ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       86,982
COMMITMENTS
   2,475    4,491      300   77,837   75,782   80,612   80,573    6,370    6,409

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:      1,590)
       0        0        0    1,880    1,880    1,880    1,880     -290     -290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      5.2      0.3     89.5     87.1     92.7     92.6      7.3      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        1       18       17       20       19                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,474
COMMITMENTS
   2,190    3,646       60   59,053   57,573   61,303   61,279    6,171    6,195

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:      1,177)
       0        0        0    1,872    1,872    1,872    1,872     -695     -695

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      5.4      0.1     87.5     85.3     90.9     90.8      9.1      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       18       17       20       18                  
 
 
NYISO.CENTRL_month_on_dap - NODAL EXCHANGE                           Code-064CTQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       14,763
COMMITMENTS
   2,840        0      150   11,152   14,225   14,142   14,375      621      388

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.2      0.0      1.0     75.5     96.4     95.8     97.4      4.2      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        1       10       12       13       13                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,473
COMMITMENTS
   4,382    4,658    1,800   29,312   28,916   35,494   35,374    2,979    3,099

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:        -30)
       0        0        0      -57      -57      -57      -57       27       27

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4     12.1      4.7     76.2     75.2     92.3     91.9      7.7      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        2       18       19       21       23                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,076
COMMITMENTS
     256    6,778    1,050   23,764   17,022   25,070   24,850    2,006    2,226

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:       -174)
       0        0        0     -210     -210     -210     -210       36       36

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     25.0      3.9     87.8     62.9     92.6     91.8      7.4      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        2       17       13       20       17                  
 
 
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE                           Code-064CZS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,817
COMMITMENTS
     110    5,826        0   18,753   13,207   18,863   19,033    2,954    2,784

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     26.7      0.0     86.0     60.5     86.5     87.2     13.5     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       15       10       16       11                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,296
COMMITMENTS
       0    9,885      475   18,135    8,351   18,610   18,711    1,686    1,585

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      660      660      660      660      -60      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     48.7      2.3     89.4     41.1     91.7     92.2      8.3      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        4        2       13       15       15       19                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       97,665
COMMITMENTS
  16,707    1,200      620   68,106   83,429   85,433   85,249   12,232   12,416

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:          5)
       0        0        0        5        5        5        5        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1      1.2      0.6     69.7     85.4     87.5     87.3     12.5     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        2       20       19       23       23                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       95,368
COMMITMENTS
  21,508    1,450      396   60,097   80,049   82,001   81,895   13,367   13,473

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.6      1.5      0.4     63.0     83.9     86.0     85.9     14.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        2       18       18       22       22                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,141
COMMITMENTS
     970   14,155      100   23,277   10,317   24,347   24,572    3,794    3,569

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:        100)
       0      510      100        0        0      100      610        0     -510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.4     50.3      0.4     82.7     36.7     86.5     87.3     13.5     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        5        1       18       10       20       15                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,841
COMMITMENTS
     970   13,955      100   23,102   10,342   24,172   24,397    3,669    3,444

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:        100)
       0      510      100        0        0      100      610        0     -510

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.5     50.1      0.4     83.0     37.1     86.8     87.6     13.2     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        5        1       18       10       20       15                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,297
COMMITMENTS
  14,195        0        0   35,623   49,873   49,818   49,873    2,479    2,424

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.1      0.0      0.0     68.1     95.4     95.3     95.4      4.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       4        0        0       12       16       16       16                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,236
COMMITMENTS
  13,535    4,800        0   40,556   49,351   54,091   54,151    2,145    2,085

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.1      8.5      0.0     72.1     87.8     96.2     96.3      3.8      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        0       12       14       15       15                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,180
COMMITMENTS
  11,365      575      185   38,700   50,475   50,250   51,235    2,930    1,945

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:      1,710)
     130        0      -35    1,340    1,470    1,435    1,435      275      275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.4      1.1      0.3     72.8     94.9     94.5     96.3      5.5      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        3       16       13       20       17                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,280
COMMITMENTS
   8,410      575      595   36,785   45,515   45,790   46,685    2,490    1,595

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:      1,735)
       0        0        0    1,740    1,740    1,740    1,740       -5       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4      1.2      1.2     76.2     94.3     94.8     96.7      5.2      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        3       16       12       20       16                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       84,185
COMMITMENTS
  24,120      485    2,215   54,220   78,285   80,555   80,985    3,630    3,200

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:        120)
       0       60        0      -60        0      -60       60      180       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.7      0.6      2.6     64.4     93.0     95.7     96.2      4.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        3        4       18       14       23       20                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       81,295
COMMITMENTS
  22,635      760    2,215   53,550   75,655   78,400   78,630    2,895    2,665

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:        110)
       0       60        0      -50       10      -50       70      160       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.8      0.9      2.7     65.9     93.1     96.4     96.7      3.6      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        3        4       18       14       23       20                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,092
COMMITMENTS
  14,585    3,630    2,535   36,800   47,894   53,920   54,059    6,172    6,033

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      250      250      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.3      6.0      4.2     61.2     79.7     89.7     90.0     10.3     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        2       20       12       26       14                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,230
COMMITMENTS
  10,650    1,765    2,765   32,505   41,742   45,920   46,272    6,310    5,958

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:        270)
      20        0        0      250      270      270      270        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.4      3.4      5.3     62.2     79.9     87.9     88.6     12.1     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        2       18       11       24       13                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      232,179
COMMITMENTS
     345   60,434      671  176,328  116,279  177,344  177,384   54,835   54,795

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:      2,828)
       0       20      -45    2,795    2,775    2,750    2,750       78       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     26.0      0.3     75.9     50.1     76.4     76.4     23.6     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        7        3       26       32       31       39                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      212,210
COMMITMENTS
     320   53,625    1,618  160,057  106,792  161,995  162,035   50,215   50,175

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:      3,040)
       0     -110      -30    2,988    3,098    2,958    2,958       82       82

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2     25.3      0.8     75.4     50.3     76.3     76.4     23.7     23.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        7        4       26       31       32       38                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,764
COMMITMENTS
   4,690    1,045    1,000   39,894   43,769   45,584   45,814    6,180    5,950

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:         50)
       0        0        0       15       50       15       50       35        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1      2.0      1.9     77.1     84.6     88.1     88.5     11.9     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        3       17       19       21       23                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       44,085
COMMITMENTS
   4,230      815    1,150   31,530   35,205   36,910   37,170    7,175    6,915

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:       -250)
       0        0        0     -365     -330     -365     -330      115       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6      1.8      2.6     71.5     79.9     83.7     84.3     16.3     15.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        3       18       20       21       24                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,421
COMMITMENTS
   4,390    3,805      486   38,515   39,425   43,391   43,716    5,030    4,705

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      150      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1      7.9      1.0     79.5     81.4     89.6     90.3     10.4      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        1       17       19       20       21                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,990
COMMITMENTS
  17,060    3,915       36   25,224   38,399   42,320   42,350    6,670    6,640

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.8      8.0      0.1     51.5     78.4     86.4     86.4     13.6     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        1       17       16       19       19                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      237,290
COMMITMENTS
  24,371      762    4,062  165,671  189,478  194,104  194,302   43,186   42,988

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:     -1,653)
     100        0      -21   -1,184   -1,264   -1,105   -1,285     -548     -368

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.3      0.3      1.7     69.8     79.9     81.8     81.9     18.2     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       5        2        7       32       32       40       39                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/20/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      183,130
COMMITMENTS
  13,275      827   10,110  125,399  137,587  148,784  148,524   34,346   34,606

CHANGES FROM 07/13/21 (CHANGE IN OPEN INTEREST:        559)
    -200        0        0      220       20       20       20      539      539

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.2      0.5      5.5     68.5     75.1     81.2     81.1     18.8     18.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        4        4       30       26       38       31                  



Updated July 23, 2021