ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       72,151
COMMITMENTS
       0    2,443      140   63,276   60,833   63,416   63,416    8,735    8,735

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:      1,050)
       0        0        0    1,230    1,230    1,230    1,230     -180     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.4      0.2     87.7     84.3     87.9     87.9     12.1     12.1

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 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,464
COMMITMENTS
       0    1,760      275   51,505   49,745   51,780   51,780    7,684    7,684

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:        -64)
       0        0        0       81       96       81       96     -145     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      3.0      0.5     86.6     83.7     87.1     87.1     12.9     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        2        1       15       20       16       22                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,615
COMMITMENTS
   2,235    1,760        0   22,100   22,430   24,335   24,190    3,280    3,425

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.1      6.4      0.0     80.0     81.2     88.1     87.6     11.9     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        0       11       15       14       17                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,400
COMMITMENTS
   2,155    1,580       50   19,075   19,505   21,280   21,135    2,120    2,265

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      6.8      0.2     81.5     83.4     90.9     90.3      9.1      9.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        1        9       15       13       17                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,366
COMMITMENTS
  10,240    2,910    6,010   30,367   37,877   46,617   46,797    2,749    2,569

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:       -442)
      10      240     -160     -330     -425     -480     -345       38      -97

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.7      5.9     12.2     61.5     76.7     94.4     94.8      5.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        3       18       21       21       24                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,474
COMMITMENTS
   2,305      360    4,575   19,911   22,301   26,791   27,236    2,683    2,238

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:      1,432)
    -100        0      -50    1,668    1,583    1,518    1,533      -86     -101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      1.2     15.5     67.6     75.7     90.9     92.4      9.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       16       16       19       19                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,635
COMMITMENTS
     535   13,605    1,720   24,835   12,385   27,090   27,710    1,545      925

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:        -35)
       0        0        0      -35      -35      -35      -35        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     47.5      6.0     86.7     43.3     94.6     96.8      5.4      3.2

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 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       94,093
COMMITMENTS
  15,280    2,455    1,800   58,433   70,838   75,513   75,093   18,580   19,000

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:       -135)
      50       25        0     -300     -275     -250     -250      115      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      2.6      1.9     62.1     75.3     80.3     79.8     19.7     20.2

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 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       91,858
COMMITMENTS
  13,230    2,390    2,530   58,179   68,539   73,939   73,459   17,919   18,399

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:        455)
      25      -25       25       90      140      140      140      315      315

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.4      2.6      2.8     63.3     74.6     80.5     80.0     19.5     20.0

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 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,519
COMMITMENTS
   4,305   10,185      885   16,391   10,966   21,581   22,036    3,938    3,483

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:         40)
       0       40        0       40        0       40       40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.9     39.9      3.5     64.2     43.0     84.6     86.4     15.4     13.6

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 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,589
COMMITMENTS
   5,115   10,095    1,995   15,198   11,368   22,308   23,458    4,281    3,131

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:         40)
     -40        0       40       40        0       40       40        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2     38.0      7.5     57.2     42.8     83.9     88.2     16.1     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        4       16       12       21       17                  
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,858
COMMITMENTS
   8,790    7,115      420   15,643   17,878   24,853   25,413    3,005    2,445

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:        210)
       0        0        0      147      267      147      267       63      -57

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.6     25.5      1.5     56.2     64.2     89.2     91.2     10.8      8.8

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 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,994
COMMITMENTS
   8,790    7,235      365   14,071   16,006   23,226   23,606    2,768    2,388

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    33.8     27.8      1.4     54.1     61.6     89.4     90.8     10.6      9.2

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 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,558
COMMITMENTS
  27,160        0        0   24,995   51,765   52,155   51,765    3,403    3,793

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:         25)
      25        0        0        0       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.9      0.0      0.0     45.0     93.2     93.9     93.2      6.1      6.8

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 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,915
COMMITMENTS
  27,095        0        0   24,390   51,101   51,485   51,101    3,430    3,814

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    49.3      0.0      0.0     44.4     93.1     93.8     93.1      6.2      6.9

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 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,495
COMMITMENTS
  26,930        0      965   25,145   52,255   53,040   53,220    3,455    3,275

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:       -855)
  -2,375        0        0    1,405     -970     -970     -970      115      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.7      0.0      1.7     44.5     92.5     93.9     94.2      6.1      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        0        2       19       11       25       13                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,590
COMMITMENTS
  26,380        0    1,115   25,010   51,570   52,505   52,685    3,085    2,905

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:       -820)
  -2,375        0        0    1,465     -910     -910     -910       90       90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.5      0.0      2.0     45.0     92.8     94.5     94.8      5.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        0        2       19       11       25       13                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,840
COMMITMENTS
     150    8,545      515   19,090   10,865   19,755   19,925    2,085    1,915

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:        125)
      50      125        0      250      280      300      405     -175     -280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     39.1      2.4     87.4     49.7     90.5     91.2      9.5      8.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        5        1       14       10       16       15                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,530
COMMITMENTS
     100    7,450      800   16,650   10,740   17,550   18,990    2,980    1,540

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.5     36.3      3.9     81.1     52.3     85.5     92.5     14.5      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        5        1       12        9       14       14                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       70,700
COMMITMENTS
  22,830   22,320    1,100   41,870   42,455   65,800   65,875    4,900    4,825

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:      1,250)
      25        0      -30      665      690      660      660      590      590

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.3     31.6      1.6     59.2     60.0     93.1     93.2      6.9      6.8

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 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       66,835
COMMITMENTS
  20,150   22,320    1,020   41,115   39,020   62,285   62,360    4,550    4,475

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:      1,100)
      25        0        0      740      765      765      765      335      335

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    30.1     33.4      1.5     61.5     58.4     93.2     93.3      6.8      6.7

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 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,715
COMMITMENTS
  14,230   14,755    1,910   35,553   35,338   51,693   52,003    2,022    1,712

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:       -129)
      75   -1,675        0     -161    1,539      -86     -136      -43        7

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.5     27.5      3.6     66.2     65.8     96.2     96.8      3.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        4        2       22       14       26       19                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,398
COMMITMENTS
   8,255   10,105    2,140   31,904   30,364   42,299   42,609    1,099      789

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:       -141)
       0   -1,525        0     -111    1,364     -111     -161      -30       20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.0     23.3      4.9     73.5     70.0     97.5     98.2      2.5      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        4        4       22       14       27       20                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      162,053
COMMITMENTS
   3,224   24,725    9,400  116,694   95,243  129,318  129,368   32,735   32,685

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:      1,451)
     -50   -1,315      195     -666      649     -521     -471    1,972    1,922

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.0     15.3      5.8     72.0     58.8     79.8     79.8     20.2     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        5        6       26       32       32       40                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      140,657
COMMITMENTS
   5,544   25,265    7,676  101,222   81,551  114,442  114,492   26,215   26,165

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:      1,135)
     -50   -1,290      165   -1,171      119   -1,056   -1,006    2,191    2,141

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.9     18.0      5.5     72.0     58.0     81.4     81.4     18.6     18.6

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 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,820
COMMITMENTS
       0   15,475    2,325   53,095   37,620   55,420   55,420    5,400    5,400

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:        -75)
       0      -75        0      155      230      155      155     -230     -230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     25.4      3.8     87.3     61.9     91.1     91.1      8.9      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        4        2       18       19       20       23                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,255
COMMITMENTS
       0   14,895    2,505   44,365   29,510   46,870   46,910    5,385    5,345

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:       -335)
       0      -75      -30      -50       25      -80      -80     -255     -255

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     28.5      4.8     84.9     56.5     89.7     89.8     10.3     10.2

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 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       42,820
COMMITMENTS
  20,600       40    1,160   17,165   38,075   38,925   39,275    3,895    3,545

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:        195)
    -125        0      120      200       75      195      195        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    48.1      0.1      2.7     40.1     88.9     90.9     91.7      9.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        4       16       18       21       22                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,170
COMMITMENTS
  32,600        0    1,565   13,495   46,235   47,660   47,800    1,510    1,370

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:         70)
     -75        0       95        0      -75       20       20       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    66.3      0.0      3.2     27.4     94.0     96.9     97.2      3.1      2.8

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 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      125,740
COMMITMENTS
  12,590    5,800    4,490   88,160   94,890  105,240  105,180   20,500   20,560

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:      2,480)
     290        0      -10    2,215    2,505    2,495    2,495      -15      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.0      4.6      3.6     70.1     75.5     83.7     83.6     16.3     16.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        2        2       29       29       35       31                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      103,384
COMMITMENTS
   7,435    1,885    8,460   70,329   75,979   86,224   86,324   17,160   17,060

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:      1,990)
       0        0        0    2,020    2,020    2,020    2,020      -30      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.2      1.8      8.2     68.0     73.5     83.4     83.5     16.6     16.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        3        3       27       26       31       30                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,615
COMMITMENTS
   5,555      300      765   23,000   28,305   29,320   29,370    1,295    1,245

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:        975)
       0        0        0    1,375    1,375    1,375    1,375     -400     -400

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.1      1.0      2.5     75.1     92.5     95.8     95.9      4.2      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       14       11       16       14                  
 
 
PJM.ATSI_month_off_dap - NODAL EXCHANGE                              Code-064FZB
FUTURES ONLY POSITIONS AS OF 01/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,420
COMMITMENTS
   4,410      325      770   23,515   28,045   28,695   29,140    1,725    1,280

CHANGES FROM 01/14/20 (CHANGE IN OPEN INTEREST:        900)
       0        0        0    1,100    1,100    1,100    1,100     -200     -200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.5      1.1      2.5     77.3     92.2     94.3     95.8      5.7      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        2       13       10       16       13                  



Updated January 24, 2020