ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       68,106
COMMITMENTS
       0    1,503      475   58,636   57,153   59,111   59,131    8,995    8,975

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      2,170)
       0      120      -20    2,290    2,170    2,270    2,270     -100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.2      0.7     86.1     83.9     86.8     86.8     13.2     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       18       19       19       21                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,741
COMMITMENTS
       0    1,830      305   49,526   47,701   49,831   49,836    7,910    7,905

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,330)
       0       50        0    1,330    1,280    1,330    1,330        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.2      0.5     85.8     82.6     86.3     86.3     13.7     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        1       16       18       17       20                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,070
COMMITMENTS
   2,290    2,050       50   22,173   22,258   24,513   24,358    2,557    2,712

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        405)
       0        0        0      350      230      350      230       55      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.5      7.6      0.2     81.9     82.2     90.6     90.0      9.4     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        1       12       15       15       18                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,580
COMMITMENTS
   2,180    1,670      110   19,195   19,550   21,485   21,330    2,095    2,250

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        435)
       0        0        0      350      230      350      230       85      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      7.1      0.5     81.4     82.9     91.1     90.5      8.9      9.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        2       11       17       16       19                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,792
COMMITMENTS
  11,920      685    4,600   27,300   38,655   43,820   43,940    2,972    2,852

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        160)
    -575        0      -25    1,145      170      545      145     -385       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.5      1.5      9.8     58.3     82.6     93.6     93.9      6.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        3       17       22       20       25                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,450
COMMITMENTS
   4,670      630    4,135   15,304   19,614   24,109   24,379    2,341    2,071

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        615)
       0       25       50      590      565      640      640      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      2.4     15.6     57.9     74.2     91.1     92.2      8.9      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3       13       15       16       18                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,825
COMMITMENTS
     260   11,880    2,055   22,395   11,105   24,710   25,040    1,115      785

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:         60)
       0       80      -20       60      -20       40       40       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.0     46.0      8.0     86.7     43.0     95.7     97.0      4.3      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        1        2       18       15       20       17                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       94,735
COMMITMENTS
  12,440    2,735    2,135   61,480   70,695   76,055   75,565   18,680   19,170

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,499)
     100        0     -100    1,499    1,599    1,499    1,499        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1      2.9      2.3     64.9     74.6     80.3     79.8     19.7     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        4        3       20       25       23       31                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       90,688
COMMITMENTS
  10,930    2,770    2,185   59,881   67,481   72,996   72,436   17,692   18,252

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,520)
     225       50      -25    1,283    1,458    1,483    1,483       37       37

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      3.1      2.4     66.0     74.4     80.5     79.9     19.5     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        4        3       20       24       23       29                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,325
COMMITMENTS
   3,360   11,155      845   18,000   11,255   22,205   23,255    4,120    3,070

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     42.4      3.2     68.4     42.8     84.3     88.3     15.7     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        5        4       18       11       24       17                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,400
COMMITMENTS
   4,355   11,250    1,825   16,457   11,297   22,637   24,372    4,763    3,028

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.9     41.1      6.7     60.1     41.2     82.6     88.9     17.4     11.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        4        4       16       11       22       17                  
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,373
COMMITMENTS
   9,290    7,345      450   14,953   17,298   24,693   25,093    3,680    3,280

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,815)
       0    1,500        0    1,284     -216    1,284    1,284      531      531

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     25.9      1.6     52.7     61.0     87.0     88.4     13.0     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        3        3       14        8       17       12                  
 
 
PJM.JCPL_month_off_dap - NODAL EXCHANGE                              Code-064EJJ
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,583
COMMITMENTS
   9,290    7,205      440   14,681   17,066   24,411   24,711    3,172    2,872

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,895)
       0    1,500        0    1,954       94    1,954    1,594      -59      301

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.7     26.1      1.6     53.2     61.9     88.5     89.6     11.5     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        3       13        7       16       11                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,451
COMMITMENTS
  28,195        0        0   24,048   52,118   52,243   52,118    4,208    4,333

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      2,550)
     500        0        0    2,050    2,550    2,550    2,550        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.9      0.0      0.0     42.6     92.3     92.5     92.3      7.5      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        0        0       13       16       18       16                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,687
COMMITMENTS
  27,700        0        0   23,722   51,325   51,422   51,325    4,265    4,362

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        950)
     500        0        0      450      950      950      950        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.7      0.0      0.0     42.6     92.2     92.3     92.2      7.7      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        0       14       16       18       16                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,510
COMMITMENTS
  31,955       75    1,340   26,460   58,520   59,755   59,935    3,755    3,575

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        370)
     -90        0       50      410      320      370      370        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.3      0.1      2.1     41.7     92.1     94.1     94.4      5.9      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7        1        2       18       14       25       17                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,885
COMMITMENTS
  31,355        0    1,590   26,490   58,025   59,435   59,615    3,450    3,270

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        370)
     -90        0       50      410      320      370      370        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.9      0.0      2.5     42.1     92.3     94.5     94.8      5.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        0        2       18       14       25       16                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,345
COMMITMENTS
   1,810    5,835      330   15,260   11,305   17,400   17,470      945      875

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.9     31.8      1.8     83.2     61.6     94.8     95.2      5.2      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        4        1       15       10       17       15                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       17,790
COMMITMENTS
   2,595    5,835      205   13,230   10,900   16,030   16,940    1,760      850

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6     32.8      1.2     74.4     61.3     90.1     95.2      9.9      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        4        1       14       10       16       15                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       69,605
COMMITMENTS
  20,410   21,150    2,370   41,760   41,125   64,540   64,645    5,065    4,960

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,300)
    -875      960      135    1,835        0    1,095    1,095      205      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.3     30.4      3.4     60.0     59.1     92.7     92.9      7.3      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        2        5       14       15       24       20                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       66,565
COMMITMENTS
  17,740   21,150    2,605   41,270   37,965   61,615   61,720    4,950    4,845

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,430)
    -875      960      225    1,895       60    1,245    1,245      185      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     31.8      3.9     62.0     57.0     92.6     92.7      7.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        2        4       15       17       25       21                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,523
COMMITMENTS
  12,515   14,420    2,365   38,177   36,622   53,057   53,407    2,466    2,116

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        285)
     350      550        0     -120     -320      230      230       55       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5     26.0      4.3     68.8     66.0     95.6     96.2      4.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        3        1       23       16       26       20                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,764
COMMITMENTS
   8,465   10,990    2,905   34,064   31,679   45,434   45,574    1,330    1,190

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        360)
     250      300        0       50        0      300      300       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1     23.5      6.2     72.8     67.7     97.2     97.5      2.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        3        3       23       16       27       21                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      160,050
COMMITMENTS
   3,584   27,395    8,685  121,508   97,697  133,777  133,777   26,273   26,273

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        285)
   2,259   -2,571      516   -4,854      -24   -2,079   -2,079    2,364    2,364

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.2     17.1      5.4     75.9     61.0     83.6     83.6     16.4     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        8        5       28       30       33       40                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      145,444
COMMITMENTS
   6,344   28,295    8,725  111,141   89,190  126,210  126,210   19,234   19,234

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,065)
   2,740   -1,890      280   -4,205      425   -1,185   -1,185    2,250    2,250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.4     19.5      6.0     76.4     61.3     86.8     86.8     13.2     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        7        6       25       29       31       38                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,525
COMMITMENTS
      25   10,265    2,865   49,590   39,355   52,480   52,485    5,045    5,040

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,345)
       0     -100      810      295      395    1,105    1,105      240      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.8      5.0     86.2     68.4     91.2     91.2      8.8      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        4        2       17       18       20       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,685
COMMITMENTS
       0    9,390    3,415   42,010   32,640   45,425   45,445    4,260    4,240

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,580)
       0       25      710      790      765    1,500    1,500       80       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.9      6.9     84.6     65.7     91.4     91.5      8.6      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        2       18       21       20       24                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,175
COMMITMENTS
  14,610       25    1,060   19,385   34,320   35,055   35,405    2,120    1,770

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:        -40)
       0        0        0       30       30       30       30      -70      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.3      0.1      2.9     52.1     92.3     94.3     95.2      5.7      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        3       14       18       18       22                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,800
COMMITMENTS
  26,160        0    1,580   16,345   42,435   44,085   44,015    1,715    1,785

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,135)
     300        0        0    1,010    1,130    1,310    1,130     -175        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    57.1      0.0      3.4     35.7     92.7     96.3     96.1      3.7      3.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        3       11       13       14       16                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      119,567
COMMITMENTS
   9,495   11,465    3,130   86,785   84,815   99,410   99,410   20,157   20,157

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,485)
     455      -20      -20      713    1,188    1,148    1,148      337      337

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.9      9.6      2.6     72.6     70.9     83.1     83.1     16.9     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        2        3       29       27       34       30                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       97,314
COMMITMENTS
   7,325    5,815    7,965   67,699   69,369   82,989   83,149   14,325   14,165

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:      1,790)
     430       55       -5    1,495    1,870    1,920    1,920     -130     -130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      6.0      8.2     69.6     71.3     85.3     85.4     14.7     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        3        3       26       27       30       30                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
FUTURES ONLY POSITIONS AS OF 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,325
COMMITMENTS
   5,820      300      580   23,380   28,960   29,780   29,840    2,545    2,485

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       75       75       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.0      0.9      1.8     72.3     89.6     92.1     92.3      7.9      7.7

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 11/19/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,265
COMMITMENTS
   4,450      495      510   24,140   28,105   29,100   29,110    2,165    2,155

CHANGES FROM 11/12/19 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       75       75       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2      1.6      1.6     77.2     89.9     93.1     93.1      6.9      6.9

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



Updated November 22, 2019