ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       69,401
COMMITMENTS
       0    2,418      240   60,340   57,922   60,580   60,580    8,821    8,821

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -2,478)
       0      240      -95   -1,738   -1,988   -1,833   -1,843     -645     -635

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.5      0.3     86.9     83.5     87.3     87.3     12.7     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        1       17       20       18       23                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,725
COMMITMENTS
       0    2,135      275   49,485   47,335   49,760   49,745    7,965    7,980

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -1,640)
       0      315      -75   -1,350   -1,675   -1,425   -1,435     -215     -205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.7      0.5     85.7     82.0     86.2     86.2     13.8     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        2        1       15       18       16       20                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,580
COMMITMENTS
   2,235    1,760        0   21,690   22,020   23,925   23,780    2,655    2,800

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:       -655)
     -25     -120      -25     -584     -484     -634     -629      -21      -26

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      6.6      0.0     81.6     82.8     90.0     89.5     10.0     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        2        0       10       13       13       15                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       47,903
COMMITMENTS
  10,055    1,645    6,470   28,707   37,162   45,232   45,277    2,671    2,626

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -1,020)
    -540      500    1,070   -1,275   -2,450     -745     -880     -275     -140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    21.0      3.4     13.5     59.9     77.6     94.4     94.5      5.6      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        3       17       19       20       22                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,387
COMMITMENTS
   2,355      360    4,635   17,638   20,123   24,628   25,118    2,759    2,269

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:      1,026)
    -845     -170      765    1,114      509    1,034    1,104       -8      -78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6      1.3     16.9     64.4     73.5     89.9     91.7     10.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       15       17       18       20                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,075
COMMITMENTS
     535   13,405    1,920   24,195   11,825   26,650   27,150    1,425      925

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:      1,465)
     225      935       25    1,380      845    1,630    1,805     -165     -340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     47.7      6.8     86.2     42.1     94.9     96.7      5.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       14       12       16       15                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       92,293
COMMITMENTS
  14,855    2,455    1,500   57,778   69,758   74,133   73,713   18,160   18,580

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -3,345)
     385     -105      -30   -2,805   -2,280   -2,450   -2,415     -895     -930

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.1      2.7      1.6     62.6     75.6     80.3     79.9     19.7     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        4        2       20       23       23       28                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       90,254
COMMITMENTS
  12,855    2,375    2,230   57,825   67,825   72,910   72,430   17,344   17,824

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -2,488)
    -525     -795      590   -1,774   -1,464   -1,709   -1,669     -779     -819

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.2      2.6      2.5     64.1     75.1     80.8     80.3     19.2     19.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       2        3        2       20       22       23       26                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,044
COMMITMENTS
   4,305    9,975      870   16,116   10,891   21,291   21,736    3,753    3,308

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:       -676)
     945     -955      -25   -1,240     -195     -320   -1,175     -356      499

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.2     39.8      3.5     64.4     43.5     85.0     86.8     15.0     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        4        4       17       12       22       17                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,189
COMMITMENTS
   5,340   10,110    1,830   14,666   11,216   21,836   23,156    4,353    3,033

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:       -691)
     800   -1,075       55   -1,142       63     -287     -957     -404      266

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.4     38.6      7.0     56.0     42.8     83.4     88.4     16.6     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        3        4       15       11       20       16                  
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,088
COMMITMENTS
   8,790    6,545      420   14,594   17,279   23,804   24,244    3,284    2,844

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:       -180)
    -225      -80       45      -20      -30     -200      -65       20     -115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.4     24.2      1.6     53.9     63.8     87.9     89.5     12.1     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        2       14        9       16       14                  
 
 
PJM.JCPL_month_off_dap - NODAL EXCHANGE                              Code-064EJJ
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,649
COMMITMENTS
   8,790    6,815      365   13,726   16,081   22,881   23,261    2,768    2,388

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:       -883)
    -225     -255        0     -645     -475     -870     -730      -13     -153

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.3     26.6      1.4     53.5     62.7     89.2     90.7     10.8      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        4        2       13        8       15       13                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,183
COMMITMENTS
  26,785        0        0   24,995   51,390   51,780   51,390    3,403    3,793

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -4,231)
  -2,885        0        0   -1,036   -4,186   -3,921   -4,186     -310      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.5      0.0      0.0     45.3     93.1     93.8     93.1      6.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        0        0       11       15       16       15                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,560
COMMITMENTS
  26,745        0        0   24,385   50,746   51,130   50,746    3,430    3,814

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -4,269)
  -2,760        0        0   -1,109   -3,871   -3,869   -3,871     -400     -398

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.0      0.0      0.0     44.7     93.0     93.7     93.0      6.3      7.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        0       12       14       16       14                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,095
COMMITMENTS
  29,230        0      965   23,740   53,150   53,935   54,115    3,160    2,980

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -3,940)
  -1,655      -75     -250   -1,700   -3,280   -3,605   -3,605     -335     -335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.2      0.0      1.7     41.6     93.1     94.5     94.8      5.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        0        2       18       11       24       13                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,180
COMMITMENTS
  28,680        0    1,115   23,545   52,405   53,340   53,520    2,840    2,660

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -3,970)
  -1,400      -25     -300   -1,955   -3,330   -3,655   -3,655     -315     -315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.1      0.0      2.0     41.9     93.3     94.9     95.3      5.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        0        2       18       11       24       13                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,190
COMMITMENTS
     100    8,420      590   18,240    9,985   18,930   18,995    2,260    2,195

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:        625)
     -25    1,530      -95      465   -1,205      345      230      280      395

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5     39.7      2.8     86.1     47.1     89.3     89.6     10.7     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        5        1       13        9       15       14                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       69,345
COMMITMENTS
  22,805   22,320    1,130   41,105   41,665   65,040   65,115    4,305    4,230

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -2,505)
    -835      335     -400     -760   -1,945   -1,995   -2,010     -510     -495

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.9     32.2      1.6     59.3     60.1     93.8     93.9      6.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        4       15       15       21       19                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       65,635
COMMITMENTS
  20,125   22,320    1,020   40,275   38,155   61,420   61,495    4,215    4,140

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -2,565)
    -865      335     -380     -780   -1,995   -2,025   -2,040     -540     -525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.7     34.0      1.6     61.4     58.1     93.6     93.7      6.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        3       16       17       22       20                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,774
COMMITMENTS
  13,630   14,890    1,630   35,274   34,374   50,534   50,894    2,240    1,880

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -2,990)
   1,420      -45     -940   -3,483   -2,013   -3,003   -2,998       13        8

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    25.8     28.2      3.1     66.8     65.1     95.8     96.4      4.2      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        4        1       22       13       25       18                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,024
COMMITMENTS
   8,205   11,490    1,965   31,990   28,825   42,160   42,280      864      744

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -3,490)
     370     -330     -940   -2,950   -2,260   -3,520   -3,530       30       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.1     26.7      4.6     74.4     67.0     98.0     98.3      2.0      1.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        4        3       22       14       26       20                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      155,982
COMMITMENTS
   7,774   28,120    5,050  115,350   95,004  128,174  128,174   27,808   27,808

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -8,523)
     555   -2,835     -725   -7,142   -3,752   -7,312   -7,312   -1,211   -1,211

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0     18.0      3.2     74.0     60.9     82.2     82.2     17.8     17.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        5        5       26       32       32       39                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      136,871
COMMITMENTS
  10,094   27,460    5,310  100,363   82,997  115,767  115,767   21,104   21,104

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -8,438)
     500   -3,270     -425   -7,469   -3,699   -7,394   -7,394   -1,044   -1,044

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4     20.1      3.9     73.3     60.6     84.6     84.6     15.4     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        5        6       24       31       31       38                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,725
COMMITMENTS
       0   15,550    2,325   52,770   37,220   55,095   55,095    5,630    5,630

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:      2,340)
       0    5,495     -700    3,040   -2,605    2,340    2,190        0      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     25.6      3.8     86.9     61.3     90.7     90.7      9.3      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        2       18       19       20       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,590
COMMITMENTS
       0   14,970    2,535   44,415   29,485   46,950   46,990    5,640    5,600

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:      3,530)
       0    6,110   -1,000    4,300   -1,820    3,300    3,290      230      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     28.5      4.8     84.5     56.1     89.3     89.4     10.7     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        2       17       17       19       20                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       42,575
COMMITMENTS
  20,925       40    1,040   16,765   38,000   38,730   39,080    3,845    3,495

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:      3,505)
   4,880        0      -45   -1,370    3,785    3,465    3,740       40     -235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.1      0.1      2.4     39.4     89.3     91.0     91.8      9.0      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        3       15       18       20       21                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,075
COMMITMENTS
  32,875        0    1,470   13,270   46,285   47,615   47,755    1,460    1,320

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:      2,380)
   5,245        0     -250   -2,465    3,085    2,530    2,835     -150     -455

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    67.0      0.0      3.0     27.0     94.3     97.0     97.3      3.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        3       10       14       14       17                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      117,780
COMMITMENTS
  11,400   11,200    1,710   88,680   88,820  101,790  101,730   15,990   16,050

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -4,785)
     470     -740      -25   -3,293   -2,083   -2,848   -2,848   -1,937   -1,937

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.7      9.5      1.5     75.3     75.4     86.4     86.4     13.6     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        2        3       29       27       35       30                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       96,929
COMMITMENTS
   6,845    6,115    5,815   71,174   72,004   83,834   83,934   13,095   12,995

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -3,395)
    -340   -1,280     -145   -1,955   -1,000   -2,440   -2,425     -955     -970

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      6.3      6.0     73.4     74.3     86.5     86.6     13.5     13.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       1        4        3       27       26       31       30                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,640
COMMITMENTS
   5,605      300      765   21,625   26,980   27,995   28,045    1,645    1,595

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -1,320)
       0        0      160     -755     -760     -595     -600     -725     -720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.9      1.0      2.6     73.0     91.0     94.5     94.6      5.5      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       13       11       15       14                  
 
 
PJM.ATSI_month_off_dap - NODAL EXCHANGE                              Code-064FZB
FUTURES ONLY POSITIONS AS OF 01/07/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,080
COMMITMENTS
   4,470      325      770   22,015   26,505   27,255   27,600    1,825    1,480

CHANGES FROM 12/31/19 (CHANGE IN OPEN INTEREST:     -1,005)
     125     -135      175   -1,110     -510     -810     -470     -195     -535

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      1.1      2.6     75.7     91.1     93.7     94.9      6.3      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        2       12       10       15       13                  



Updated January 10, 2020