ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,886
COMMITMENTS
       0    1,183      995   54,416   53,233   55,411   55,411    8,475    8,475

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:      1,988)
       0      480     -460    2,358    1,818    1,898    1,838       90      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.9      1.6     85.2     83.3     86.7     86.7     13.3     13.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        2        1       21       20       22       22                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,767
COMMITMENTS
       0    2,195      190   48,034   45,839   48,224   48,224    7,543    7,543

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:      2,345)
       0     -200       55    2,130    2,330    2,185    2,185      160      160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.9      0.3     86.1     82.2     86.5     86.5     13.5     13.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       16       21       17       22                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,505
COMMITMENTS
   2,315    2,160       75   22,327   22,277   24,717   24,512    2,788    2,993

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:      1,200)
       0        0        0    1,200    1,200    1,200    1,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4      7.9      0.3     81.2     81.0     89.9     89.1     10.1     10.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        1       12       14       15       17                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,095
COMMITMENTS
   2,180    1,680      140   19,615   20,075   21,935   21,895    2,160    2,200

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:      1,200)
       0        0        0    1,200    1,200    1,200    1,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.0      7.0      0.6     81.4     83.3     91.0     90.9      9.0      9.1

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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,515
COMMITMENTS
  12,885      685    4,510   26,490   39,205   43,885   44,400    3,630    3,115

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:        995)
  -1,125        0      640    1,360      295      875      935      120       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.1      1.4      9.5     55.8     82.5     92.4     93.4      7.6      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        3       15       22       18       25                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,755
COMMITMENTS
   5,420      780    4,075   14,887   19,797   24,382   24,652    2,373    2,103

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:     -1,045)
    -800      400     -150     -195   -1,335   -1,145   -1,085      100       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.3      2.9     15.2     55.6     74.0     91.1     92.1      8.9      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        3       13       16       16       19                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,105
COMMITMENTS
     460   11,730    2,195   22,325   11,445   24,980   25,370    1,125      735

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:         55)
       0      -10       10       25       35       35       35       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8     44.9      8.4     85.5     43.8     95.7     97.2      4.3      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        2       17       15       19       17                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       94,158
COMMITMENTS
  10,755    2,810    3,525   61,081   68,463   75,361   74,798   18,797   19,360

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:      1,345)
  -1,825       50      600    1,730     -145      505      505      840      840

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.4      3.0      3.7     64.9     72.7     80.0     79.4     20.0     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        4        3       18       23       21       29                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       88,511
COMMITMENTS
   8,490    2,060    3,255   59,240   65,069   70,985   70,384   17,526   18,127

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:        985)
  -1,725       50      440    1,470     -305      185      185      800      800

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.6      2.3      3.7     66.9     73.5     80.2     79.5     19.8     20.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        3        3       18       22       21       27                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,781
COMMITMENTS
   3,385   10,335      845   18,438   12,313   22,668   23,493    4,113    3,288

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:        -65)
      15      -20      200     -400     -365     -185     -185      120      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.6     38.6      3.2     68.8     46.0     84.6     87.7     15.4     12.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        5        4       18       12       23       18                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,006
COMMITMENTS
   3,585    9,535    1,895   16,775   12,330   22,255   23,760    4,751    3,246

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:        -65)
      15      -20      200     -400     -365     -185     -185      120      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.3     35.3      7.0     62.1     45.7     82.4     88.0     17.6     12.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        5        4       16       12       21       18                  
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,119
COMMITMENTS
   9,540    5,945      475   13,810   17,780   23,825   24,200    3,294    2,919

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:        225)
       0      -95        0      382      477      382      382     -157     -157

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    35.2     21.9      1.8     50.9     65.6     87.9     89.2     12.1     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        3       14        8       17       12                  
 
 
PJM.JCPL_month_off_dap - NODAL EXCHANGE                              Code-064EJJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,381
COMMITMENTS
   9,590    5,830      475   13,288   17,348   23,353   23,653    3,028    2,728

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:        305)
       0      355        0      305      -50      305      305        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.4     22.1      1.8     50.4     65.8     88.5     89.7     11.5     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        3        3       14        8       18       12                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,243
COMMITMENTS
  28,700        0        0   22,318   50,871   51,018   50,871    4,225    4,372

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:      3,740)
   2,875        0        0      805    3,680    3,680    3,680       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.0      0.0      0.0     40.4     92.1     92.4     92.1      7.6      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        0       14       16       18       16                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,989
COMMITMENTS
  28,025        0        0   23,631   51,542   51,656   51,542    4,333    4,447

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:      3,705)
   2,875        0        0      915    3,930    3,790    3,930      -85     -225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.1      0.0      0.0     42.2     92.1     92.3     92.1      7.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        0        0       13       16       16       16                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,565
COMMITMENTS
  32,650        0    1,690   26,100   58,930   60,440   60,620    4,125    3,945

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:        570)
     500        0       25     -130      370      395      395      175      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.6      0.0      2.6     40.4     91.3     93.6     93.9      6.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       9        0        4       20       15       29       19                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,780
COMMITMENTS
  32,050        0    1,915   25,915   58,145   59,880   60,060    3,900    3,720

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:        590)
     500        0       25     -120      380      405      405      185      185

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    50.3      0.0      3.0     40.6     91.2     93.9     94.2      6.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        0        3       20       13       28       16                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,950
COMMITMENTS
   2,340    6,360      285   15,185   11,245   17,810   17,890    1,140    1,060

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:        585)
     140      -15       25      410      565      575      575       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.3     33.6      1.5     80.1     59.3     94.0     94.4      6.0      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        5        2       15        9       17       16                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,470
COMMITMENTS
   2,890    6,360      230   13,365   10,840   16,485   17,430    1,985    1,040

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:        595)
     240      -15       25      310      565      575      575       20       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6     34.4      1.2     72.4     58.7     89.3     94.4     10.7      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        5        2       14        9       16       16                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       69,525
COMMITMENTS
  21,905   20,055    2,030   40,435   42,405   64,370   64,490    5,155    5,035

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:         75)
      50        0       25        0       50       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.5     28.8      2.9     58.2     61.0     92.6     92.8      7.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        2        5       15       15       25       20                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       66,500
COMMITMENTS
  19,115   20,055    2,210   40,235   39,415   61,560   61,680    4,940    4,820

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:         75)
      50        0       25        0       50       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.7     30.2      3.3     60.5     59.3     92.6     92.8      7.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        2        5       15       16       25       21                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,068
COMMITMENTS
  12,285   14,075    2,380   38,970   37,525   53,635   53,980    2,433    2,088

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:      1,395)
    -350      -50      450    1,190      890    1,290    1,290      105      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.9     25.1      4.2     69.5     66.9     95.7     96.3      4.3      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       3        3        2       23       15       27       19                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,224
COMMITMENTS
   8,460   10,870    2,945   34,494   32,234   45,899   46,049    1,325    1,175

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:      1,115)
    -400     -150      500      915      665    1,015    1,015      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.9     23.0      6.2     73.0     68.3     97.2     97.5      2.8      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       4        3        3       23       15       28       20                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      163,490
COMMITMENTS
   1,150   33,176    6,779  132,362  100,336  140,291  140,291   23,199   23,199

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:      2,785)
       0    2,700   -2,185    3,166      466      981      981    1,804    1,804

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7     20.3      4.1     81.0     61.4     85.8     85.8     14.2     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        9        5       29       30       35       40                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      146,704
COMMITMENTS
   1,000   30,786    8,904  120,214   90,428  130,118  130,118   16,586   16,586

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:      2,490)
  -1,274    1,226     -941    3,170      670      955      955    1,535    1,535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7     21.0      6.1     81.9     61.6     88.7     88.7     11.3     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        8        5       25       29       31       38                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,100
COMMITMENTS
     120   10,705    2,570   49,025   38,445   51,715   51,720    4,385    4,380

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:        660)
       0      100        0      840      920      840    1,020     -180     -360

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.2     19.1      4.6     87.4     68.5     92.2     92.2      7.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        3        2       17       18       20       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,425
COMMITMENTS
     235    9,450    3,320   41,050   31,865   44,605   44,635    3,820    3,790

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:        600)
     -25      100        0      565      740      540      840       60     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     19.5      6.9     84.8     65.8     92.1     92.2      7.9      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        3       18       21       21       24                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,485
COMMITMENTS
  14,860       75      995   20,110   35,240   35,965   36,310    1,520    1,175

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:     -2,075)
  -2,200        0        0      100   -2,100   -2,100   -2,100       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.6      0.2      2.7     53.6     94.0     95.9     96.9      4.1      3.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        3       14       19       18       23                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,335
COMMITMENTS
  25,870        0    1,630   16,470   42,445   43,970   44,075    1,365    1,260

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:     -2,315)
  -2,175        0      -15     -150   -2,325   -2,340   -2,340       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    57.1      0.0      3.6     36.3     93.6     97.0     97.2      3.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        0        3       12       14       15       17                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      122,574
COMMITMENTS
   9,490    9,470    3,955   89,552   89,632  102,997  103,057   19,577   19,517

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:      5,110)
       0   -2,225      290    4,235    6,460    4,525    4,525      585      585

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.7      7.7      3.2     73.1     73.1     84.0     84.1     16.0     15.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       4        2        3       29       29       35       32                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       96,724
COMMITMENTS
   7,180    3,145    8,550   66,054   70,234   81,784   81,929   14,940   14,795

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:      1,555)
       0   -2,050      550      215    2,265      765      765      790      790

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      3.3      8.8     68.3     72.6     84.6     84.7     15.4     15.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       33)
       1        2        3       26       28       30       31                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,615
COMMITMENTS
   6,060      300      645   24,220   30,045   30,925   30,990    2,690    2,625

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       13       12       15       14                  
 
 
PJM.ATSI_month_off_dap - NODAL EXCHANGE                              Code-064FZB
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,400
COMMITMENTS
   4,605      530      505   24,980   29,070   30,090   30,105    2,310    2,295

CHANGES FROM 10/22/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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

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



Updated November 01, 2019