ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       89,132
COMMITMENTS
       0    4,405        0   81,996   77,591   81,996   81,996    7,136    7,136

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      1,386)
       0      300      -75    1,439    1,139    1,364    1,364       22       22

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.9      0.0     92.0     87.1     92.0     92.0      8.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       0        2        0       19       21       19       23                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       74,278
COMMITMENTS
       0    4,960        0   68,668   63,708   68,668   68,668    5,610    5,610

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      1,060)
       0        0        0    1,060    1,060    1,060    1,060        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.7      0.0     92.4     85.8     92.4     92.4      7.6      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       19       20       19       21                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,130
COMMITMENTS
   2,030    1,020      150   19,375   20,080   21,555   21,250    2,575    2,880

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:        -70)
       0        0        0      -70      -70      -70      -70        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.4      4.2      0.6     80.3     83.2     89.3     88.1     10.7     11.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        1        1       10       12       14       14                  
 
 
NYISO.CENTRL_month_on_dap - NODAL EXCHANGE                           Code-064CTQ
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       14,290
COMMITMENTS
   1,625        0      150   11,905   13,650   13,680   13,800      610      490

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:        780)
       0        0        0      780      780      780      780        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.4      0.0      1.0     83.3     95.5     95.7     96.6      4.3      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       11       13       13       14                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,271
COMMITMENTS
  11,620    4,670    4,170   39,498   46,728   55,288   55,568    3,983    3,703

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:        480)
       0     -600      100     -220      380     -120     -120      600      600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6      7.9      7.0     66.6     78.8     93.3     93.8      6.7      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       17       17       20       20                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,234
COMMITMENTS
   2,765    1,720    3,325   30,810   32,135   36,900   37,180    2,334    2,054

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:       -250)
       0        0        0     -250     -250     -250     -250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.0      4.4      8.5     78.5     81.9     94.1     94.8      5.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        3       16       16       19       19                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,325
COMMITMENTS
   1,010   15,820       90   30,625   16,215   31,725   32,125    1,600    1,200

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:        300)
       0        0        0      300      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0     47.5      0.3     91.9     48.7     95.2     96.4      4.8      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        1       16       15       18       17                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      101,560
COMMITMENTS
  12,955    4,365    2,220   67,675   76,285   82,850   82,870   18,710   18,690

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:        615)
     400      -25        5      110      535      515      515      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8      4.3      2.2     66.6     75.1     81.6     81.6     18.4     18.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        4       18       22       22       26                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       97,152
COMMITMENTS
  13,275    7,050    1,625   64,607   70,842   79,507   79,517   17,645   17,635

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:        720)
     375        0      -40      330      705      665      665       55       55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7      7.3      1.7     66.5     72.9     81.8     81.8     18.2     18.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        4       18       20       22       24                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,005
COMMITMENTS
   3,410   14,760    1,620   17,289    6,804   22,319   23,184    4,686    3,821

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:        390)
       0      490        0      390     -100      390      390        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     54.7      6.0     64.0     25.2     82.6     85.9     17.4     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        5        5       19       13       25       19                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,595
COMMITMENTS
   3,410   13,225    2,585   16,125    7,170   22,120   22,980    4,475    3,615

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:        490)
       0      490        0      490        0      490      490        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     49.7      9.7     60.6     27.0     83.2     86.4     16.8     13.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        5        5       19       13       25       19                  
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,158
COMMITMENTS
  11,890    5,465    1,055   15,754   23,024   28,699   29,544    2,459    1,614

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:         25)
       0       25        0       25        0       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.2     17.5      3.4     50.6     73.9     92.1     94.8      7.9      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        2        2       13        7       16       10                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       66,245
COMMITMENTS
  30,445        0       15   33,545   63,865   64,005   63,880    2,240    2,365

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:        320)
    -215        0        0      535      320      320      320        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    46.0      0.0      0.0     50.6     96.4     96.6     96.4      3.4      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        1       14       13       18       14                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,737
COMMITMENTS
  30,420        0       15   35,127   65,447   65,562   65,462    2,175    2,275

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      250      250      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.9      0.0      0.0     51.9     96.6     96.8     96.6      3.2      3.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        1       13       12       17       13                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,415
COMMITMENTS
  25,010      175    1,175   33,515   58,530   59,700   59,880    2,715    2,535

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      1,910)
   1,550      -75       10      400    2,025    1,960    1,960      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    40.1      0.3      1.9     53.7     93.8     95.7     95.9      4.3      4.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        1        4       19       12       25       16                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,320
COMMITMENTS
  16,560      165    1,235   32,015   48,590   49,810   49,990    2,510    2,330

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      1,880)
   1,550      -75      -20      400    2,025    1,930    1,930      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    31.7      0.3      2.4     61.2     92.9     95.2     95.5      4.8      4.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       5        1        4       20       12       26       16                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,100
COMMITMENTS
   2,220    5,050      810   14,690   12,475   17,720   18,335    3,380    2,765

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     23.9      3.8     69.6     59.1     84.0     86.9     16.0     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        4        2       13       11       16       16                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,170
COMMITMENTS
   3,055    5,175      540   14,120   12,410   17,715   18,125    2,455    2,045

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     25.7      2.7     70.0     61.5     87.8     89.9     12.2     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        4        2       13        9       15       14                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       75,995
COMMITMENTS
  18,575   22,340    2,470   49,310   45,755   70,355   70,565    5,640    5,430

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      1,490)
   1,000     -500      300       90    1,590    1,390    1,390      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     29.4      3.3     64.9     60.2     92.6     92.9      7.4      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        2        3       19       13       24       17                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       69,685
COMMITMENTS
  14,470   22,340    2,470   48,205   40,350   65,145   65,160    4,540    4,525

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      1,240)
   1,000     -500      300     -310    1,190      990      990      250      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.8     32.1      3.5     69.2     57.9     93.5     93.5      6.5      6.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       4        2        3       19       15       24       19                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,092
COMMITMENTS
  18,140   14,140    4,470   37,381   41,476   59,991   60,086    4,101    4,006

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:        905)
     525      250        0      430      705      955      955      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     22.1      7.0     58.3     64.7     93.6     93.7      6.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        3       18       13       23       16                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,197
COMMITMENTS
   9,035    9,660    5,180   34,894   34,564   49,109   49,404    3,088    2,793

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:        900)
     525      250        0      325      600      850      850       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.3     18.5      9.9     66.9     66.2     94.1     94.6      5.9      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        2        5       18       13       23       18                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      190,304
COMMITMENTS
   8,526   32,605    9,419  125,711  101,692  143,656  143,716   46,648   46,588

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      2,365)
    -170    2,785   -1,375    3,360      405    1,815    1,815      550      550

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.5     17.1      4.9     66.1     53.4     75.5     75.5     24.5     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        6        5       30       33       35       41                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      150,658
COMMITMENTS
   7,946   16,200    9,171   96,468   88,029  113,585  113,400   37,073   37,258

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      2,370)
    -410    2,800   -1,255    3,100     -110    1,435    1,435      935      935

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.3     10.8      6.1     64.0     58.4     75.4     75.3     24.6     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        6        5       26       29       31       37                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       72,966
COMMITMENTS
   1,385    5,675    7,575   59,231   55,061   68,191   68,311    4,775    4,655

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:       -125)
       0     -225        0      225      350      225      125     -350     -250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      7.8     10.4     81.2     75.5     93.5     93.6      6.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       1        2        2       17       20       19       23                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,809
COMMITMENTS
   1,065    5,725    7,600   45,054   40,514   53,719   53,839    6,090    5,970

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:        185)
      50     -825      600     -395      480      255      255      -70      -70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.8      9.6     12.7     75.3     67.7     89.8     90.0     10.2     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       19       20       21       23                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,725
COMMITMENTS
  16,295        0    3,730   17,905   34,760   37,930   38,490    3,795    3,235

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:          5)
    -780        0        0      595     -125     -185     -125      190      130

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    39.1      0.0      8.9     42.9     83.3     90.9     92.2      9.1      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        0        3       16       18       20       21                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,400
COMMITMENTS
  33,045      230    2,600   13,855   46,730   49,500   49,560    1,900    1,840

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:        860)
    -780       50      175      990      160      385      385      475      475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    64.3      0.4      5.1     27.0     90.9     96.3     96.4      3.7      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        3       15       18       18       21                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      154,299
COMMITMENTS
   9,070    9,300    6,185  112,174  111,944  127,429  127,429   26,870   26,870

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:      2,085)
      75    1,245     -100    2,410    1,240    2,385    2,385     -300     -300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      6.0      4.0     72.7     72.6     82.6     82.6     17.4     17.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       35)
       3        2        2       27       29       32       31                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      117,710
COMMITMENTS
   3,600    4,890    9,065   88,540   87,190  101,205  101,145   16,505   16,565

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:        135)
      75    2,195     -780    1,130   -1,560      425     -145     -290      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.1      4.2      7.7     75.2     74.1     86.0     85.9     14.0     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        3       25       25       29       28                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
FUTURES ONLY POSITIONS AS OF 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,350
COMMITMENTS
   4,705      300      945   21,435   25,850   27,085   27,095    1,265    1,255

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.6      1.1      3.3     75.6     91.2     95.5     95.6      4.5      4.4

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 05/26/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,635
COMMITMENTS
   4,420      300      500   22,005   26,165   26,925   26,965    1,710    1,670

CHANGES FROM 05/19/20 (CHANGE IN OPEN INTEREST:         60)
       0        0        0       60       60       60       60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.4      1.0      1.7     76.8     91.4     94.0     94.2      6.0      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        1       15       12       17       14                  



Updated May 29, 2020