ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       71,101
COMMITMENTS
       0    2,443      140   62,046   59,603   62,186   62,186    8,915    8,915

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:      1,700)
       0       25     -100    1,706    1,681    1,606    1,606       94       94

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.4      0.2     87.3     83.8     87.5     87.5     12.5     12.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        3        1       17       20       18       23                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,528
COMMITMENTS
       0    1,760      275   51,424   49,649   51,699   51,684    7,829    7,844

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:      1,803)
       0     -375        0    1,939    2,314    1,939    1,939     -136     -136

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      3.0      0.5     86.4     83.4     86.8     86.8     13.2     13.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        2        1       15       19       16       21                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,615
COMMITMENTS
   2,235    1,760        0   22,100   22,430   24,335   24,190    3,280    3,425

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:      1,035)
       0        0        0      410      410      410      410      625      625

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.1      6.4      0.0     80.0     81.2     88.1     87.6     11.9     12.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        0       11       15       14       17                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,808
COMMITMENTS
  10,230    2,670    6,170   30,697   38,302   47,097   47,142    2,711    2,666

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:      1,905)
     175    1,025     -300    1,990    1,140    1,865    1,865       40       40

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5      5.4     12.4     61.6     76.9     94.6     94.6      5.4      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        3       17       20       20       23                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,042
COMMITMENTS
   2,405      360    4,625   18,243   20,718   25,273   25,703    2,769    2,339

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:        655)
      50        0      -10      605      595      645      585       10       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.6      1.3     16.5     65.1     73.9     90.1     91.7      9.9      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       2        1        3       16       16       19       19                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,670
COMMITMENTS
     535   13,605    1,720   24,870   12,420   27,125   27,745    1,545      925

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:        595)
       0      200     -200      675      595      475      595      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9     47.5      6.0     86.7     43.3     94.6     96.8      5.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       14       12       16       15                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       94,228
COMMITMENTS
  15,230    2,430    1,800   58,733   71,113   75,763   75,343   18,465   18,885

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:      1,935)
     375      -25      300      955    1,355    1,630    1,630      305      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.2      2.6      1.9     62.3     75.5     80.4     80.0     19.6     20.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        4        2       20       23       23       28                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       91,403
COMMITMENTS
  13,205    2,415    2,505   58,089   68,399   73,799   73,319   17,604   18,084

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:      1,149)
     350       40      275      264      574      889      889      260      260

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.4      2.6      2.7     63.6     74.8     80.7     80.2     19.3     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        4        2       20       22       23       26                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,479
COMMITMENTS
   4,305   10,145      885   16,351   10,966   21,541   21,996    3,938    3,483

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:        435)
       0      170       15      235       75      250      260      185      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.9     39.8      3.5     64.2     43.0     84.5     86.3     15.5     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        4        4       17       12       22       17                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       26,549
COMMITMENTS
   5,155   10,095    1,955   15,158   11,368   22,268   23,418    4,281    3,131

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:        360)
    -185      -15      125      492      152      432      262      -72       98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.4     38.0      7.4     57.1     42.8     83.9     88.2     16.1     11.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       3        3        4       16       11       21       16                  
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,648
COMMITMENTS
   8,790    7,115      420   15,496   17,611   24,706   25,146    2,942    2,502

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:        560)
       0      570        0      902      332      902      902     -342     -342

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.8     25.7      1.5     56.0     63.7     89.4     91.0     10.6      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        2       14        9       16       14                  
 
 
PJM.JCPL_month_off_dap - NODAL EXCHANGE                              Code-064EJJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,994
COMMITMENTS
   8,790    7,235      365   14,071   16,006   23,226   23,606    2,768    2,388

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:        345)
       0      420        0      345      -75      345      345        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    33.8     27.8      1.4     54.1     61.6     89.4     90.8     10.6      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        4        2       13        8       15       13                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,533
COMMITMENTS
  27,135        0        0   24,995   51,740   52,130   51,740    3,403    3,793

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:        350)
     350        0        0        0      350      350      350        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.9      0.0      0.0     45.0     93.2     93.9     93.2      6.1      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       5        0        0       11       15       16       15                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,915
COMMITMENTS
  27,095        0        0   24,390   51,101   51,485   51,101    3,430    3,814

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:        355)
     350        0        0        5      355      355      355        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.3      0.0      0.0     44.4     93.1     93.8     93.1      6.2      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        0       12       14       16       14                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,350
COMMITMENTS
  29,305        0      965   23,740   53,225   54,010   54,190    3,340    3,160

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:        255)
      75        0        0        0       75       75       75      180      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.1      0.0      1.7     41.4     92.8     94.2     94.5      5.8      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        0        2       18       11       24       13                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,410
COMMITMENTS
  28,755        0    1,115   23,545   52,480   53,415   53,595    2,995    2,815

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:        230)
      75        0        0        0       75       75       75      155      155

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    51.0      0.0      2.0     41.7     93.0     94.7     95.0      5.3      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        0        2       18       11       24       13                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,715
COMMITMENTS
     100    8,420      515   18,840   10,585   19,455   19,520    2,260    2,195

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:        525)
       0        0      -75      600      600      525      525        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.5     38.8      2.4     86.8     48.7     89.6     89.9     10.4     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        5        1       13        9       15       14                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       69,450
COMMITMENTS
  22,805   22,320    1,130   41,205   41,765   65,140   65,215    4,310    4,235

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:        105)
       0        0        0      100      100      100      100        5        5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.8     32.1      1.6     59.3     60.1     93.8     93.9      6.2      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        4       15       15       21       19                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       65,735
COMMITMENTS
  20,125   22,320    1,020   40,375   38,255   61,520   61,595    4,215    4,140

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:        100)
       0        0        0      100      100      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.6     34.0      1.6     61.4     58.2     93.6     93.7      6.4      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       4        2        3       16       17       22       20                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,844
COMMITMENTS
  14,155   16,430    1,910   35,714   33,799   51,779   52,139    2,065    1,705

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:      1,070)
     525    1,540      280      440     -575    1,245    1,245     -175     -175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.3     30.5      3.5     66.3     62.8     96.2     96.8      3.8      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        4        2       22       13       26       18                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,539
COMMITMENTS
   8,255   11,630    2,140   32,015   29,000   42,410   42,770    1,129      769

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:        515)
      50      140      175       25      175      250      490      265       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.0     26.7      4.9     73.5     66.6     97.4     98.2      2.6      1.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       3        4        4       22       14       27       20                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      160,602
COMMITMENTS
   3,274   26,040    9,205  117,360   94,594  129,839  129,839   30,763   30,763

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:      4,620)
  -4,500   -2,080    4,155    2,010     -410    1,665    1,665    2,955    2,955

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.0     16.2      5.7     73.1     58.9     80.8     80.8     19.2     19.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        5        5       26       32       32       39                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      139,522
COMMITMENTS
   5,594   26,555    7,511  102,393   81,432  115,498  115,498   24,024   24,024

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:      2,651)
  -4,500     -905    2,201    2,030   -1,565     -269     -269    2,920    2,920

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0     19.0      5.4     73.4     58.4     82.8     82.8     17.2     17.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        5        6       24       31       31       38                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,895
COMMITMENTS
       0   15,550    2,325   52,940   37,390   55,265   55,265    5,630    5,630

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:        170)
       0        0        0      170      170      170      170        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     25.5      3.8     86.9     61.4     90.8     90.8      9.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        3        2       18       19       20       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,590
COMMITMENTS
       0   14,970    2,535   44,415   29,485   46,950   46,990    5,640    5,600

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     28.5      4.8     84.5     56.1     89.3     89.4     10.7     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        2       17       17       19       20                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       42,625
COMMITMENTS
  20,725       40    1,040   16,965   38,000   38,730   39,080    3,895    3,545

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:         50)
    -200        0        0      200        0        0        0       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.6      0.1      2.4     39.8     89.1     90.9     91.7      9.1      8.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        1        3       15       18       20       21                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,100
COMMITMENTS
  32,675        0    1,470   13,495   46,310   47,640   47,780    1,460    1,320

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:         25)
    -200        0        0      225       25       25       25        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    66.5      0.0      3.0     27.5     94.3     97.0     97.3      3.0      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        3       10       14       14       17                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      123,260
COMMITMENTS
  12,300    5,800    4,500   85,945   92,385  102,745  102,685   20,515   20,575

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:      5,480)
     900   -5,400    2,790   -2,735    3,565      955      955    4,525    4,525

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0      4.7      3.7     69.7     75.0     83.4     83.3     16.6     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        2        3       29       28       35       31                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      101,394
COMMITMENTS
   7,435    1,885    8,460   68,309   73,959   84,204   84,304   17,190   17,090

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:      4,465)
     590   -4,230    2,645   -2,865    1,955      370      370    4,095    4,095

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.3      1.9      8.3     67.4     72.9     83.0     83.1     17.0     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       2        3        3       27       26       31       30                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,640
COMMITMENTS
   5,555      300      765   21,625   26,930   27,945   27,995    1,695    1,645

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:          0)
     -50        0        0        0      -50      -50      -50       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.7      1.0      2.6     73.0     90.9     94.3     94.5      5.7      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       13       11       15       14                  
 
 
PJM.ATSI_month_off_dap - NODAL EXCHANGE                              Code-064FZB
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,520
COMMITMENTS
   4,410      325      770   22,415   26,945   27,595   28,040    1,925    1,480

CHANGES FROM 01/07/20 (CHANGE IN OPEN INTEREST:        440)
     -60        0        0      400      440      340      440      100        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9      1.1      2.6     75.9     91.3     93.5     95.0      6.5      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        2       12       10       15       13                  



Updated January 17, 2020