ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       77,921
COMMITMENTS
       0    4,218      165   69,571   65,353   69,736   69,736    8,185    8,185

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      1,740)
       0     -900       25    2,085    2,985    2,110    2,110     -370     -370

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.4      0.2     89.3     83.9     89.5     89.5     10.5     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       18       20       19       22                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       66,551
COMMITMENTS
       0    4,430      255   58,777   54,347   59,032   59,032    7,519    7,519

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      3,075)
       0     -415        0    3,345    3,760    3,345    3,345     -270     -270

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.7      0.4     88.3     81.7     88.7     88.7     11.3     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        1        1       14       21       15       22                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,015
COMMITMENTS
   2,235    1,460        0   21,435   22,065   23,670   23,525    3,345    3,490

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:       -350)
       0     -300        0     -300        0     -300     -300      -50      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3      5.4      0.0     79.3     81.7     87.6     87.1     12.4     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        0       10       15       13       17                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,250
COMMITMENTS
   2,155    1,280       50   18,790   19,520   20,995   20,850    2,255    2,400

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:       -300)
       0     -300        0     -235       65     -235     -235      -65      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3      5.5      0.2     80.8     84.0     90.3     89.7      9.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        1        9       15       13       17                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,070
COMMITMENTS
  10,675    2,810    6,135   32,108   40,153   48,918   49,098    3,152    2,972

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      1,330)
     -35      200      125    1,240    1,005    1,330    1,330        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5      5.4     11.8     61.7     77.1     93.9     94.3      6.1      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       1        2        3       19       21       22       24                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,545
COMMITMENTS
   2,465      385    4,705   21,772   24,282   28,942   29,372    2,603    2,173

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        460)
     -10       25        0      480      440      470      465      -10       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.8      1.2     14.9     69.0     77.0     91.7     93.1      8.3      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        1        3       17       18       20       21                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,920
COMMITMENTS
     535   13,925    1,520   25,920   12,720   27,975   28,165      945      755

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        570)
       0      120        0    1,170      620    1,170      740     -600     -170

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.8     48.2      5.3     89.6     44.0     96.7     97.4      3.3      2.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        2        2       14       13       16       16                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       95,638
COMMITMENTS
  16,880    2,595    2,160   57,943   71,913   76,983   76,668   18,655   18,970

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      1,545)
   1,800       65      360     -690    1,150    1,470    1,575       75      -30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.6      2.7      2.3     60.6     75.2     80.5     80.2     19.5     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        4        3       20       24       24       29                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       93,713
COMMITMENTS
  16,205    3,855    1,990   57,384   69,359   75,579   75,204   18,134   18,509

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      1,685)
   3,000    1,215     -365     -995      895    1,640    1,745       45      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.3      4.1      2.1     61.2     74.0     80.6     80.2     19.4     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       1        4        2       20       23       23       27                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,414
COMMITMENTS
   4,080   12,005    1,215   17,869   10,399   23,164   23,619    4,250    3,795

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      1,475)
     -45    2,075      -45    1,253     -867    1,163    1,163      312      312

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9     43.8      4.4     65.2     37.9     84.5     86.2     15.5     13.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        5        4       17       11       22       17                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,974
COMMITMENTS
   4,320   11,145    2,425   16,558   10,883   23,303   24,453    4,671    3,521

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      1,020)
    -945      975      440    1,135     -785      630      630      390      390

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.4     39.8      8.7     59.2     38.9     83.3     87.4     16.7     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        4        4       16       11       21       17                  
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,583
COMMITMENTS
  11,790    3,865      740   16,947   25,432   29,477   30,037    3,106    2,546

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      3,825)
   3,000   -3,850      320      404    7,254    3,724    3,724      101      101

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.2     11.9      2.3     52.0     78.1     90.5     92.2      9.5      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        4        2       15        9       18       13                  
 
 
PJM.JCPL_month_off_dap - NODAL EXCHANGE                              Code-064EJJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,904
COMMITMENTS
  11,790    4,135      645   14,701   22,736   27,136   27,516    2,768    2,388

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      3,910)
   3,000   -3,100      280      630    6,730    3,910    3,910        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.4     13.8      2.2     49.2     76.0     90.7     92.0      9.3      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        4        2       14        8       17       12                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,228
COMMITMENTS
  26,910        0        0   25,915   52,435   52,825   52,435    3,403    3,793

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:         50)
    -250        0        0      300       50       50       50        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    47.9      0.0      0.0     46.1     93.3     93.9     93.3      6.1      6.7

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 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,995
COMMITMENTS
  26,795        0        0   24,795   51,526   51,590   51,526    3,405    3,469

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        100)
    -300        0        0      425      445      125      445      -25     -345

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.7      0.0      0.0     45.1     93.7     93.8     93.7      6.2      6.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        0       13       15       17       15                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       58,615
COMMITMENTS
  25,909        0    1,445   27,981   54,070   55,335   55,515    3,280    3,100

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      1,890)
     644        0      410      931    1,575    1,985    1,985      -95      -95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.2      0.0      2.5     47.7     92.2     94.4     94.7      5.6      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        0        3       19       11       26       14                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       57,525
COMMITMENTS
  25,359        0    1,545   27,791   53,330   54,695   54,875    2,830    2,650

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      1,740)
     644        0      410      831    1,475    1,885    1,885     -145     -145

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.1      0.0      2.7     48.3     92.7     95.1     95.4      4.9      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       7        0        3       19       11       26       14                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,350
COMMITMENTS
     185    7,480    1,275   18,790   11,665   20,250   20,420    2,100    1,930

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        510)
      35     -915      760     -300      650      495      495       15       15

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8     33.5      5.7     84.1     52.2     90.6     91.4      9.4      8.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        5        2       14       11       17       16                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,155
COMMITMENTS
     135    6,385    1,570   16,480   11,600   18,185   19,555    2,970    1,600

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:        475)
      35     -915      620     -170      710      485      415      -10       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.6     30.2      7.4     77.9     54.8     86.0     92.4     14.0      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        5        2       12       10       15       15                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       74,485
COMMITMENTS
  23,535   21,470    1,150   44,020   46,160   68,705   68,780    5,780    5,705

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      3,005)
   1,075      550     -100    1,740    2,265    2,715    2,715      290      290

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.6     28.8      1.5     59.1     62.0     92.2     92.3      7.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        2        4       16       15       23       19                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       70,950
COMMITMENTS
  20,855   21,470    1,070   43,505   42,965   65,430   65,505    5,520    5,445

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      3,010)
   1,075      550     -100    1,685    2,210    2,660    2,660      350      350

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.4     30.3      1.5     61.3     60.6     92.2     92.3      7.8      7.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        2        3       17       17       24       20                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,762
COMMITMENTS
  12,505   12,055    4,730   40,468   41,278   57,703   58,063    3,059    2,699

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      6,515)
  -1,675   -3,050    2,820    4,837    6,212    5,982    5,982      533      533

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.6     19.8      7.8     66.6     67.9     95.0     95.6      5.0      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        4        2       22       14       26       19                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,244
COMMITMENTS
   5,005    8,080    5,080   38,289   35,574   48,374   48,734    1,870    1,510

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      6,347)
  -3,250   -2,325    2,940    6,485    5,560    6,175    6,175      172      172

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    10.0     16.1     10.1     76.2     70.8     96.3     97.0      3.7      3.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       3        4        4       22       14       27       20                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      174,667
COMMITMENTS
   2,314   31,509   10,775  124,241   95,046  137,330  137,330   37,337   37,337

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:     11,901)
     365    9,569   -1,590    9,661      457    8,436    8,436    3,465    3,465

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.3     18.0      6.2     71.1     54.4     78.6     78.6     21.4     21.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        5        6       28       32       34       40                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      154,391
COMMITMENTS
   4,579   29,944    9,376  110,177   84,812  124,132  124,132   30,259   30,259

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:     12,474)
     310    6,764     -625    9,769    3,315    9,454    9,454    3,020    3,020

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.0     19.4      6.1     71.4     54.9     80.4     80.4     19.6     19.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        5        7       25       31       32       39                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,945
COMMITMENTS
       0   15,545    2,330   53,755   38,210   56,085   56,085    4,860    4,860

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:         50)
       0        0        0      290      290      290      290     -240     -240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     25.5      3.8     88.2     62.7     92.0     92.0      8.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       0        4        3       18       19       21       23                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,649
COMMITMENTS
       0   14,970    2,490   44,304   29,419   46,794   46,879    4,855    4,770

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:       -346)
       0        0        0      -71      -71      -71      -71     -275     -275

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     29.0      4.8     85.8     57.0     90.6     90.8      9.4      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        3        2       17       18       19       21                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       43,110
COMMITMENTS
  20,785       85    1,160   17,450   38,500   39,395   39,745    3,715    3,365

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:         30)
      30        0        0       15       20       45       20      -15       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    48.2      0.2      2.7     40.5     89.3     91.4     92.2      8.6      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        4       16       18       21       22                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,310
COMMITMENTS
  32,740        0    1,585   13,475   46,355   47,800   47,940    1,510    1,370

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:         30)
      30        0        0        0       30       30       30        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    66.4      0.0      3.2     27.3     94.0     96.9     97.2      3.1      2.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       4        0        4       10       14       14       18                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      133,472
COMMITMENTS
  12,515    5,270    4,665   93,980  101,767  111,160  111,702   22,312   21,770

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      3,487)
     225     -370       -5    1,730    2,952    1,950    2,577    1,537      910

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.4      3.9      3.5     70.4     76.2     83.3     83.7     16.7     16.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        2        2       29       29       35       31                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      108,674
COMMITMENTS
   8,035    2,020    8,060   74,329   80,464   90,424   90,544   18,250   18,130

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:      3,975)
     125       55      -75    3,275    3,365    3,325    3,345      650      630

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      1.9      7.4     68.4     74.0     83.2     83.3     16.8     16.7

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 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,090
COMMITMENTS
   5,555      300      765   23,300   28,605   29,620   29,670    1,470    1,420

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.9      1.0      2.5     74.9     92.0     95.3     95.4      4.7      4.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       14       11       16       14                  
 
 
PJM.ATSI_month_off_dap - NODAL EXCHANGE                              Code-064FZB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,470
COMMITMENTS
   4,400      325      770   23,710   28,240   28,880   29,335    1,590    1,135

CHANGES FROM 01/28/20 (CHANGE IN OPEN INTEREST:          0)
     -10        0        0        0        0      -10        0       10        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.4      1.1      2.5     77.8     92.7     94.8     96.3      5.2      3.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        2       13       10       16       13                  



Updated February 07, 2020