ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       71,385
COMMITMENTS
       0    2,178      335   61,354   59,186   61,689   61,699    9,696    9,686

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        740)
       0        0        0      425      425      425      425      315      315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.1      0.5     85.9     82.9     86.4     86.4     13.6     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        3        1       17       21       18       24                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       58,940
COMMITMENTS
       0    1,915      350   50,100   48,180   50,450   50,445    8,490    8,495

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        290)
       0       60        0      150       90      150      150      140      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.2      0.6     85.0     81.7     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 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,175
COMMITMENTS
   2,260    1,880       25   22,214   22,444   24,499   24,349    2,676    2,826

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        615)
       0        0        0      245      245      245      245      370      370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      6.9      0.1     81.7     82.6     90.2     89.6      9.8     10.4

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 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,505
COMMITMENTS
   2,155    1,600       80   19,270   19,680   21,505   21,360    2,000    2,145

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        485)
       0        0        0      245      245      245      245      240      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      6.8      0.3     82.0     83.7     91.5     90.9      8.5      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        2       10       16       15       18                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,243
COMMITMENTS
  10,575      845    5,340   29,237   39,147   45,152   45,332    3,091    2,911

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      1,051)
     -15      160       30      791      616      806      806      245      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.9      1.8     11.1     60.6     81.1     93.6     94.0      6.4      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        3       18       20       21       23                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,506
COMMITMENTS
   3,260      530    3,850   16,514   19,664   23,624   24,044    2,882    2,462

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        340)
    -315       20     -330      550      265      -95      -45      435      385

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3      2.0     14.5     62.3     74.2     89.1     90.7     10.9      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        2        3       16       19       19       22                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,370
COMMITMENTS
     310   12,350    1,895   22,675   10,780   24,880   25,025    1,490    1,345

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        380)
       0      200     -200      585      380      385      380       -5        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.2     46.8      7.2     86.0     40.9     94.3     94.9      5.7      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        1        2       19       16       21       18                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       95,713
COMMITMENTS
  14,470    2,540    1,830   60,598   72,073   76,898   76,443   18,815   19,270

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        710)
       0        0        0      710      710      710      710        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1      2.7      1.9     63.3     75.3     80.3     79.9     19.7     20.1

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 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       92,616
COMMITMENTS
  13,280    3,070    1,980   59,463   69,153   74,723   74,203   17,893   18,413

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        925)
       0       25        0      950      925      950      950      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.3      3.3      2.1     64.2     74.7     80.7     80.1     19.3     19.9

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 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,705
COMMITMENTS
   3,360   10,880      945   17,309   11,074   21,614   22,899    4,091    2,806

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        440)
       0      -75      100      100      415      200      440      240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.1     42.3      3.7     67.3     43.1     84.1     89.1     15.9     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        6        4       17       11       23       18                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,865
COMMITMENTS
   4,540   11,185    1,775   15,811   11,141   22,126   24,101    4,739    2,764

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        415)
     125       50      -50      100      415      175      415      240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     41.6      6.6     58.9     41.5     82.4     89.7     17.6     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        5        4       15       11       21       18                  
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,293
COMMITMENTS
   9,015    6,710      375   14,599   17,209   23,989   24,294    3,304    2,999

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:       -100)
       0      -50        0     -100      -50     -100     -100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.0     24.6      1.4     53.5     63.1     87.9     89.0     12.1     11.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        4        2       15        9       17       14                  
 
 
PJM.JCPL_month_off_dap - NODAL EXCHANGE                              Code-064EJJ
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,557
COMMITMENTS
   9,015    7,095      365   14,396   16,556   23,776   24,016    2,781    2,541

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:       -100)
       0      100        0     -100     -200     -100     -100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.9     26.7      1.4     54.2     62.3     89.5     90.4     10.5      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        2       14        8       16       13                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,069
COMMITMENTS
  25,600        0        0   25,756   51,231   51,356   51,231    3,713    3,838

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        230)
       0        0        0      230      230      230      230        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.5      0.0      0.0     46.8     93.0     93.3     93.0      6.7      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       5        0        0       13       16       18       16                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,529
COMMITMENTS
  25,455        0        0   25,244   50,317   50,699   50,317    3,830    4,212

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.7      0.0      0.0     46.3     92.3     93.0     92.3      7.0      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        0       13       14       17       14                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,385
COMMITMENTS
  30,455       75    1,265   25,170   55,730   56,890   57,070    3,495    3,315

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:       -150)
    -200        0       50        0     -200     -150     -150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    50.4      0.1      2.1     41.7     92.3     94.2     94.5      5.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       7        2        3       18       13       25       18                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,500
COMMITMENTS
  29,650       25    1,465   25,230   55,035   56,345   56,525    3,155    2,975

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:       -150)
    -200        0       50        0     -200     -150     -150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.8      0.0      2.5     42.4     92.5     94.7     95.0      5.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        1        3       18       13       24       17                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,320
COMMITMENTS
       0    6,795      610   17,680   11,065   18,290   18,470    2,030    1,850

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      1,635)
    -850    1,900        5    1,550   -1,200      705      705      930      930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     33.4      3.0     87.0     54.5     90.0     90.9     10.0      9.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        6        2       15       11       17       17                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,150
COMMITMENTS
      45    5,895      905   15,080   10,705   16,030   17,505    3,120    1,645

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      1,220)
  -1,585      925      660      925   -1,105        0      480    1,220      740

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.2     30.8      4.7     78.7     55.9     83.7     91.4     16.3      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        5        2       13       10       15       16                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       68,660
COMMITMENTS
  20,445   21,235    1,960   41,485   40,785   63,890   63,980    4,770    4,680

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      1,025)
     600        0     -175      550    1,150      975      975       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.8     30.9      2.9     60.4     59.4     93.1     93.2      6.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        2        5       15       17       23       22                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       65,450
COMMITMENTS
  17,795   21,235    2,120   40,945   37,595   60,860   60,950    4,590    4,500

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        950)
     550        0     -250      650    1,200      950      950        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    27.2     32.4      3.2     62.6     57.4     93.0     93.1      7.0      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        2        4       16       18       24       22                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,979
COMMITMENTS
  11,910   14,910    2,415   38,217   35,572   52,542   52,897    2,437    2,082

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        625)
     100      305        0      525      320      625      625        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.7     27.1      4.4     69.5     64.7     95.6     96.2      4.4      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        4        1       23       14       27       19                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,424
COMMITMENTS
   7,835   11,795    2,830   34,550   30,720   45,215   45,345    1,209    1,079

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        680)
     100      730      -50      630        0      680      680        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     25.4      6.1     74.4     66.2     97.4     97.7      2.6      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       4        4        3       23       16       28       22                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      163,710
COMMITMENTS
  10,454   26,800    6,585  118,358  102,012  135,397  135,397   28,313   28,313

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      1,120)
   1,235   -1,195      265   -1,575      855      -75      -75    1,195    1,195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4     16.4      4.0     72.3     62.3     82.7     82.7     17.3     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       4        7        5       27       32       33       42                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      144,099
COMMITMENTS
  12,769   26,800    7,210  102,667   88,636  122,646  122,646   21,453   21,453

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        995)
   1,175   -1,640      460   -2,035      780     -400     -400    1,395    1,395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.9     18.6      5.0     71.2     61.5     85.1     85.1     14.9     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       4        6        6       24       31       31       40                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       58,400
COMMITMENTS
       0   10,230    2,980   49,665   39,590   52,645   52,800    5,755    5,600

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        310)
       0       55      -75       60        5      -15      -15      325      325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     17.5      5.1     85.0     67.8     90.1     90.4      9.9      9.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        4        2       17       18       19       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,395
COMMITMENTS
       0    8,915    3,480   40,370   31,475   43,850   43,870    5,545    5,525

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        -95)
       0      -50        0     -215     -155     -215     -205      120      110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     18.0      7.0     81.7     63.7     88.8     88.8     11.2     11.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        2       16       18       18       21                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       42,475
COMMITMENTS
  20,040        0    1,130   17,460   37,410   38,630   38,540    3,845    3,935

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      3,970)
   3,525        0       50      105    3,510    3,680    3,560      290      410

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.2      0.0      2.7     41.1     88.1     90.9     90.7      9.1      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       5        0        3       16       19       21       22                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,630
COMMITMENTS
  31,515        0    1,595   14,585   45,920   47,695   47,515    1,935    2,115

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      3,445)
   3,315        0      150     -140    3,055    3,325    3,205      120      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.5      0.0      3.2     29.4     92.5     96.1     95.7      3.9      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        3       12       16       16       19                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      122,365
COMMITMENTS
  10,240   15,735    1,935   91,903   86,348  104,078  104,018   18,287   18,347

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:      2,490)
     325    3,170     -720    2,815      -90    2,420    2,360       70      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4     12.9      1.6     75.1     70.6     85.1     85.0     14.9     15.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       3        3        4       29       28       35       32                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       97,774
COMMITMENTS
   7,230   11,275    6,080   70,534   66,604   83,844   83,959   13,930   13,815

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:        190)
       0    3,390   -1,180    1,275   -2,175       95       35       95      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     11.5      6.2     72.1     68.1     85.8     85.9     14.2     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        4        3       27       28       31       32                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,040
COMMITMENTS
   5,480      300      655   22,515   27,750   28,650   28,705    2,390    2,335

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.7      1.0      2.1     72.5     89.4     92.3     92.5      7.7      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       13       12       15       15                  
 
 
PJM.ATSI_month_off_dap - NODAL EXCHANGE                              Code-064FZB
FUTURES ONLY POSITIONS AS OF 12/17/19                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,180
COMMITMENTS
   4,220      460      645   23,285   27,050   28,150   28,155    2,030    2,025

CHANGES FROM 12/10/19 (CHANGE IN OPEN INTEREST:         25)
      25        0        0        0       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.0      1.5      2.1     77.2     89.6     93.3     93.3      6.7      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        2       13       11       16       14                  



Updated December 20, 2019