ISONE..H.INTERNAL_HUB_month_on_dap - NODAL EXCHANGE                  Code-064AAA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       45,424
COMMITMENTS
       0      180    1,475   36,794   36,674   38,269   38,329    7,155    7,095

CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST:      1,395)
       0        0        0      635      635      635      635      760      760

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      0.4      3.2     81.0     80.7     84.2     84.4     15.8     15.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       24)
       0        1        1       18       19       19       20                  
 
 
ISONE..H.INTERNAL_HUB_month_off_dap - NODAL EXCHANGE                 Code-064AAB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       40,922
COMMITMENTS
       0    1,000      660   34,068   33,165   34,728   34,825    6,194    6,097

CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST:      1,705)
       0     -100        0      990    1,090      990      990      715      715

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     0.0      2.4      1.6     83.3     81.0     84.9     85.1     15.1     14.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       0        1        1       13       19       14       20                  
 
 
MISO.INDIANA.HUB_month_on_dap - NODAL EXCHANGE                       Code-064BFI
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,666
COMMITMENTS
   1,025    1,120      780   21,410   21,075   23,215   22,975    2,451    2,691

CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST:        275)
      50        0        0      225      275      275      275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.0      4.4      3.0     83.4     82.1     90.5     89.5      9.5     10.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        1        3       12       14       17       17                  
 
 
MISO.INDIANA.HUB_month_off_dap - NODAL EXCHANGE                      Code-064BFJ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       20,540
COMMITMENTS
   1,200      820      380   17,310   17,510   18,890   18,710    1,650    1,830

CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST:        275)
      25        0        0      250      275      275      275        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.8      4.0      1.9     84.3     85.2     92.0     91.1      8.0      8.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       20)
       3        1        1        9       14       13       15                  
 
 
NYISO.HUD VL_month_on_dap - NODAL EXCHANGE                           Code-064CXO
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,877
COMMITMENTS
   9,615      820    3,440   16,609   25,524   29,664   29,784    2,213    2,093

CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST:        750)
     300      230     -300      750      820      750      750        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    30.2      2.6     10.8     52.1     80.1     93.1     93.4      6.9      6.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       21)
       1        2        2       14       16       16       19                  
 
 
PJM.AEP-DAYTON HUB_month_on_dap - NODAL EXCHANGE                     Code-064DLW
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       78,412
COMMITMENTS
  14,350    3,440    3,645   47,547   58,069   65,542   65,154   12,870   13,258

CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST:      5,405)
     385        0    1,145    3,007    3,392    4,537    4,537      868      868

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    18.3      4.4      4.6     60.6     74.1     83.6     83.1     16.4     16.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        4       14       21       18       25                  
 
 
PJM.AEP-DAYTON HUB_month_off_dap - NODAL EXCHANGE                    Code-064DLX
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       74,704
COMMITMENTS
  10,900    3,275    4,040   47,463   54,652   62,403   61,967   12,301   12,737

CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST:      2,645)
    -815        0      465    2,440    1,625    2,090    2,090      555      555

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.6      4.4      5.4     63.5     73.2     83.5     83.0     16.5     17.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       2        2        3       15       21       18       25                  
 
 
PJM.BGE_month_on_dap - NODAL EXCHANGE                                Code-064DPQ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       25,851
COMMITMENTS
   2,560    8,165    2,330   17,053   11,963   21,943   22,458    3,908    3,393

CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST:        550)
       0     -600      350        0      600      350      350      200      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     9.9     31.6      9.0     66.0     46.3     84.9     86.9     15.1     13.1

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        4        3       17       10       23       15                  
 
 
PJM.BGE_month_off_dap - NODAL EXCHANGE                               Code-064DPR
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       24,631
COMMITMENTS
   3,660    8,325    2,005   15,080   11,100   20,745   21,430    3,886    3,201

CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST:        550)
     600        0     -250        0      600      350      350      200      200

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    14.9     33.8      8.1     61.2     45.1     84.2     87.0     15.8     13.0

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       4        3        2       16        9       21       13                  
 
 
PJM.N ILLINOIS HUB_month_on_dap - NODAL EXCHANGE                     Code-064ERM
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,842
COMMITMENTS
  25,185        0        0   16,731   41,794   41,916   41,794    4,926    5,048

CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST:        590)
     315        0        0       15      510      330      510      260       80

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    53.8      0.0      0.0     35.7     89.2     89.5     89.2     10.5     10.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       4        0        0       13       14       17       14                  
 
 
PJM.N ILLINOIS HUB_month_off_dap - NODAL EXCHANGE                    Code-064ERN
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,701
COMMITMENTS
  24,410        0        0   16,731   41,442   41,141   41,442    5,560    5,259

CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST:        465)
     165        0        0      120      465      285      465      180        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    52.3      0.0      0.0     35.8     88.7     88.1     88.7     11.9     11.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        0       11       14       15       14                  
 
 
PJM.PECO_month_on_dap - NODAL EXCHANGE                               Code-064EUY
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,810
COMMITMENTS
  25,170      400    2,050   25,325   50,205   52,545   52,655    4,265    4,155

CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST:      1,730)
   1,200        0      -30      605    1,805    1,775    1,775      -45      -45

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    44.3      0.7      3.6     44.6     88.4     92.5     92.7      7.5      7.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       6        1        3       16       13       22       17                  
 
 
PJM.PECO_month_off_dap - NODAL EXCHANGE                              Code-064EUZ
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       55,760
COMMITMENTS
  24,295      100    2,575   24,660   48,965   51,530   51,640    4,230    4,120

CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST:      1,600)
   1,150        0      -80      620    1,770    1,690    1,690      -90      -90

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    43.6      0.2      4.6     44.2     87.8     92.4     92.6      7.6      7.4

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       27)
       5        1        3       16       12       22       15                  
 
 
PJM.PEPCO_month_on_dap - NODAL EXCHANGE                              Code-064EVG
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,990
COMMITMENTS
   1,385    6,645      645   12,185    7,385   14,215   14,675    1,775    1,315

CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST:        145)
    -240        0      145        0        0      -95      145      240        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     8.7     41.6      4.0     76.2     46.2     88.9     91.8     11.1      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        5        1       15        8       16       14                  
 
 
PJM.PEPCO_month_off_dap - NODAL EXCHANGE                             Code-064EVH
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       15,570
COMMITMENTS
   1,860    7,120      490   11,780    6,685   14,130   14,295    1,440    1,275

CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST:          0)
       0        0        0        0        0        0        0        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    11.9     45.7      3.1     75.7     42.9     90.8     91.8      9.2      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       23)
       1        5        1       14        8       15       14                  
 
 
PJM.PPL_month_on_dap - NODAL EXCHANGE                                Code-064EWU
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       65,095
COMMITMENTS
  21,280   21,695    2,880   35,910   36,025   60,070   60,600    5,025    4,495

CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST:      1,500)
       0        0        0    1,075    1,195    1,075    1,195      425      305

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    32.7     33.3      4.4     55.2     55.3     92.3     93.1      7.7      6.9

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       5        2        4       17       15       24       19                  
 
 
PJM.PPL_month_off_dap - NODAL EXCHANGE                               Code-064EWV
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       64,465
COMMITMENTS
  18,080   21,445    3,685   37,485   34,530   59,250   59,660    5,215    4,805

CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST:      1,575)
       0        0       75    1,075    1,075    1,150    1,150      425      425

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.0     33.3      5.7     58.1     53.6     91.9     92.5      8.1      7.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       5        2        5       16       16       23       21                  
 
 
PJM.PSEG_month_on_dap - NODAL EXCHANGE                               Code-064EXE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       56,736
COMMITMENTS
  16,180   19,825    1,920   36,173   32,858   54,273   54,603    2,463    2,133

CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST:      1,230)
       0    1,080        0    1,380      300    1,380    1,380     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    28.5     34.9      3.4     63.8     57.9     95.7     96.2      4.3      3.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       29)
       3        2        3       21       10       26       14                  
 
 
PJM.PSEG_month_off_dap - NODAL EXCHANGE                              Code-064EXF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       46,142
COMMITMENTS
  12,430   10,850    2,110   30,227   32,132   44,767   45,092    1,375    1,050

CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST:        870)
       0      720        0    1,020      300    1,020    1,020     -150     -150

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    26.9     23.5      4.6     65.5     69.6     97.0     97.7      3.0      2.3

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       28)
       4        2        2       20       11       25       14                  
 
 
PJM.WESTERN HUB_month_on_dap - NODAL EXCHANGE                        Code-064FHK
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      151,292
COMMITMENTS
   1,675   24,906   10,099  118,807   95,576  130,581  130,581   20,711   20,711

CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST:      2,825)
       0      480      530    1,928    1,448    2,458    2,458      367      367

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     1.1     16.5      6.7     78.5     63.2     86.3     86.3     13.7     13.7

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       43)
       2        8        4       28       30       33       39                  
 
 
PJM.WESTERN HUB_month_off_dap - NODAL EXCHANGE                       Code-064FHL
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      139,164
COMMITMENTS
   3,034   28,630    7,620  112,349   86,753  123,003  123,003   16,161   16,161

CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST:      1,897)
     480    1,570      180      830     -260    1,490    1,490      407      407

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     2.2     20.6      5.5     80.7     62.3     88.4     88.4     11.6     11.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       41)
       3        6        3       23       29       27       37                  
 
 
PJM.AEP-DAYTON HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKA
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       42,120
COMMITMENTS
   1,625    5,320    2,135   35,070   31,375   38,830   38,830    3,290    3,290

CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST:        -30)
    -480      200       30      395     -285      -55      -55       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     3.9     12.6      5.1     83.3     74.5     92.2     92.2      7.8      7.8

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       26)
       3        2        2       15       18       18       22                  
 
 
PJM.AEP-DAYTON HUB_month_off_rtp - NODAL EXCHANGE                    Code-064FKB
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       37,005
COMMITMENTS
   2,020    4,270    2,515   29,390   27,200   33,925   33,985    3,080    3,020

CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST:        195)
    -480      200      100      550     -130      170      170       25       25

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     5.5     11.5      6.8     79.4     73.5     91.7     91.8      8.3      8.2

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       25)
       3        1        2       15       20       18       23                  
 
 
PJM.N ILLINOIS HUB_month_on_rtp - NODAL EXCHANGE                     Code-064FKC
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       31,235
COMMITMENTS
  15,510        0      800   13,500   29,310   29,810   30,110    1,425    1,125

CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST:      1,200)
       0        0        0    1,200    1,200    1,200    1,200        0        0

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
    49.7      0.0      2.6     43.2     93.8     95.4     96.4      4.6      3.6

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       22)
       4        0        2       14       14       18       16                  
 
 
PJM.WESTERN HUB_month_on_rtp - NODAL EXCHANGE                        Code-064FKE
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:      105,285
COMMITMENTS
   4,580   11,205    5,375   76,848   70,283   86,803   86,863   18,482   18,422

CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST:      4,855)
     550     -780      130    3,455    4,785    4,135    4,135      720      720

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.4     10.6      5.1     73.0     66.8     82.4     82.5     17.6     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       38)
       3        3        4       30       26       35       31                  
 
 
PJM.WESTERN HUB_month_off_rtp - NODAL EXCHANGE                       Code-064FKF
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/23/19          |
--------------------------------------------------------------| NONREPORTABLE
      NON-COMMERCIAL      |   COMMERCIAL    |      TOTAL      |   POSITIONS
--------------------------|-----------------|-----------------|-----------------
  Long  | Short  |Spreads |  Long  | Short  |  Long  | Short  |  Long  | Short
--------------------------------------------------------------------------------
Megawatt Hours (MWh)                                 OPEN INTEREST:       86,463
COMMITMENTS
   3,660    2,495    9,080   58,193   59,743   70,933   71,318   15,530   15,145

CHANGES FROM 07/16/19 (CHANGE IN OPEN INTEREST:      2,678)
     200     -480      150    2,213    2,893    2,563    2,563      115      115

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER 
     4.2      2.9     10.5     67.3     69.1     82.0     82.5     18.0     17.5

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:       31)
       2        3        3       19       23       23       27                  



Updated July 26, 2019