ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       78,278
COMMITMENTS
       0    3,870       95   70,379   66,509   70,474   70,474    7,804    7,804

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:      2,667)
       0      342     -140    2,712    2,370    2,572    2,572       95       95

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.9      0.1     89.9     85.0     90.0     90.0     10.0     10.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       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 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,553
COMMITMENTS
       0    4,575       30   58,608   54,033   58,638   58,638    5,915    5,915

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:      2,054)
       0      360     -185    2,714    2,354    2,529    2,529     -475     -475

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      7.1      0.0     90.8     83.7     90.8     90.8      9.2      9.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       0        1        1       16       20       17       21                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,875
COMMITMENTS
   1,985    1,300        0   19,890   20,440   21,875   21,740    3,000    3,135

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.0      5.2      0.0     80.0     82.2     87.9     87.4     12.1     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        2        0        8       13       11       15                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,450
COMMITMENTS
   2,045    1,300        0   18,265   18,875   20,310   20,175    2,140    2,275

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.1      5.8      0.0     81.4     84.1     90.5     89.9      9.5     10.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        2        0        8       14       11       16                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,973
COMMITMENTS
  11,680    3,890    4,735   36,838   44,918   53,253   53,543    3,720    3,430

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:       -115)
     300        0     -300     -190      230     -190      -70       75      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.5      6.8      8.3     64.7     78.8     93.5     94.0      6.5      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       2        2        2       20       19       23       22                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       38,568
COMMITMENTS
   3,295      385    3,415   29,066   32,486   35,776   36,286    2,792    2,282

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:        360)
     300        0     -300      240      660      240      360      120        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.5      1.0      8.9     75.4     84.2     92.8     94.1      7.2      5.9

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 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       28,125
COMMITMENTS
     535   15,835      140   26,360   11,450   27,035   27,425    1,090      700

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:        385)
       0      660        0      565      -85      565      575     -180     -190

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.9     56.3      0.5     93.7     40.7     96.1     97.5      3.9      2.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        1       15       14       16       16                  
 
 
NYISO.WEST_month_off_dap - NODAL EXCHANGE                            Code-064DEV
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       13,910
COMMITMENTS
     375    4,080        0   11,990    9,045   12,365   13,125    1,545      785

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7     29.3      0.0     86.2     65.0     88.9     94.4     11.1      5.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        0       11       14       13       15                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       96,773
COMMITMENTS
  14,145    3,640    2,150   60,853   71,348   77,148   77,138   19,625   19,635

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:        580)
     300      -25      -50      330      655      580      580        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6      3.8      2.2     62.9     73.7     79.7     79.7     20.3     20.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       1        4        3       19       22       22       27                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       90,480
COMMITMENTS
  14,365    6,480      980   55,975   63,830   71,320   71,290   19,160   19,190

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:         75)
       0        0        0       10       10       10       10       65       65

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.9      7.2      1.1     61.9     70.5     78.8     78.8     21.2     21.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        3        3       18       20       21       24                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,162
COMMITMENTS
   3,955   10,315      850   14,216    8,751   19,021   19,916    4,141    3,246

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:        100)
       0      -50        0      100      150      100      100        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    17.1     44.5      3.7     61.4     37.8     82.1     86.0     17.9     14.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        7        3       18       13       22       21                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,147
COMMITMENTS
   3,785    8,645    2,070   13,507    9,527   19,362   20,242    3,785    2,905

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:        175)
      40      -10       35      100      150      175      175        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.4     37.3      8.9     58.4     41.2     83.6     87.4     16.4     12.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        7        3       18       13       22       21                  
 
 
PJM.JCPL_month_on_dap - NODAL EXCHANGE                               Code-064EJI
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       32,383
COMMITMENTS
  12,060    5,205    1,040   16,453   24,073   29,553   30,318    2,830    2,065

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:        530)
       0      440      -10      118      -82      108      348      422      182

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    37.2     16.1      3.2     50.8     74.3     91.3     93.6      8.7      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        3        2       14        7       17       10                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,213
COMMITMENTS
  23,035        0       45   25,339   47,910   48,419   47,955    2,794    3,258

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:      1,020)
     120        0        0      900      900    1,020      900        0      120

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    45.0      0.0      0.1     49.5     93.6     94.5     93.6      5.5      6.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       5        0        1       13       13       18       14                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,970
COMMITMENTS
  22,750        0       45   28,390   51,000   51,185   51,045    2,785    2,925

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:      1,120)
     120        0        0    1,000    1,120    1,120    1,120        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.2      0.0      0.1     52.6     94.5     94.8     94.6      5.2      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        1       13       13       17       14                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,610
COMMITMENTS
  20,654        0    2,035   25,961   46,795   48,650   48,830    2,960    2,780

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:        250)
    -300        0       50      450      150      200      200       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    40.0      0.0      3.9     50.3     90.7     94.3     94.6      5.7      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        0        3       17       12       25       15                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,705
COMMITMENTS
  19,504        0    2,135   25,256   44,940   46,895   47,075    2,810    2,630

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:        250)
    -300        0       50      420      120      170      170       80       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.2      0.0      4.3     50.8     90.4     94.3     94.7      5.7      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       30)
       8        0        3       17       12       25       15                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       21,570
COMMITMENTS
     495    5,405    1,825   16,700   12,465   19,020   19,695    2,550    1,875

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.3     25.1      8.5     77.4     57.8     88.2     91.3     11.8      8.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        4        3       14       11       18       17                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,410
COMMITMENTS
   1,600    5,480    1,180   15,665   12,250   18,445   18,910    1,965    1,500

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     7.8     26.8      5.8     76.8     60.0     90.4     92.7      9.6      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       2        4        2       15        9       18       14                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       72,480
COMMITMENTS
  20,415   18,120    2,635   44,270   46,610   67,320   67,365    5,160    5,115

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:        195)
      50        0        0       45       95       95       95      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.2     25.0      3.6     61.1     64.3     92.9     92.9      7.1      7.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        2        3       16       15       22       19                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       68,705
COMMITMENTS
  17,310   18,120    2,635   43,985   43,220   63,930   63,975    4,775    4,730

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:        195)
      50        0        0       75      125      125      125       70       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    25.2     26.4      3.8     64.0     62.9     93.0     93.1      7.0      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        2        3       16       15       22       19                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       60,750
COMMITMENTS
  15,108   13,495    4,685   37,162   39,120   56,955   57,300    3,795    3,450

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:        550)
     350      550        0     -100     -300      250      250      300      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.9     22.2      7.7     61.2     64.4     93.8     94.3      6.2      5.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        4       20       13       26       17                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       49,178
COMMITMENTS
   6,263    8,230    5,470   34,783   33,161   46,516   46,861    2,662    2,317

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:       -150)
    -500      -50      100      -50     -500     -450     -450      300      300

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.7     16.7     11.1     70.7     67.4     94.6     95.3      5.4      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        5       19       13       25       18                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      168,945
COMMITMENTS
   2,090   26,207   13,820  116,844   92,607  132,754  132,634   36,191   36,311

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:      1,710)
     -45     -585      750   -1,045     -505     -340     -340    2,050    2,050

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.2     15.5      8.2     69.2     54.8     78.6     78.5     21.4     21.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        6        4       26       32       30       40                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      139,397
COMMITMENTS
   3,830   21,077   10,831   96,512   79,040  111,173  110,948   28,224   28,449

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:      1,255)
       0     -790      395   -1,005     -215     -610     -610    1,865    1,865

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.7     15.1      7.8     69.2     56.7     79.8     79.6     20.2     20.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       2        6        5       24       28       29       36                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,950
COMMITMENTS
     870   12,665    2,055   54,240   42,585   57,165   57,305    5,785    5,645

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:       -175)
       0     -300        0     -225       75     -225     -225       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4     20.1      3.3     86.2     67.6     90.8     91.0      9.2      9.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       16       18       18       21                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,505
COMMITMENTS
     770   13,115    1,995   46,725   34,500   49,490   49,610    6,015    5,895

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:        310)
       0        0        0      260      260      260      260       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.4     23.6      3.6     84.2     62.2     89.2     89.4     10.8     10.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       1        2        2       18       19       20       22                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       41,610
COMMITMENTS
  17,975        0    2,695   17,955   36,410   38,625   39,105    2,985    2,505

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:        305)
       0        0        0      280      280      280      280       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.2      0.0      6.5     43.2     87.5     92.8     94.0      7.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        3       14       17       18       20                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       50,890
COMMITMENTS
  34,635        0    2,765   11,775   46,500   49,175   49,265    1,715    1,625

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:        175)
       0        0        0       50       50       50       50      125      125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    68.1      0.0      5.4     23.1     91.4     96.6     96.8      3.4      3.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       3        0        3       12       16       15       19                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      159,602
COMMITMENTS
   9,115    2,225    6,870  104,266  111,377  120,251  120,472   39,351   39,130

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:        338)
    -905      235      495      936     -639      526       91     -188      247

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.7      1.4      4.3     65.3     69.8     75.3     75.5     24.7     24.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       34)
       3        2        3       28       27       33       30                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      112,501
COMMITMENTS
   9,414    1,865    6,761   77,461   85,100   93,636   93,726   18,865   18,775

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:        885)
       0        0      190     -140     -140       50       50      835      835

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.4      1.7      6.0     68.9     75.6     83.2     83.3     16.8     16.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        3       24       25       28       29                  
 
 
PJM.ATSI_month_on_dap - NODAL EXCHANGE                               Code-064FZA
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,740
COMMITMENTS
   5,535      300      575   21,790   27,025   27,900   27,900    1,840    1,840

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:        395)
       0        0        0      -45      -45      -45      -45      440      440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.6      1.0      1.9     73.3     90.9     93.8     93.8      6.2      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        1       15       12       18       14                  
 
 
PJM.ATSI_month_off_dap - NODAL EXCHANGE                              Code-064FZB
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       29,070
COMMITMENTS
   4,585      300      500   22,400   26,745   27,485   27,545    1,585    1,525

CHANGES FROM 03/10/20 (CHANGE IN OPEN INTEREST:        430)
       0        0        0      360       15      360       15       70      415

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    15.8      1.0      1.7     77.1     92.0     94.5     94.8      5.5      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       3        1        1       15       12       18       14                  



Updated March 20, 2020