ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
FUTURES ONLY POSITIONS AS OF 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       76,447
COMMITMENTS
       0    4,018      165   68,249   64,231   68,414   68,414    8,033    8,033

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        376)
       0        0        0      -92      -92      -92      -92      468      468

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.3      0.2     89.3     84.0     89.5     89.5     10.5     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       18       21       19       23                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
FUTURES ONLY POSITIONS AS OF 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,692
COMMITMENTS
       0    4,270      235   57,468   53,198   57,703   57,703    6,989    6,989

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:         71)
       0        0        0     -179     -179     -179     -179      250      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.6      0.4     88.8     82.2     89.2     89.2     10.8     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       15       21       16       22                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
FUTURES ONLY POSITIONS AS OF 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,880
COMMITMENTS
   2,140    1,380        0   20,790   21,410   22,930   22,790    2,950    3,090

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        220)
       0        0        0      240      240      240      240      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      5.3      0.0     80.3     82.7     88.6     88.1     11.4     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        0        9       15       12       17                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
FUTURES ONLY POSITIONS AS OF 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,470
COMMITMENTS
   2,160    1,290       25   19,185   19,915   21,370   21,230    2,100    2,240

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        120)
       0        0        0      290      290      290      290     -170     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.2      5.5      0.1     81.7     84.9     91.1     90.5      8.9      9.5

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 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       58,621
COMMITMENTS
  10,640    3,680    5,985   37,615   44,750   54,240   54,415    4,381    4,206

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      1,705)
     300      530     -280    1,757    1,527    1,777    1,777      -72      -72

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    18.2      6.3     10.2     64.2     76.3     92.5     92.8      7.5      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        3       21       22       24       25                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
FUTURES ONLY POSITIONS AS OF 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,449
COMMITMENTS
   2,495      385    4,615   26,936   29,451   34,046   34,451    3,403    2,998

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        465)
     300        0     -300      465      765      465      465        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.7      1.0     12.3     71.9     78.6     90.9     92.0      9.1      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        3       18       20       21       23                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
FUTURES ONLY POSITIONS AS OF 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,640
COMMITMENTS
     535   14,610      730   26,020   12,295   27,285   27,635    1,355    1,005

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      1,040)
     300        0      -50      790      910    1,040      860        0      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     51.0      2.5     90.9     42.9     95.3     96.5      4.7      3.5

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 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      101,471
COMMITMENTS
  14,905    3,195    2,725   63,706   75,116   81,336   81,036   20,135   20,435

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        790)
    -465      630     -270      980     -115      245      245      545      545

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7      3.1      2.7     62.8     74.0     80.2     79.9     19.8     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        5        4       20       24       24       30                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       95,654
COMMITMENTS
  15,565    6,160    1,320   59,389   68,439   76,274   75,919   19,380   19,735

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        555)
    -640      555      -75      995     -200      280      280      275      275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      6.4      1.4     62.1     71.5     79.7     79.4     20.3     20.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        4        3       20       23       23       28                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,053
COMMITMENTS
   3,830   10,745    1,100   15,599    9,599   20,529   21,444    4,524    3,609

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        520)
       0      -50       60      382      432      442      442       78       78

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.3     42.9      4.4     62.3     38.3     81.9     85.6     18.1     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        5        4       18       13       23       19                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,203
COMMITMENTS
   3,695    9,685    2,300   15,045    9,950   21,040   21,935    4,163    3,268

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        110)
       0      -50        0       60      110       60       60       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.7     38.4      9.1     59.7     39.5     83.5     87.0     16.5     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        4        4       18       13       23       19                  
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
FUTURES ONLY POSITIONS AS OF 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,619
COMMITMENTS
  12,175    4,860      820   17,150   25,010   30,145   30,690    2,474    1,929

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        705)
       0    1,670     -265    1,319     -351    1,054    1,054     -349     -349

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.3     14.9      2.5     52.6     76.7     92.4     94.1      7.6      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        2       15        9       18       13                  
 
 
PJM.JCPL_month_off_dap - NODAL EXCHANGE                              Code-064EJJ
FUTURES ONLY POSITIONS AS OF 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,367
COMMITMENTS
  12,175    5,405      190   14,837   21,977   27,202   27,572    2,165    1,795

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        740)
       0    1,470     -455    1,220     -250      765      765      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.5     18.4      0.6     50.5     74.8     92.6     93.9      7.4      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        4        1       14        8       16       12                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
FUTURES ONLY POSITIONS AS OF 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,856
COMMITMENTS
  25,980        0       45   25,830   51,695   51,855   51,740    3,001    3,116

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      1,395)
   1,300        0       45       50    1,350    1,395    1,395        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.4      0.0      0.1     47.1     94.2     94.5     94.3      5.5      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        0        1       12       15       17       16                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
FUTURES ONLY POSITIONS AS OF 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,729
COMMITMENTS
  25,775        0       45   28,789   54,410   54,609   54,455    3,120    3,274

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      1,295)
   1,200        0       45       50    1,250    1,295    1,295        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.6      0.0      0.1     49.9     94.3     94.6     94.3      5.4      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        1       14       14       18       15                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,175
COMMITMENTS
  22,369        0    1,995   27,671   50,220   52,035   52,215    3,140    2,960

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        385)
     500        0     -130     -150      350      220      220      165      165

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.5      0.0      3.6     50.2     91.0     94.3     94.6      5.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        0        3       19       12       26       15                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,950
COMMITMENTS
  21,794        0    2,095   27,231   49,205   51,120   51,300    2,830    2,650

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        255)
     300        0     -100      -45      255      155      155      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.4      0.0      3.9     50.5     91.2     94.8     95.1      5.2      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       7        0        3       19       12       26       15                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,675
COMMITMENTS
     865    5,455    1,695   17,980   13,550   20,540   20,700    2,135    1,975

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      1,945)
     730   -1,670      615      600    3,000    1,945    1,945        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.8     24.1      7.5     79.3     59.8     90.6     91.3      9.4      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        4        2       14       11       17       16                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,840
COMMITMENTS
   1,920    5,530    1,180   16,690   13,535   19,790   20,245    2,050    1,595

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      2,230)
   1,835     -565     -205      600    3,000    2,230    2,230        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8     25.3      5.4     76.4     62.0     90.6     92.7      9.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        4        2       13       10       16       15                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       73,185
COMMITMENTS
  23,035   17,970    1,860   42,840   47,965   67,735   67,795    5,450    5,390

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:     -1,030)
    -150   -1,200        0     -855      195   -1,005   -1,005      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.5     24.6      2.5     58.5     65.5     92.6     92.6      7.4      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        2        5       17       16       24       21                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       69,530
COMMITMENTS
  20,180   17,970    1,820   42,435   44,705   64,435   64,495    5,095    5,035

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:     -1,050)
    -450   -1,200        0     -545      205     -995     -995      -55      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.0     25.8      2.6     61.0     64.3     92.7     92.8      7.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        2        4       18       18       25       22                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,227
COMMITMENTS
  14,593   14,470    4,015   40,007   40,470   58,615   58,955    3,612    3,272

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        990)
     150      905       25      763        8      938      938       52       52

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.5     23.3      6.5     64.3     65.0     94.2     94.7      5.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        2        3       22       14       28       18                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,884
COMMITMENTS
   6,898   10,215    4,360   37,443   34,466   48,701   49,041    2,183    1,843

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      1,605)
     -50    1,230      -75    1,669      389    1,544    1,544       61       61

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.6     20.1      8.6     73.6     67.7     95.7     96.4      4.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        2        5       21       14       28       19                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      175,172
COMMITMENTS
   1,300   28,870   12,642  123,236   95,726  137,178  137,238   37,994   37,934

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      2,165)
       0      200      230    1,685    1,485    1,915    1,915      250      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     16.5      7.2     70.4     54.6     78.3     78.3     21.7     21.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       1        7        4       28       33       32       41                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      148,953
COMMITMENTS
   2,512   25,407   11,156  105,297   82,462  118,965  119,025   29,988   29,928

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      1,830)
     250     -500     -530    1,865    2,615    1,585    1,585      245      245

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7     17.1      7.5     70.7     55.4     79.9     79.9     20.1     20.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        6        6       25       30       31       38                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       65,425
COMMITMENTS
       0   13,365    2,600   57,095   43,730   59,695   59,695    5,730    5,730

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        120)
       0   -1,270      735     -585      685      150      150      -30      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     20.4      4.0     87.3     66.8     91.2     91.2      8.8      8.8

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 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,035
COMMITMENTS
       0   13,335    2,630   48,450   35,115   51,080   51,080    5,955    5,955

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        485)
       0     -965      905     -265      655      640      595     -155     -110

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     23.4      4.6     84.9     61.6     89.6     89.6     10.4     10.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        2       18       20       20       23                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
FUTURES ONLY POSITIONS AS OF 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,200
COMMITMENTS
  18,845        0    1,975   19,355   38,540   40,175   40,515    3,025    2,685

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:       -805)
  -1,375        0      470       60   -1,270     -845     -800       40       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.6      0.0      4.6     44.8     89.2     93.0     93.8      7.0      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        0        3       17       19       21       22                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
FUTURES ONLY POSITIONS AS OF 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,710
COMMITMENTS
  31,310        0    2,280   13,635   45,050   47,225   47,330    1,485    1,380

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:       -730)
  -1,345      -15      440      125   -1,205     -780     -780       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.3      0.0      4.7     28.0     92.5     97.0     97.2      3.0      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        3       14       15       18       18                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      142,980
COMMITMENTS
  10,865    2,215    7,310   96,265  104,910  114,440  114,435   28,540   28,545

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      1,055)
     260     -960    1,240   -1,215        5      285      285      770      770

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.6      1.5      5.1     67.3     73.4     80.0     80.0     20.0     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        1        3       30       28       36       31                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      117,410
COMMITMENTS
   9,610    2,085    7,495   80,990   88,635   98,095   98,215   19,315   19,195

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:      3,300)
   1,155       25      395    1,075    2,265    2,625    2,685      675      615

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      1.8      6.4     69.0     75.5     83.5     83.7     16.5     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       2        4        3       27       26       31       31                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
FUTURES ONLY POSITIONS AS OF 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,710
COMMITMENTS
   5,505      300      670   23,000   28,245   29,175   29,215    1,535    1,495

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        350)
       0        0        0      280      280      280      280       70       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.9      1.0      2.2     74.9     92.0     95.0     95.1      5.0      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        2       15       12       17       15                  
 
 
PJM.ATSI_month_off_dap - NODAL EXCHANGE                              Code-064FZB
FUTURES ONLY POSITIONS AS OF 02/25/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,075
COMMITMENTS
   4,390      300      635   23,370   27,950   28,395   28,885    1,680    1,190

CHANGES FROM 02/18/20 (CHANGE IN OPEN INTEREST:        280)
       0        0        0      280      280      280      280        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6      1.0      2.1     77.7     92.9     94.4     96.0      5.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       14       11       16       14                  



Updated February 28, 2020