ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       89,691
COMMITMENTS
       0    4,240        0   81,809   77,569   81,809   81,809    7,882    7,882

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        871)
       0        0        0      580      580      580      580      291      291

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      4.7      0.0     91.2     86.5     91.2     91.2      8.8      8.8

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 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       74,612
COMMITMENTS
       0    4,700        0   68,457   63,757   68,457   68,457    6,155    6,155

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        240)
       0       20        0        0      -20        0        0      240      240

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      6.3      0.0     91.8     85.5     91.8     91.8      8.2      8.2

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 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,835
COMMITMENTS
   2,240    1,005        0   20,875   21,810   23,115   22,815    2,720    3,020

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        -60)
       0        0        0     -120     -120     -120     -120       60       60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7      3.9      0.0     80.8     84.4     89.5     88.3     10.5     11.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        0       13       12       17       13                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       59,661
COMMITMENTS
  11,620    5,680    4,020   40,834   47,049   56,474   56,749    3,187    2,912

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        403)
       0      250       50      533      283      583      583     -180     -180

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    19.5      9.5      6.7     68.4     78.9     94.7     95.1      5.3      4.9

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 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       39,872
COMMITMENTS
   2,565    2,785    3,360   31,651   31,706   37,576   37,851    2,296    2,021

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        338)
       0      250       50      288       38      338      338        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4      7.0      8.4     79.4     79.5     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.N.Y.C._month_on_dap - NODAL EXCHANGE                           Code-064CZS
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,233
COMMITMENTS
       0    3,600    1,800   19,508   16,088   21,308   21,488    1,925    1,745

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0     15.5      7.7     84.0     69.2     91.7     92.5      8.3      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       0        2        1       16       13       17       15                  
 
 
NYISO.N.Y.C._month_off_dap - NODAL EXCHANGE                          Code-064CZT
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       19,447
COMMITMENTS
       0      325    1,800   16,435   16,550   18,235   18,675    1,212      772

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:          .)
       .        .        .        .        .        .        .        .        .

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      1.7      9.3     84.5     85.1     93.8     96.0      6.2      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       0        2        1       15       10       16       12                  
 
 
NYISO.WEST_month_on_dap - NODAL EXCHANGE                             Code-064DEU
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| 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   31,545   15,755   32,520   32,265    1,320    1,575

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0       60        0       60        0      -60        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.6     48.5      0.3     93.2     46.6     96.1     95.3      3.9      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 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      100,915
COMMITMENTS
  13,125    4,755    1,515   67,505   75,805   82,145   82,075   18,770   18,840

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        445)
     300        0        0      150      450      450      450       -5       -5

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.0      4.7      1.5     66.9     75.1     81.4     81.3     18.6     18.7

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 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       95,990
COMMITMENTS
  13,585    7,300    1,090   64,130   70,350   78,805   78,740   17,185   17,250

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        575)
     435        0       20      210      610      665      630      -90      -55

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.2      7.6      1.1     66.8     73.3     82.1     82.0     17.9     18.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       2        2        3       18       21       21       25                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,174
COMMITMENTS
   3,505   13,990    1,190   15,792    6,222   20,487   21,402    4,687    3,772

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        -20)
       0       40     -100       45       10      -55      -50       35       30

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    13.9     55.6      4.7     62.7     24.7     81.4     85.0     18.6     15.0

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 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,354
COMMITMENTS
   3,505   12,355    1,730   14,745    6,865   19,980   20,950    4,374    3,404

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:         90)
       0       40      -70      150      170       80      140       10      -50

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.4     50.7      7.1     60.5     28.2     82.0     86.0     18.0     14.0

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 06/30/20          |
--------------------------------------------------------------| 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 06/23/20 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

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 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,330
COMMITMENTS
  27,350      115      190   33,945   61,480   61,485   61,785    2,845    2,545

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        600)
     200       50      -50      440      590      590      590       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    42.5      0.2      0.3     52.8     95.6     95.6     96.0      4.4      4.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        1        3       17       12       23       15                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,380
COMMITMENTS
  18,760      115      540   32,620   51,415   51,920   52,070    2,460    2,310

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        600)
     200       50      -50      440      590      590      590       10       10

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    34.5      0.2      1.0     60.0     94.5     95.5     95.8      4.5      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        1        3       18       12       24       15                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| 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 06/23/20 (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 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       73,605
COMMITMENTS
  17,890   21,300    2,310   47,115   44,045   67,315   67,655    6,290    5,950

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        100)
    -100        0       40     -180     -280     -240     -240      340      340

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    24.3     28.9      3.1     64.0     59.8     91.5     91.9      8.5      8.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        4       17       13       22       18                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       67,625
COMMITMENTS
  14,060   21,300    2,310   46,340   39,140   62,710   62,750    4,915    4,875

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        200)
    -100        0       40      -20     -120      -80      -80      280      280

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    20.8     31.5      3.4     68.5     57.9     92.7     92.8      7.3      7.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        4       17       14       22       19                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       65,997
COMMITMENTS
  17,765   14,610    5,520   38,536   41,771   61,821   61,901    4,176    4,096

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      2,420)
     400       50      500    1,270    1,620    2,170    2,170      250      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.9     22.1      8.4     58.4     63.3     93.7     93.8      6.3      6.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        4       19       14       25       18                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       54,750
COMMITMENTS
   9,115   10,210    5,815   36,522   35,697   51,452   51,722    3,298    3,028

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      2,485)
     400       50      500    1,335    1,685    2,235    2,235      250      250

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    16.6     18.6     10.6     66.7     65.2     94.0     94.5      6.0      5.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       4        2        5       19       14       25       19                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      192,314
COMMITMENTS
   9,759   37,030    7,591  125,832   98,396  143,182  143,017   49,132   49,297

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      5,000)
     725      815      180    1,761    1,671    2,666    2,666    2,334    2,334

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.1     19.3      3.9     65.4     51.2     74.5     74.4     25.5     25.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        7        5       30       31       36       39                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      153,426
COMMITMENTS
   8,334   20,695    7,851   98,918   86,392  115,103  114,938   38,323   38,488

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      2,320)
     615      955     -110    1,064      719    1,569    1,564      751      756

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.4     13.5      5.1     64.5     56.3     75.0     74.9     25.0     25.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       42)
       3        6        5       27       30       33       38                  
 
 
MISO.INDIANA.HUB_month_on_rtp - NODAL EXCHANGE                       Code-064FJY
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       23,585
COMMITMENTS
   1,500      350        0   21,150   22,060   22,650   22,410      935    1,175

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        890)
     600        0        0      290      950      890      950        0      -60

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     6.4      1.5      0.0     89.7     93.5     96.0     95.0      4.0      5.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        1        0       13       13       14       14                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       73,401
COMMITMENTS
   2,305    3,935    8,945   57,746   56,346   68,996   69,226    4,405    4,175

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        230)
      50        0      100      230      280      380      380     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.1      5.4     12.2     78.7     76.8     94.0     94.3      6.0      5.7

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 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       62,150
COMMITMENTS
   1,820    3,385    9,370   44,345   42,900   55,535   55,655    6,615    6,495

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        396)
     250        0        0     -629     -379     -379     -379      775      775

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.9      5.4     15.1     71.4     69.0     89.4     89.5     10.6     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        1        2       19       21       22       24                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,150
COMMITMENTS
  16,900    1,550    3,230   22,090   37,960   42,220   42,740    3,930    3,410

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      4,065)
     300      600        0    3,570    3,270    3,870    3,870      195      195

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    36.6      3.4      7.0     47.9     82.3     91.5     92.6      8.5      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       4        1        3       17       18       22       21                  
 
 
PJM.N ILLINOIS HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKD
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,315
COMMITMENTS
  33,045    1,930    2,030   17,720   49,045   52,795   53,005    2,520    2,310

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      3,930)
       0      600        0    3,860    3,260    3,860    3,860       70       70

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    59.7      3.5      3.7     32.0     88.7     95.4     95.8      4.6      4.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       2        1        3       15       18       18       21                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      179,166
COMMITMENTS
  10,090   12,155    6,500  133,240  132,394  149,830  151,049   29,336   28,117

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:        750)
     250      200        0   -1,452   -1,356   -1,202   -1,156    1,952    1,907

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.6      6.8      3.6     74.4     73.9     83.6     84.3     16.4     15.7

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 06/30/20          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      124,915
COMMITMENTS
   4,730    7,455    9,070   95,320   92,550  109,120  109,075   15,795   15,840

CHANGES FROM 06/23/20 (CHANGE IN OPEN INTEREST:      4,740)
     250        0       50    4,065    4,315    4,365    4,365      375      375

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.8      6.0      7.3     76.3     74.1     87.4     87.3     12.6     12.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       32)
       2        3        3       25       26       29       30                  



Updated July 06, 2020