ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       85,660
COMMITMENTS
   1,315    3,139      300   78,340   76,481   79,955   79,920    5,705    5,740

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        784)
     -50        0        0      864      394      814      394      -30      390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      3.7      0.4     91.5     89.3     93.3     93.3      6.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        1       20       16       22       18                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       68,779
COMMITMENTS
   1,020    2,429       60   61,018   59,662   62,098   62,151    6,681    6,628

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      1,190)
     -50        0        0      520       50      470       50      720    1,140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5      3.5      0.1     88.7     86.7     90.3     90.4      9.7      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       18       16       20       17                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,909
COMMITMENTS
     750      380      120   20,920   21,026   21,790   21,526    3,119    3,383

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:         49)
    -150     -120      120       80      110       50      110       -1      -61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      1.5      0.5     84.0     84.4     87.5     86.4     12.5     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1       14       17       17       18                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,874
COMMITMENTS
     675      380      120   19,860   19,895   20,655   20,395    2,219    2,479

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:         24)
    -150     -120      120       55       25       25       25       -1       -1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0      1.7      0.5     86.8     87.0     90.3     89.2      9.7     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       13       14       16       15                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,785
COMMITMENTS
   4,265    3,226    1,687   27,693   28,852   33,645   33,765    3,140    3,020

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:       -263)
       0     -400        0     -111      179     -111     -221     -152      -42

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.6      8.8      4.6     75.3     78.4     91.5     91.8      8.5      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        3        2       17       24       20       28                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,145
COMMITMENTS
     266    6,098      940   23,286   17,361   24,492   24,399    1,653    1,746

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:       -280)
       0     -100        0     -255     -205     -255     -305      -25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0     23.3      3.6     89.1     66.4     93.7     93.3      6.3      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        2       19       16       22       20                  
 
 
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE                           Code-064CZS
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,919
COMMITMENTS
       0    5,646        0   18,030   12,690   18,030   18,336    2,889    2,583

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     27.0      0.0     86.2     60.7     86.2     87.7     13.8     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        1        0       16       12       16       13                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,311
COMMITMENTS
       0    8,465      375   19,360   11,046   19,735   19,886    1,576    1,425

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        -50)
       0        0        0      -50      -50      -50      -50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     39.7      1.8     90.8     51.8     92.6     93.3      7.4      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       0        4        2       13       14       15       18                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       99,472
COMMITMENTS
  15,870    1,437      728   67,956   82,294   84,554   84,459   14,918   15,013

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      1,320)
       0        0        0      635      635      635      635      685      685

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.0      1.4      0.7     68.3     82.7     85.0     84.9     15.0     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        4        2       20       21       23       25                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       99,196
COMMITMENTS
  21,850    1,595      474   60,227   80,422   82,551   82,491   16,645   16,705

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      1,440)
       0        0        0      600      600      600      600      840      840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.0      1.6      0.5     60.7     81.1     83.2     83.2     16.8     16.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        4        2       19       20       23       24                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,085
COMMITMENTS
     870   10,950      746   21,197   11,322   22,813   23,018    3,272    3,067

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3     42.0      2.9     81.3     43.4     87.5     88.2     12.5     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        5        2       18       10       21       15                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,985
COMMITMENTS
     870   10,850      746   21,172   11,397   22,788   22,993    3,197    2,992

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.3     41.8      2.9     81.5     43.9     87.7     88.5     12.3     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        5        2       18       10       21       15                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,366
COMMITMENTS
  10,925        5      240   38,727   49,587   49,892   49,832    2,474    2,534

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      1,949)
    -120        0      120    1,949    1,829    1,949    1,949        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.9      0.0      0.5     74.0     94.7     95.3     95.2      4.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       13       16       16       18                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,165
COMMITMENTS
  10,635    6,005      240   44,160   48,750   55,035   54,995    2,130    2,170

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      1,069)
    -120        0      120    1,069      949    1,069    1,069        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.6     10.5      0.4     77.3     85.3     96.3     96.2      3.7      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        2        2       13       14       16       17                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,625
COMMITMENTS
  10,755    2,425       66   41,655   50,700   52,476   53,191    2,149    1,434

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      2,410)
     470        0        0    2,195    2,485    2,665    2,485     -255      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.7      4.4      0.1     76.3     92.8     96.1     97.4      3.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        3        3       20       15       25       21                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,050
COMMITMENTS
   8,880    2,425      421   39,755   46,845   49,056   49,691    1,994    1,359

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      2,410)
     470        0        0    2,195    2,485    2,665    2,485     -255      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.4      4.8      0.8     77.9     91.8     96.1     97.3      3.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        3        3       20       14       25       20                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       76,545
COMMITMENTS
  21,430      635    1,885   49,840   71,045   73,155   73,565    3,390    2,980

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        125)
       0       50      -50      145       95       95       95       30       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.0      0.8      2.5     65.1     92.8     95.6     96.1      4.4      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       4        3        3       19       18       23       24                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       73,335
COMMITMENTS
  20,140      860    1,860   48,735   68,235   70,735   70,955    2,600    2,380

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:         85)
       0       50      -50      135       85       85       85        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.5      1.2      2.5     66.5     93.0     96.5     96.8      3.5      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        3        3       19       18       23       24                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       58,308
COMMITMENTS
  13,105    2,430    2,445   37,157   47,951   52,707   52,826    5,601    5,482

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        864)
       0      -40       50      720      760      770      770       94       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.5      4.2      4.2     63.7     82.2     90.4     90.6      9.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       4        2        3       23        9       30       12                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,631
COMMITMENTS
   9,460    1,700    2,595   34,006   42,038   46,061   46,333    4,570    4,298

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        587)
       0      -40       50      885      925      935      935     -348     -348

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7      3.4      5.1     67.2     83.0     91.0     91.5      9.0      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       4        2        3       22        9       29       12                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      215,967
COMMITMENTS
     200   55,849    1,051  165,615  110,026  166,866  166,926   49,101   49,041

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      1,042)
     -50     -893       50      487    1,320      487      477      555      565

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     25.9      0.5     76.7     50.9     77.3     77.3     22.7     22.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        7        4       28       32       32       40                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      201,498
COMMITMENTS
     200   49,875    1,873  155,532  105,927  157,605  157,675   43,893   43,823

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        231)
     -50     -250       65      286      486      301      301      -70      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.1     24.8      0.9     77.2     52.6     78.2     78.3     21.8     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       1        7        5       30       32       35       40                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,046
COMMITMENTS
   4,140      820      840   37,836   41,301   42,816   42,961    6,230    6,085

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        -75)
    -150        0      100      -25     -175      -75      -75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4      1.7      1.7     77.1     84.2     87.3     87.6     12.7     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        3        4       19       19       23       24                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,130
COMMITMENTS
   4,085      665      795   33,835   37,315   38,715   38,775    6,415    6,355

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:        -10)
    -150        0      100      180       30      130      130     -140     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1      1.5      1.8     75.0     82.7     85.8     85.9     14.2     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        3       19       21       22       25                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,166
COMMITMENTS
   3,960    5,270      162   38,450   37,554   42,572   42,986    5,594    5,180

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      1,105)
     100        0        0      615      715      715      715      390      390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.2     10.9      0.3     79.8     78.0     88.4     89.2     11.6     10.8

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 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,090
COMMITMENTS
  16,380    5,485       12   28,919   39,843   45,311   45,340    4,779    4,750

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      2,755)
    -100        0        0    2,625    2,445    2,525    2,445      230      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.7     11.0      0.0     57.7     79.5     90.5     90.5      9.5      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        2        1       16       17       18       20                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      229,384
COMMITMENTS
  16,177      257    7,381  161,334  177,234  184,892  184,872   44,492   44,512

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      2,904)
  -2,368      -50      615    1,778     -550       25       15    2,879    2,889

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.1      0.1      3.2     70.3     77.3     80.6     80.6     19.4     19.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       45)
       7        1        6       35       31       43       37                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/28/21          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      190,833
COMMITMENTS
  11,305      567   12,047  134,323  144,781  157,675  157,395   33,158   33,438

CHANGES FROM 09/21/21 (CHANGE IN OPEN INTEREST:      1,691)
   1,016        0     -874    1,124    2,170    1,266    1,296      425      395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9      0.3      6.3     70.4     75.9     82.6     82.5     17.4     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       7        1        4       32       30       40       34                  



Updated October 01, 2021