ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       58,134
COMMITMENTS
      62      450    1,763   48,084   47,456   49,909   49,669    8,225    8,465

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      2,027)
      62      282      -82    1,602    1,382    1,582    1,582      445      445

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.1      0.8      3.0     82.7     81.6     85.9     85.4     14.1     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        1        1       20       19       21       21                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,955
COMMITMENTS
       0    2,205      345   42,507   40,302   42,852   42,852    7,103    7,103

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      3,037)
       0      -20        0    2,402    2,422    2,402    2,402      635      635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.4      0.7     85.1     80.7     85.8     85.8     14.2     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       15       20       16       21                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,540
COMMITMENTS
   2,335    2,160       75   20,467   20,437   22,877   22,672    2,663    2,868

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:       -500)
       0        0        0     -500     -500     -500     -500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.1      8.5      0.3     80.1     80.0     89.6     88.8     10.4     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        1       11       14       14       17                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,320
COMMITMENTS
   2,180    1,680      140   17,880   18,340   20,200   20,160    2,120    2,160

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:         15)
       0        0        0     -285     -285     -285     -285      300      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.8      7.5      0.6     80.1     82.2     90.5     90.3      9.5      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        2       10       17       15       19                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,570
COMMITMENTS
  14,315      785    3,410   24,555   38,480   42,280   42,675    3,290    2,895

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      5,575)
   3,080     -250      250    2,109    5,439    5,439    5,439      136      136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.4      1.7      7.5     53.9     84.4     92.8     93.6      7.2      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        3       15       22       18       25                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,760
COMMITMENTS
   7,080      410    4,095   14,372   21,192   25,547   25,697    2,213    2,063

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5      1.5     14.8     51.8     76.3     92.0     92.6      8.0      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        3       13       16       16       19                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,040
COMMITMENTS
     460   11,740    2,185   22,290   11,400   24,935   25,325    1,105      715

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8     45.1      8.4     85.6     43.8     95.8     97.3      4.2      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       16       15       18       17                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       91,413
COMMITMENTS
  11,875    2,685    3,415   59,181   67,808   74,471   73,908   16,942   17,505

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      1,010)
     -45       25       30      945      875      930      930       80       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.0      2.9      3.7     64.7     74.2     81.5     80.9     18.5     19.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        4        3       18       23       21       29                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       86,091
COMMITMENTS
   9,610    1,985    3,180   57,315   64,339   70,105   69,504   15,986   16,587

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      1,045)
     155       25     -130      945    1,075      970      970       75       75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.2      2.3      3.7     66.6     74.7     81.4     80.7     18.6     19.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        3       18       23       21       28                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,447
COMMITMENTS
   2,645    7,135      745   13,518   10,333   16,908   18,213    4,539    3,234

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        210)
     -25      240      -80       75       50      -30      210      240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     33.3      3.5     63.0     48.2     78.8     84.9     21.2     15.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        4        3       15       10       20       15                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,122
COMMITMENTS
   3,760    7,400    1,140   12,750   10,615   17,650   19,155    4,472    2,967

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        190)
    -265        0      140       75       50      -50      190      240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.0     33.5      5.2     57.6     48.0     79.8     86.6     20.2     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        3        3       14       10       19       15                  
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,713
COMMITMENTS
   9,540    5,750      475   13,262   17,407   23,277   23,632    3,436    3,081

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        150)
       0       75        0      150       75      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.7     21.5      1.8     49.6     65.2     87.1     88.5     12.9     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        3       14        8       17       12                  
 
 
PJM.JCPL_month_off_dap - NODAL EXCHANGE                              Code-064EJJ
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,936
COMMITMENTS
   9,590    5,435      475   12,793   17,298   22,858   23,208    3,078    2,728

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        150)
       0      225        0       80     -145       80       80       70       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.0     21.0      1.8     49.3     66.7     88.1     89.5     11.9     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        3        3       13        8       17       12                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,948
COMMITMENTS
  23,825        0        0   21,071   44,749   44,896   44,749    4,052    4,199

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        250)
     275        0        0      -25      250      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.7      0.0      0.0     43.0     91.4     91.7     91.4      8.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        0       14       15       18       15                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,654
COMMITMENTS
  23,250        0        0   22,096   45,092   45,346   45,092    4,308    4,562

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        150)
     150        0        0        0      150      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.8      0.0      0.0     44.5     90.8     91.3     90.8      8.7      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        0       12       14       15       14                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,550
COMMITMENTS
  32,205        0    1,605   26,035   58,420   59,845   60,025    3,705    3,525

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        460)
      75        0       50      335      410      460      460        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.7      0.0      2.5     41.0     91.9     94.2     94.5      5.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       9        0        3       20       14       29       17                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,885
COMMITMENTS
  31,705        0    1,830   25,675   57,560   59,210   59,390    3,675    3,495

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        455)
     -25        0       75      395      370      445      445       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.4      0.0      2.9     40.8     91.5     94.2     94.4      5.8      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        0        2       20       12       28       14                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,860
COMMITMENTS
   1,720    5,950      540   11,645    7,860   13,905   14,350    1,955    1,510

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        270)
    -120        0       20      250      250      150      270      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.8     37.5      3.4     73.4     49.6     87.7     90.5     12.3      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        5        1       12        8       14       14                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,245
COMMITMENTS
   2,170    5,950      400   10,605    7,455   13,175   13,805    2,070    1,440

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        250)
    -120        0        0      250      250      130      250      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2     39.0      2.6     69.6     48.9     86.4     90.6     13.6      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        5        1       11        8       13       14                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,705
COMMITMENTS
  20,740   20,105    1,905   37,560   38,315   60,205   60,325    4,500    4,380

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      2,255)
   1,675        0       75      350    2,025    2,100    2,100      155      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1     31.1      2.9     58.0     59.2     93.0     93.2      7.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        2        5       15       15       25       20                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,000
COMMITMENTS
  17,950   20,105    2,085   37,650   35,615   57,685   57,805    4,315    4,195

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      2,415)
   1,675        0       70      725    2,400    2,470    2,470      -55      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     32.4      3.4     60.7     57.4     93.0     93.2      7.0      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        2        5       15       16       25       21                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,773
COMMITMENTS
  12,785   13,825    1,930   37,730   37,035   52,445   52,790    2,328    1,983

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:       -935)
  -1,650     -745      275      370     -535   -1,005   -1,005       70       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.3     25.2      3.5     68.9     67.6     95.7     96.4      4.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        3        2       22       13       26       17                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,274
COMMITMENTS
   8,860   10,670    2,645   33,469   31,809   44,974   45,124    1,300    1,150

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        310)
    -200      605       25      435     -370      260      260       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     23.1      5.7     72.3     68.7     97.2     97.5      2.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        3        3       23       14       28       19                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      158,367
COMMITMENTS
   1,150   33,211    5,904  131,179   99,118  138,233  138,233   20,134   20,134

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      2,548)
     -50     -170      685    1,755    1,875    2,390    2,390      158      158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     21.0      3.7     82.8     62.6     87.3     87.3     12.7     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        9        4       28       30       33       40                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      142,069
COMMITMENTS
   1,000   30,671    8,099  119,609   89,938  128,708  128,708   13,361   13,361

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      2,748)
     -50     -245      685    2,350    2,545    2,985    2,985     -237     -237

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     21.6      5.7     84.2     63.3     90.6     90.6      9.4      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        8        4       24       29       29       38                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,355
COMMITMENTS
     240   10,755    2,385   48,210   37,520   50,835   50,660    4,520    4,695

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        770)
     -80      150       30    1,180      230    1,130      410     -360      360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.4     19.4      4.3     87.1     67.8     91.8     91.5      8.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        2       17       17       20       21                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,040
COMMITMENTS
     335    9,500    3,285   40,670   31,235   44,290   44,020    3,750    4,020

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        281)
     -30     -300       80      396      -54      446     -274     -165      555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     19.8      6.8     84.7     65.0     92.2     91.6      7.8      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        3       17       20       20       23                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,185
COMMITMENTS
  17,990       75      770   18,990   37,250   37,750   38,095    1,435    1,090

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      1,085)
     910        0        0      205    1,115    1,115    1,115      -30      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.9      0.2      2.0     48.5     95.1     96.3     97.2      3.7      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        3       14       19       18       23                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,950
COMMITMENTS
  28,720        0    1,420   15,470   44,295   45,610   45,715    1,340    1,235

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    61.2      0.0      3.0     32.9     94.3     97.1     97.4      2.9      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        3       12       13       15       16                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      115,789
COMMITMENTS
   9,515   12,195    3,825   83,507   80,887   96,847   96,907   18,942   18,882

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:       -177)
     225      780     -395     -142     -697     -312     -312      135      135

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2     10.5      3.3     72.1     69.9     83.6     83.7     16.4     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        2        3       29       28       35       31                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       93,414
COMMITMENTS
   7,080    5,845    8,150   64,654   66,034   79,884   80,029   13,530   13,385

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:      2,184)
       0    1,980     -630    2,914      934    2,284    2,284     -100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      6.3      8.7     69.2     70.7     85.5     85.7     14.5     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        3       26       27       30       30                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,315
COMMITMENTS
   6,060      300      645   23,920   29,745   30,625   30,690    2,690    2,625

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        100)
    -100        0      100      100        0      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2      0.9      1.9     71.8     89.3     91.9     92.1      8.1      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       13       12       15       14                  
 
 
PJM.ATSI_month_off_dap - NODAL EXCHANGE                              Code-064FZB
FUTURES ONLY POSITIONS AS OF 10/15/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,100
COMMITMENTS
   4,605      530      505   24,680   28,770   29,790   29,805    2,310    2,295

CHANGES FROM 10/08/19 (CHANGE IN OPEN INTEREST:        100)
    -100        0      100      100        0      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3      1.7      1.6     76.9     89.6     92.8     92.9      7.2      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       13       11       15       14                  



Updated October 24, 2019