ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       78,511
COMMITMENTS
       0    3,943      140   70,222   66,279   70,362   70,362    8,149    8,149

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      2,064)
       0      -75      -25    1,973    2,048    1,948    1,948      116      116

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      5.0      0.2     89.4     84.4     89.6     89.6     10.4     10.4

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 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       65,289
COMMITMENTS
       0    4,270      235   58,124   53,854   58,359   58,359    6,930    6,930

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        597)
       0        0        0      656      656      656      656      -59      -59

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.5      0.4     89.0     82.5     89.4     89.4     10.6     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       16       21       17       22                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,245
COMMITMENTS
   2,140    1,380        0   20,925   21,545   23,065   22,925    3,180    3,320

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        365)
       0        0        0      135      135      135      135      230      230

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.2      5.3      0.0     79.7     82.1     87.9     87.3     12.1     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        0       10       15       13       17                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,330
COMMITMENTS
   2,160    1,290       25   19,090   19,820   21,275   21,135    2,055    2,195

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:       -140)
       0        0        0      -95      -95      -95      -95      -45      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     9.3      5.5      0.1     81.8     85.0     91.2     90.6      8.8      9.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        1       10       15       14       17                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,517
COMMITMENTS
  10,590    3,980    5,935   38,621   45,406   55,146   55,321    4,371    4,196

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        896)
     -50      300      -50    1,006      656      906      906      -10      -10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.8      6.7     10.0     64.9     76.3     92.7     92.9      7.3      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        3       21       21       24       24                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,650
COMMITMENTS
   2,485      385    4,615   29,310   31,815   36,410   36,815    3,240    2,835

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      2,201)
     -10        0        0    2,374    2,364    2,364    2,364     -163     -163

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.3      1.0     11.6     73.9     80.2     91.8     92.8      8.2      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        3       19       20       22       23                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,580
COMMITMENTS
     535   14,610      730   25,960   12,235   27,225   27,575    1,355    1,005

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        -60)
       0        0        0      -60      -60      -60      -60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     51.1      2.6     90.8     42.8     95.3     96.5      4.7      3.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       15       12       17       15                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      101,751
COMMITMENTS
  14,905    3,120    2,725   64,116   75,151   81,746   80,996   20,005   20,755

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        280)
       0      -75        0      410       35      410      -40     -130      320

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.6      3.1      2.7     63.0     73.9     80.3     79.6     19.7     20.4

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 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       96,104
COMMITMENTS
  15,565    6,160    1,320   59,414   68,014   76,299   75,494   19,805   20,610

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        450)
       0        0        0       25     -425       25     -425      425      875

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      6.4      1.4     61.8     70.8     79.4     78.6     20.6     21.4

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 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,318
COMMITMENTS
   4,055   10,910    1,040   15,698    9,758   20,793   21,708    4,525    3,610

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        265)
     225      165      -60       99      159      264      264        1        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.0     43.1      4.1     62.0     38.5     82.1     85.7     17.9     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        7        4       18       13       23       21                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,403
COMMITMENTS
   3,995    9,725    2,300   14,944   10,109   21,239   22,134    4,164    3,269

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        200)
     300       40        0     -101      159      199      199        1        1

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.7     38.3      9.1     58.8     39.8     83.6     87.1     16.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        6        4       18       13       23       21                  
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,844
COMMITMENTS
  12,175    5,010      940   17,105   24,815   30,220   30,765    2,624    2,079

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        225)
       0      150      120      -45     -195       75       75      150      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.1     15.3      2.9     52.1     75.6     92.0     93.7      8.0      6.3

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 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,692
COMMITMENTS
  12,175    5,555      410   14,951   21,941   27,536   27,906    2,156    1,786

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        325)
       0      150      220      114      -36      334      334       -9       -9

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.0     18.7      1.4     50.4     73.9     92.7     94.0      7.3      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        4        2       14        8       17       12                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,191
COMMITMENTS
  26,005        0       45   26,035   51,925   52,085   51,970    3,106    3,221

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        335)
      25        0        0      205      230      230      230      105      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    47.1      0.0      0.1     47.2     94.1     94.4     94.2      5.6      5.8

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 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,789
COMMITMENTS
  25,775        0       45   28,814   54,435   54,634   54,480    3,155    3,309

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       25       25       25       25       35       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.6      0.0      0.1     49.9     94.2     94.5     94.3      5.5      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 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,175
COMMITMENTS
  22,469        0    2,045   27,521   50,170   52,035   52,215    3,140    2,960

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:          0)
     100        0       50     -150      -50        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.7      0.0      3.7     49.9     90.9     94.3     94.6      5.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        0        4       19       13       27       17                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,310
COMMITMENTS
  21,144        0    2,145   27,121   48,445   50,410   50,590    2,900    2,720

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:       -640)
    -650        0       50     -110     -760     -710     -710       70       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.7      0.0      4.0     50.9     90.9     94.6     94.9      5.4      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       8        0        4       19       13       27       17                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,300
COMMITMENTS
     690    5,680    1,895   18,580   13,750   21,165   21,325    2,135    1,975

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        625)
    -175      225      200      600      200      625      625        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0     24.4      8.1     79.7     59.0     90.8     91.5      9.2      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        4        2       15       12       19       17                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,065
COMMITMENTS
   1,895    5,755    1,180   16,940   13,535   20,015   20,470    2,050    1,595

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        225)
     -25      225        0      250        0      225      225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.6     26.1      5.3     76.8     61.3     90.7     92.8      9.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        4        2       14       10       18       15                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       74,285
COMMITMENTS
  21,860   18,420    2,810   44,130   47,630   68,800   68,860    5,485    5,425

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      1,100)
  -1,175      450      950    1,290     -335    1,065    1,065       35       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    29.4     24.8      3.8     59.4     64.1     92.6     92.7      7.4      7.3

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 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       70,460
COMMITMENTS
  18,630   18,420    2,770   43,860   44,130   65,260   65,320    5,200    5,140

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        930)
  -1,550      450      950    1,425     -575      825      825      105      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.4     26.1      3.9     62.2     62.6     92.6     92.7      7.4      7.3

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 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,777
COMMITMENTS
  15,093   13,820    4,965   40,157   41,770   60,215   60,555    3,562    3,222

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      1,550)
     500     -650      950      150    1,300    1,600    1,600      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    23.7     21.7      7.8     63.0     65.5     94.4     94.9      5.6      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        2        4       21       14       28       18                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,969
COMMITMENTS
   6,848    8,915    5,395   37,498   35,771   49,741   50,081    2,228    1,888

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      1,085)
     -50   -1,300    1,035       55    1,305    1,040    1,040       45       45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2     17.2     10.4     72.2     68.8     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 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      176,367
COMMITMENTS
   1,400   28,720   13,092  123,876   96,616  138,368  138,428   37,999   37,939

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:      1,195)
     100     -150      450      640      890    1,190    1,190        5        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.8     16.3      7.4     70.2     54.8     78.5     78.5     21.5     21.5

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 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      149,188
COMMITMENTS
   2,862   24,757   11,171  105,442   83,607  119,475  119,535   29,713   29,653

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        235)
     350     -650       15      145    1,145      510      510     -275     -275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9     16.6      7.5     70.7     56.0     80.1     80.1     19.9     19.9

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 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       65,495
COMMITMENTS
       0   13,365    2,600   57,140   43,775   59,740   59,740    5,755    5,755

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:         70)
       0        0        0       45       45       45       45       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     20.4      4.0     87.2     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 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,025
COMMITMENTS
       0   13,335    2,630   48,465   35,130   51,095   51,095    5,930    5,930

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        -10)
       0        0        0       15       15       15       15      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     23.4      4.6     85.0     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 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,020
COMMITMENTS
  18,665        0    1,975   19,535   38,530   40,175   40,505    2,845    2,515

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:       -180)
    -180        0        0      180      -10        0      -10     -180     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    43.4      0.0      4.6     45.4     89.6     93.4     94.2      6.6      5.8

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 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       48,530
COMMITMENTS
  31,130        0    2,280   13,635   44,870   47,045   47,150    1,485    1,380

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:       -180)
    -180        0        0        0     -180     -180     -180        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.1      0.0      4.7     28.1     92.5     96.9     97.2      3.1      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 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      143,551
COMMITMENTS
  11,165    2,035    7,280   96,396  105,521  114,841  114,836   28,710   28,715

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        571)
     300     -180      -30      131      611      401      401      170      170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.8      1.4      5.1     67.2     73.5     80.0     80.0     20.0     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       5        1        2       30       28       36       30                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 03/03/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      117,916
COMMITMENTS
   9,754    1,905    7,351   81,306   89,275   98,411   98,531   19,505   19,385

CHANGES FROM 02/25/20 (CHANGE IN OPEN INTEREST:        506)
     144     -180     -144      316      640      316      316      190      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.3      1.6      6.2     69.0     75.7     83.5     83.6     16.5     16.4

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 03/03/20                         |
--------------------------------------------------------------| 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 02/25/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 03/03/20                         |
--------------------------------------------------------------| 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 02/25/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        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 March 06, 2020