      3.8     80.1     24.1     86.4     87.2     13.6     12.8

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 02/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,361
COMMITMENTS
     700   16,010    1,125   22,055    6,980   23,880   24,115    3,481    3,246

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:         15)
       0        0        0      608      593      608      593     -593     -578

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6     58.5      4.1     80.6     25.5     87.3     88.1     12.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        6        3       16       11       20       17                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,530
COMMITMENTS
  22,325        0      120   37,930   60,080   60,375   60,200    2,155    2,330

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        670)
       0        0        0      670      670      670      670        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.7      0.0      0.2     60.7     96.1     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 02/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,010
COMMITMENTS
  21,500        0      120   40,580   61,940   62,200   62,060    1,810    1,950

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        700)
       0        0        0      700      700      700      700        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.6      0.0      0.2     63.4     96.8     97.2     97.0      2.8      3.0

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 02/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,693
COMMITMENTS
  20,500       50      165   26,833   47,603   47,498   47,818    3,195    2,875

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        150)
     -50        0        0      160      110      110      110       40       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.4      0.1      0.3     52.9     93.9     93.7     94.3      6.3      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        2       17       12       21       15                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       44,063
COMMITMENTS
  15,175       50      515   25,513   40,843   41,203   41,408    2,860    2,655

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        140)
     -50        0        0      150      100      100      100       40       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.4      0.1      1.2     57.9     92.7     93.5     94.0      6.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        2       17       12       21       15                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       68,171
COMMITMENTS
  18,775   11,290    1,938   43,230   51,235   63,943   64,463    4,228    3,708

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:         23)
       0        0        0        5        5        5        5       18       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.5     16.6      2.8     63.4     75.2     93.8     94.6      6.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        2        2       19       12       27       15                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       65,906
COMMITMENTS
  16,765   11,290    1,938   43,815   49,570   62,518   62,798    3,388    3,108

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:         23)
       0        0        0        5        5        5        5       18       18

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.4     17.1      2.9     66.5     75.2     94.9     95.3      5.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        2        2       19       13       27       16                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,039
COMMITMENTS
  18,205    8,320    3,575   35,164   45,094   56,944   56,989    6,095    6,050

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      1,200)
     840     -700        0      420    1,960    1,260    1,260      -60      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.9     13.2      5.7     55.8     71.5     90.3     90.4      9.7      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        3        3       22       12       28       16                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,245
COMMITMENTS
  12,630    5,850    3,630   30,919   38,069   47,179   47,549    6,066    5,696

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        410)
       0        0        0      170      410      170      410      240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.7     11.0      6.8     58.1     71.5     88.6     89.3     11.4     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        3        3       23       11       28       15                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      196,986
COMMITMENTS
     625   49,188    2,855  142,838   94,220  146,318  146,263   50,668   50,723

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      5,960)
    -240    4,000     -710    5,804    1,554    4,854    4,844    1,106    1,116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.3     25.0      1.4     72.5     47.8     74.3     74.3     25.7     25.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        8        6       28       29       35       37                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      170,595
COMMITMENTS
     945   38,663    3,993  121,710   83,997  126,648  126,653   43,947   43,942

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      5,577)
     120    3,000     -210    4,105    1,180    4,015    3,970    1,562    1,607

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6     22.7      2.3     71.3     49.2     74.2     74.2     25.8     25.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       3        7        6       27       31       35       39                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,161
COMMITMENTS
   1,400    1,410    3,000   42,971   43,036   47,371   47,446    4,790    4,715

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:     -2,055)
       0        0        0   -1,995   -1,995   -1,995   -1,995      -60      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7      2.7      5.8     82.4     82.5     90.8     91.0      9.2      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        2       17       16       20       19                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,782
COMMITMENTS
   1,665    1,135    2,750   35,817   36,532   40,232   40,417    5,550    5,365

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        -48)
       0        0        0     -515     -515     -515     -515      467      467

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.6      2.5      6.0     78.2     79.8     87.9     88.3     12.1     11.7

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 02/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,240
COMMITMENTS
   5,640    3,480        0   28,210   30,640   33,850   34,120    4,390    4,120

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        370)
       0        0        0      410      410      410      410      -40      -40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7      9.1      0.0     73.8     80.1     88.5     89.2     11.5     10.8

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 02/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,295
COMMITMENTS
  20,810    3,130       75   21,440   39,540   42,325   42,745    4,970    4,550

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:         10)
       0        0        0        0        0        0        0       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.0      6.6      0.2     45.3     83.6     89.5     90.4     10.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        1       14       18       17       20                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      207,800
COMMITMENTS
  26,165    2,837    3,425  142,652  165,996  172,242  172,258   35,558   35,542

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:      5,003)
    -200      420        7     -108     -703     -301     -276    5,304    5,279

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6      1.4      1.6     68.6     79.9     82.9     82.9     17.1     17.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       4        6        3       29       29       35       36                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      173,736
COMMITMENTS
  20,975    2,163    4,875  121,795  140,678  147,645  147,716   26,091   26,020

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:     -4,239)
       0      230      -50   -8,475   -8,705   -8,525   -8,525    4,286    4,286

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.1      1.2      2.8     70.1     81.0     85.0     85.0     15.0     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        5        2       27       27       31       33                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,505
COMMITMENTS
   2,920      300      225   24,555   27,170   27,700   27,695    1,805    1,810

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9      1.0      0.8     83.2     92.1     93.9     93.9      6.1      6.1

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 02/23/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,985
COMMITMENTS
   2,295      380      475   24,475   26,385   27,245   27,240    1,740    1,745

CHANGES FROM 02/16/21 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.9      1.3      1.6     84.4     91.0     94.0     94.0      6.0      6.0

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



Updated February 26, 2021