ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       88,558
COMMITMENTS
       0    4,055        0   81,113   77,058   81,113   81,113    7,445    7,445

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        340)
       0        0        0      280      280      280      280       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      4.6      0.0     91.6     87.0     91.6     91.6      8.4      8.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        0       17       21       17       23                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       73,764
COMMITMENTS
       0    4,580        0   67,694   63,114   67,694   67,694    6,070    6,070

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        289)
       0       25        0      254      229      254      254       35       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0      6.2      0.0     91.8     85.6     91.8     91.8      8.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        0       20       19       20       20                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,995
COMMITMENTS
   1,850      990        0   20,420   20,990   22,270   21,980    2,725    3,015

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        250)
       0        0        0      250      250      250      250        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     7.4      4.0      0.0     81.7     84.0     89.1     87.9     10.9     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        0       13       12       16       13                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,282
COMMITMENTS
  11,620    6,500    3,745   40,576   45,966   55,941   56,211    3,341    3,071

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        142)
       0       25        0       80       55       80       80       62       62

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    19.6     11.0      6.3     68.4     77.5     94.4     94.8      5.6      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        2       18       18       21       21                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,834
COMMITMENTS
   2,365    3,790    3,315   31,958   30,803   37,638   37,908    2,196    1,926

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        480)
       0      300        0      480      180      480      480        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     5.9      9.5      8.3     80.2     77.3     94.5     95.2      5.5      4.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        3       16       18       19       21                  
 
 
NYISO.N.Y.C._month_on_dap - NODAL EXCHANGE                           Code-064CZS
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,380
COMMITMENTS
       0    3,340    1,800   18,625   15,465   20,425   20,605    1,955    1,775

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:         35)
       0        0        0      -60      -60      -60      -60       95       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.0     14.9      8.0     83.2     69.1     91.3     92.1      8.7      7.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       17       14       18       16                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       97,910
COMMITMENTS
  11,480    4,665    1,800   67,000   73,770   80,280   80,235   17,630   17,675

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        150)
     -65        0       65      325      260      325      325     -175     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    11.7      4.8      1.8     68.4     75.3     82.0     81.9     18.0     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        2       19       22       21       25                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       93,935
COMMITMENTS
  12,435    7,135    1,125   64,475   69,705   78,035   77,965   15,900   15,970

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        775)
     -65        0        0    1,140    1,060    1,075    1,060     -300     -285

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.2      7.6      1.2     68.6     74.2     83.1     83.0     16.9     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        2       18       21       21       24                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,553
COMMITMENTS
   3,230   13,015      995   14,837    5,917   19,062   19,927    4,491    3,626

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:         50)
       0       50        0       50        0       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    13.7     55.3      4.2     63.0     25.1     80.9     84.6     19.1     15.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        4        4       17       10       22       15                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,908
COMMITMENTS
   3,230   11,600    1,465   14,009    6,559   18,704   19,624    4,204    3,284

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:         75)
       0      125      -75      150       25       75       75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    14.1     50.6      6.4     61.2     28.6     81.6     85.7     18.4     14.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        4        4       17       10       22       15                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       70,785
COMMITMENTS
  36,665        0        0   32,245   68,705   68,910   68,705    1,875    2,080

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      5,065)
   4,800        0        0      265    5,065    5,065    5,065        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    51.8      0.0      0.0     45.6     97.1     97.4     97.1      2.6      2.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        0       11       11       15       11                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       61,375
COMMITMENTS
  26,295       55      190   32,125   58,665   58,610   58,910    2,765    2,465

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        450)
       0        0        0      450      450      450      450        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    42.8      0.1      0.3     52.3     95.6     95.5     96.0      4.5      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        3       16       12       21       15                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,035
COMMITMENTS
  18,105       55      540   31,000   49,200   49,645   49,795    2,390    2,240

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        500)
       0        0        0      500      500      500      500        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    34.8      0.1      1.0     59.6     94.6     95.4     95.7      4.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        1        3       17       12       22       15                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       18,600
COMMITMENTS
   2,280    4,085      530   12,315   10,970   15,125   15,585    3,475    3,015

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    12.3     22.0      2.8     66.2     59.0     81.3     83.8     18.7     16.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        3        1       11        9       13       13                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       69,360
COMMITMENTS
  16,935   21,150    2,110   44,355   40,495   63,400   63,755    5,960    5,605

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:       -465)
       0        0        0     -435     -435     -435     -435      -30      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    24.4     30.5      3.0     63.9     58.4     91.4     91.9      8.6      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        2        4       16       14       22       19                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,030
COMMITMENTS
  13,125   21,150    2,110   44,080   36,150   59,315   59,410    4,715    4,620

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        -35)
       0        0        0       15       15       15       15      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    20.5     33.0      3.3     68.8     56.5     92.6     92.8      7.4      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        2        4       16       14       22       19                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,162
COMMITMENTS
  17,110   13,820    5,595   37,893   41,253   60,598   60,668    3,564    3,494

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        320)
      10      210      -25      350      150      335      335      -15      -15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    26.7     21.5      8.7     59.1     64.3     94.4     94.6      5.6      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        3        4       20       14       26       18                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,570
COMMITMENTS
   8,860    9,760    5,890   35,968   35,318   50,718   50,968    2,852    2,602

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        250)
     -40      210      -25      300       50      235      235       15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.5     18.2     11.0     67.1     65.9     94.7     95.1      5.3      4.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       3        3        4       20       14       26       18                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      192,452
COMMITMENTS
   1,420   36,303   12,390  129,779   94,751  143,589  143,444   48,863   49,008

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      6,459)
  -3,937      868    3,652    6,422    1,617    6,137    6,137      322      322

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     0.7     18.9      6.4     67.4     49.2     74.6     74.5     25.4     25.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        7        5       29       31       35       39                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      152,486
COMMITMENTS
   1,625   21,718   11,585  100,329   80,091  113,539  113,394   38,947   39,092

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      6,450)
  -2,767    1,913    2,572    5,725    1,045    5,530    5,530      920      920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     1.1     14.2      7.6     65.8     52.5     74.5     74.4     25.5     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        7        5       27       30       33       38                  
 
 
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE                       Code-064FJY
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,975
COMMITMENTS
   1,500      300        0   20,665   21,625   22,165   21,925      810    1,050

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.5      1.3      0.0     89.9     94.1     96.5     95.4      3.5      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       13       13       14       14                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       69,556
COMMITMENTS
   1,880    3,590    8,815   54,341   52,741   65,036   65,146    4,520    4,410

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        505)
     125        0        0      125      130      250      130      255      375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.7      5.2     12.7     78.1     75.8     93.5     93.7      6.5      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        1        2       16       19       18       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,575
COMMITMENTS
   1,655    3,040    9,065   42,155   41,025   52,875   53,130    6,700    6,445

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:        140)
      75        0        0      130      220      205      220      -65      -80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     2.8      5.1     15.2     70.8     68.9     88.8     89.2     11.2     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        2       17       19       20       22                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,390
COMMITMENTS
   7,365    1,585    6,405   27,655   33,930   41,425   41,920    3,965    3,470

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      1,240)
  -4,800        0    3,575    2,240   -2,560    1,015    1,015      225      225

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    16.2      3.5     14.1     60.9     74.8     91.3     92.4      8.7      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        3       17       18       22       21                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,805
COMMITMENTS
  23,260    1,855    4,315   20,745   42,330   48,320   48,500    3,485    3,305

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:       -780)
  -4,800        0    2,275    1,540   -3,260     -985     -985      205      205

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
    44.9      3.6      8.3     40.0     81.7     93.3     93.6      6.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        3       15       18       18       21                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      153,772
COMMITMENTS
   9,900    2,270    7,900  106,437  114,067  124,237  124,237   29,535   29,535

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      2,495)
      25   -4,800    1,900      260    5,085    2,185    2,185      310      310

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.4      1.5      5.1     69.2     74.2     80.8     80.8     19.2     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        3        2       28       29       33       32                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
FUTURES ONLY POSITIONS AS OF 07/21/20                         |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  LONG  | SHORT  |SPREADS |  LONG  | SHORT  |  LONG  | SHORT  |  LONG  | SHORT
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      123,090
COMMITMENTS
   7,625      865    8,220   89,895   96,625  105,740  105,710   17,350   17,380

CHANGES FROM 07/14/20 (CHANGE IN OPEN INTEREST:      2,535)
   3,050   -2,050     -635     -230    4,870    2,185    2,185      350      350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
     6.2      0.7      6.7     73.0     78.5     85.9     85.9     14.1     14.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        2        3       25       27       29       31                  



Updated July 24, 2020