ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       90,661
COMMITMENTS
       0    4,405        0   83,175   78,770   83,175   83,175    7,486    7,486

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      1,529)
       0        0        0    1,179    1,179    1,179    1,179      350      350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.9      0.0     91.7     86.9     91.7     91.7      8.3      8.3

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 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       75,927
COMMITMENTS
       0    4,960        0   70,127   65,167   70,127   70,127    5,800    5,800

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      1,649)
       0        0        0    1,459    1,459    1,459    1,459      190      190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.5      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       20       20       20       21                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,935
COMMITMENTS
   2,205    1,020      150   20,055   20,935   22,410   22,105    2,525    2,830

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        805)
     175        0        0      680      855      855      855      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     8.8      4.1      0.6     80.4     84.0     89.9     88.7     10.1     11.3

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 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       14,890
COMMITMENTS
   1,625        0      150   12,505   14,250   14,280   14,400      610      490

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        600)
       0        0        0      600      600      600      600        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.9      0.0      1.0     84.0     95.7     95.9     96.7      4.1      3.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        0        1       11       14       13       15                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,671
COMMITMENTS
  11,620    4,670    4,170   40,898   48,128   56,688   56,968    3,983    3,703

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      1,400)
       0        0        0    1,400    1,400    1,400    1,400        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.2      7.7      6.9     67.4     79.3     93.4     93.9      6.6      6.1

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 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,209
COMMITMENTS
   2,765    1,720    3,325   30,785   32,110   36,875   37,155    2,334    2,054

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        -25)
       0        0        0      -25      -25      -25      -25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.1      4.4      8.5     78.5     81.9     94.0     94.8      6.0      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 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       34,455
COMMITMENTS
   1,010   16,420       90   31,755   16,745   32,855   33,255    1,600    1,200

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      1,130)
       0      600        0    1,130      530    1,130    1,130        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.9     47.7      0.3     92.2     48.6     95.4     96.5      4.6      3.5

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 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      102,215
COMMITMENTS
  13,005    4,390    2,070   68,530   77,085   83,605   83,545   18,610   18,670

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        655)
      50       25     -150      855      800      755      675     -100      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.7      4.3      2.0     67.0     75.4     81.8     81.7     18.2     18.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        3        4       19       23       23       27                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       96,982
COMMITMENTS
  13,320    7,070    1,450   64,867   71,017   79,637   79,537   17,345   17,445

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:       -170)
      45       20     -175      260      175      130       20     -300     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7      7.3      1.5     66.9     73.2     82.1     82.0     17.9     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        3        4       19       21       23       25                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,980
COMMITMENTS
   3,410   14,875    1,605   17,279    6,679   22,294   23,159    4,686    3,821

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        -25)
       0      115      -15      -10     -125      -25      -25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.6     55.1      5.9     64.0     24.8     82.6     85.8     17.4     14.2

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 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,570
COMMITMENTS
   3,410   13,240    2,570   16,115    7,145   22,095   22,955    4,475    3,615

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        -25)
       0       15      -15      -10      -25      -25      -25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.8     49.8      9.7     60.7     26.9     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 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,668
COMMITMENTS
  11,890    5,415    1,055   16,188   23,508   29,133   29,978    2,535    1,690

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        510)
       0      -50        0      434      484      434      434       76       76

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    37.5     17.1      3.3     51.1     74.2     92.0     94.7      8.0      5.3

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 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       66,740
COMMITMENTS
  30,520        0       40   33,940   64,335   64,500   64,375    2,240    2,365

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        495)
      75        0       25      395      470      495      495        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    45.7      0.0      0.1     50.9     96.4     96.6     96.5      3.4      3.5

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 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       68,257
COMMITMENTS
  30,520        0       15   35,547   65,967   66,082   65,982    2,175    2,275

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        520)
     100        0        0      420      520      520      520        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.7      0.0      0.0     52.1     96.6     96.8     96.7      3.2      3.3

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 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,485
COMMITMENTS
  26,185      175      545   34,190   60,390   60,920   61,110    2,565    2,375

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      1,070)
   1,175        0     -630      675    1,860    1,220    1,230     -150     -160

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    41.2      0.3      0.9     53.9     95.1     96.0     96.3      4.0      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        1        4       19       12       26       16                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,450
COMMITMENTS
  17,135      165    1,105   32,690   49,850   50,930   51,120    2,520    2,330

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      1,130)
     575        0     -130      675    1,260    1,120    1,130       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    32.1      0.3      2.1     61.2     93.3     95.3     95.6      4.7      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       6        1        4       20       12       27       16                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,135
COMMITMENTS
   2,220    5,100      810   14,740   12,475   17,770   18,385    3,365    2,750

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:         35)
       0       50        0       50        0       50       50      -15      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    10.5     24.1      3.8     69.7     59.0     84.1     87.0     15.9     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        5        2       13       11       16       17                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,215
COMMITMENTS
   3,055    5,225      540   14,170   12,410   17,765   18,175    2,450    2,040

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:         45)
       0       50        0       50        0       50       50       -5       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.1     25.8      2.7     70.1     61.4     87.9     89.9     12.1     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        5        2       13        9       15       15                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       76,020
COMMITMENTS
  18,650   22,340    2,470   49,260   45,780   70,380   70,590    5,640    5,430

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:         25)
      75        0        0      -50       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.5     29.4      3.2     64.8     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 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       69,710
COMMITMENTS
  14,545   22,340    2,470   48,155   40,375   65,170   65,185    4,540    4,525

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:         25)
      75        0        0      -50       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.9     32.0      3.5     69.1     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 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,042
COMMITMENTS
  18,155   14,070    4,470   37,331   41,511   59,956   60,051    4,086    3,991

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        -50)
      15      -70        0      -50       35      -35      -35      -15      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    28.3     22.0      7.0     58.3     64.8     93.6     93.8      6.4      6.2

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 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,132
COMMITMENTS
   9,050    9,590    5,165   34,844   34,599   49,059   49,354    3,073    2,778

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        -65)
      15      -70      -15      -50       35      -50      -50      -15      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    17.4     18.4      9.9     66.8     66.4     94.1     94.7      5.9      5.3

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 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      191,514
COMMITMENTS
   8,276   33,875    8,879  127,451  101,912  144,606  144,666   46,908   46,848

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      1,210)
    -250    1,270     -540    1,740      220      950      950      260      260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     4.3     17.7      4.6     66.5     53.2     75.5     75.5     24.5     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       44)
       2        7        5       30       33       35       42                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      151,653
COMMITMENTS
   7,646   16,870    9,221   97,508   88,099  114,375  114,190   37,278   37,463

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        995)
    -300      670       50    1,040       70      790      790      205      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.0     11.1      6.1     64.3     58.1     75.4     75.3     24.6     24.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       2        7        5       26       30       31       39                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       74,071
COMMITMENTS
   1,385    4,625    8,775   59,001   55,981   69,161   69,381    4,910    4,690

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      1,105)
       0   -1,050    1,200     -230      920      970    1,070      135       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.9      6.2     11.8     79.7     75.6     93.4     93.7      6.6      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        2       16       19       18       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       61,189
COMMITMENTS
   1,065    4,700    8,800   45,234   41,719   55,099   55,219    6,090    5,970

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      1,380)
       0   -1,025    1,200      180    1,205    1,380    1,380        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.7      7.7     14.4     73.9     68.2     90.0     90.2     10.0      9.8

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 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       42,135
COMMITMENTS
  16,195        0    3,730   18,415   35,160   38,340   38,890    3,795    3,245

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        410)
    -100        0        0      510      400      410      400        0       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    38.4      0.0      8.9     43.7     83.4     91.0     92.3      9.0      7.7

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 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,700
COMMITMENTS
  32,945      230    2,600   14,255   47,030   49,800   49,860    1,900    1,840

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        300)
    -100        0        0      400      300      300      300        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    63.7      0.4      5.0     27.6     91.0     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 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      156,619
COMMITMENTS
   9,070   10,250    6,735  113,804  112,624  129,609  129,609   27,010   27,010

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      2,320)
       0      950      550    1,630      680    2,180    2,180      140      140

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.8      6.5      4.3     72.7     71.9     82.8     82.8     17.2     17.2

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 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      119,010
COMMITMENTS
   3,600    5,840    9,375   89,445   87,145  102,420  102,360   16,590   16,650

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:      1,300)
       0      950      310      905      -45    1,215    1,215       85       85

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     3.0      4.9      7.9     75.2     73.2     86.1     86.0     13.9     14.0

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 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,805
COMMITMENTS
   4,705      300      945   21,910   26,325   27,560   27,570    1,245    1,235

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        455)
       0        0        0      475      475      475      475      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.3      1.0      3.3     76.1     91.4     95.7     95.7      4.3      4.3

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 06/02/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,035
COMMITMENTS
   4,420      300      500   22,580   26,740   27,500   27,540    1,535    1,495

CHANGES FROM 05/26/20 (CHANGE IN OPEN INTEREST:        400)
       0        0        0      575      575      575      575     -175     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    15.2      1.0      1.7     77.8     92.1     94.7     94.9      5.3      5.1

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



Updated June 05, 2020