ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       88,417
COMMITMENTS
   2,860    5,943      240   78,042   74,916   81,142   81,099    7,275    7,318

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        125)
       0        0        0      125      125      125      125        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      6.7      0.3     88.3     84.7     91.8     91.7      8.2      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        1       17       17       19       19                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       69,807
COMMITMENTS
   2,570    4,678       60   59,550   57,520   62,180   62,258    7,627    7,549

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        161)
       0        0        0      270      260      270      260     -109      -99

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      6.7      0.1     85.3     82.4     89.1     89.2     10.9     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        1       17       15       20       16                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,351
COMMITMENTS
     655      700      175   22,735   22,116   23,565   22,991    3,786    4,360

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        275)
       0        0        0      275      275      275      275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.4      2.6      0.6     83.1     80.9     86.2     84.1     13.8     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        1       14       13       17       15                  
 
 
NYISO.CENTRL_month_on_dap - NODAL EXCHANGE                           Code-064CTQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,990
COMMITMENTS
   3,195        0      225   11,959   15,435   15,379   15,660      611      330

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.0      0.0      1.4     74.8     96.5     96.2     97.9      3.8      2.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        2       10       12       14       14                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       44,277
COMMITMENTS
   4,102    5,278    2,320   34,605   33,429   41,027   41,027    3,250    3,250

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        675)
     -60        0       60      437      377      437      437      238      238

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3     11.9      5.2     78.2     75.5     92.7     92.7      7.3      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        3        2       17       15       20       20                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,394
COMMITMENTS
     350    8,142    1,056   28,539   20,749   29,945   29,947    2,449    2,447

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        281)
       0        0        0      400      220      400      220     -119       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1     25.1      3.3     88.1     64.1     92.4     92.4      7.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        5        2       15       11       18       16                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,320
COMMITMENTS
      40   10,205      460   17,990    7,980   18,490   18,645    1,830    1,675

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2     50.2      2.3     88.5     39.3     91.0     91.8      9.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        2       14       12       17       16                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       93,723
COMMITMENTS
  19,670      845      680   59,783   78,331   80,133   79,856   13,590   13,867

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      1,640)
   1,300        0        0      300    1,600    1,600    1,600       40       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.0      0.9      0.7     63.8     83.6     85.5     85.2     14.5     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        2        2       18       20       21       24                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       89,855
COMMITMENTS
  19,328    1,215      561   56,966   74,911   76,855   76,687   13,000   13,168

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      1,600)
   1,300        0        0      300    1,600    1,600    1,600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.5      1.4      0.6     63.4     83.4     85.5     85.3     14.5     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        2       17       20       20       24                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,233
COMMITMENTS
   1,045   16,150      430   25,150   10,120   26,625   26,700    3,608    3,533

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        475)
       0        0        0      475      475      475      475        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5     53.4      1.4     83.2     33.5     88.1     88.3     11.9     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        6        3       19       10       23       16                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,958
COMMITMENTS
   1,045   15,900      455   25,025   10,245   26,525   26,600    3,433    3,358

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        475)
       0        0        0      475      475      475      475        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5     53.1      1.5     83.5     34.2     88.5     88.8     11.5     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        6        3       19       10       23       16                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,022
COMMITMENTS
  16,390        0        0   36,805   53,270   53,195   53,270    2,827    2,752

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        480)
       0        0        0      490      515      490      515      -10      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.3      0.0      0.0     65.7     95.1     95.0     95.1      5.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        0        0       15       15       19       15                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,670
COMMITMENTS
  15,465        0        0   37,620   53,195   53,085   53,195    2,585    2,475

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        425)
       0        0        0      425      425      425      425        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.8      0.0      0.0     67.6     95.6     95.4     95.6      4.6      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        0       14       11       17       11                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,480
COMMITMENTS
  17,175      300      345   33,210   50,925   50,730   51,570    2,750    1,910

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        615)
    -600        0       65      965      365      430      430      185      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.1      0.6      0.6     62.1     95.2     94.9     96.4      5.1      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        1        4       18       13       23       18                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,245
COMMITMENTS
  13,675      300      720   30,210   44,325   44,605   45,345    2,640    1,900

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:        340)
    -600        0       65      690       90      155      155      185      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.9      0.6      1.5     63.9     93.8     94.4     96.0      5.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        1        4       18       14       23       19                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       85,590
COMMITMENTS
  33,665      510    3,325   45,135   78,735   82,125   82,570    3,465    3,020

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:          0)
     -50        0        0       50        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.3      0.6      3.9     52.7     92.0     96.0     96.5      4.0      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        2        4       20       13       27       18                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       83,925
COMMITMENTS
  32,430      810    3,325   44,950   76,805   80,705   80,940    3,220    2,985

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.6      1.0      4.0     53.6     91.5     96.2     96.4      3.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        2        4       19       14       26       19                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,883
COMMITMENTS
  15,105    6,990    3,180   38,324   46,548   56,609   56,718    6,274    6,165

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      1,360)
       0     -140        0    1,565    1,500    1,565    1,360     -205        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.0     11.1      5.1     60.9     74.0     90.0     90.2     10.0      9.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        3        4       18       11       24       15                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,466
COMMITMENTS
  10,870    5,460    3,235   34,097   39,884   48,202   48,579    6,264    5,887

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      1,370)
       0     -100        0    1,370    1,470    1,370    1,370        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.0     10.0      5.9     62.6     73.2     88.5     89.2     11.5     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        4       18       10       24       14                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      231,276
COMMITMENTS
     425   75,612      331  174,076   98,832  174,832  174,775   56,444   56,501

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      2,522)
    -300       79     -120    1,595    1,236    1,175    1,195    1,347    1,327

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2     32.7      0.1     75.3     42.7     75.6     75.6     24.4     24.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        8        2       25       29       29       37                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      209,860
COMMITMENTS
     300   67,402    1,498  157,144   90,018  158,942  158,918   50,918   50,942

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      2,481)
       0      240     -175    1,631    1,411    1,456    1,476    1,025    1,005

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     32.1      0.7     74.9     42.9     75.7     75.7     24.3     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       1        9        3       27       30       31       39                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,702
COMMITMENTS
   3,350    1,265    1,801   39,386   41,441   44,537   44,507    5,165    5,195

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:         75)
      60      -10       10      -55       15       15       15       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.7      2.5      3.6     79.2     83.4     89.6     89.5     10.4     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        3       18       20       22       24                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       42,275
COMMITMENTS
   3,040      965    1,840   33,075   35,110   37,955   37,915    4,320    4,360

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:       -125)
       0      -10       10      -85      -75      -75      -75      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2      2.3      4.4     78.2     83.1     89.8     89.7     10.2     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       20       20       23       24                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,652
COMMITMENTS
   5,345    3,925        0   36,072   37,802   41,417   41,727    5,235    4,925

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:       -280)
       0        0        0     -795     -795     -795     -795      515      515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.5      8.4      0.0     77.3     81.0     88.8     89.4     11.2     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        0       18       20       21       21                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,160
COMMITMENTS
  20,365    4,105        0   22,505   38,790   42,870   42,895    5,290    5,265

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:       -400)
       0        0        0     -725     -725     -725     -725      325      325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.3      8.5      0.0     46.7     80.5     89.0     89.1     11.0     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        0       16       19       18       21                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      225,309
COMMITMENTS
  22,814    2,719    3,048  157,638  177,733  183,500  183,500   41,809   41,809

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      6,080)
    -151     -135       20    5,997    5,981    5,866    5,866      214      214

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.1      1.2      1.4     70.0     78.9     81.4     81.4     18.6     18.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       3        5        4       34       29       39       36                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/18/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      173,900
COMMITMENTS
  11,560    1,327   10,700  117,510  127,493  139,770  139,520   34,130   34,380

CHANGES FROM 05/11/21 (CHANGE IN OPEN INTEREST:      1,240)
       0      -19        0      725      744      725      725      515      515

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.6      0.8      6.2     67.6     73.3     80.4     80.2     19.6     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        4        3       31       26       36       31                  



Updated May 21, 2021