ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       88,820
COMMITMENTS
       0    4,240        0   81,229   76,989   81,229   81,229    7,591    7,591

CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST:       -182)
       0        0        0     -287     -287     -287     -287      105      105

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.8      0.0     91.5     86.7     91.5     91.5      8.5      8.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        2        0       18       21       18       23                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       74,372
COMMITMENTS
       0    4,680        0   68,457   63,777   68,457   68,457    5,915    5,915

CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST:        -20)
       0        0        0     -120     -120     -120     -120      100      100

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.3      0.0     92.0     85.8     92.0     92.0      8.0      8.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       0        1        0       20       20       20       21                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,895
COMMITMENTS
   2,240    1,005        0   20,995   21,930   23,235   22,935    2,660    2,960

CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST:         10)
       0        0        0       10       10       10       10        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7      3.9      0.0     81.1     84.7     89.7     88.6     10.3     11.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        0       12       12       16       13                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,258
COMMITMENTS
  11,620    5,430    3,970   40,301   46,766   55,891   56,166    3,367    3,092

CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST:        -58)
       0      380       70      352      -28      422      422     -480     -480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.6      9.2      6.7     68.0     78.9     94.3     94.8      5.7      5.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       2        2        2       19       17       22       20                  
 
 
NYISO.HUD VL_month_off_dap - NODAL EXCHANGE                          Code-064CXP
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,534
COMMITMENTS
   2,565    2,535    3,310   31,363   31,668   37,238   37,513    2,296    2,021

CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST:        927)
       0      500        0      927      427      927      927        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.5      6.4      8.4     79.3     80.1     94.2     94.9      5.8      5.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       1        2        3       17       18       20       21                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       33,840
COMMITMENTS
     885   16,420       90   31,485   15,755   32,460   32,265    1,380    1,575

CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST:        -60)
       0        0        0      -60      -60      -60      -60        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6     48.5      0.3     93.0     46.6     95.9     95.3      4.1      4.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        1        1       15       14       17       16                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      100,470
COMMITMENTS
  12,825    4,755    1,515   67,355   75,355   81,695   81,625   18,775   18,845

CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST:       -160)
       0        0        0      -35      -35      -35      -35     -125     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    12.8      4.7      1.5     67.0     75.0     81.3     81.2     18.7     18.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       1        2        2       18       23       20       26                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       95,415
COMMITMENTS
  13,150    7,300    1,070   63,920   69,740   78,140   78,110   17,275   17,305

CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST:         70)
       0        0        0       40       40       40       40       30       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.8      7.7      1.1     67.0     73.1     81.9     81.9     18.1     18.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       1        2        2       18       21       20       24                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,194
COMMITMENTS
   3,505   13,950    1,290   15,747    6,212   20,542   21,452    4,652    3,742

CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST:        360)
     300        0        0     -252      108       48      108      312      252

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.9     55.4      5.1     62.5     24.7     81.5     85.1     18.5     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        4        4       17       11       22       16                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,264
COMMITMENTS
   3,505   12,315    1,800   14,595    6,695   19,900   20,810    4,364    3,454

CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST:        360)
     300        0        0     -180      180      120      180      240      180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.4     50.8      7.4     60.2     27.6     82.0     85.8     18.0     14.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        4        4       17       11       22       16                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,040
COMMITMENTS
  28,555        0       25   33,570   61,485   62,150   61,510    1,890    2,530

CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST:        175)
       0        0        0      300      300      300      300     -125     -125

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.6      0.0      0.0     52.4     96.0     97.0     96.0      3.0      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       4        0        1       12       10       16       11                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,730
COMMITMENTS
  27,150       65      240   33,505   60,890   60,895   61,195    2,835    2,535

CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST:        805)
     450     -150       65      -35      715      480      630      325      175

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.6      0.1      0.4     52.6     95.5     95.6     96.0      4.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        3       17       12       22       15                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       53,780
COMMITMENTS
  18,560       65      590   32,180   50,825   51,330   51,480    2,450    2,300

CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST:        675)
     450     -150       65      100      700      615      615       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.5      0.1      1.1     59.8     94.5     95.4     95.7      4.6      4.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        1        3       18       12       23       15                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,810
COMMITMENTS
   2,330    4,760      530   13,570   11,585   16,430   16,875    3,380    2,935

CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.8     24.0      2.7     68.5     58.5     82.9     85.2     17.1     14.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       2        4        1       11        8       13       13                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       73,505
COMMITMENTS
  17,990   21,300    2,270   47,295   44,325   67,555   67,895    5,950    5,610

CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST:        370)
     100     -150        0      225      575      325      425       45      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.5     29.0      3.1     64.3     60.3     91.9     92.4      8.1      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        3       17       13       22       17                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,425
COMMITMENTS
  14,160   21,300    2,270   46,360   39,260   62,790   62,830    4,635    4,595

CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST:        370)
     100     -150        0      200      450      300      300       70       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    21.0     31.6      3.4     68.8     58.2     93.1     93.2      6.9      6.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        3       17       14       22       18                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       63,577
COMMITMENTS
  17,365   14,560    5,020   37,266   40,151   59,651   59,731    3,926    3,846

CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST:      1,550)
     800      300       50      700    1,200    1,550    1,550        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    27.3     22.9      7.9     58.6     63.2     93.8     94.0      6.2      6.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        4       18       13       24       17                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       52,265
COMMITMENTS
   8,715   10,160    5,315   35,187   34,012   49,217   49,487    3,048    2,778

CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST:      1,935)
     800      300     -195    1,280    1,780    1,885    1,885       50       50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.7     19.4     10.2     67.3     65.1     94.2     94.7      5.8      5.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        5       18       14       24       19                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      187,314
COMMITMENTS
   9,034   36,215    7,411  124,071   96,725  140,516  140,351   46,798   46,963

CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST:      2,675)
    -150    1,670      125    2,179      289    2,154    2,084      521      591

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.8     19.3      4.0     66.2     51.6     75.0     74.9     25.0     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       2        7        4       30       30       35       38                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      151,106
COMMITMENTS
   7,719   19,740    7,961   97,854   85,673  113,534  113,374   37,572   37,732

CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST:      2,475)
    -150    1,670      -50    2,260      375    2,060    1,995      415      480

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1     13.1      5.3     64.8     56.7     75.1     75.0     24.9     25.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       40)
       3        6        4       26       28       31       36                  
 
 
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE                       Code-064FJY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       22,695
COMMITMENTS
     900      350        0   20,860   21,110   21,760   21,460      935    1,235

CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST:          0)
     300        0        0     -300        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      1.5      0.0     91.9     93.0     95.9     94.6      4.1      5.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       1        1        0       12       12       13       13                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       73,171
COMMITMENTS
   2,255    3,935    8,845   57,516   56,066   68,616   68,846    4,555    4,325

CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST:         15)
     270        0     -120      -90      180       60       60      -45      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      5.4     12.1     78.6     76.6     93.8     94.1      6.2      5.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       16       18       18       21                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       61,754
COMMITMENTS
   1,570    3,385    9,370   44,974   43,279   55,914   56,034    5,840    5,720

CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST:        175)
     420        0     -120     -155      265      145      145       30       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.5      5.5     15.2     72.8     70.1     90.5     90.7      9.5      9.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       2        1        2       19       20       21       23                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       42,085
COMMITMENTS
  16,600      950    3,230   18,520   34,690   38,350   38,870    3,735    3,215

CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST:        610)
     150      300        0      425      275      575      575       35       35

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    39.4      2.3      7.7     44.0     82.4     91.1     92.4      8.9      7.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        3       16       18       21       21                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       51,385
COMMITMENTS
  33,045    1,330    2,030   13,860   45,785   48,935   49,145    2,450    2,240

CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST:        440)
       0      450        0        0     -450        0        0      440      440

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    64.3      2.6      4.0     27.0     89.1     95.2     95.6      4.8      4.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        3       14       18       17       21                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      178,415
COMMITMENTS
   9,840   11,955    6,500  134,692  133,750  151,032  152,205   27,384   26,210

CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST:      1,568)
     800      420     -100    1,236    1,609    1,936    1,929     -368     -361

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5      6.7      3.6     75.5     75.0     84.7     85.3     15.3     14.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       36)
       3        3        2       28       29       33       32                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/23/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      120,175
COMMITMENTS
   4,480    7,455    9,020   91,255   88,235  104,755  104,710   15,420   15,465

CHANGES FROM 06/16/20 (CHANGE IN OPEN INTEREST:      2,315)
     800      270     -120    1,400    1,930    2,080    2,080      235      235

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.7      6.2      7.5     75.9     73.4     87.2     87.1     12.8     12.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        2        3       25       25       29       28                  



Updated June 26, 2020