ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
FUTURES ONLY POSITIONS AS OF 11/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       70,783
COMMITMENTS
       0    2,078      455   60,657   58,599   61,112   61,132    9,671    9,651

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      2,677)
       0      575      -20    2,021    1,446    2,001    2,001      676      676

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      2.9      0.6     85.7     82.8     86.3     86.4     13.7     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        1       18       20       19       23                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
FUTURES ONLY POSITIONS AS OF 11/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,124
COMMITMENTS
       0    1,955      305   50,329   48,379   50,634   50,639    8,490    8,485

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      1,383)
       0      125        0      803      678      803      803      580      580

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.3      0.5     85.1     81.8     85.6     85.6     14.4     14.4

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 11/26/19                         |
--------------------------------------------------------------| 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 11/19/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 11/26/19                         |
--------------------------------------------------------------| 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 11/19/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      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 11/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,447
COMMITMENTS
  10,920      685    5,470   29,020   39,435   45,410   45,590    3,037    2,857

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      1,655)
  -1,000        0      870    1,720      780    1,590    1,650       65        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.5      1.4     11.3     59.9     81.4     93.7     94.1      6.3      5.9

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 11/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,565
COMMITMENTS
   3,700      630    4,335   15,984   19,414   24,019   24,379    2,546    2,186

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        115)
    -970        0      200      680     -200      -90        0      205      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.9      2.4     16.3     60.2     73.1     90.4     91.8      9.6      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        2        3       13       17       16       20                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
FUTURES ONLY POSITIONS AS OF 11/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,660
COMMITMENTS
     160   12,000    2,145   22,700   11,010   25,005   25,155    1,655    1,505

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        835)
    -100      120       90      305      -95      295      115      540      720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.6     45.0      8.0     85.1     41.3     93.8     94.4      6.2      5.6

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 11/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       95,155
COMMITMENTS
  12,560    2,790    2,110   61,785   71,065   76,455   75,965   18,700   19,190

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        420)
     120       55      -25      305      370      400      400       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      2.9      2.2     64.9     74.7     80.3     79.8     19.7     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       2        5        3       20       25       23       32                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 11/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       90,633
COMMITMENTS
  10,930    2,680    2,280   59,766   67,456   72,976   72,416   17,657   18,217

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        -55)
       0      -90       95     -115      -25      -20      -20      -35      -35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.1      3.0      2.5     65.9     74.4     80.5     79.9     19.5     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        5        3       20       24       23       30                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 11/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,525
COMMITMENTS
   3,410   11,280      845   18,150   11,330   22,405   23,455    4,120    3,070

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        200)
      50      125        0      150       75      200      200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.9     42.5      3.2     68.4     42.7     84.5     88.4     15.5     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        6        4       18       11       24       18                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 11/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,625
COMMITMENTS
   4,430   11,400    1,825   16,607   11,372   22,862   24,597    4,763    3,028

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        225)
      75      150        0      150       75      225      225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     41.3      6.6     60.1     41.2     82.8     89.0     17.2     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        5        4       16       11       22       18                  
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
FUTURES ONLY POSITIONS AS OF 11/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,363
COMMITMENTS
   9,265    7,320      450   15,105   17,360   24,820   25,130    3,543    3,233

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        -10)
     -25      -25        0      152       62      127       37     -137      -47

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.7     25.8      1.6     53.3     61.2     87.5     88.6     12.5     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        3       15        8       18       13                  
 
 
PJM.JCPL_month_off_dap - NODAL EXCHANGE                              Code-064EJJ
FUTURES ONLY POSITIONS AS OF 11/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,563
COMMITMENTS
   9,265    7,180      440   14,799   17,124   24,504   24,744    3,059    2,819

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        -20)
     -25      -25        0      118       58       93       33     -113      -53

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.6     26.0      1.6     53.7     62.1     88.9     89.8     11.1     10.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        4        3       14        7       17       12                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
FUTURES ONLY POSITIONS AS OF 11/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,441
COMMITMENTS
  28,385        0        0   24,823   53,083   53,208   53,083    4,233    4,358

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        990)
     190        0        0      775      965      965      965       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.4      0.0      0.0     43.2     92.4     92.6     92.4      7.4      7.6

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 11/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,622
COMMITMENTS
  27,840        0        0   24,277   51,770   52,117   51,770    4,505    4,852

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        935)
     140        0        0      555      445      695      445      240      490

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.2      0.0      0.0     42.9     91.4     92.0     91.4      8.0      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        0       13       15       17       15                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 11/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,685
COMMITMENTS
  32,080       75    1,340   26,510   58,695   59,930   60,110    3,755    3,575

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        175)
     125        0        0       50      175      175      175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.4      0.1      2.1     41.6     92.2     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 11/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,855
COMMITMENTS
  31,275        0    1,590   26,520   57,975   59,385   59,565    3,470    3,290

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        -30)
     -80        0        0       30      -50      -50      -50       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.8      0.0      2.5     42.2     92.2     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 11/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,450
COMMITMENTS
   1,860    5,785      330   16,315   12,460   18,505   18,575      945      875

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      1,105)
      50      -50        0    1,055    1,155    1,105    1,105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.6     29.7      1.7     83.9     64.1     95.1     95.5      4.9      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        4        1       15       11       17       16                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 11/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,895
COMMITMENTS
   2,645    5,785      205   14,285   12,055   17,135   18,045    1,760      850

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      1,105)
      50      -50        0    1,055    1,155    1,105    1,105        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0     30.6      1.1     75.6     63.8     90.7     95.5      9.3      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        4        1       14       11       16       16                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 11/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       69,630
COMMITMENTS
  20,145   21,150    2,370   42,050   41,150   64,565   64,670    5,065    4,960

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:         25)
    -265        0        0      290       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.9     30.4      3.4     60.4     59.1     92.7     92.9      7.3      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        2        5       14       16       23       21                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 11/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       66,590
COMMITMENTS
  17,475   21,150    2,605   41,560   37,990   61,640   61,745    4,950    4,845

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:         25)
    -265        0        0      290       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.2     31.8      3.9     62.4     57.1     92.6     92.7      7.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       7        2        4       15       18       24       22                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 11/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,798
COMMITMENTS
  12,615   14,640    2,365   38,352   36,677   53,332   53,682    2,466    2,116

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        275)
     100      220        0      175       55      275      275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    22.6     26.2      4.2     68.7     65.7     95.6     96.2      4.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        3        1       23       16       27       20                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 11/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,899
COMMITMENTS
   8,415   10,900    2,895   34,359   32,014   45,669   45,809    1,230    1,090

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        135)
     -50      -90      -10      295      335      235      235     -100     -100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9     23.2      6.2     73.3     68.3     97.4     97.7      2.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        3        3       23       16       28       21                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 11/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      168,150
COMMITMENTS
   6,039   29,205    8,655  126,137  102,971  140,831  140,831   27,319   27,319

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      8,100)
   2,455    1,810      -30    4,629    5,274    7,054    7,054    1,046    1,046

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.6     17.4      5.1     75.0     61.2     83.8     83.8     16.2     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        9        6       28       30       34       41                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 11/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      148,744
COMMITMENTS
   8,899   30,160    8,720  110,932   89,671  128,551  128,551   20,193   20,193

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      3,300)
   2,555    1,865       -5     -209      481    2,341    2,341      959      959

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.0     20.3      5.9     74.6     60.3     86.4     86.4     13.6     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        7        7       25       29       32       39                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 11/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       58,660
COMMITMENTS
      25   10,115    3,015   50,510   40,425   53,550   53,555    5,110    5,105

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:      1,135)
       0     -150      150      920    1,070    1,070    1,070       65       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.2      5.1     86.1     68.9     91.3     91.3      8.7      8.7

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 11/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,985
COMMITMENTS
       0    9,240    3,565   42,210   32,990   45,775   45,795    4,210    4,190

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        300)
       0     -150      150      200      350      350      350      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.5      7.1     84.4     66.0     91.6     91.6      8.4      8.4

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 11/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,405
COMMITMENTS
  14,555        0    1,115   19,615   34,520   35,285   35,635    2,120    1,770

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        230)
     -55      -25       55      230      200      230      230        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.9      0.0      3.0     52.4     92.3     94.3     95.3      5.7      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        0        4       14       18       19       22                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
FUTURES ONLY POSITIONS AS OF 11/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,115
COMMITMENTS
  26,100        0    1,610   16,660   42,720   44,370   44,330    1,745    1,785

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        315)
     -60        0       30      315      285      285      315       30        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    56.6      0.0      3.5     36.1     92.6     96.2     96.1      3.8      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 11/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      120,222
COMMITMENTS
  10,070   11,535    3,155   86,910   85,445  100,135  100,135   20,087   20,087

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        655)
     575       70       25      125      630      725      725      -70      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      9.6      2.6     72.3     71.1     83.3     83.3     16.7     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        2        4       29       27       35       31                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 11/26/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       98,049
COMMITMENTS
   7,355    5,785    7,995   68,274   69,974   83,624   83,754   14,425   14,295

CHANGES FROM 11/19/19 (CHANGE IN OPEN INTEREST:        735)
      30      -30       30      575      605      635      605      100      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.5      5.9      8.2     69.6     71.4     85.3     85.4     14.7     14.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        3        3       26       28       30       31                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
FUTURES ONLY POSITIONS AS OF 11/26/19                         |
--------------------------------------------------------------| 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 11/19/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 11/26/19                         |
--------------------------------------------------------------| 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 11/19/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2      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 December 02, 2019