ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       87,527
COMMITMENTS
   2,475    4,491      300   78,542   76,487   81,317   81,278    6,210    6,249

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        545)
       0        0        0      705      705      705      705     -160     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.8      5.1      0.3     89.7     87.4     92.9     92.9      7.1      7.1

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 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       68,014
COMMITMENTS
   2,190    3,646       60   59,768   58,288   62,018   61,994    5,996    6,020

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        540)
       0        0        0      715      715      715      715     -175     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.2      5.4      0.1     87.9     85.7     91.2     91.1      8.8      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        1        1       19       17       21       18                  
 
 
NYISO.CENTRL_month_on_dap - NODAL EXCHANGE                           Code-064CTQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| 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 07/20/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,882
COMMITMENTS
   4,382    4,658    1,800   30,611   30,215   36,793   36,673    3,089    3,209

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      1,409)
       0        0        0    1,299    1,299    1,299    1,299      110      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.0     11.7      4.5     76.8     75.8     92.3     92.0      7.7      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        2        2       18       21       21       25                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,620
COMMITMENTS
     256    6,778    1,050   25,129   18,507   26,435   26,335    2,185    2,285

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      1,544)
       0        0        0    1,365    1,485    1,365    1,485      179       59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     23.7      3.7     87.8     64.7     92.4     92.0      7.6      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        2       17       14       20       18                  
 
 
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE                           Code-064CZS
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,117
COMMITMENTS
     110    5,826        0   19,053   13,667   19,163   19,493    2,954    2,624

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      460      300      460        0     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     26.3      0.0     86.1     61.8     86.6     88.1     13.4     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       15       11       16       12                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,101
COMMITMENTS
       0   10,185      475   18,940    8,856   19,415   19,516    1,686    1,585

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        805)
       0      300        0      805      505      805      805        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     48.3      2.3     89.8     42.0     92.0     92.5      8.0      7.5

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 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       98,850
COMMITMENTS
  16,707    1,200      620   68,863   84,171   86,190   85,991   12,660   12,859

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      1,185)
       0        0        0      757      742      757      742      428      443

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9      1.2      0.6     69.7     85.2     87.2     87.0     12.8     13.0

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 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       96,418
COMMITMENTS
  21,508    1,450      396   60,804   80,756   82,708   82,602   13,710   13,816

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:      1,050)
       0        0        0      707      707      707      707      343      343

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.3      1.5      0.4     63.1     83.8     85.8     85.7     14.2     14.3

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 07/27/21          |
--------------------------------------------------------------| 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 07/20/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 07/27/21          |
--------------------------------------------------------------| 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 07/20/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,312
COMMITMENTS
  14,195        0        0   35,583   49,848   49,778   49,848    2,534    2,464

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:         15)
       0        0        0      -40      -25      -40      -25       55       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.1      0.0      0.0     68.0     95.3     95.2     95.3      4.8      4.7

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 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,351
COMMITMENTS
  13,535    4,800        0   40,671   49,466   54,206   54,266    2,145    2,085

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        115)
       0        0        0      115      115      115      115        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.0      8.5      0.0     72.2     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 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,780
COMMITMENTS
  11,365      575      185   39,300   51,075   50,850   51,835    2,930    1,945

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      600      600      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.1      1.1      0.3     73.1     95.0     94.6     96.4      5.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        3       17       13       21       17                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,905
COMMITMENTS
   8,410      575      595   37,385   46,115   46,390   47,285    2,515    1,620

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        625)
       0        0        0      600      600      600      600       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.2      1.2      1.2     76.4     94.3     94.9     96.7      5.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        3       17       12       21       16                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| 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 07/20/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 07/27/21          |
--------------------------------------------------------------| 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 07/20/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.8      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 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,392
COMMITMENTS
  14,585    3,630    2,535   37,100   48,194   54,220   54,359    6,172    6,033

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.2      6.0      4.2     61.4     79.8     89.8     90.0     10.2     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 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,530
COMMITMENTS
  10,650    1,765    2,765   32,805   42,042   46,220   46,572    6,310    5,958

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.3      3.4      5.3     62.5     80.0     88.0     88.7     12.0     11.3

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 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      230,581
COMMITMENTS
     220   60,534      671  174,455  114,181  175,346  175,386   55,235   55,195

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:     -1,598)
    -125      100        0   -1,873   -2,098   -1,998   -1,998      400      400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     26.3      0.3     75.7     49.5     76.0     76.1     24.0     23.9

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 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      210,906
COMMITMENTS
     220   53,725    1,618  158,473  105,008  160,311  160,351   50,595   50,555

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:     -1,304)
    -100      100        0   -1,584   -1,784   -1,684   -1,684      380      380

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     25.5      0.8     75.1     49.8     76.0     76.0     24.0     24.0

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 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,339
COMMITMENTS
   4,690    1,045    1,000   39,424   43,314   45,114   45,359    6,225    5,980

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:       -425)
       0        0        0     -470     -455     -470     -455       45       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1      2.0      1.9     76.8     84.4     87.9     88.4     12.1     11.6

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 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       44,125
COMMITMENTS
   4,230      815    1,150   31,570   35,245   36,950   37,210    7,175    6,915

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:         40)
       0        0        0       40       40       40       40        0        0

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 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,571
COMMITMENTS
   4,390    3,805      486   38,680   39,575   43,556   43,866    5,015    4,705

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        150)
       0        0        0      165      150      165      150      -15        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0      7.8      1.0     79.6     81.5     89.7     90.3     10.3      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 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,580
COMMITMENTS
  17,360    3,915       36   25,514   38,989   42,910   42,940    6,670    6,640

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:        590)
     300        0        0      290      590      590      590        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.0      7.9      0.1     51.5     78.6     86.5     86.6     13.5     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        2        1       17       17       19       20                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      236,246
COMMITMENTS
  22,686      762    4,072  163,668  185,572  190,426  190,406   45,820   45,840

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:     -1,044)
  -1,685        0       10   -2,003   -3,906   -3,678   -3,896    2,634    2,852

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6      0.3      1.7     69.3     78.6     80.6     80.6     19.4     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       5        2        7       33       33       41       40                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/27/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      183,220
COMMITMENTS
  11,475      787   10,050  125,909  136,337  147,434  147,174   35,786   36,046

CHANGES FROM 07/20/21 (CHANGE IN OPEN INTEREST:         90)
  -1,800      -40      -60      510   -1,250   -1,350   -1,350    1,440    1,440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.3      0.4      5.5     68.7     74.4     80.5     80.3     19.5     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       5        4        4       31       26       39       31                  



Updated July 30, 2021