ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       76,071
COMMITMENTS
       0    4,018      165   68,341   64,323   68,506   68,506    7,565    7,565

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:        310)
       0      110        0      310      200      310      310        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      5.3      0.2     89.8     84.6     90.1     90.1      9.9      9.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        1       18       21       19       23                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,621
COMMITMENTS
       0    4,270      235   57,647   53,377   57,882   57,882    6,739    6,739

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:        448)
       0      150        0      448      298      448      448        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.6      0.4     89.2     82.6     89.6     89.6     10.4     10.4

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 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,660
COMMITMENTS
   2,140    1,380        0   20,550   21,170   22,690   22,550    2,970    3,110

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:         50)
       0        0        0      -30      -30      -30      -30       80       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.3      5.4      0.0     80.1     82.5     88.4     87.9     11.6     12.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       3        2        0        9       14       12       16                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,350
COMMITMENTS
   2,160    1,290       25   18,895   19,625   21,080   20,940    2,270    2,410

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.3      5.5      0.1     80.9     84.0     90.3     89.7      9.7     10.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        1        9       14       13       16                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,916
COMMITMENTS
  10,340    3,150    6,265   35,858   43,223   52,463   52,638    4,453    4,278

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:      1,055)
    -300     -175      475      880      755    1,055    1,055        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.2      5.5     11.0     63.0     75.9     92.2     92.5      7.8      7.5

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 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       36,984
COMMITMENTS
   2,195      385    4,915   26,471   28,686   33,581   33,986    3,403    2,998

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:        475)
    -300        0      300      475      175      475      475        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.9      1.0     13.3     71.6     77.6     90.8     91.9      9.2      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        3       19       19       22       22                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       27,600
COMMITMENTS
     235   14,610      780   25,230   11,385   26,245   26,775    1,355      825

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:        225)
       0     -105        0     -255      180     -255       75      480      150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.9     52.9      2.8     91.4     41.3     95.1     97.0      4.9      3.0

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 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      100,681
COMMITMENTS
  15,370    2,565    2,995   62,726   75,231   81,091   80,791   19,590   19,890

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:        150)
     -85       15       85      150       50      150      150        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.3      2.5      3.0     62.3     74.7     80.5     80.2     19.5     19.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       1        5        3       20       24       24       29                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       95,099
COMMITMENTS
  16,205    5,605    1,395   58,394   68,639   75,994   75,639   19,105   19,460

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:        100)
       0      120        0      100      -20      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.0      5.9      1.5     61.4     72.2     79.9     79.5     20.1     20.5

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 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,533
COMMITMENTS
   3,830   10,795    1,040   15,217    9,167   20,087   21,002    4,446    3,531

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:       -225)
       0        0        0     -225     -225     -225     -225        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.6     44.0      4.2     62.0     37.4     81.9     85.6     18.1     14.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        5        4       18       13       23       19                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,093
COMMITMENTS
   3,695    9,735    2,300   14,985    9,840   20,980   21,875    4,113    3,218

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:       -150)
       0        0        0       90     -150       90     -150     -240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7     38.8      9.2     59.7     39.2     83.6     87.2     16.4     12.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       3        4        4       18       13       23       19                  
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,914
COMMITMENTS
  12,175    3,190    1,085   15,831   25,361   29,091   29,636    2,823    2,278

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:       -155)
       0       60      -10      -47     -107      -57      -57      -98      -98

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    38.1     10.0      3.4     49.6     79.5     91.2     92.9      8.8      7.1

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 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,627
COMMITMENTS
  12,175    3,935      645   13,617   22,227   26,437   26,807    2,190    1,820

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:       -185)
       0       60        0       71       11       71       71     -256     -256

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.5     13.7      2.3     47.6     77.6     92.3     93.6      7.7      6.4

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 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,461
COMMITMENTS
  24,680        0        0   25,780   50,345   50,460   50,345    3,001    3,116

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:        975)
     375        0        0      300      675      675      675      300      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    46.2      0.0      0.0     48.2     94.2     94.4     94.2      5.6      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       5        0        0       12       15       17       15                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,434
COMMITMENTS
  24,575        0        0   28,739   53,160   53,314   53,160    3,120    3,274

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:      2,835)
     375        0        0    2,160    2,535    2,535    2,535      300      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.5      0.0      0.0     50.9     94.2     94.5     94.2      5.5      5.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        0       14       14       18       14                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,790
COMMITMENTS
  21,869        0    2,125   27,821   49,870   51,815   51,995    2,975    2,795

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:        385)
      50        0      300       60      110      410      410      -25      -25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.9      0.0      3.9     50.8     91.0     94.6     94.9      5.4      5.1

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 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,695
COMMITMENTS
  21,494        0    2,195   27,276   48,950   50,965   51,145    2,730    2,550

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:        425)
      50        0      300      -40       10      310      310      115      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.0      0.0      4.1     50.8     91.2     94.9     95.3      5.1      4.7

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 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,730
COMMITMENTS
     135    7,125    1,080   17,380   10,550   18,595   18,755    2,135    1,975

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:        -75)
       0      -75        0      -75        0      -75      -75        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.7     34.4      5.2     83.8     50.9     89.7     90.5     10.3      9.5

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 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,610
COMMITMENTS
      85    6,095    1,385   16,090   10,535   17,560   18,015    2,050    1,595

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:          0)
       0      -75       75      -75        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.4     31.1      7.1     82.0     53.7     89.5     91.9     10.5      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       1        5        2       13       10       16       15                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       74,215
COMMITMENTS
  23,185   19,170    1,860   43,695   47,770   68,740   68,800    5,475    5,415

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:      2,760)
   1,650     -800      700      410    2,860    2,760    2,760        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    31.2     25.8      2.5     58.9     64.4     92.6     92.7      7.4      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        2        5       16       15       23       20                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       70,580
COMMITMENTS
  20,630   19,170    1,820   42,980   44,500   65,430   65,490    5,150    5,090

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:      2,760)
   1,650     -800      700      410    2,860    2,760    2,760        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    29.2     27.2      2.6     60.9     63.0     92.7     92.8      7.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        2        4       17       17       24       21                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       61,237
COMMITMENTS
  14,443   13,565    3,990   39,244   40,462   57,677   58,017    3,560    3,220

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:        986)
     908    1,525     -205      125     -492      828      828      158      158

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    23.6     22.2      6.5     64.1     66.1     94.2     94.7      5.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        2        3       22       14       28       18                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,279
COMMITMENTS
   6,948    8,985    4,435   35,774   34,077   47,157   47,497    2,122    1,782

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:      1,043)
   1,033    1,525     -105       12     -480      940      940      103      103

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.1     18.2      9.0     72.6     69.2     95.7     96.4      4.3      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       5        2        5       21       14       28       19                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      173,007
COMMITMENTS
   1,300   28,670   12,412  121,551   94,241  135,263  135,323   37,744   37,684

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:      3,118)
       0    1,873      480    1,912       39    2,392    2,392      726      726

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.8     16.6      7.2     70.3     54.5     78.2     78.2     21.8     21.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       1        7        4       28       32       32       40                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      147,123
COMMITMENTS
   2,262   25,907   11,686  103,432   79,847  117,380  117,440   29,743   29,683

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:      2,065)
  -1,150      848    1,315    1,300     -698    1,465    1,465      600      600

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.5     17.6      7.9     70.3     54.3     79.8     79.8     20.2     20.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       2        6        6       25       30       31       38                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       65,305
COMMITMENTS
       0   14,635    1,865   57,680   43,045   59,545   59,545    5,760    5,760

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:        115)
       0      -50       50       85      135      135      135      -20      -20

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     22.4      2.9     88.3     65.9     91.2     91.2      8.8      8.8

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 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,550
COMMITMENTS
       0   14,300    1,725   48,715   34,460   50,440   50,485    6,110    6,065

CHANGES FROM 02/11/20 (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     25.3      3.1     86.1     60.9     89.2     89.3     10.8     10.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       0        3        2       18       20       20       23                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       44,005
COMMITMENTS
  20,220        0    1,505   19,295   39,810   41,020   41,315    2,985    2,690

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:        -70)
    -125        0       15       40      -85      -70      -70        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.9      0.0      3.4     43.8     90.5     93.2     93.9      6.8      6.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        0        3       17       18       21       21                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,440
COMMITMENTS
  32,655       15    1,840   13,510   46,255   48,005   48,110    1,435    1,330

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:          0)
     -75        0       75        0      -75        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    66.0      0.0      3.7     27.3     93.6     97.1     97.3      2.9      2.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        1        4       13       15       17       19                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      165,925
COMMITMENTS
  10,605    3,175    6,070  110,521  116,355  127,196  125,600   38,729   40,325

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:       -395)
    -225      -75       75     -237   -1,425     -387   -1,425       -8    1,030

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4      1.9      3.7     66.6     70.1     76.7     75.7     23.3     24.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       37)
       4        2        2       30       28       36       30                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      114,110
COMMITMENTS
   8,455    2,060    7,100   79,915   86,370   95,470   95,530   18,640   18,580

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:     -1,230)
     340      -75     -205   -1,300     -885   -1,165   -1,165      -65      -65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.4      1.8      6.2     70.0     75.7     83.7     83.7     16.3     16.3

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 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       30,360
COMMITMENTS
   5,505      300      670   22,720   27,965   28,895   28,935    1,465    1,425

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.1      1.0      2.2     74.8     92.1     95.2     95.3      4.8      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       2        1        2       14       12       16       15                  
 
 
PJM.ATSI_month_off_dap - NODAL EXCHANGE                              Code-064FZB
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/18/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,795
COMMITMENTS
   4,390      300      635   23,090   27,670   28,115   28,605    1,680    1,190

CHANGES FROM 02/11/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.7      1.0      2.1     77.5     92.9     94.4     96.0      5.6      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        2       13       11       15       14                  



Updated February 21, 2020