ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,455
COMMITMENTS
       0      963    1,590   43,690   42,727   45,280   45,280    8,175    8,175

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        160)
       0      200      -25      250       10      225      185      -65      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.8      3.0     81.7     79.9     84.7     84.7     15.3     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       20       20       21       22                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,725
COMMITMENTS
       0    2,315      575   39,455   37,125   40,030   40,015    6,695    6,710

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        425)
       0       50      -50      475      385      425      385        0       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.0      1.2     84.4     79.5     85.7     85.6     14.3     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        1        1       16       20       17       21                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,564
COMMITMENTS
   2,360    2,215      175   22,130   22,395   24,665   24,785    2,899    2,779

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        640)
       0      200      -20      690      710      670      890      -30     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6      8.0      0.6     80.3     81.2     89.5     89.9     10.5     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        2       13       15       17       18                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,020
COMMITMENTS
   2,230    1,635      245   18,645   19,240   21,120   21,120    1,900    1,900

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        495)
       0      200      -50      545      525      495      675        0     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.7      7.1      1.1     81.0     83.6     91.7     91.7      8.3      8.3

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,756
COMMITMENTS
  11,505    1,360    3,470   21,844   32,264   36,819   37,094    2,937    2,662

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        345)
    -845        0      300      545     -300        0        0      345      345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.9      3.4      8.7     54.9     81.2     92.6     93.3      7.4      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        2       14       20       16       23                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,950
COMMITMENTS
     210   10,600    1,235   21,610   11,590   23,055   23,425      895      525

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     44.3      5.2     90.2     48.4     96.3     97.8      3.7      2.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        2       15       14       18       16                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       87,972
COMMITMENTS
   9,380    2,170    5,785   57,965   64,762   73,130   72,717   14,842   15,255

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      3,390)
     500       50     -250    1,875    2,265    2,125    2,065    1,265    1,325

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.7      2.5      6.6     65.9     73.6     83.1     82.7     16.9     17.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        3       16       22       19       27                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       82,162
COMMITMENTS
   6,235    1,555    5,365   56,766   60,805   68,366   67,725   13,796   14,437

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      3,435)
     500        0     -250    2,030    2,470    2,280    2,220    1,155    1,215

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.6      1.9      6.5     69.1     74.0     83.2     82.4     16.8     17.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        3       18       21       21       25                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,371
COMMITMENTS
   2,440    8,240      855   15,547   10,342   18,842   19,437    3,529    2,934

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        312)
       0       50     -250      505      455      255      255       57       57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.9     36.8      3.8     69.5     46.2     84.2     86.9     15.8     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        4        3       17       11       22       16                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,801
COMMITMENTS
   2,670    7,690    1,300   14,191    9,946   18,161   18,936    3,640    2,865

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        332)
       0       50     -250      562      512      312      312       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.2     35.3      6.0     65.1     45.6     83.3     86.9     16.7     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        4        3       16       10       21       15                  
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,517
COMMITMENTS
   9,815    5,730      495   13,656   18,106   23,966   24,331    3,551    3,186

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        695)
     600      150        0       25      475      625      625       70       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.7     20.8      1.8     49.6     65.8     87.1     88.4     12.9     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        3        3       14        7       18       11                  
 
 
PJM.JCPL_month_off_dap - NODAL EXCHANGE                              Code-064EJJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,619
COMMITMENTS
   9,875    5,210      495   13,065   18,090   23,435   23,795    3,184    2,824

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        745)
     650      150        0      355      495    1,005      645     -260      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.1     19.6      1.9     49.1     68.0     88.0     89.4     12.0     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        3        3       14        7       18       11                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,557
COMMITMENTS
  24,020        0        0   22,111   46,004   46,131   46,004    4,426    4,553

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      2,235)
      50        0        0    2,720    2,770    2,770    2,770     -535     -535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.5      0.0      0.0     43.7     91.0     91.2     91.0      8.8      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        0       14       15       18       15                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,284
COMMITMENTS
  23,795        0        0   22,751   46,297   46,546   46,297    4,738    4,987

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      2,085)
       0        0        0    2,610    2,610    2,610    2,610     -525     -525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.4      0.0      0.0     44.4     90.3     90.8     90.3      9.2      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        0       12       15       16       15                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       58,180
COMMITMENTS
  28,470       75    1,680   24,415   53,000   54,565   54,755    3,615    3,425

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      3,985)
   3,985     -150      150     -240    3,895    3,895    3,895       90       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.9      0.1      2.9     42.0     91.1     93.8     94.1      6.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       9        1        3       19       14       29       17                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,860
COMMITMENTS
  28,080        0    1,955   24,190   52,470   54,225   54,425    3,635    3,435

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      3,925)
   4,060      -25       25     -245    3,840    3,840    3,840       85       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.5      0.0      3.4     41.8     90.7     93.7     94.1      6.3      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       9        0        3       19       12       28       15                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,425
COMMITMENTS
   1,505    5,865      535   11,880    7,940   13,920   14,340    1,505    1,085

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.8     38.0      3.5     77.0     51.5     90.2     93.0      9.8      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        4        2       14        8       16       13                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       14,880
COMMITMENTS
   1,830    5,990      415   10,920    7,440   13,165   13,845    1,715    1,035

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3     40.3      2.8     73.4     50.0     88.5     93.0     11.5      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        4        2       12        8       14       13                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,125
COMMITMENTS
  22,965   23,995    1,320   35,085   34,190   59,370   59,505    4,755    4,620

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        315)
     225      300     -170      225      150      280      280       35       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.8     37.4      2.1     54.7     53.3     92.6     92.8      7.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        3        6       17       14       27       20                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,310
COMMITMENTS
  20,355   23,995    1,540   35,140   32,125   57,035   57,660    5,275    4,650

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        305)
     225      300     -185      275      200      315      315      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.7     38.5      2.5     56.4     51.6     91.5     92.5      8.5      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        3        5       16       15       26       20                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,998
COMMITMENTS
  14,920   15,305    1,615   36,122   36,302   52,657   53,222    2,341    1,776

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        255)
      50      125      -65      270      195      255      255        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.1     27.8      2.9     65.7     66.0     95.7     96.8      4.3      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       3        3        3       20       10       25       14                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       44,924
COMMITMENTS
  10,070   11,130    1,920   31,735   30,960   43,725   44,010    1,199      914

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        250)
     -75       25        0      275      175      200      200       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    22.4     24.8      4.3     70.6     68.9     97.3     98.0      2.7      2.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        3        3       20       11       26       15                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      153,291
COMMITMENTS
   1,325   28,871    8,084  125,135   97,589  134,544  134,544   18,747   18,747

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      3,785)
  -2,174    2,386    1,534    4,325     -235    3,685    3,685      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     18.8      5.3     81.6     63.7     87.8     87.8     12.2     12.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        9        3       26       30       30       40                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      139,071
COMMITMENTS
   2,644   27,980    7,710  114,254   88,918  124,608  124,608   14,463   14,463

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      3,875)
  -2,250    2,310    1,735    4,431     -129    3,916    3,916      -41      -41

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9     20.1      5.5     82.2     63.9     89.6     89.6     10.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        7        3       23       27       27       36                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,885
COMMITMENTS
     335    7,425    2,420   37,435   30,890   40,190   40,735    3,695    3,150

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      2,080)
    -870      480      295    2,535    1,305    1,960    2,080      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8     16.9      5.5     85.3     70.4     91.6     92.8      8.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        3        3       17       15       21       19                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,165
COMMITMENTS
     410    6,415    3,380   33,240   27,695   37,030   37,490    3,135    2,675

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      1,520)
    -555      795      -95    2,215      865    1,565    1,565      -45      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.0     16.0      8.4     82.8     69.0     92.2     93.3      7.8      6.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        2        2       17       20       20       23                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       35,915
COMMITMENTS
  15,515       75      990   17,930   33,710   34,435   34,775    1,480    1,140

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      3,635)
   1,800        0      100    1,900    3,700    3,800    3,800     -165     -165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.2      0.2      2.8     49.9     93.9     95.9     96.8      4.1      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        1        3       13       15       17       19                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      109,105
COMMITMENTS
   7,060    9,510    5,225   78,781   76,391   91,066   91,126   18,039   17,979

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:      4,990)
    -275      225     -175    4,935    4,435    4,485    4,485      505      505

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      8.7      4.8     72.2     70.0     83.5     83.5     16.5     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        3        5       29       28       35       33                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       86,369
COMMITMENTS
   5,110    1,555    9,685   57,699   61,469   72,494   72,709   13,875   13,660

CHANGES FROM 09/10/19 (CHANGE IN OPEN INTEREST:        280)
    -450      300      -40    1,375      635      885      895     -605     -615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9      1.8     11.2     66.8     71.2     83.9     84.2     16.1     15.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        3        3       26       25       30       29                  



Updated September 20, 2019