ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       61,898
COMMITMENTS
       0      703    1,455   52,058   51,415   53,513   53,573    8,385    8,325

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      3,764)
     -62      253     -308    3,974    3,959    3,604    3,904      160     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      1.1      2.4     84.1     83.1     86.5     86.6     13.5     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       21       20       22       22                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,422
COMMITMENTS
       0    2,395      135   45,904   43,509   46,039   46,039    7,383    7,383

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      3,467)
       0      190     -210    3,397    3,207    3,187    3,187      280      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.5      0.3     85.9     81.4     86.2     86.2     13.8     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       16       21       17       22                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,305
COMMITMENTS
   2,315    2,160       75   21,127   21,077   23,517   23,312    2,788    2,993

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        765)
     -20        0        0      660      640      640      640      125      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      8.2      0.3     80.3     80.1     89.4     88.6     10.6     11.4

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 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,895
COMMITMENTS
   2,180    1,680      140   18,415   18,875   20,735   20,695    2,160    2,200

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        575)
       0        0        0      535      535      535      535       40       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.5      7.3      0.6     80.4     82.4     90.6     90.4      9.4      9.6

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 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,520
COMMITMENTS
  14,010      685    3,870   25,130   38,910   43,010   43,465    3,510    3,055

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        950)
    -305     -100      460      575      430      730      790      220      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1      1.5      8.3     54.0     83.6     92.5     93.4      7.5      6.6

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 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,800
COMMITMENTS
   6,220      380    4,225   15,082   21,132   25,527   25,737    2,273    2,063

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:         40)
    -860      -30      130      710      -60      -20       40       60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.4      1.4     15.2     54.3     76.0     91.8     92.6      8.2      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3       13       16       16       19                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,050
COMMITMENTS
     460   11,740    2,185   22,300   11,410   24,945   25,335    1,105      715

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:         10)
       0        0        0       10       10       10       10        0        0

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 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       92,813
COMMITMENTS
  12,580    2,760    2,925   59,351   68,608   74,856   74,293   17,957   18,520

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      1,400)
     705       75     -490      170      800      385      385    1,015    1,015

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6      3.0      3.2     63.9     73.9     80.7     80.0     19.3     20.0

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 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       87,526
COMMITMENTS
  10,215    2,010    2,815   57,770   65,374   70,800   70,199   16,726   17,327

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      1,435)
     605       25     -365      455    1,035      695      695      740      740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7      2.3      3.2     66.0     74.7     80.9     80.2     19.1     19.8

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 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,846
COMMITMENTS
   3,370   10,355      645   18,838   12,678   22,853   23,678    3,993    3,168

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      5,399)
     725    3,220     -100    5,320    2,345    5,945    5,465     -546      -66

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     38.6      2.4     70.2     47.2     85.1     88.2     14.9     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        5        3       18       12       22       18                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,071
COMMITMENTS
   3,570    9,555    1,695   17,175   12,695   22,440   23,945    4,631    3,126

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      4,949)
    -190    2,155      555    4,425    2,080    4,790    4,790      159      159

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     35.3      6.3     63.4     46.9     82.9     88.5     17.1     11.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        5        3       16       12       20       18                  
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,894
COMMITMENTS
   9,540    6,040      475   13,428   17,303   23,443   23,818    3,451    3,076

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        181)
       0      290        0      166     -104      166      186       15       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    35.5     22.5      1.8     49.9     64.3     87.2     88.6     12.8     11.4

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 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,076
COMMITMENTS
   9,590    5,475      475   12,983   17,398   23,048   23,348    3,028    2,728

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        140)
       0       40        0      190      100      190      140      -50        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    36.8     21.0      1.8     49.8     66.7     88.4     89.5     11.6     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        3       14        8       18       12                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,503
COMMITMENTS
  25,825        0        0   21,513   47,191   47,338   47,191    4,165    4,312

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      2,555)
   2,000        0        0      442    2,442    2,442    2,442      113      113

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.1      0.0      0.0     41.8     91.6     91.9     91.6      8.1      8.4

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 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,284
COMMITMENTS
  25,150        0        0   22,716   47,612   47,866   47,612    4,418    4,672

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      2,630)
   1,900        0        0      620    2,520    2,520    2,520      110      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.1      0.0      0.0     43.4     91.1     91.5     91.1      8.5      8.9

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 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,995
COMMITMENTS
  32,150        0    1,665   26,230   58,560   60,045   60,225    3,950    3,770

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        445)
     -55        0       60      195      140      200      200      245      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.2      0.0      2.6     41.0     91.5     93.8     94.1      6.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       9        0        4       20       14       29       18                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,190
COMMITMENTS
  31,550        0    1,890   26,035   57,765   59,475   59,655    3,715    3,535

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        305)
    -155        0       60      360      205      265      265       40       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.9      0.0      3.0     41.2     91.4     94.1     94.4      5.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        0        3       20       12       28       15                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,365
COMMITMENTS
   2,200    6,375      260   14,775   10,680   17,235   17,315    1,130    1,050

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      2,505)
     480      425     -280    3,130    2,820    3,330    2,965     -825     -460

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.0     34.7      1.4     80.5     58.2     93.8     94.3      6.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        5        1       14        9       16       15                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,875
COMMITMENTS
   2,650    6,375      205   13,055   10,275   15,910   16,855    1,965    1,020

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      2,630)
     480      425     -195    2,450    2,820    2,735    3,050     -105     -420

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.8     35.7      1.1     73.0     57.5     89.0     94.3     11.0      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        5        1       13        9       15       15                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       69,450
COMMITMENTS
  21,855   20,055    2,005   40,435   42,355   64,295   64,415    5,155    5,035

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      4,745)
   1,115      -50      100    2,875    4,040    4,090    4,090      655      655

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     28.9      2.9     58.2     61.0     92.6     92.8      7.4      7.2

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 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       66,425
COMMITMENTS
  19,065   20,055    2,185   40,235   39,365   61,485   61,605    4,940    4,820

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      4,425)
   1,115      -50      100    2,585    3,750    3,800    3,800      625      625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.7     30.2      3.3     60.6     59.3     92.6     92.7      7.4      7.3

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 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,673
COMMITMENTS
  12,635   14,125    1,930   37,780   36,635   52,345   52,690    2,328    1,983

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:       -100)
    -150      300        0       50     -400     -100     -100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.1     25.8      3.5     69.1     67.0     95.7     96.4      4.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        3        2       22       14       26       18                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,109
COMMITMENTS
   8,860   11,020    2,445   33,579   31,569   44,884   45,034    1,225    1,075

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:       -165)
       0      350     -200      110     -240      -90      -90      -75      -75

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     23.9      5.3     72.8     68.5     97.3     97.7      2.7      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        3        3       23       15       28       20                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      160,705
COMMITMENTS
   1,150   30,476    8,964  129,196   99,870  139,310  139,310   21,395   21,395

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      2,338)
       0   -2,735    3,060   -1,983      752    1,077    1,077    1,261    1,261

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     19.0      5.6     80.4     62.1     86.7     86.7     13.3     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        9        5       28       30       34       40                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      144,214
COMMITMENTS
   2,274   29,560    9,845  117,044   89,758  129,163  129,163   15,051   15,051

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      2,145)
   1,274   -1,111    1,746   -2,565     -180      455      455    1,690    1,690

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.6     20.5      6.8     81.2     62.2     89.6     89.6     10.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        7        5       24       29       30       38                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,440
COMMITMENTS
     120   10,605    2,570   48,185   37,525   50,875   50,700    4,565    4,740

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:         85)
    -120     -150      185      -25        5       40       40       45       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     19.1      4.6     86.9     67.7     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 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,825
COMMITMENTS
     260    9,350    3,320   40,485   31,125   44,065   43,795    3,760    4,030

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:       -215)
     -75     -150       35     -185     -110     -225     -225       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5     19.6      6.9     84.7     65.1     92.1     91.6      7.9      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 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,560
COMMITMENTS
  17,060       75      995   20,010   37,340   38,065   38,410    1,495    1,150

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        375)
    -930        0      225    1,020       90      315      315       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.1      0.2      2.5     50.6     94.4     96.2     97.1      3.8      2.9

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 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,650
COMMITMENTS
  28,045        0    1,645   16,620   44,770   46,310   46,415    1,340    1,235

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:        700)
    -675        0      225    1,150      475      700      700        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    58.9      0.0      3.5     34.9     94.0     97.2     97.4      2.8      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        3       12       14       15       17                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      117,464
COMMITMENTS
   9,490   11,695    3,665   85,317   83,172   98,472   98,532   18,992   18,932

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      1,675)
     -25     -500     -160    1,810    2,285    1,625    1,625       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1     10.0      3.1     72.6     70.8     83.8     83.9     16.2     16.1

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 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       95,169
COMMITMENTS
   7,180    5,195    8,000   65,839   67,969   81,019   81,164   14,150   14,005

CHANGES FROM 10/15/19 (CHANGE IN OPEN INTEREST:      1,755)
     100     -650     -150    1,185    1,935    1,135    1,135      620      620

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      5.5      8.4     69.2     71.4     85.1     85.3     14.9     14.7

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 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,615
COMMITMENTS
   6,060      300      645   24,220   30,045   30,925   30,990    2,690    2,625

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0      0.9      1.9     72.1     89.4     92.0     92.2      8.0      7.8

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 10/22/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,400
COMMITMENTS
   4,605      530      505   24,980   29,070   30,090   30,105    2,310    2,295

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

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2      1.6      1.6     77.1     89.7     92.9     92.9      7.1      7.1

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



Updated October 25, 2019